OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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Messages.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
25
26namespace Base = OnixS::CME::MDH;
27
29
31{
33 {
35 {
36 return Binary::fixType();
37 }
38
40
42
43 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
44
45 static const MessageAccessor& self()
46 {
47 static const Accessor self_;
48 return self_;
49 }
50 };
51
52public:
54
56
58 {
60
62 {
64
65 static const GroupEntryAccessor& self()
66 {
67 static const Accessor self_;
68 return self_;
69 }
70 };
71
72 public:
74
75 Entry(const BinaryEntry& entry)
76 : GroupEntry(entry, Accessor::self())
77 {
78 }
79 };
80
82 {
84
86 : Group(group.entries(), Entry::Accessor::self())
87 {
88 }
89 };
90
91 ChannelReset4(const Binary& message)
92 : Message(message, Accessor::self())
93 {
94 }
95};
96
98{
100 {
102 {
103 return Binary::fixType();
104 }
105
107
109
110 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
111
112 static const MessageAccessor& self()
113 {
114 static const Accessor self_;
115 return self_;
116 }
117 };
118
119public:
121
122 AdminHeartbeat12(const Binary& message)
123 : Message(message, Accessor::self())
124 {
125 }
126};
127
129{
130 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
131 {
133 {
134 return Binary::fixType();
135 }
136
138
140
141 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
142
143 static const MessageAccessor& self()
144 {
145 static const Accessor self_;
146 return self_;
147 }
148 };
149
150public:
152
153 AdminLogin15(const Binary& message)
154 : Message(message, Accessor::self())
155 {
156 }
157};
158
160{
161 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
162 {
164 {
165 return Binary::fixType();
166 }
167
169
171
172 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
173
174 static const MessageAccessor& self()
175 {
176 static const Accessor self_;
177 return self_;
178 }
179 };
180
181public:
183
184 AdminLogout16(const Binary& message)
185 : Message(message, Accessor::self())
186 {
187 }
188};
189
191{
192 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
193 {
195 {
196 return Binary::fixType();
197 }
198
200
202
203 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
204
205 static const MessageAccessor& self()
206 {
207 static const Accessor self_;
208 return self_;
209 }
210 };
211
212public:
214
215 SecurityStatus30(const Binary& message)
216 : Message(message, Accessor::self())
217 {
218 }
219};
220
222{
223 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
224 {
226 {
227 return Binary::fixType();
228 }
229
231
233
234 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
235
236 static const MessageAccessor& self()
237 {
238 static const Accessor self_;
239 return self_;
240 }
241 };
242
243public:
245
247
249 {
251
253 {
255
256 static const GroupEntryAccessor& self()
257 {
258 static const Accessor self_;
259 return self_;
260 }
261 };
262
263 public:
265
266 Entry(const BinaryEntry& entry)
267 : GroupEntry(entry, Accessor::self())
268 {
269 }
270 };
271
273 {
275
277 : Group(group.entries(), Entry::Accessor::self())
278 {
279 }
280 };
281
283 : Message(message, Accessor::self())
284 {
285 }
286};
287
289{
290 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
291 {
293 {
294 return Binary::fixType();
295 }
296
298
300
301 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
302
303 static const MessageAccessor& self()
304 {
305 static const Accessor self_;
306 return self_;
307 }
308 };
309
310public:
312
314
316 {
318
320 {
322
323 static const GroupEntryAccessor& self()
324 {
325 static const Accessor self_;
326 return self_;
327 }
328 };
329
330 public:
332
334 : GroupEntry(entry, Accessor::self())
335 {
336 }
337 };
338
340 {
342
344 : Group(group.entries(), RelatedSymEntry::Accessor::self())
345 {
346 }
347 };
348
349 QuoteRequest39(const Binary& message)
350 : Message(message, Accessor::self())
351 {
352 }
353};
354
356{
357 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
358 {
360 {
361 return Binary::fixType();
362 }
363
365
367
368 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
369
370 static const MessageAccessor& self()
371 {
372 static const Accessor self_;
373 return self_;
374 }
375 };
376
377public:
379
381
383 {
385
387 {
389
390 static const GroupEntryAccessor& self()
391 {
392 static const Accessor self_;
393 return self_;
394 }
395 };
396
397 public:
399
400 Entry(const BinaryEntry& entry)
401 : GroupEntry(entry, Accessor::self())
402 {
403 }
404 };
405
407 {
409
411 : Group(group.entries(), Entry::Accessor::self())
412 {
413 }
