#include <OnixS/CME/iLink3/messaging/Messages.h>
Classes | |
struct | BrokenDatesEntry |
struct | LegsEntry |
Public Types | |
enum | { TemplateId = 561 } |
typedef SchemaTraits | Schema |
typedef SecurityDefinitionResponse561 | ThisType |
typedef SbeGroup< LegsEntry, GroupSize, MessageSize > | Legs |
typedef SbeGroup< BrokenDatesEntry, GroupSize, MessageSize > | BrokenDates |
Public Types inherited from SbeMessage | |
typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
Static Public Member Functions | |
static constexpr SecurityIDSource | securityIdSource () noexcept |
static constexpr UDI | userDefinedInstrument () 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 | |
Protected Types inherited from SbeMessage | |
typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
Protected Member Functions inherited from SbeMessage | |
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) |
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 (MessageSizeoffset) const noexcept |
bool | ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept |
bool | ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
Enumeration::Enum | enumeration (MessageSizeoffset) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
Value | decimal (MessageSizeoffset) const noexcept |
bool | decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept |
bool | decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
StrRef | fixedStr (MessageSizeoffset) const noexcept |
bool | fixedStr (StrRef &value, MessageSizeoffset) const noexcept |
bool | fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept |
Static Protected Member Functions inherited from SbeMessage | |
static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 42457 of file Messages.h.
typedef SbeGroup<BrokenDatesEntry, GroupSize, MessageSize> BrokenDates |
Repeating group containing BrokenDatesEntry entries.
Definition at line 42953 of file Messages.h.
typedef SbeGroup<LegsEntry, GroupSize, MessageSize> Legs |
Repeating group containing LegsEntry entries.
Definition at line 42719 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 42462 of file Messages.h.
This type alias.
Definition at line 42465 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 42468 of file Messages.h.
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default |
Initializes a blank instance.
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inline |
Initializes an instance over the given memory block.
Definition at line 42959 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 42974 of file Messages.h.
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inline |
Creates an instance over the given memory block.
Definition at line 42988 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 42999 of file Messages.h.
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inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 43010 of file Messages.h.
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inlinenoexcept |
Boolean flag (0/1) to automatically send a quote request message following the security definition (35=d) message.
Definition at line 43814 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 43993 of file Messages.h.
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inlinenoexcept |
Definition at line 43934 of file Messages.h.
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inlinenoexcept |
Definition at line 43944 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 43955 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 43966 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 43864 of file Messages.h.
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inlinenoexcept |
Definition at line 44101 of file Messages.h.
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inlinestatic |
Definition at line 44071 of file Messages.h.
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inlinenoexcept |
Identifies the currency for the price.
Definition at line 43406 of file Messages.h.
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inlinenoexcept |
Not being used currently.
Definition at line 43479 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 43550 of file Messages.h.
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inlinenoexcept |
For tag 827-ExpirationCycle=2, instrument expires as indicated in market data Security Definition (tag 35-MsgType=d) repeating block: Tag 865-EventType=7 (Last Eligible Trade Date) Tag 1145-EventTime.
Definition at line 43716 of file Messages.h.
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inlinenoexcept |
Long name of the instrument for TM Repo.
Definition at line 43099 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 44080 of file Messages.h.
Maximal message size.
Definition at line 44021 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 44007 of file Messages.h.
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inlinenoexcept |
Definition at line 43894 of file Messages.h.
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inlinenoexcept |
Definition at line 43902 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 43911 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 43922 of file Messages.h.
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inlinenoexcept |
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 43354 of file Messages.h.
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inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 43749 of file Messages.h.
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inlinenoexcept |
Instrument expiration; earliest leg maturity in the options strategy.
Definition at line 43449 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 43591 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 43981 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 43199 of file Messages.h.
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inlinenoexcept |
Flags message as possible retransmission.
This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses.
Definition at line 43839 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 44042 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 44033 of file Messages.h.
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inlinenoexcept |
Security Group Code.
This tag was previously used as Product Code. An exchange specific code assigned to a group of related securities, which are concurrently affected by market events.
Definition at line 43286 of file Messages.h.
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inlinenoexcept |
Unique instrument ID.
Definition at line 43377 of file Messages.h.
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inlinestaticnoexcept |
Identifies class or source of the SecurityID (Tag 48) value.
Constant value.
Definition at line 43440 of file Messages.h.
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inlinenoexcept |
Unique identifier for a security definition request.
Definition at line 43221 of file Messages.h.
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inlinenoexcept |
Unique ID of a SecurityDefinition message.
Definition at line 43241 of file Messages.h.
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inlinenoexcept |
Type of security definition message response.
Definition at line 43684 of file Messages.h.
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inlinenoexcept |
Indicates type of security.
Definition at line 43321 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 43137 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 43262 of file Messages.h.
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inlinenoexcept |
Sequence number as assigned to message.
Definition at line 43025 of file Messages.h.
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inlinenoexcept |
Boolean flag (0/1) to automatically send a quote request message following the security definition (35=d) message.
Definition at line 43824 of file Messages.h.
