OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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SecurityDefinitionRequest560 Struct Reference

Classes

struct  BrokenDatesEntry
struct  LegsEntry

Public Types

enum  
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 ()=default
 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) noexcept
ThisTypesetBrokenDateTermTypeToNull () noexcept
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 setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void setFixedStr (MessageSize offset, StrRef value) noexcept

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 ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
Value ordinary (MessageSize offset) const noexcept
Enumeration::Enum enumeration (MessageSize offset) const noexcept
Value decimal (MessageSize offset) const noexcept
StrRef fixedStr (MessageSize offset) const noexcept
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept

Detailed Description

Definition at line 41287 of file Messages.h.

Member Typedef Documentation

◆ BrokenDates

Repeating group containing BrokenDatesEntry entries.

Definition at line 41715 of file Messages.h.

◆ Legs

Repeating group containing LegsEntry entries.

Definition at line 41541 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 41292 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 41295 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 560 

Definition at line 41298 of file Messages.h.

Constructor & Destructor Documentation

◆ SecurityDefinitionRequest560() [1/6]

Initializes a blank instance.

◆ SecurityDefinitionRequest560() [2/6]

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

Initializes an instance over the given memory block.

Definition at line 41721 of file Messages.h.

◆ SecurityDefinitionRequest560() [3/6]

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 41736 of file Messages.h.

◆ SecurityDefinitionRequest560() [4/6]

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

Creates an instance over the given memory block.

Definition at line 41750 of file Messages.h.

◆ SecurityDefinitionRequest560() [5/6]

SecurityDefinitionRequest560 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 41761 of file Messages.h.

◆ SecurityDefinitionRequest560() [6/6]

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 41772 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 42274 of file Messages.h.

◆ brokenDates() [1/4]

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

Definition at line 42215 of file Messages.h.

◆ brokenDates() [2/4]

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

Definition at line 42225 of file Messages.h.

◆ brokenDates() [3/4]

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 42236 of file Messages.h.

◆ brokenDates() [4/4]

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

Setup repeating group with the given number of entries.

Returns
NoBrokenDates(39026) repeating group.

Definition at line 42247 of file Messages.h.

◆ brokenDateTermType()

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 42145 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 42371 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr
Returns
class name.

Definition at line 42341 of file Messages.h.

◆ endDate()

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 42042 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 42350 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 42302 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 42288 of file Messages.h.

◆ legs() [1/4]

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

Definition at line 42175 of file Messages.h.

◆ legs() [2/4]

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

Definition at line 42183 of file Messages.h.

◆ legs() [3/4]

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 42192 of file Messages.h.

◆ legs() [4/4]

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

Setup repeating group with the given number of entries.

Returns
NoLegs(555) repeating group.

Definition at line 42203 of file Messages.h.

◆ location()

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 41977 of file Messages.h.

◆ manualOrderIndicator()

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 41834 of file Messages.h.

◆ maxNoOfSubstitutions()

bool maxNoOfSubstitutions ( UInt8 & value) const
inlinenoexcept

Max number of substitutions allowed.

The value of 0 indicates that substitutions are not allowed.

Definition at line 42083 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 42262 of file Messages.h.

◆ partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const
inlinenoexcept

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

Definition at line 41789 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 42323 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 42314 of file Messages.h.

◆ securityReqId()

UInt64 securityReqId ( ) const
inlinenoexcept

Unique identifier for a security definition request.

It is incumbent on the market participant to maintain uniqueness.

Definition at line 41812 of file Messages.h.

◆ securityReqType()

constexpr SecurityReqType securityReqType ( )
inlinestaticconstexprnoexcept

Type of Security Definition Request. Constant value.

Definition at line 41922 of file Messages.h.

◆ securitySubType()

StrRef securitySubType ( ) const
inlinenoexcept

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

Definition at line 41953 of file Messages.h.

◆ senderId()

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 41883 of file Messages.h.

◆ sendingTimeEpoch()

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 41931 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 41857 of file Messages.h.

◆ setBrokenDateTermType()

ThisType & setBrokenDateTermType ( UInt8 value)
inlinenoexcept

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

Definition at line 42155 of file Messages.h.

◆ setBrokenDateTermTypeToNull()

ThisType & setBrokenDateTermTypeToNull ( )
inlinenoexcept

Definition at line 42164 of file Messages.h.

◆ setEndDate()

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 42062 of file Messages.h.

◆ setEndDateToNull()

ThisType & setEndDateToNull ( )
inlinenoexcept

Definition at line 42071 of file Messages.h.

◆ setLocation()

ThisType & setLocation ( StrRef value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 41988 of file Messages.h.

◆ setManualOrderIndicator()

ThisType & setManualOrderIndicator ( ManualOrdIndReq::Enum value)
inlinenoexcept

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

Definition at line 41845 of file Messages.h.

◆ setMaxNoOfSubstitutions()

ThisType & setMaxNoOfSubstitutions ( UInt8 value)
inlinenoexcept

Max number of substitutions allowed.

The value of 0 indicates that substitutions are not allowed.

Definition at line 42093 of file Messages.h.

◆ setMaxNoOfSubstitutionsToNull()

ThisType & setMaxNoOfSubstitutionsToNull ( )
inlinenoexcept

Definition at line 42102 of file Messages.h.

◆ setPartyDetailsListReqId()

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 41800 of file Messages.h.

◆ setSecurityReqId()

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 41822 of file Messages.h.

◆ setSecuritySubType()

ThisType & setSecuritySubType ( StrRef value)
inlinenoexcept

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

Definition at line 41964 of file Messages.h.

◆ setSenderId()

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 41899 of file Messages.h.

◆ setSenderIdToNull()

ThisType & setSenderIdToNull ( )
inlinenoexcept

Definition at line 41909 of file Messages.h.

◆ setSendingTimeEpoch()

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 41941 of file Messages.h.

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 41866 of file Messages.h.

◆ setSourceRepoId()

ThisType & setSourceRepoId ( Int32 value)
inlinenoexcept

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

Definition at line 42124 of file Messages.h.

◆ setSourceRepoIdToNull()

ThisType & setSourceRepoIdToNull ( )
inlinenoexcept

Definition at line 42133 of file Messages.h.

◆ setStartDate()

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 42020 of file Messages.h.

◆ setStartDateToNull()

ThisType & setStartDateToNull ( )
inlinenoexcept

Definition at line 42029 of file Messages.h.

◆ sourceRepoId()

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 42114 of file Messages.h.

◆ startDate()

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 42001 of file Messages.h.

◆ tail()

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

Definition at line 42362 of file Messages.h.

◆ toString()

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

Definition at line 3069 of file MessageSerialization.h.