414 };
415
416 ONIXS_CMEMDH_LTWT_STRUCT_DECL(OrderIDEntries);
417
419 {
421
423 {
425
426 static const GroupEntryAccessor& self()
427 {
428 static const Accessor self_;
429 return self_;
430 }
431 };
432
433 public:
435
437 : GroupEntry(entry, Accessor::self())
438 {
439 }
440 };
441
443 {
445
447 : Group(group.entries(), OrderIDEntry::Accessor::self())
448 {
449 }
450 };
451
453 : Message(message, Accessor::self())
454 {
455 }
456};
457
459{
460 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
461 {
463 {
464 return Binary::fixType();
465 }
466
468
470
471 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
472
473 static const MessageAccessor& self()
474 {
475 static const Accessor self_;
476 return self_;
477 }
478 };
479
480public:
482
484
486 {
488
490 {
492
493 static const GroupEntryAccessor& self()
494 {
495 static const Accessor self_;
496 return self_;
497 }
498 };
499
500 public:
502
503 Entry(const BinaryEntry& entry)
504 : GroupEntry(entry, Accessor::self())
505 {
506 }
507 };
508
510 {
512
514 : Group(group.entries(), Entry::Accessor::self())
515 {
516 }
517 };
518
520 : Message(message, Accessor::self())
521 {
522 }
523};
524
526{
527 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
528 {
530 {
531 return Binary::fixType();
532 }
533
535
537
538 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
539
540 static const MessageAccessor& self()
541 {
542 static const Accessor self_;
543 return self_;
544 }
545 };
546
547public:
549
551
553 {
555
557 {
559
560 static const GroupEntryAccessor& self()
561 {
562 static const Accessor self_;
563 return self_;
564 }
565 };
566
567 public:
569
570 Entry(const BinaryEntry& entry)
571 : GroupEntry(entry, Accessor::self())
572 {
573 }
574 };
575
577 {
579
581 : Group(group.entries(), Entry::Accessor::self())
582 {
583 }
584 };
585
586 ONIXS_CMEMDH_LTWT_STRUCT_DECL(OrderIDEntries);
587
589 {
591
593 {
595
596 static const GroupEntryAccessor& self()
597 {
598 static const Accessor self_;
599 return self_;
600 }
601 };
602
603 public:
605
607 : GroupEntry(entry, Accessor::self())
608 {
609 }
610 };
611
613 {
615
617 : Group(group.entries(), OrderIDEntry::Accessor::self())
618 {
619 }
620 };
621
623 : Message(message, Accessor::self())
624 {
625 }
626};
627
629{
630 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
631 {
633 {
634 return Binary::fixType();
635 }
636
638
640
641 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
642
643 static const MessageAccessor& self()
644 {
645 static const Accessor self_;
646 return self_;
647 }
648 };
649
650public:
652
654
656 {
658
660 {
662
663 static const GroupEntryAccessor& self()
664 {
665 static const Accessor self_;
666 return self_;
667 }
668 };
669
670 public:
672
673 Entry(const BinaryEntry& entry)
674 : GroupEntry(entry, Accessor::self())
675 {
676 }
677 };
678
680 {
682
684 : Group(group.entries(), Entry::Accessor::self())
685 {
686 }
687 };
688
690 : Message(message, Accessor::self())
691 {
692 }
693};
694
696{
697 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
698 {
700 {
701 return Binary::fixType();
702 }
703
705
707
708 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
709
710 static const MessageAccessor& self()
711 {
712 static const Accessor self_;
713 return self_;
714 }
715 };
716
717public:
719
721
723 {
725
727 {
729
730 static const GroupEntryAccessor& self()
731 {
732 static const Accessor self_;
733 return self_;
734 }
735 };
736
737 public:
739
740 Entry(const BinaryEntry& entry)
741 : GroupEntry(entry, Accessor::self())
742 {
743 }
744 };
745
747 {
749
751 : Group(group.entries(), Entry::Accessor::self())
752 {
753 }
754 };
755
757 : Message(message, Accessor::self())
758 {
759 }
760};
761
763{
764 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
765 {
767 {
768 return Binary::fixType();
769 }
770
772
774
775 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
776
777 static const MessageAccessor& self()
778 {
779 static const Accessor self_;
780 return self_;
781 }
782 };
783
784public:
786
788
790 {
792
794 {
796
797 static const GroupEntryAccessor& self()
798 {
799 static const Accessor self_;
800 return self_;
801 }
802 };
803
804 public:
806
807 Entry(const BinaryEntry& entry)
808 : GroupEntry(entry, Accessor::self())
809 {
810 }
811 };
812
814 {
816
818 : Group(group.entries(), Entry::Accessor::self())
819 {
820 }
821 };
822
824 : Message(message, Accessor::self())
825 {
826 }
827};
828
830{
831 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
832 {
834 {
835 return Binary::fixType();
836 }
837
839
841
842 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