Defines how user defined tailor made repo contract is to be broken down into different broken dates.
Definition at line 43874 of file Messages.h.
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inlinenoexcept |
Definition at line 43883 of file Messages.h.
Identifies the currency for the price.
Definition at line 43416 of file Messages.h.
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inlinenoexcept |
Definition at line 43426 of file Messages.h.
Not being used currently.
Definition at line 43488 of file Messages.h.
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inlinenoexcept |
Definition at line 43497 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 43570 of file Messages.h.
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inlinenoexcept |
Definition at line 43579 of file Messages.h.
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inlinenoexcept |
For tag 827-ExpirationCycle=2, instrument expires as indicated in market data Security Definition (tag 35-MsgType=d) repeating block: Tag 865-EventType=7 (Last Eligible Trade Date) Tag 1145-EventTime.
Definition at line 43728 of file Messages.h.
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inlinenoexcept |
Definition at line 43737 of file Messages.h.
Long name of the instrument for TM Repo.
Definition at line 43109 of file Messages.h.
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inlinenoexcept |
Definition at line 43119 of file Messages.h.
Text describing sender's location (i.e.
geopraphic location and/or desk).
Definition at line 43365 of file Messages.h.
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inlinenoexcept |
Indicates if the order was initially received manually (as opposed to electronically).
Definition at line 43760 of file Messages.h.
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inlinenoexcept |
Instrument expiration; earliest leg maturity in the options strategy.
Definition at line 43459 of file Messages.h.
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inlinenoexcept |
Definition at line 43468 of file Messages.h.
Max number of substitutions allowed.
The value of 0 indicates that substitutions are not allowed.
Definition at line 43601 of file Messages.h.
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inlinenoexcept |
Definition at line 43610 of file Messages.h.
Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.
Definition at line 43210 of file Messages.h.
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inlinenoexcept |
Flags message as possible retransmission.
This will convey whether a message is an original transmission or duplicate in response to RetransmissionRequest. This will become pertinent when original messages get interleaved with Retransmission responses.
Definition at line 43852 of file Messages.h.
Security Group Code.
This tag was previously used as Product Code. An exchange specific code assigned to a group of related securities, which are concurrently affected by market events.
Definition at line 43299 of file Messages.h.
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inlinenoexcept |
Definition at line 43309 of file Messages.h.
Unique instrument ID.
Definition at line 43386 of file Messages.h.
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inlinenoexcept |
Definition at line 43395 of file Messages.h.
Unique identifier for a security definition request.
Definition at line 43230 of file Messages.h.
Unique ID of a SecurityDefinition message.
Definition at line 43250 of file Messages.h.
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inlinenoexcept |
Type of security definition message response.
Definition at line 43693 of file Messages.h.
Indicates type of security.
Definition at line 43331 of file Messages.h.
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inlinenoexcept |
Definition at line 43341 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 43153 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 43272 of file Messages.h.
Sequence number as assigned to message.
Definition at line 43034 of file Messages.h.
Represents the source repo instrument on which the new tailor made repo should be modeled on.
Definition at line 43632 of file Messages.h.
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inlinenoexcept |
Definition at line 43641 of file Messages.h.
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inlinenoexcept |
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2).
If absent then the message was not delayed and was neither split nor received out of order.
Definition at line 43793 of file Messages.h.
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inlinenoexcept |
Definition at line 43802 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 43528 of file Messages.h.
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inlinenoexcept |
Definition at line 43537 of file Messages.h.
Instrument Short Name for TM Repo.
Definition at line 43175 of file Messages.h.
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inlinenoexcept |
Definition at line 43185 of file Messages.h.
Represents the term code.
Definition at line 43662 of file Messages.h.
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inlinenoexcept |
Definition at line 43672 of file Messages.h.
Reject reason details.
Will be used only for descriptive rejects.
Definition at line 43077 of file Messages.h.
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inlinenoexcept |
Definition at line 43087 of file Messages.h.
Matches Establish.UUID used to establish the connection.
Definition at line 43054 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 43622 of file Messages.h.
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inlinenoexcept |
Indicates whether a message was delayed as a result of being split among multiple packets (0) or if a message was delayed as a result of TCP re-transmission (1) or if a complete message was delayed due to a previously submitted split or out of order message (2).
If absent then the message was not delayed and was neither split nor received out of order.
Definition at line 43778 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 43509 of file Messages.h.
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inlinenoexcept |
Instrument Short Name for TM Repo.
Definition at line 43165 of file Messages.h.
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inlinenoexcept |
Definition at line 44092 of file Messages.h.
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inlinenoexcept |
Represents the term code.
Definition at line 43652 of file Messages.h.
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inlinenoexcept |
Reject reason details.
Will be used only for descriptive rejects.
Definition at line 43066 of file Messages.h.
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inline |
Definition at line 3184 of file MessageSerialization.h.
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inlinestaticnoexcept |
Identifies user-defined instruments. Constant value.
Definition at line 43705 of file Messages.h.
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inlinenoexcept |
Matches Establish.UUID used to establish the connection.
Definition at line 43045 of file Messages.h.