OnixS C++ CME iLink 3 Binary Order Entry Handler  1.17.0
API Documentation
SecurityDefinitionResponse561 Struct Reference

#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, MessageSizeLegs
 
typedef SbeGroup< BrokenDatesEntry, GroupSize, MessageSizeBrokenDates
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 SecurityDefinitionResponse561 ()=default
 
 SecurityDefinitionResponse561 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 SecurityDefinitionResponse561 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 SecurityDefinitionResponse561 (void *data, EncodedLength length, NoInit)
 
 SecurityDefinitionResponse561 (const SbeMessage &message)
 
 SecurityDefinitionResponse561 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
 
UInt32 seqNum () const noexcept
 
ThisTypesetSeqNum (UInt32 value) noexcept
 
UInt64 uuId () const noexcept
 
ThisTypesetUuId (UInt64 value) noexcept
 
bool text (StrRef &value) const noexcept
 
ThisTypesetText (StrRef value) noexcept
 
ThisTypesetTextToNull () noexcept
 
bool financialInstrumentFullName (StrRef &value) const noexcept
 
ThisTypesetFinancialInstrumentFullName (StrRef value) noexcept
 
ThisTypesetFinancialInstrumentFullNameToNull () noexcept
 
StrRef senderId () const noexcept
 
ThisTypesetSenderId (StrRef value) noexcept
 
bool symbol (StrRef &value) const noexcept
 
ThisTypesetSymbol (StrRef value) noexcept
 
ThisTypesetSymbolToNull () noexcept
 
UInt64 partyDetailsListReqId () const noexcept
 
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
 
UInt64 securityReqId () const noexcept
 
ThisTypesetSecurityReqId (UInt64 value) noexcept
 
UInt64 securityResponseId () const noexcept
 
ThisTypesetSecurityResponseId (UInt64 value) noexcept
 
UInt64 sendingTimeEpoch () const noexcept
 
ThisTypesetSendingTimeEpoch (UInt64 value) noexcept
 
bool securityGroup (StrRef &value) const noexcept
 
ThisTypesetSecurityGroup (StrRef value) noexcept
 
ThisTypesetSecurityGroupToNull () noexcept
 
bool securityType (StrRef &value) const noexcept
 
ThisTypesetSecurityType (StrRef value) noexcept
 
ThisTypesetSecurityTypeToNull () noexcept
 
StrRef location () const noexcept
 
ThisTypesetLocation (StrRef value) noexcept
 
bool securityId (Int32 &value) const noexcept
 
ThisTypesetSecurityId (Int32 value) noexcept
 
ThisTypesetSecurityIdToNull () noexcept
 
bool currency (StrRef &value) const noexcept
 
ThisTypesetCurrency (StrRef value) noexcept
 
ThisTypesetCurrencyToNull () noexcept
 
bool maturityMonthYear (MaturityMonthYear &value) const noexcept
 
ThisTypesetMaturityMonthYear (MaturityMonthYear value) noexcept
 
ThisTypesetMaturityMonthYearToNull () noexcept
 
bool delayDuration (UInt16 &value) const noexcept
 
ThisTypesetDelayDuration (UInt16 value) noexcept
 
ThisTypesetDelayDurationToNull () 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 terminationType (StrRef &value) const noexcept
 
ThisTypesetTerminationType (StrRef value) noexcept
 
ThisTypesetTerminationTypeToNull () noexcept
 
SecRspTyp::Enum securityResponseType () const noexcept
 
ThisTypesetSecurityResponseType (SecRspTyp::Enum value) noexcept
 
bool expirationCycle (ExpCycle::Enum &value) const noexcept
 
ThisTypesetExpirationCycle (ExpCycle::Enum value) noexcept
 
ThisTypesetExpirationCycleToNull () noexcept
 
ManualOrdIndReq::Enum manualOrderIndicator () const noexcept
 
ThisTypesetManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
 
bool splitMsg (SplitMsg::Enum &value) const noexcept
 
ThisTypesetSplitMsg (SplitMsg::Enum value) noexcept
 
ThisTypesetSplitMsgToNull () noexcept
 
BooleanFlag::Enum autoQuoteRequest () const noexcept
 
ThisTypesetAutoQuoteRequest (BooleanFlag::Enum value) noexcept
 
BooleanFlag::Enum possRetransFlag () const noexcept
 
ThisTypesetPossRetransFlag (BooleanFlag::Enum value) 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 (MessageSizeoffset) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSizeoffset, StrRef value) noexcept
 
void setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since)
 

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 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 (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
 

Detailed Description

Definition at line 42457 of file Messages.h.

