Classes
struct	BrokenDatesEntry
struct	LegsEntry

Public Types
enum
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

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
ThisType &	setSeqNum (UInt32 value) noexcept
UInt64	uuId () const noexcept
ThisType &	setUuId (UInt64 value) noexcept
bool	text (StrRef &value) const noexcept
ThisType &	setText (StrRef value) noexcept
ThisType &	setTextToNull () noexcept
bool	financialInstrumentFullName (StrRef &value) const noexcept
ThisType &	setFinancialInstrumentFullName (StrRef value) noexcept
ThisType &	setFinancialInstrumentFullNameToNull () noexcept
StrRef	senderId () const noexcept
ThisType &	setSenderId (StrRef value) noexcept
bool	symbol (StrRef &value) const noexcept
ThisType &	setSymbol (StrRef value) noexcept
ThisType &	setSymbolToNull () noexcept
UInt64	partyDetailsListReqId () const noexcept
ThisType &	setPartyDetailsListReqId (UInt64 value) noexcept
UInt64	securityReqId () const noexcept
ThisType &	setSecurityReqId (UInt64 value) noexcept
UInt64	securityResponseId () const noexcept
ThisType &	setSecurityResponseId (UInt64 value) noexcept
UInt64	sendingTimeEpoch () const noexcept
ThisType &	setSendingTimeEpoch (UInt64 value) noexcept
bool	securityGroup (StrRef &value) const noexcept
ThisType &	setSecurityGroup (StrRef value) noexcept
ThisType &	setSecurityGroupToNull () noexcept
bool	securityType (StrRef &value) const noexcept
ThisType &	setSecurityType (StrRef value) noexcept
ThisType &	setSecurityTypeToNull () noexcept
StrRef	location () const noexcept
ThisType &	setLocation (StrRef value) noexcept
bool	securityId (Int32 &value) const noexcept
ThisType &	setSecurityId (Int32 value) noexcept
ThisType &	setSecurityIdToNull () noexcept
bool	currency (StrRef &value) const noexcept
ThisType &	setCurrency (StrRef value) noexcept
ThisType &	setCurrencyToNull () noexcept
bool	maturityMonthYear (MaturityMonthYear &value) const noexcept
ThisType &	setMaturityMonthYear (MaturityMonthYear value) noexcept
ThisType &	setMaturityMonthYearToNull () noexcept
bool	delayDuration (UInt16 &value) const noexcept
ThisType &	setDelayDuration (UInt16 value) noexcept
ThisType &	setDelayDurationToNull () noexcept
bool	startDate (Timestamp &value) const noexcept
ThisType &	setStartDate (Timestamp value) noexcept
ThisType &	setStartDateToNull () noexcept
bool	endDate (Timestamp &value) const noexcept
ThisType &	setEndDate (Timestamp value) noexcept
ThisType &	setEndDateToNull () noexcept
bool	maxNoOfSubstitutions (UInt8 &value) const noexcept
ThisType &	setMaxNoOfSubstitutions (UInt8 value) noexcept
ThisType &	setMaxNoOfSubstitutionsToNull () noexcept
bool	sourceRepoId (Int32 &value) const noexcept
ThisType &	setSourceRepoId (Int32 value) noexcept
ThisType &	setSourceRepoIdToNull () noexcept
bool	terminationType (StrRef &value) const noexcept
ThisType &	setTerminationType (StrRef value) noexcept
ThisType &	setTerminationTypeToNull () noexcept
SecRspTyp::Enum	securityResponseType () const noexcept
ThisType &	setSecurityResponseType (SecRspTyp::Enum value) noexcept
bool	expirationCycle (ExpCycle::Enum &value) const noexcept
ThisType &	setExpirationCycle (ExpCycle::Enum value) noexcept
ThisType &	setExpirationCycleToNull () noexcept
ManualOrdIndReq::Enum	manualOrderIndicator () const noexcept
ThisType &	setManualOrderIndicator (ManualOrdIndReq::Enum value) noexcept
bool	splitMsg (SplitMsg::Enum &value) const noexcept
ThisType &	setSplitMsg (SplitMsg::Enum value) noexcept
ThisType &	setSplitMsgToNull () noexcept
BooleanFlag::Enum	autoQuoteRequest () const noexcept
ThisType &	setAutoQuoteRequest (BooleanFlag::Enum value) noexcept
BooleanFlag::Enum	possRetransFlag () const noexcept
ThisType &	setPossRetransFlag (BooleanFlag::Enum value) noexcept
bool	brokenDateTermType (UInt8 &value) const noexcept
ThisType &	setBrokenDateTermType (UInt8 value) noexcept
ThisType &	setBrokenDateTermTypeToNull () 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)
ThisType &	resetVariableFields () noexcept
ThisType &	reset () 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::SbeMessage &	container () 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 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 (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 42457 of file Messages.h.