843
844 static const MessageAccessor& self()
845 {
846 static const Accessor self_;
847 return self_;
848 }
849 };
850
851public:
853
855
857 {
859
861 {
863
864 static const GroupEntryAccessor& self()
865 {
866 static const Accessor self_;
867 return self_;
868 }
869 };
870
871 public:
873
874 Entry(const BinaryEntry& entry)
875 : GroupEntry(entry, Accessor::self())
876 {
877 }
878 };
879
881 {
883
885 : Group(group.entries(), Entry::Accessor::self())
886 {
887 }
888 };
889
891 : Message(message, Accessor::self())
892 {
893 }
894};
895
897{
898 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
899 {
901 {
902 return Binary::fixType();
903 }
904
906
908
909 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
910
911 static const MessageAccessor& self()
912 {
913 static const Accessor self_;
914 return self_;
915 }
916 };
917
918public:
920
922
924 {
926
928 {
930
931 static const GroupEntryAccessor& self()
932 {
933 static const Accessor self_;
934 return self_;
935 }
936 };
937
938 public:
940
941 Entry(const BinaryEntry& entry)
942 : GroupEntry(entry, Accessor::self())
943 {
944 }
945 };
946
948 {
950
952 : Group(group.entries(), Entry::Accessor::self())
953 {
954 }
955 };
956
958 : Message(message, Accessor::self())
959 {
960 }
961};
962
964{
965 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
966 {
968 {
969 return Binary::fixType();
970 }
971
973
975
976 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
977
978 static const MessageAccessor& self()
979 {
980 static const Accessor self_;
981 return self_;
982 }
983 };
984
985public:
987
989
991 {
993
995 {
997
998 static const GroupEntryAccessor& self()
999 {
1000 static const Accessor self_;
1001 return self_;
1002 }
1003 };
1004
1005 public:
1007
1009 : GroupEntry(entry, Accessor::self())
1010 {
1011 }
1012 };
1013
1015 {
1017
1019 : Group(group.entries(), EventsEntry::Accessor::self())
1020 {
1021 }
1022 };
1023
1025
1027 {
1029
1031 {
1033
1034 static const GroupEntryAccessor& self()
1035 {
1036 static const Accessor self_;
1037 return self_;
1038 }
1039 };
1040
1041 public:
1043
1045 : GroupEntry(entry, Accessor::self())
1046 {
1047 }
1048 };
1049
1051 {
1053
1055 : Group(group.entries(), FeedTypesEntry::Accessor::self())
1056 {
1057 }
1058 };
1059
1061
1063 {
1065
1067 {
1069
1070 static const GroupEntryAccessor& self()
1071 {
1072 static const Accessor self_;
1073 return self_;
1074 }
1075 };
1076
1077 public:
1079
1081 : GroupEntry(entry, Accessor::self())
1082 {
1083 }
1084 };
1085
1087 {
1089
1091 : Group(group.entries(), InstAttribEntry::Accessor::self())
1092 {
1093 }
1094 };
1095
1096 ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1097
1099 {
1101
1103 {
1105
1106 static const GroupEntryAccessor& self()
1107 {
1108 static const Accessor self_;
1109 return self_;
1110 }
1111 };
1112
1113 public:
1115
1117 : GroupEntry(entry, Accessor::self())
1118 {
1119 }
1120 };
1121
1123 {
1125
1127 : Group(group.entries(), LotTypeRulesEntry::Accessor::self())
1128 {
1129 }
1130 };
1131
1133 : Message(message, Accessor::self())
1134 {
1135 }
1136};
1137
1139{
1140 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
1141 {
1143 {
1144 return Binary::fixType();
1145 }
1146
1148
1150
1151 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
1152
1153 static const MessageAccessor& self()
1154 {
1155 static const Accessor self_;
1156 return self_;
1157 }
1158 };
1159
1160public:
1162
1164
1166 {
1168
1170 {
1172
1173 static const GroupEntryAccessor& self()
1174 {
1175 static const Accessor self_;
1176 return self_;
1177 }
1178 };
1179
1180 public:
1182
1184 : GroupEntry(entry, Accessor::self())
1185 {
1186 }
1187 };
1188
1190 {
1192
1194 : Group(group.entries(), EventsEntry::Accessor::self())
1195 {
1196 }
1197 };
1198
1200
1202 {
1204
1206 {
1208
1209 static const GroupEntryAccessor& self()
1210 {
1211 static const Accessor self_;
1212 return self_;
1213 }
1214 };
1215
1216 public:
1218
1220 : GroupEntry(entry, Accessor::self())
1221 {
1222 }
1223 };
1224
1226 {
1228
1230 : Group(group.entries(), FeedTypesEntry::Accessor::self())
1231 {
1232 }
1233 };
1234
1236
1238 {
1240
1242 {
1244
1245 static const GroupEntryAccessor& self()
1246 {
1247 static const Accessor self_;
1248 return self_;
1249 }
1250 };
1251
1252 public:
1254
1256 : GroupEntry(entry, Accessor::self())
1257 {
1258 }
1259 };
1260
1262 {
1264
1266 : Group(group.entries(), InstAttribEntry::Accessor::self())
1267 {
1268 }
1269 };
1270
1271 ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1272
1274 {
1276
1278 {
1280
1281 static const GroupEntryAccessor& self()
1282 {
