OnixS C++ CME iLink 3 Binary Order Entry Handler  1.15.0
API Documentation
SecurityDefinitionRequest560 Struct Reference

#include <OnixS/CME/iLink3/messaging/Messages.h>

Classes

struct  BrokenDatesEntry
 
struct  LegsEntry
 

Public Types

enum  { TemplateId = 560 }
 
typedef SchemaTraits Schema
 
typedef SecurityDefinitionRequest560 ThisType
 
typedef SbeGroup< LegsEntry, GroupSize, MessageSizeLegs
 
typedef SbeGroup< BrokenDatesEntry, GroupSize, MessageSizeBrokenDates
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 SecurityDefinitionRequest560 ()
 
 SecurityDefinitionRequest560 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 SecurityDefinitionRequest560 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 SecurityDefinitionRequest560 (void *data, EncodedLength length, NoInit)
 
 SecurityDefinitionRequest560 (const SbeMessage &message)
 
 SecurityDefinitionRequest560 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
 
UInt64 partyDetailsListReqId () const noexcept
 
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
 
UInt64 securityReqId () const noexcept
 
ThisTypesetSecurityReqId (UInt64 value) noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
UInt32 seqNum () const noexcept
 
ThisTypesetSeqNum (UInt32 value) noexcept
 
bool senderId (StrRef &value) const noexcept
 
ThisTypesetSenderId (StrRef value) noexcept
 
ThisTypesetSenderIdToNull () noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
 
StrRef securitySubType () const noexcept
 
ThisTypesetSecuritySubType (StrRef value) noexcept
 
StrRef location () const noexcept
 
ThisTypesetLocation (StrRef value) noexcept
 
bool startDate (Timestamp &value) const noexcept
 
ThisTypesetStartDate (Timestamp value) noexcept
 
ThisTypesetStartDateToNull () noexcept
 
bool endDate (Timestamp &value) const noexcept
 
ThisTypesetEndDate (Timestamp value) noexcept
 
ThisTypesetEndDateToNull () noexcept
 
bool maxNoOfSubstitutions (UInt8 &value) const noexcept
 
ThisTypesetMaxNoOfSubstitutions (UInt8 value) noexcept
 
ThisTypesetMaxNoOfSubstitutionsToNull () noexcept
 
bool sourceRepoId (Int32 &value) const noexcept
 
ThisTypesetSourceRepoId (Int32 value) noexcept
 
ThisTypesetSourceRepoIdToNull () noexcept
 
bool brokenDateTermType (UInt8 &value) const noexcept
 
ThisTypesetBrokenDateTermType (UInt8 value)
 
ThisTypesetBrokenDateTermTypeToNull ()
 
Legs legs () const noexcept
 
Legs legs () noexcept
 
Legs legs (Legs::Size length)
 
Legs legs (Legs::Size length, NoFieldsInit)
 
BrokenDates brokenDates () const noexcept
 
BrokenDates brokenDates () noexcept
 
BrokenDates brokenDates (BrokenDates::Size length)
 
BrokenDates brokenDates (BrokenDates::Size length, NoFieldsInit)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () noexcept
 
std::string toString () const
 
const void * tail () const noexcept
 
EncodedLength calculateBinarySize () const noexcept
 
- Public Member Functions inherited from SbeMessage
 SbeMessage () noexcept
 
 SbeMessage (void *data, MessageSize size, SchemaVersion version)
 
 SbeMessage (void *data, MessageSize size)
 
 SbeMessage (void *data, MessageSize size, NoCheck) noexcept
 
void clear () noexcept
 
bool valid () const noexcept
 
MessageTemplateId templateId () const noexcept
 
SchemaVersion version () const noexcept
 
SchemaId schemaId () const noexcept
 
const void * binary () const noexcept
 
void * binary () noexcept
 
const void * blockEnd () noexcept
 
const void * blockEnd () const noexcept
 
MessageSize bufferSize () const noexcept
 
void * body () noexcept
 
BlockLength blockLength () const noexcept
 
const void * block () const noexcept
 
void * block () noexcept
 
- Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessagecontainer () noexcept
 
void zeroPaddingBytes (MessageSize offset) noexcept
 
void setOrdinary (MessageSize offset, FieldValue value) noexcept
 
void setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSize offset, StrRef value) noexcept
 
void setFixedStr (MessageSize offset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

static constexpr SecurityReqType securityReqType () noexcept
 
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
 
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
 
static constexpr MessageSize getMinimalVariableFieldsSize (SchemaVersion version)
 
static constexpr UInt64 getMaxMessageSize (UInt8 maxGroupItems=255) noexcept
 
static constexpr const CharclassName ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
 