Member Typedef Documentation

◆ BrokenDates

typedef SbeGroup<BrokenDatesEntry, GroupSize, MessageSize> BrokenDates

Repeating group containing BrokenDatesEntry entries.

Definition at line 42953 of file Messages.h.

◆ Legs

typedef SbeGroup<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 42719 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 42462 of file Messages.h.

◆ ThisType

typedef SecurityDefinitionResponse561 ThisType

This type alias.

Definition at line 42465 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	561

Definition at line 42468 of file Messages.h.

Constructor & Destructor Documentation

◆ SecurityDefinitionResponse561() [1/6]

SecurityDefinitionResponse561 ( )

default

Initializes a blank instance.

◆ SecurityDefinitionResponse561() [2/6]

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() [3/6]

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() [4/6]

SecurityDefinitionResponse561	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 42988 of file Messages.h.

◆ SecurityDefinitionResponse561() [5/6]

SecurityDefinitionResponse561 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 42999 of file Messages.h.

◆ SecurityDefinitionResponse561() [6/6]

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

◆ autoQuoteRequest()

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.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 43993 of file Messages.h.

◆ brokenDates() [1/4]

BrokenDates brokenDates ( ) const

inlinenoexcept

Returns: instance of BrokenDates repeating group.

Definition at line 43934 of file Messages.h.

◆ brokenDates() [2/4]

BrokenDates brokenDates ( )

inlinenoexcept

Returns: instance of BrokenDates repeating group.

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

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 44101 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 44071 of file Messages.h.

◆ currency()

bool currency ( StrRef & value ) const

inlinenoexcept

Identifies the currency for the price.

Definition at line 43406 of file Messages.h.

◆ delayDuration()

bool delayDuration ( UInt16 & value ) const

inlinenoexcept

Not being used currently.

Definition at line 43479 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 43550 of file Messages.h.

◆ expirationCycle()

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.

◆ financialInstrumentFullName()

bool financialInstrumentFullName ( StrRef & value ) const

inlinenoexcept

Long name of the instrument for TM Repo.

Definition at line 43099 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 44080 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 44021 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 44007 of file Messages.h.

◆ legs() [1/4]

Legs legs ( ) const

inlinenoexcept

Returns: instance of Legs repeating group.

Definition at line 43894 of file Messages.h.

◆ legs() [2/4]

Legs legs ( )

inlinenoexcept

Returns: instance of Legs repeating group.

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

◆ location()

StrRef location ( ) const

inlinenoexcept

Text describing sender's location (i.e.

geopraphic location and/or desk).

Definition at line 43354 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 43749 of file Messages.h.

◆ maturityMonthYear()

bool maturityMonthYear ( MaturityMonthYear & value ) const

inlinenoexcept

Instrument expiration; earliest leg maturity in the options strategy.

Definition at line 43449 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 43591 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 43981 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 43199 of file Messages.h.

◆ possRetransFlag()

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.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 44042 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 44033 of file Messages.h.

◆ securityGroup()

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.

◆ securityId()

bool securityId ( Int32 & value ) const

inlinenoexcept

Unique instrument ID.

Definition at line 43377 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource securityIdSource ( )

inlinestaticconstexprnoexcept

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

Constant value.

Definition at line 43440 of file Messages.h.

◆ securityReqId()

UInt64 securityReqId ( ) const

inlinenoexcept

Unique identifier for a security definition request.

Definition at line 43221 of file Messages.h.

◆ securityResponseId()

UInt64 securityResponseId ( ) const

inlinenoexcept

Unique ID of a SecurityDefinition message.

Definition at line 43241 of file Messages.h.

◆ securityResponseType()

SecRspTyp::Enum securityResponseType ( ) const

inlinenoexcept

Type of security definition message response.

Definition at line 43684 of file Messages.h.

◆ securityType()

bool securityType ( StrRef & value ) const

inlinenoexcept

Indicates type of security.

Definition at line 43321 of file Messages.h.