1283 static const Accessor self_;
1284 return self_;
1285 }
1286 };
1287
1288 public:
1290
1292 : GroupEntry(entry, Accessor::self())
1293 {
1294 }
1295 };
1296
1298 {
1300
1302 : Group(group.entries(), LotTypeRulesEntry::Accessor::self())
1303 {
1304 }
1305 };
1306
1307 ONIXS_CMEMDH_LTWT_STRUCT_DECL(Underlyings);
1308
1310 {
1312
1314 {
1316
1317 static const GroupEntryAccessor& self()
1318 {
1319 static const Accessor self_;
1320 return self_;
1321 }
1322 };
1323
1324 public:
1326
1328 : GroupEntry(entry, Accessor::self())
1329 {
1330 }
1331 };
1332
1334 {
1336
1338 : Group(group.entries(), UnderlyingsEntry::Accessor::self())
1339 {
1340 }
1341 };
1342
1343 ONIXS_CMEMDH_LTWT_STRUCT_DECL(RelatedInstruments);
1344
1346 {
1348
1350 {
1352
1353 static const GroupEntryAccessor& self()
1354 {
1355 static const Accessor self_;
1356 return self_;
1357 }
1358 };
1359
1360 public:
1362
1364 : GroupEntry(entry, Accessor::self())
1365 {
1366 }
1367 };
1368
1370 {
1372
1374 : Group(group.entries(), RelatedInstrumentsEntry::Accessor::self())
1375 {
1376 }
1377 };
1378
1380 : Message(message, Accessor::self())
1381 {
1382 }
1383};
1384
1386{
1387 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
1388 {
1390 {
1391 return Binary::fixType();
1392 }
1393
1395
1397
1398 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
1399
1400 static const MessageAccessor& self()
1401 {
1402 static const Accessor self_;
1403 return self_;
1404 }
1405 };
1406
1407public:
1409
1411
1413 {
1415
1417 {
1419
1420 static const GroupEntryAccessor& self()
1421 {
1422 static const Accessor self_;
1423 return self_;
1424 }
1425 };
1426
1427 public:
1429
1431 : GroupEntry(entry, Accessor::self())
1432 {
1433 }
1434 };
1435
1437 {
1439
1441 : Group(group.entries(), EventsEntry::Accessor::self())
1442 {
1443 }
1444 };
1445
1447
1449 {
1451
1453 {
1455
1456 static const GroupEntryAccessor& self()
1457 {
1458 static const Accessor self_;
1459 return self_;
1460 }
1461 };
1462
1463 public:
1465
1467 : GroupEntry(entry, Accessor::self())
1468 {
1469 }
1470 };
1471
1473 {
1475
1477 : Group(group.entries(), FeedTypesEntry::Accessor::self())
1478 {
1479 }
1480 };
1481
1483
1485 {
1487
1489 {
1491
1492 static const GroupEntryAccessor& self()
1493 {
1494 static const Accessor self_;
1495 return self_;
1496 }
1497 };
1498
1499 public:
1501
1503 : GroupEntry(entry, Accessor::self())
1504 {
1505 }
1506 };
1507
1509 {
1511
1513 : Group(group.entries(), InstAttribEntry::Accessor::self())
1514 {
1515 }
1516 };
1517
1518 ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1519
1521 {
1523
1525 {
1527
1528 static const GroupEntryAccessor& self()
1529 {
1530 static const Accessor self_;
1531 return self_;
1532 }
1533 };
1534
1535 public:
1537
1539 : GroupEntry(entry, Accessor::self())
1540 {
1541 }
1542 };
1543
1545 {
1547
1549 : Group(group.entries(), LotTypeRulesEntry::Accessor::self())
1550 {
1551 }
1552 };
1553
1555
1557 {
1559
1561 {
1563
1564 static const GroupEntryAccessor& self()
1565 {
1566 static const Accessor self_;
1567 return self_;
1568 }
1569 };
1570
1571 public:
1573
1575 : GroupEntry(entry, Accessor::self())
1576 {
1577 }
1578 };
1579
1581 {
1583
1585 : Group(group.entries(), LegsEntry::Accessor::self())
1586 {
1587 }
1588 };
1589
1591 : Message(message, Accessor::self())
1592 {
1593 }
1594};
1595
1597{
1598 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
1599 {
1601 {
1602 return Binary::fixType();
1603 }
1604
1606
1608
1609 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
1610
1611 static const MessageAccessor& self()
1612 {
1613 static const Accessor self_;
1614 return self_;
1615 }
1616 };
1617
1618public:
1620
1622
1624 {
1626
1628 {
1630
1631 static const GroupEntryAccessor& self()
1632 {
1633 static const Accessor self_;
1634 return self_;
1635 }
1636 };
1637
1638 public:
1640
1642 : GroupEntry(entry, Accessor::self())
1643 {
1644 }
1645 };
1646
1648 {
1650
1652 : Group(group.entries(), EventsEntry::Accessor::self())
1653 {
1654 }
1655 };
1656
1658
1660 {
1662
1664 {
1666
1667 static const GroupEntryAccessor& self()
1668 {
1669 static const Accessor self_;
1670 return self_;
1671 }
1672 };
1673
1674 public:
1676
1678 : GroupEntry(entry, Accessor::self())
1679 {
1680 }
1681 };
1682
1684 {
1686
1688 : Group(group.entries(), FeedTypesEntry::Accessor::self())
1689 {
1690 }
1691 };
1692
1694
1696 {
1698
1700 {
1702
1703 static const GroupEntryAccessor& self()
1704 {
1705 static const Accessor self_;
1706 return self_;
1707 }
1708 };
1709
1710 public:
1712
1714 : GroupEntry(entry, Accessor::self())
1715 {
1716 }
1717 };
1718
1720 {
1722
