#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, MessageSize > | Legs |
typedef SbeGroup< BrokenDatesEntry, GroupSize, MessageSize > | BrokenDates |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
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 Char * | className () |
static constexpr StrRef | fixType () noexcept |
Additional Inherited Members | |
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typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
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SbeMessage & | version (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) |
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SbeFields () | |
~SbeFields () | |
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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 |
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static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 41351 of file Messages.h.
typedef SbeGroup<BrokenDatesEntry, GroupSize, MessageSize> BrokenDates |
Repeating group containing BrokenDatesEntry entries.
Definition at line 41782 of file Messages.h.
typedef SbeGroup<LegsEntry, GroupSize, MessageSize> Legs |
Repeating group containing LegsEntry entries.
Definition at line 41605 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 41356 of file Messages.h.
typedef SecurityDefinitionRequest560 ThisType |
This type alias.
Definition at line 41359 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
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TemplateId |
Definition at line 41362 of file Messages.h.
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inline |
Initializes a blank instance.
Definition at line 41785 of file Messages.h.
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inline |
Initializes an instance over the given memory block.
Definition at line 41788 of file Messages.h.
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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.
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inline |
Creates an instance over the given memory block.
Definition at line 41817 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 41828 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 41839 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 42353 of file Messages.h.
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inlinenoexcept |
Definition at line 42283 of file Messages.h.
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inlinenoexcept |
Definition at line 42296 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 42310 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 42324 of file Messages.h.
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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.
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inlinenoexcept |
Definition at line 42464 of file Messages.h.
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inlinestatic |
Definition at line 42423 of file Messages.h.
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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.
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inlinestaticnoexcept |
FIX message type.
Definition at line 42432 of file Messages.h.
Maximal message size.
Definition at line 42380 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 42365 of file Messages.h.
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inlinenoexcept |
Definition at line 42243 of file Messages.h.
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inlinenoexcept |
Definition at line 42251 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 42260 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 42271 of file Messages.h.
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inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 42044 of file Messages.h.
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inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 41901 of file Messages.h.
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inlinenoexcept |
Max number of substitutions allowed.
The value of 0 indicates that substitutions are not allowed.
Definition at line 42150 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 42340 of file Messages.h.
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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.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 42401 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 42392 of file Messages.h.
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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.
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inlinestaticnoexcept |
Type of Security Definition Request. Constant value.
Definition at line 41989 of file Messages.h.
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inlinenoexcept |
Identifies specific type of UDS; valid values are COMBO, COVERED and REPO.
Definition at line 42020 of file Messages.h.
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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.
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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.
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inlinenoexcept |
Sequence number as assigned to message.
Definition at line 41924 of file Messages.h.
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.
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inline |
Definition at line 42232 of file Messages.h.
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.
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inlinenoexcept |
Definition at line 42138 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 42055 of file Messages.h.
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inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 41912 of file Messages.h.
Max number of substitutions allowed.
The value of 0 indicates that substitutions are not allowed.
Definition at line 42160 of file Messages.h.
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inlinenoexcept |
Definition at line 42169 of file Messages.h.
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.
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.
Identifies specific type of UDS; valid values are COMBO, COVERED and REPO.
Definition at line 42031 of file Messages.h.
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.
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inlinenoexcept |
Definition at line 41976 of file Messages.h.
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.
Sequence number as assigned to message.
Definition at line 41933 of file Messages.h.
Represents the source repo instrument on which the new tailor made repo should be modeled on.
Definition at line 42191 of file Messages.h.
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inlinenoexcept |
Definition at line 42200 of file Messages.h.
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.
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inlinenoexcept |
Definition at line 42096 of file Messages.h.
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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.
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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.
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inlinenoexcept |
Definition at line 42444 of file Messages.h.
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inline |
Definition at line 3069 of file MessageSerialization.h.