◆ senderId()

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.

◆ 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 43262 of file Messages.h.

◆ seqNum()

UInt32 seqNum ( ) const

inlinenoexcept

Sequence number as assigned to message.

Definition at line 43025 of file Messages.h.

◆ setAutoQuoteRequest()

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.

◆ 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 43874 of file Messages.h.

◆ setBrokenDateTermTypeToNull()

ThisType & setBrokenDateTermTypeToNull ( )

inlinenoexcept

Definition at line 43883 of file Messages.h.

◆ setCurrency()

ThisType & setCurrency ( StrRef value )

inlinenoexcept

Identifies the currency for the price.

Definition at line 43416 of file Messages.h.

◆ setCurrencyToNull()

ThisType & setCurrencyToNull ( )

inlinenoexcept

Definition at line 43426 of file Messages.h.

◆ setDelayDuration()

ThisType & setDelayDuration ( UInt16 value )

inlinenoexcept

Not being used currently.

Definition at line 43488 of file Messages.h.

◆ setDelayDurationToNull()

ThisType & setDelayDurationToNull ( )

inlinenoexcept

Definition at line 43497 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 43570 of file Messages.h.

◆ setEndDateToNull()

ThisType & setEndDateToNull ( )

inlinenoexcept

Definition at line 43579 of file Messages.h.

◆ setExpirationCycle()

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.

◆ setExpirationCycleToNull()

ThisType & setExpirationCycleToNull ( )

inlinenoexcept

Definition at line 43737 of file Messages.h.

◆ setFinancialInstrumentFullName()

ThisType & setFinancialInstrumentFullName ( StrRef value )

inlinenoexcept

Long name of the instrument for TM Repo.

Definition at line 43109 of file Messages.h.

◆ setFinancialInstrumentFullNameToNull()

ThisType & setFinancialInstrumentFullNameToNull ( )

inlinenoexcept

Definition at line 43119 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 43365 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 43760 of file Messages.h.

◆ setMaturityMonthYear()

ThisType & setMaturityMonthYear ( MaturityMonthYear value )

inlinenoexcept

Instrument expiration; earliest leg maturity in the options strategy.

Definition at line 43459 of file Messages.h.

◆ setMaturityMonthYearToNull()

ThisType & setMaturityMonthYearToNull ( )

inlinenoexcept

Definition at line 43468 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 43601 of file Messages.h.

◆ setMaxNoOfSubstitutionsToNull()

ThisType & setMaxNoOfSubstitutionsToNull ( )

inlinenoexcept

Definition at line 43610 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 43210 of file Messages.h.

◆ setPossRetransFlag()

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.

◆ setSecurityGroup()

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.

◆ setSecurityGroupToNull()

ThisType & setSecurityGroupToNull ( )

inlinenoexcept

Definition at line 43309 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Unique instrument ID.

Definition at line 43386 of file Messages.h.

◆ setSecurityIdToNull()

ThisType & setSecurityIdToNull ( )

inlinenoexcept

Definition at line 43395 of file Messages.h.

◆ setSecurityReqId()

ThisType & setSecurityReqId ( UInt64 value )

inlinenoexcept

Unique identifier for a security definition request.

Definition at line 43230 of file Messages.h.

◆ setSecurityResponseId()

ThisType & setSecurityResponseId ( UInt64 value )

inlinenoexcept

Unique ID of a SecurityDefinition message.

Definition at line 43250 of file Messages.h.

◆ setSecurityResponseType()

ThisType & setSecurityResponseType ( SecRspTyp::Enum value )

inlinenoexcept

Type of security definition message response.

Definition at line 43693 of file Messages.h.

◆ setSecurityType()

ThisType & setSecurityType ( StrRef value )

inlinenoexcept

Indicates type of security.

Definition at line 43331 of file Messages.h.

◆ setSecurityTypeToNull()

ThisType & setSecurityTypeToNull ( )

inlinenoexcept

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

◆ setSeqNum()

ThisType & setSeqNum ( UInt32 value )

inlinenoexcept

Sequence number as assigned to message.

Definition at line 43034 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 43632 of file Messages.h.

◆ setSourceRepoIdToNull()

ThisType & setSourceRepoIdToNull ( )

inlinenoexcept

Definition at line 43641 of file Messages.h.

◆ setSplitMsg()

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.

◆ setSplitMsgToNull()

ThisType & setSplitMsgToNull ( )

inlinenoexcept

Definition at line 43802 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 43528 of file Messages.h.