1724 : Group(group.entries(), InstAttribEntry::Accessor::self())
1725 {
1726 }
1727 };
1728
1729 ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1730
1732 {
1734
1736 {
1738
1739 static const GroupEntryAccessor& self()
1740 {
1741 static const Accessor self_;
1742 return self_;
1743 }
1744 };
1745
1746 public:
1748
1750 : GroupEntry(entry, Accessor::self())
1751 {
1752 }
1753 };
1754
1756 {
1758
1760 : Group(group.entries(), LotTypeRulesEntry::Accessor::self())
1761 {
1762 }
1763 };
1764
1766 : Message(message, Accessor::self())
1767 {
1768 }
1769};
1770
1772{
1773 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
1774 {
1776 {
1777 return Binary::fixType();
1778 }
1779
1781
1783
1784 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
1785
1786 static const MessageAccessor& self()
1787 {
1788 static const Accessor self_;
1789 return self_;
1790 }
1791 };
1792
1793public:
1795
1797
1799 {
1801
1803 {
1805
1806 static const GroupEntryAccessor& self()
1807 {
1808 static const Accessor self_;
1809 return self_;
1810 }
1811 };
1812
1813 public:
1815
1817 : GroupEntry(entry, Accessor::self())
1818 {
1819 }
1820 };
1821
1823 {
1825
1827 : Group(group.entries(), EventsEntry::Accessor::self())
1828 {
1829 }
1830 };
1831
1833
1835 {
1837
1839 {
1841
1842 static const GroupEntryAccessor& self()
1843 {
1844 static const Accessor self_;
1845 return self_;
1846 }
1847 };
1848
1849 public:
1851
1853 : GroupEntry(entry, Accessor::self())
1854 {
1855 }
1856 };
1857
1859 {
1861
1863 : Group(group.entries(), FeedTypesEntry::Accessor::self())
1864 {
1865 }
1866 };
1867
1869
1871 {
1873
1875 {
1877
1878 static const GroupEntryAccessor& self()
1879 {
1880 static const Accessor self_;
1881 return self_;
1882 }
1883 };
1884
1885 public:
1887
1889 : GroupEntry(entry, Accessor::self())
1890 {
1891 }
1892 };
1893
1895 {
1897
1899 : Group(group.entries(), InstAttribEntry::Accessor::self())
1900 {
1901 }
1902 };
1903
1904 ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1905
1907 {
1909
1911 {
1913
1914 static const GroupEntryAccessor& self()
1915 {
1916 static const Accessor self_;
1917 return self_;
1918 }
1919 };
1920
1921 public:
1923
1925 : GroupEntry(entry, Accessor::self())
1926 {
1927 }
1928 };
1929
1931 {
1933
1935 : Group(group.entries(), LotTypeRulesEntry::Accessor::self())
1936 {
1937 }
1938 };
1939
1940 ONIXS_CMEMDH_LTWT_STRUCT_DECL(TradingSessions);
1941
1943 {
1945
1947 {
1949
1950 static const GroupEntryAccessor& self()
1951 {
1952 static const Accessor self_;
1953 return self_;
1954 }
1955 };
1956
1957 public:
1959
1961 : GroupEntry(entry, Accessor::self())
1962 {
1963 }
1964 };
1965
1967 {
1969
1971 : Group(group.entries(), TradingSessionsEntry::Accessor::self())
1972 {
1973 }
1974 };
1975
1977 : Message(message, Accessor::self())
1978 {
1979 }
1980};
1981
1983{
1984 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
1985 {
1987 {
1988 return Binary::fixType();
1989 }
1990
1992
1994
1995 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
1996
1997 static const MessageAccessor& self()
1998 {
1999 static const Accessor self_;
2000 return self_;
2001 }
2002 };
2003
2004public:
2006
2008
2010 {
2012
2014 {
2016
2017 static const GroupEntryAccessor& self()
2018 {
2019 static const Accessor self_;
2020 return self_;
2021 }
2022 };
2023
2024 public:
2026
2027 Entry(const BinaryEntry& entry)
2028 : GroupEntry(entry, Accessor::self())
2029 {
2030 }
2031 };
2032
2034 {
2036
2038 : Group(group.entries(), Entry::Accessor::self())
2039 {
2040 }
2041 };
2042
2043 ONIXS_CMEMDH_LTWT_STRUCT_DECL(OrderIDEntries);
2044
2046 {
2048
2050 {
2052
2053 static const GroupEntryAccessor& self()
2054 {
2055 static const Accessor self_;
2056 return self_;
2057 }
2058 };
2059
2060 public:
2062
2064 : GroupEntry(entry, Accessor::self())
2065 {
2066 }
2067 };
2068
2070 {
2072
2074 : Group(group.entries(), OrderIDEntry::Accessor::self())
2075 {
2076 }
2077 };
2078
2080 : Message(message, Accessor::self())
2081 {
2082 }
2083};
2084
2086{
2087 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
2088 {
2090 {
2091 return Binary::fixType();
2092 }
2093
2095
2097
2098 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
2099
2100 static const MessageAccessor& self()
2101 {
2102 static const Accessor self_;
2103 return self_;
2104 }
2105 };
2106
2107public:
2109
2111
2113 {
2115
2117 {
2119
2120 static const GroupEntryAccessor& self()
2121 {
2122 static const Accessor self_;
2123 return self_;
2124 }
2125 };
2126
2127 public:
2129
2130 Entry(const BinaryEntry& entry)
2131 : GroupEntry(entry, Accessor::self())
2132 {
2133 }
2134 };
2135
2137 {
2139