Member Typedef Documentation

Repeating group containing BrokenDatesEntry entries.

Definition at line 42953 of file Messages.h.

Repeating group containing LegsEntry entries.

Definition at line 42719 of file Messages.h.

Used template schema.

Definition at line 42462 of file Messages.h.

This type alias.

Definition at line 42465 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 42468 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

SecurityDefinitionResponse561 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 42959 of file Messages.h.

SecurityDefinitionResponse561 ( 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 42974 of file Messages.h.

SecurityDefinitionResponse561 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 42988 of file Messages.h.

SecurityDefinitionResponse561 ( const SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 42999 of file Messages.h.

SecurityDefinitionResponse561 ( void *  data,
EncodedLength  length,
NoInit  ,
NoCheck   
)
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 43010 of file Messages.h.

Member Function Documentation

BooleanFlag::Enum autoQuoteRequest ( ) const
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.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 43993 of file Messages.h.

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

Definition at line 43934 of file Messages.h.

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

Definition at line 43944 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 43955 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 43966 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 43864 of file Messages.h.

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

Definition at line 44101 of file Messages.h.

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

Definition at line 44071 of file Messages.h.

bool currency ( StrRef value) const
inlinenoexcept

Identifies the currency for the price.

Definition at line 43406 of file Messages.h.

bool delayDuration ( UInt16 value) const
inlinenoexcept

Not being used currently.

Definition at line 43479 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 43550 of file Messages.h.

bool expirationCycle ( ExpCycle::Enum value) const
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.

bool financialInstrumentFullName ( StrRef value) const
inlinenoexcept

Long name of the instrument for TM Repo.

Definition at line 43099 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 44080 of file Messages.h.

static constexpr UInt64 getMaxMessageSize ( UInt8  maxGroupItems = 255)
inlinestaticnoexcept

Maximal message size.

Definition at line 44021 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 44007 of file Messages.h.

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

Definition at line 43894 of file Messages.h.

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

Definition at line 43902 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 43911 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 43922 of file Messages.h.

StrRef location ( ) const
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 43354 of file Messages.h.

ManualOrdIndReq::Enum manualOrderIndicator ( ) const
inlinenoexcept

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

Definition at line 43749 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear value) const
inlinenoexcept

Instrument expiration; earliest leg maturity in the options strategy.

Definition at line 43449 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 43591 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 43981 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 43199 of file Messages.h.

BooleanFlag::Enum possRetransFlag ( ) const
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.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 44042 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 44033 of file Messages.h.

bool securityGroup ( StrRef value) const
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.

bool securityId ( Int32 value) const
inlinenoexcept

Unique instrument ID.

Definition at line 43377 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

Identifies class or source of the SecurityID (Tag 48) value.

Constant value.

Definition at line 43440 of file Messages.h.

UInt64 securityReqId ( ) const
inlinenoexcept

Unique identifier for a security definition request.

Definition at line 43221 of file Messages.h.

UInt64 securityResponseId ( ) const
inlinenoexcept

Unique ID of a SecurityDefinition message.

Definition at line 43241 of file Messages.h.

SecRspTyp::Enum securityResponseType ( ) const
inlinenoexcept

Type of security definition message response.

Definition at line 43684 of file Messages.h.

bool securityType ( StrRef value) const
inlinenoexcept

Indicates type of security.

Definition at line 43321 of file Messages.h.

StrRef senderId ( ) 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 43137 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 43262 of file Messages.h.

UInt32 seqNum ( ) const
inlinenoexcept

Sequence number as assigned to message.

Definition at line 43025 of file Messages.h.

ThisType& setAutoQuoteRequest ( BooleanFlag::Enum  value)
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.

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 43874 of file Messages.h.

ThisType& setBrokenDateTermTypeToNull ( )
inlinenoexcept

Definition at line 43883 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Identifies the currency for the price.

Definition at line 43416 of file Messages.h.

ThisType& setCurrencyToNull ( )
inlinenoexcept

Definition at line 43426 of file Messages.h.

ThisType& setDelayDuration ( UInt16  value)
inlinenoexcept

Not being used currently.

Definition at line 43488 of file Messages.h.

ThisType& setDelayDurationToNull ( )
inlinenoexcept

Definition at line 43497 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 43570 of file Messages.h.