◆ setStartDateToNull()

ThisType & setStartDateToNull ( )

inlinenoexcept

Definition at line 43537 of file Messages.h.

◆ setSymbol()

ThisType & setSymbol ( StrRef value )

inlinenoexcept

Instrument Short Name for TM Repo.

Definition at line 43175 of file Messages.h.

◆ setSymbolToNull()

ThisType & setSymbolToNull ( )

inlinenoexcept

Definition at line 43185 of file Messages.h.

◆ setTerminationType()

ThisType & setTerminationType ( StrRef value )

inlinenoexcept

Represents the term code.

Definition at line 43662 of file Messages.h.

◆ setTerminationTypeToNull()

ThisType & setTerminationTypeToNull ( )

inlinenoexcept

Definition at line 43672 of file Messages.h.

◆ setText()

ThisType & setText ( StrRef value )

inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 43077 of file Messages.h.

◆ setTextToNull()

ThisType & setTextToNull ( )

inlinenoexcept

Definition at line 43087 of file Messages.h.

◆ setUuId()

ThisType & setUuId ( UInt64 value )

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 43054 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 43622 of file Messages.h.

◆ splitMsg()

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.

◆ 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 43509 of file Messages.h.

◆ symbol()

bool symbol ( StrRef & value ) const

inlinenoexcept

Instrument Short Name for TM Repo.

Definition at line 43165 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 44092 of file Messages.h.

◆ terminationType()

bool terminationType ( StrRef & value ) const

inlinenoexcept

Represents the term code.

Definition at line 43652 of file Messages.h.

◆ text()

bool text ( StrRef & value ) const

inlinenoexcept

Reject reason details.

Will be used only for descriptive rejects.

Definition at line 43066 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 3184 of file MessageSerialization.h.

◆ userDefinedInstrument()

constexpr UDI userDefinedInstrument ( )

inlinestaticconstexprnoexcept

Identifies user-defined instruments. Constant value.

Definition at line 43705 of file Messages.h.

◆ uuId()

UInt64 uuId ( ) const

inlinenoexcept

Matches Establish.UUID used to establish the connection.

Definition at line 43045 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ BrokenDates

◆ Legs

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ SecurityDefinitionResponse561() [1/6]

◆ SecurityDefinitionResponse561() [2/6]

◆ SecurityDefinitionResponse561() [3/6]

◆ SecurityDefinitionResponse561() [4/6]

◆ SecurityDefinitionResponse561() [5/6]

◆ SecurityDefinitionResponse561() [6/6]

Member Function Documentation

◆ autoQuoteRequest()

◆ blockLength()

◆ brokenDates() [1/4]

◆ brokenDates() [2/4]

◆ brokenDates() [3/4]

◆ brokenDates() [4/4]

◆ brokenDateTermType()

◆ calculateBinarySize()

◆ className()

◆ currency()

◆ delayDuration()

◆ endDate()

◆ expirationCycle()

◆ financialInstrumentFullName()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ legs() [1/4]

◆ legs() [2/4]

◆ legs() [3/4]

◆ legs() [4/4]

◆ location()

◆ manualOrderIndicator()

◆ maturityMonthYear()

◆ maxNoOfSubstitutions()

◆ minimalBlockLength()

◆ partyDetailsListReqId()

◆ possRetransFlag()

◆ reset()

◆ resetVariableFields()

◆ securityGroup()

◆ securityId()

◆ securityIdSource()

◆ securityReqId()

◆ securityResponseId()

◆ securityResponseType()

◆ securityType()

◆ senderId()

◆ sendingTimeEpoch()

◆ seqNum()

◆ setAutoQuoteRequest()

◆ setBrokenDateTermType()

◆ setBrokenDateTermTypeToNull()

◆ setCurrency()

◆ setCurrencyToNull()

◆ setDelayDuration()

◆ setDelayDurationToNull()

◆ setEndDate()

◆ setEndDateToNull()

◆ setExpirationCycle()

◆ setExpirationCycleToNull()

◆ setFinancialInstrumentFullName()

◆ setFinancialInstrumentFullNameToNull()

◆ setLocation()

◆ setManualOrderIndicator()

◆ setMaturityMonthYear()

◆ setMaturityMonthYearToNull()

◆ setMaxNoOfSubstitutions()

◆ setMaxNoOfSubstitutionsToNull()