2141 : Group(group.entries(), Entry::Accessor::self())
2142 {
2143 }
2144 };
2145
2146 ONIXS_CMEMDH_LTWT_STRUCT_DECL(OrderIDEntries);
2147
2149 {
2151
2153 {
2155
2156 static const GroupEntryAccessor& self()
2157 {
2158 static const Accessor self_;
2159 return self_;
2160 }
2161 };
2162
2163 public:
2165
2167 : GroupEntry(entry, Accessor::self())
2168 {
2169 }
2170 };
2171
2173 {
2175
2177 : Group(group.entries(), OrderIDEntry::Accessor::self())
2178 {
2179 }
2180 };
2181
2183 : Message(message, Accessor::self())
2184 {
2185 }
2186};
2187
2189{
2190 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
2191 {
2193 {
2194 return Binary::fixType();
2195 }
2196
2198
2200
2201 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
2202
2203 static const MessageAccessor& self()
2204 {
2205 static const Accessor self_;
2206 return self_;
2207 }
2208 };
2209
2210public:
2212
2214
2216 {
2218
2220 {
2222
2223 static const GroupEntryAccessor& self()
2224 {
2225 static const Accessor self_;
2226 return self_;
2227 }
2228 };
2229
2230 public:
2232
2233 Entry(const BinaryEntry& entry)
2234 : GroupEntry(entry, Accessor::self())
2235 {
2236 }
2237 };
2238
2240 {
2242
2244 : Group(group.entries(), Entry::Accessor::self())
2245 {
2246 }
2247 };
2248
2250 : Message(message, Accessor::self())
2251 {
2252 }
2253};
2254
2256{
2257 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
2258 {
2260 {
2261 return Binary::fixType();
2262 }
2263
2265
2267
2268 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
2269
2270 static const MessageAccessor& self()
2271 {
2272 static const Accessor self_;
2273 return self_;
2274 }
2275 };
2276
2277public:
2279
2281
2283 {
2285
2287 {
2289
2290 static const GroupEntryAccessor& self()
2291 {
2292 static const Accessor self_;
2293 return self_;
2294 }
2295 };
2296
2297 public:
2299
2300 Entry(const BinaryEntry& entry)
2301 : GroupEntry(entry, Accessor::self())
2302 {
2303 }
2304 };
2305
2307 {
2309
2311 : Group(group.entries(), Entry::Accessor::self())
2312 {
2313 }
2314 };
2315
2317 : Message(message, Accessor::self())
2318 {
2319 }
2320};
2321
2323{
2324 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
2325 {
2327 {
2328 return Binary::fixType();
2329 }
2330
2332
2334
2335 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
2336
2337 static const MessageAccessor& self()
2338 {
2339 static const Accessor self_;
2340 return self_;
2341 }
2342 };
2343
2344public:
2346
2348
2350 {
2352
2354 {
2356
2357 static const GroupEntryAccessor& self()
2358 {
2359 static const Accessor self_;
2360 return self_;
2361 }
2362 };
2363
2364 public:
2366
2367 Entry(const BinaryEntry& entry)
2368 : GroupEntry(entry, Accessor::self())
2369 {
2370 }
2371 };
2372
2374 {
2376
2378 : Group(group.entries(), Entry::Accessor::self())
2379 {
2380 }
2381 };
2382
2384 : Message(message, Accessor::self())
2385 {
2386 }
2387};
2388
2390{
2391 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
2392 {
2394 {
2395 return Binary::fixType();
2396 }
2397
2399
2401
2402 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
2403
2404 static const MessageAccessor& self()
2405 {
2406 static const Accessor self_;
2407 return self_;
2408 }
2409 };
2410
2411public:
2413
2414 AdminLogin408(const Binary& message)
2415 : Message(message, Accessor::self())
2416 {
2417 }
2418};
2419
2421{
2422 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
2423 {
2425 {
2426 return Binary::fixType();
2427 }
2428
2430
2432
2433 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
2434
2435 static const MessageAccessor& self()
2436 {
2437 static const Accessor self_;
2438 return self_;
2439 }
2440 };
2441
2442public:
2444
2445 AdminLogout409(const Binary& message)
2446 : Message(message, Accessor::self())
2447 {
2448 }
2449};
2450
2452{
2453 struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
2454 {
2456 {
2457 return Binary::fixType();
2458 }
2459
2461
2463
2464 void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
2465
2466 static const MessageAccessor& self()
2467 {
2468 static const Accessor self_;
2469 return self_;
2470 }
2471 };
2472
2473public:
2475
2477 : Message(message, Accessor::self())
2478 {
2479 }
2480};
2481
2482
2483
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
Definition Bootstrap.h:70
#define ONIXS_CMEMDH_LTWT
Definition Bootstrap.h:46
#define ONIXS_CMEMDHFIX_NAMESPACE_END
Definition Bootstrap.h:71
#define ONIXS_CMEMDH_LTWT_STRUCT_DECL(name)
Definition Bootstrap.h:49
#define ONIXS_CMEMDH_EXPORTED
Definition Compiler.h:171
#define ONIXS_CMEMDH_OVERRIDE
Definition Compiler.h:176
Encapsulates services for manipulating SBE-encoded messages.
AdminHeartbeat12(const Binary &message)
Definition Messages.h:122
Base::AdminHeartbeat12 Binary
Definition Messages.h:120
AdminHeartbeat410(const Binary &message)
Definition Messages.h:2476
AdminLogin15(const Binary &message)
Definition Messages.h:153
AdminLogin408(const Binary &message)
Definition Messages.h:2414
AdminLogout16(const Binary &message)
Definition Messages.h:184
AdminLogout409(const Binary &message)
Definition Messages.h:2445
Entry(const BinaryEntry &entry)
Definition Messages.h:75
ChannelReset4(const Binary &message)
Definition Messages.h:91
Represents the field in the FIX message.
Definition Field.h:33
Field field(Tag tag) const override
Returns field by its tag.
Definition Message.h:109
GroupEntry(const GroupEntrySource &binary, const GroupEntryAccessor &accessor)
Full-initialized instances are constructed through descendants.
Definition Message.h:68
Implements a FIX repeating group over the SBE-encoded binary data.
Definition Message.h:132
Group(const GroupEntriesSource &binary, const GroupEntryAccessor &accessor)
Initializes the instance over the binary data.
Definition Message.h:138
Base::IncrementalRefreshBook46 Binary
Definition Messages.h:378
IncrementalRefreshBook46(const Binary &message)
Definition Messages.h:452
Base::IncrementalRefreshBookLongQty64 Binary
Definition Messages.h:2005
Base::IncrementalRefreshDailyStatistics49 Binary
Definition Messages.h:651
Base::IncrementalRefreshLimitsBanding50 Binary
Definition Messages.h:718
Base::IncrementalRefreshOrderBook47 Binary
Definition Messages.h:481
Base::IncrementalRefreshSessionStatistics51 Binary
Definition Messages.h:785
Base::IncrementalRefreshSessionStatisticsLongQty67 Binary
Definition Messages.h:2278
Base::IncrementalRefreshTradeSummary48 Binary
Definition Messages.h:548
Base::IncrementalRefreshTradeSummaryLongQty65 Binary
Definition Messages.h:2108
IncrementalRefreshVolume37(const Binary &message)
Definition Messages.h:282
Base::IncrementalRefreshVolume37 Binary
Definition Messages.h:244
Base::IncrementalRefreshVolumeLongQty66 Binary
Definition Messages.h:2211
Base::InstrumentDefinitionFX63 Binary
Definition Messages.h:1794
InstrumentDefinitionFX63(const Binary &message)
Definition Messages.h:1976
Base::InstrumentDefinitionFixedIncome57 Binary
Definition Messages.h:1619
Base::InstrumentDefinitionFuture54 Binary
Definition Messages.h:986
Base::InstrumentDefinitionOption55 Binary
Definition Messages.h:1161
Base::InstrumentDefinitionSpread56 Binary
Definition Messages.h:1408
Field field(Tag tag) const override
Returns a field by its tag.
Definition Message.h:281
Message(const BinaryMessage &binary, const MessageAccessor &accessor)
Initializes the instance from the SBE-encoded message.
Definition Message.h:222
Group group(Tag tag) const
Accesses a repeating group by its tag.
Definition Message.h:292
StrRef type() const
FIX message type.
Definition Message.h:251
void toFix(std::string &str) const
Builds the FIX (tag=value) representation.
Definition Message.h:300
QuoteRequest39(const Binary &message)
Definition Messages.h:349
SecurityStatus30(const Binary &message)
Definition Messages.h:215
Base::SecurityStatus30 Binary
Definition Messages.h:213
Base::SnapshotFullRefresh52 Binary
Definition Messages.h:852
SnapshotFullRefresh52(const Binary &message)
Definition Messages.h:890
Base::SnapshotFullRefreshLongQty69 Binary
Definition Messages.h:2345
Base::SnapshotFullRefreshOrderBook53 Binary
Definition Messages.h:919
Provides efficient way of accessing text-based values without copying content of the text being refer...
Definition String.h:42
UInt32 Tag
The type whose values are used to locate fields in the FIX-like messages.
Definition Tag.h:29
BinaryGroupEntry< MessageSize > GroupEntrySource
Definition Message.h:45
static StrRef fixType()
FIX message type.
Definition Messages.h:1031
static StrRef fixType()
FIX message type.
Definition Messages.h:1287
static StrRef fixType()
FIX message type.
Definition Messages.h:1083
static StrRef fixType()
FIX message type.
Definition Messages.h:1189
static StrRef fixType()
FIX message type.
Definition Messages.h:1137
static StrRef fixType()
FIX message type.
Definition Messages.h:1243
Number of entries in Market Data message.
Definition Messages.h:878
static StrRef fixType()
FIX message type.
Definition Messages.h:987
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:932
Entries(const BinaryEntries &group)
Definition Messages.h:85
Provides FIX-like access to the fields stored in a SBE-encoded repeating group.
Definition Message.h:50
Implements FIX-like services for the SBE-encoded message.
Definition Message.h:198
Number of entries in Market Data message.
Definition Messages.h:3026
static StrRef fixType()
FIX message type.
Definition Messages.h:3291
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:3144
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
Definition Messages.h:3230
Number of entries in Market Data message.
Definition Messages.h:6751
MDIncrementalRefreshBookLongQty.
Definition Messages.h:6741
static StrRef fixType()
FIX message type.
Definition Messages.h:7002
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:6855
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
Definition Messages.h:6941
Number of entries in Market Data message.
Definition Messages.h:3309
MDIncrementalRefreshDailyStatistics.
Definition Messages.h:3299
static StrRef fixType()
FIX message type.
Definition Messages.h:3477
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:3422
Number of entries in Market Data message.
Definition Messages.h:3495
MDIncrementalRefreshLimitsBanding.
Definition Messages.h:3485
static StrRef fixType()
FIX message type.
Definition Messages.h:3643
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:3588
Number of entries in Market Data message.
Definition Messages.h:5516
MDIncrementalRefreshOrderBook.
Definition Messages.h:5506
static StrRef fixType()
FIX message type.
Definition Messages.h:5669
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:5614
Number of entries in Market Data message.
Definition Messages.h:3661
MDIncrementalRefreshSessionStatistics.
Definition Messages.h:3651
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:3754
MDIncrementalRefreshSessionStatisticsLongQty.
Definition Messages.h:7397
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:7500
MDIncrementalRefreshTradeSummary.
Definition Messages.h:5264
static StrRef fixType()
FIX message type.
Definition Messages.h:5498
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:5383
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
Definition Messages.h:5437
Number of OrderID and LastQty entries in Trade Summary message.
Definition Messages.h:7134
MDIncrementalRefreshTradeSummaryLongQty.
Definition Messages.h:7010
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:7128
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
Definition Messages.h:7183
Number of entries in Market Data message.
Definition Messages.h:3827
static StrRef fixType()
FIX message type.
Definition Messages.h:3954
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:3899
Number of entries in Market Data message.
Definition Messages.h:7262
MDIncrementalRefreshVolumeLongQty.
Definition Messages.h:7252
static StrRef fixType()
FIX message type.
Definition Messages.h:7389
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:7334
static StrRef fixType()
FIX message type.
Definition Messages.h:6733
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:5919
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Definition Messages.h:6089
BinaryGroup< TradingSessionsEntry, GroupSize, MessageSize > TradingSessions
Repeating group containing TradingSessionsEntry entries.
Definition Messages.h:6206
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
Definition Messages.h:5974
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Definition Messages.h:6027
Number of repeating FeedType repeating group entries.
Definition Messages.h:98
Number of repeating InstrAttribType entries.
Definition Messages.h:154
MDInstrumentDefinitionFixedIncome.
Definition Messages.h:33
static StrRef fixType()
FIX message type.
Definition Messages.h:860
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:93
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Definition Messages.h:263
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
Definition Messages.h:149
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Definition Messages.h:202
Number of repeating EventType entries.
Definition Messages.h:1305
Number of repeating InstrAttribType entries.
Definition Messages.h:1416
MDInstrumentDefinitionFuture.
Definition Messages.h:1295
static StrRef fixType()
FIX message type.
Definition Messages.h:2049
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:1355
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Definition Messages.h:1524
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
Definition Messages.h:1411
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Definition Messages.h:1464
MDInstrumentDefinitionOption.
Definition Messages.h:4407
static StrRef fixType()
FIX message type.
Definition Messages.h:5256
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:4467
BinaryGroup< RelatedInstrumentsEntry, GroupSize, MessageSize > RelatedInstruments
Repeating group containing RelatedInstrumentsEntry entries.
Definition Messages.h:4759
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
Definition Messages.h:4698
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Definition Messages.h:4636
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
Definition Messages.h:4523
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Definition Messages.h:4576
Number of repeating EventType entries.
Definition Messages.h:2067
MDInstrumentDefinitionSpread.
Definition Messages.h:2057
static StrRef fixType()
FIX message type.
Definition Messages.h:2871
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:2117
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Definition Messages.h:2286
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
Definition Messages.h:2173
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Definition Messages.h:2226
BinaryGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
Definition Messages.h:2376
Indicates the number of repeating symbols specified.
Definition Messages.h:4257
static StrRef fixType()
FIX message type.
Definition Messages.h:4399
BinaryGroup< RelatedSymEntry, GroupSize, MessageSize > RelatedSym
Repeating group containing RelatedSymEntry entries.
Definition Messages.h:4335
static StrRef fixType()
FIX message type.
Definition Messages.h:3008
Number of entries in Market Data message.
Definition Messages.h:3972
static StrRef fixType()
FIX message type.
Definition Messages.h:4239
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:4091
Number of entries in Market Data message.
Definition Messages.h:7573
static StrRef fixType()
FIX message type.
Definition Messages.h:7818
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:7667
Number of entries in Market Data message.
Definition Messages.h:5687
static StrRef fixType()
FIX message type.
Definition Messages.h:5851
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:5762