ThisType& setEndDateToNull ( )
inlinenoexcept

Definition at line 43579 of file Messages.h.

ThisType& setExpirationCycle ( ExpCycle::Enum  value)
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.

ThisType& setExpirationCycleToNull ( )
inlinenoexcept

Definition at line 43737 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef  value)
inlinenoexcept

Long name of the instrument for TM Repo.

Definition at line 43109 of file Messages.h.

ThisType& setFinancialInstrumentFullNameToNull ( )
inlinenoexcept

Definition at line 43119 of file Messages.h.

ThisType& setLocation ( StrRef  value)
inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 43365 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 43760 of file Messages.h.

ThisType& setMaturityMonthYear ( MaturityMonthYear  value)
inlinenoexcept

Instrument expiration; earliest leg maturity in the options strategy.

Definition at line 43459 of file Messages.h.

ThisType& setMaturityMonthYearToNull ( )
inlinenoexcept

Definition at line 43468 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 43601 of file Messages.h.

ThisType& setMaxNoOfSubstitutionsToNull ( )
inlinenoexcept

Definition at line 43610 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 43210 of file Messages.h.

ThisType& setPossRetransFlag ( BooleanFlag::Enum  value)
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.

ThisType& setSecurityGroup ( StrRef  value)
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 43299 of file Messages.h.

ThisType& setSecurityGroupToNull ( )
inlinenoexcept

Definition at line 43309 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 43386 of file Messages.h.

ThisType& setSecurityIdToNull ( )
inlinenoexcept

Definition at line 43395 of file Messages.h.

ThisType& setSecurityReqId ( UInt64  value)
inlinenoexcept

Unique identifier for a security definition request.

Definition at line 43230 of file Messages.h.

ThisType& setSecurityResponseId ( UInt64  value)
inlinenoexcept

Unique ID of a SecurityDefinition message.

Definition at line 43250 of file Messages.h.

ThisType& setSecurityResponseType ( SecRspTyp::Enum  value)
inlinenoexcept

Type of security definition message response.

Definition at line 43693 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Indicates type of security.

Definition at line 43331 of file Messages.h.

ThisType& setSecurityTypeToNull ( )
inlinenoexcept

Definition at line 43341 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 43153 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 43272 of file Messages.h.

ThisType& setSeqNum ( UInt32  value)
inlinenoexcept

Sequence number as assigned to message.

Definition at line 43034 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 43632 of file Messages.h.

ThisType& setSourceRepoIdToNull ( )
inlinenoexcept

Definition at line 43641 of file Messages.h.

ThisType& setSplitMsg ( SplitMsg::Enum  value)
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.

ThisType& setSplitMsgToNull ( )
inlinenoexcept

Definition at line 43802 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 43528 of file Messages.h.

ThisType& setStartDateToNull ( )
inlinenoexcept

Definition at line 43537 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Short Name for TM Repo.

Definition at line 43175 of file Messages.h.

ThisType& setSymbolToNull ( )
inlinenoexcept

Definition at line 43185 of file Messages.h.

ThisType& setTerminationType ( StrRef  value)
inlinenoexcept

Represents the term code.

Definition at line 43662 of file Messages.h.

ThisType& setTerminationTypeToNull ( )
inlinenoexcept

Definition at line 43672 of file Messages.h.

ThisType& setText ( StrRef  value)
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 43077 of file Messages.h.

ThisType& setTextToNull ( )
inlinenoexcept

Definition at line 43087 of file Messages.h.

ThisType& setUuId ( UInt64  value)
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 43054 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 43622 of file Messages.h.

bool splitMsg ( SplitMsg::Enum value) const
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.

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 43509 of file Messages.h.

bool symbol ( StrRef value) const
inlinenoexcept

Instrument Short Name for TM Repo.

Definition at line 43165 of file Messages.h.

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

Definition at line 44092 of file Messages.h.

bool terminationType ( StrRef value) const
inlinenoexcept

Represents the term code.

Definition at line 43652 of file Messages.h.

bool text ( StrRef value) const
inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 43066 of file Messages.h.

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

Definition at line 3184 of file MessageSerialization.h.

static constexpr UDI userDefinedInstrument ( )
inlinestaticnoexcept

Identifies user-defined instruments. Constant value.

Definition at line 43705 of file Messages.h.

UInt64 uuId ( ) const
inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 43045 of file Messages.h.


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