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessageversion (SchemaVersion version) noexcept
 
GroupList groups () noexcept
 
GroupList groups () const noexcept
 
template<typename Group >
void initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
 
template<typename Group >
void setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
 
template<typename Group >
void constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
 
void setVarDataField (DATA &data, StrRef value, const void *oldMessageTail)
 
VariableLengthFieldList variableLengthFields () noexcept
 
VariableLengthFieldList variableLengthFields () const noexcept
 
void init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
 
MessageSize calculateBinarySize (const void *tail) const noexcept
 
template<class Callable , class Owner >
void setVariableLengthField (Callable callable, StrRef value, Owner &owner)
 
template<class Callable , class Owner >
void setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
 
template<class Callable , class Owner >
StrRef getVariableLengthField (Callable callable, const Owner &owner) const noexcept
 
template<class Callable , class Owner >
StrRef getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
 
template<class Callable , class Owner >
void setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
 
template<class Group , class Callable , class Owner >
void resetGroup (Callable callable, Owner &owner) noexcept
 
template<class Callable , class Owner >
void setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
 
template<class Group , class Callable , class Owner >
void resetGroup (Callable callable, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group getGroup (Callable callable, Owner &owner) const noexcept
 
template<class Group , class Callable , class Owner >
Group getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
 
template<class Group , class Callable , class Owner >
Group constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group constructGroup (Callable callable, typename Group::Size length, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group setupGroup (Callable callable, typename Group::Size length, Owner &owner)
 
- Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
 SbeFields ()
 
 ~SbeFields ()
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (MessageSize offset) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSize offset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSize offset) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 41351 of file Messages.h.

Member Typedef Documentation

Repeating group containing BrokenDatesEntry entries.

Definition at line 41782 of file Messages.h.

Repeating group containing LegsEntry entries.

Definition at line 41605 of file Messages.h.

Used template schema.

Definition at line 41356 of file Messages.h.

This type alias.

Definition at line 41359 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 41362 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

Definition at line 41785 of file Messages.h.

SecurityDefinitionRequest560 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 41788 of file Messages.h.

SecurityDefinitionRequest560 ( void *  data,
EncodedLength  length,
NoFieldsInit  ,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 41803 of file Messages.h.

SecurityDefinitionRequest560 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 41817 of file Messages.h.

SecurityDefinitionRequest560 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 41828 of file Messages.h.

SecurityDefinitionRequest560 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 41839 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 42353 of file Messages.h.

BrokenDates brokenDates ( ) const
inlinenoexcept
Returns
instance of BrokenDates repeating group.

Definition at line 42283 of file Messages.h.

BrokenDates brokenDates ( )
inlinenoexcept
Returns
instance of BrokenDates repeating group.

Definition at line 42296 of file Messages.h.

BrokenDates brokenDates ( BrokenDates::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoBrokenDates(39026) repeating group.

Definition at line 42310 of file Messages.h.

BrokenDates brokenDates ( BrokenDates::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoBrokenDates(39026) repeating group.

Definition at line 42324 of file Messages.h.

bool brokenDateTermType ( UInt8 value) const
inlinenoexcept

Defines how user defined tailor made repo contract is to be broken down into different broken dates.

Definition at line 42212 of file Messages.h.

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 42464 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic
Returns
class name.

Definition at line 42423 of file Messages.h.

bool endDate ( Timestamp value) const
inlinenoexcept

End date of a financing deal, i.e.

the date the seller reimburses the buyer and takes back control of the collateral.

Definition at line 42109 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 42432 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  maxGroupItems = 255)
inlinestaticnoexcept

Maximal message size.

Definition at line 42380 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

Minimal variable fields size (when variable-length fields are empty).

Definition at line 42365 of file Messages.h.

Legs legs ( ) const
inlinenoexcept
Returns
instance of Legs repeating group.

Definition at line 42243 of file Messages.h.

Legs legs ( )
inlinenoexcept
Returns
instance of Legs repeating group.

Definition at line 42251 of file Messages.h.

Legs legs ( Legs::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoLegs(555) repeating group.

Definition at line 42260 of file Messages.h.

Legs legs ( Legs::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoLegs(555) repeating group.

Definition at line 42271 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 42044 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

Indicates if the order was initially received manually (as opposed to electronically).

Definition at line 41901 of file Messages.h.

bool maxNoOfSubstitutions ( UInt8 value) const
inlinenoexcept

Max number of substitutions allowed.

The value of 0 indicates that substitutions are not allowed.

Definition at line 42150 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 42340 of file Messages.h.

UInt64 partyDetailsListReqId ( ) const
inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 41856 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 42401 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 42392 of file Messages.h.

UInt64 securityReqId ( ) const
inlinenoexcept

Unique identifier for a security definition request.

It is incumbent on the market participant to maintain uniqueness.

Definition at line 41879 of file Messages.h.

static constexpr SecurityReqType securityReqType ( )
inlinestaticnoexcept

Type of Security Definition Request. Constant value.

Definition at line 41989 of file Messages.h.

StrRef securitySubType ( ) const
inlinenoexcept

Identifies specific type of UDS; valid values are COMBO, COVERED and REPO.

Definition at line 42020 of file Messages.h.

bool senderId ( StrRef value) const
inlinenoexcept

Operator ID.

Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform.

Definition at line 41950 of file Messages.h.

UInt64 sendingTimeEpoch ( ) const
inlinenoexcept

Time when the message is sent.

64-bit integer expressing the number of nano seconds since midnight January 1, 1970.

Definition at line 41998 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 41924 of file Messages.h.

ThisType& setBrokenDateTermType ( UInt8  value)
inline

Defines how user defined tailor made repo contract is to be broken down into different broken dates.

Definition at line 42223 of file Messages.h.

ThisType& setBrokenDateTermTypeToNull ( )
inline

Definition at line 42232 of file Messages.h.

ThisType& setEndDate ( Timestamp  value)
inlinenoexcept

End date of a financing deal, i.e.

the date the seller reimburses the buyer and takes back control of the collateral.

Definition at line 42129 of file Messages.h.

ThisType& setEndDateToNull ( )
inlinenoexcept

Definition at line 42138 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 42055 of file Messages.h.

ThisType& setManualOrderIndicator ( ManualOrdIndReq::Enum  value)
inlinenoexcept

Indicates if the order was initially received manually (as opposed to electronically).

Definition at line 41912 of file Messages.h.

ThisType& setMaxNoOfSubstitutions ( UInt8  value)
inlinenoexcept

Max number of substitutions allowed.

The value of 0 indicates that substitutions are not allowed.

Definition at line 42160 of file Messages.h.

ThisType& setMaxNoOfSubstitutionsToNull ( )
inlinenoexcept

Definition at line 42169 of file Messages.h.

ThisType& setPartyDetailsListReqId ( UInt64  value)
inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 41867 of file Messages.h.

ThisType& setSecurityReqId ( UInt64  value)
inlinenoexcept

Unique identifier for a security definition request.

It is incumbent on the market participant to maintain uniqueness.

Definition at line 41889 of file Messages.h.

ThisType& setSecuritySubType ( StrRef  value)
inlinenoexcept

Identifies specific type of UDS; valid values are COMBO, COVERED and REPO.

Definition at line 42031 of file Messages.h.

ThisType& setSenderId ( StrRef  value)
inlinenoexcept

Operator ID.

Should be unique per Firm ID. Assigned value used to identify specific message originator. Represents last individual or team in charge of the system which modifies the order before submission to the Globex platform, or if not modified from initiator (party role=118), last individual or team in charge of the system, which submit the order to the Globex platform.

Definition at line 41966 of file Messages.h.

ThisType& setSenderIdToNull ( )
inlinenoexcept

Definition at line 41976 of file Messages.h.

ThisType& setSendingTimeEpoch ( UInt64  value)
inlinenoexcept

Time when the message is sent.

64-bit integer expressing the number of nano seconds since midnight January 1, 1970.

Definition at line 42008 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 41933 of file Messages.h.

ThisType& setSourceRepoId ( Int32  value)
inlinenoexcept

Represents the source repo instrument on which the new tailor made repo should be modeled on.

Definition at line 42191 of file Messages.h.

ThisType& setSourceRepoIdToNull ( )
inlinenoexcept

Definition at line 42200 of file Messages.h.

ThisType& setStartDate ( Timestamp  value)
inlinenoexcept

Start date of a financing deal, i.e.

the date the buyer pays the seller cash and takes control of the collateral.

Definition at line 42087 of file Messages.h.

ThisType& setStartDateToNull ( )
inlinenoexcept

Definition at line 42096 of file Messages.h.

bool sourceRepoId ( Int32 value) const
inlinenoexcept

Represents the source repo instrument on which the new tailor made repo should be modeled on.

Definition at line 42181 of file Messages.h.

bool startDate ( Timestamp value) const
inlinenoexcept

Start date of a financing deal, i.e.

the date the buyer pays the seller cash and takes control of the collateral.

Definition at line 42068 of file Messages.h.

const void* tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 42444 of file Messages.h.

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 3069 of file MessageSerialization.h.


The documentation for this struct was generated from the following files: