OnixS C++ CME MDP Premium Market Data Handler  5.8.9
API Documentation
Messages.h
Go to the documentation of this file.
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2 //
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10 // in the Agreement.
11 //
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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
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20 
21 #pragma once
22 
23 #include <OnixS/CME/MDH/Messages.h>
24 #include <OnixS/CME/MDH/FIX/Message.h>
25 
26 namespace Base = OnixS::CME::MDH;
27 
28 ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
29 
30 class ONIXS_CMEMDH_LTWT ChannelReset4 : public Message
31 {
32  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
33  {
34  StrRef type() const ONIXS_CMEMDH_OVERRIDE
35  {
36  return Binary::fixType();
37  }
38 
39  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
40 
41  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
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 
52 public:
53  typedef Base::ChannelReset4 Binary;
54 
55  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
56 
57  class ONIXS_CMEMDH_LTWT Entry : public GroupEntry
58  {
59  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
60 
61  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
62  {
63  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
64 
65  static const GroupEntryAccessor& self()
66  {
67  static const Accessor self_;
68  return self_;
69  }
70  };
71 
72  public:
73  typedef Binary::Entry BinaryEntry;
74 
75  Entry(const BinaryEntry& entry)
76  : GroupEntry(entry, Accessor::self())
77  {
78  }
79  };
80 
81  struct ONIXS_CMEMDH_LTWT Entries : Group
82  {
83  typedef Binary::Entries BinaryEntries;
84 
85  Entries(const BinaryEntries& group)
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 
97 class ONIXS_CMEMDH_LTWT AdminHeartbeat12 : public Message
98 {
99  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
100  {
101  StrRef type() const ONIXS_CMEMDH_OVERRIDE
102  {
103  return Binary::fixType();
104  }
105 
106  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
107 
108  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
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 
119 public:
120  typedef Base::AdminHeartbeat12 Binary;
121 
122  AdminHeartbeat12(const Binary& message)
123  : Message(message, Accessor::self())
124  {
125  }
126 };
127 
128 class ONIXS_CMEMDH_LTWT AdminLogin15 : public Message
129 {
130  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
131  {
132  StrRef type() const ONIXS_CMEMDH_OVERRIDE
133  {
134  return Binary::fixType();
135  }
136 
137  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
138 
139  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
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 
150 public:
151  typedef Base::AdminLogin15 Binary;
152 
153  AdminLogin15(const Binary& message)
154  : Message(message, Accessor::self())
155  {
156  }
157 };
158 
159 class ONIXS_CMEMDH_LTWT AdminLogout16 : public Message
160 {
161  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
162  {
163  StrRef type() const ONIXS_CMEMDH_OVERRIDE
164  {
165  return Binary::fixType();
166  }
167 
168  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
169 
170  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
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 
181 public:
182  typedef Base::AdminLogout16 Binary;
183 
184  AdminLogout16(const Binary& message)
185  : Message(message, Accessor::self())
186  {
187  }
188 };
189 
190 class ONIXS_CMEMDH_LTWT AdminLogin408 : public Message
191 {
192  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
193  {
194  StrRef type() const ONIXS_CMEMDH_OVERRIDE
195  {
196  return Binary::fixType();
197  }
198 
199  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
200 
201  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
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 
212 public:
213  typedef Base::AdminLogin408 Binary;
214 
215  AdminLogin408(const Binary& message)
216  : Message(message, Accessor::self())
217  {
218  }
219 };
220 
221 class ONIXS_CMEMDH_LTWT AdminLogout409 : public Message
222 {
223  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
224  {
225  StrRef type() const ONIXS_CMEMDH_OVERRIDE
226  {
227  return Binary::fixType();
228  }
229 
230  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
231 
232  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
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 
243 public:
244  typedef Base::AdminLogout409 Binary;
245 
246  AdminLogout409(const Binary& message)
247  : Message(message, Accessor::self())
248  {
249  }
250 };
251 
252 class ONIXS_CMEMDH_LTWT AdminHeartbeat410 : public Message
253 {
254  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
255  {
256  StrRef type() const ONIXS_CMEMDH_OVERRIDE
257  {
258  return Binary::fixType();
259  }
260 
261  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
262 
263  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
264 
265  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
266 
267  static const MessageAccessor& self()
268  {
269  static const Accessor self_;
270  return self_;
271  }
272  };
273 
274 public:
275  typedef Base::AdminHeartbeat410 Binary;
276 
277  AdminHeartbeat410(const Binary& message)
278  : Message(message, Accessor::self())
279  {
280  }
281 };
282 
283 class ONIXS_CMEMDH_LTWT SecurityStatus30 : public Message
284 {
285  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
286  {
287  StrRef type() const ONIXS_CMEMDH_OVERRIDE
288  {
289  return Binary::fixType();
290  }
291 
292  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
293 
294  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
295 
296  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
297 
298  static const MessageAccessor& self()
299  {
300  static const Accessor self_;
301  return self_;
302  }
303  };
304 
305 public:
306  typedef Base::SecurityStatus30 Binary;
307 
308  SecurityStatus30(const Binary& message)
309  : Message(message, Accessor::self())
310  {
311  }
312 };
313 
314 class ONIXS_CMEMDH_LTWT IncrementalRefreshVolume37 : public Message
315 {
316  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
317  {
318  StrRef type() const ONIXS_CMEMDH_OVERRIDE
319  {
320  return Binary::fixType();
321  }
322 
323  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
324 
325  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
326 
327  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
328 
329  static const MessageAccessor& self()
330  {
331  static const Accessor self_;
332  return self_;
333  }
334  };
335 
336 public:
337  typedef Base::IncrementalRefreshVolume37 Binary;
338 
339  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
340 
341  class ONIXS_CMEMDH_LTWT Entry : public GroupEntry
342  {
343  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
344 
345  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
346  {
347  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
348 
349  static const GroupEntryAccessor& self()
350  {
351  static const Accessor self_;
352  return self_;
353  }
354  };
355 
356  public:
357  typedef Binary::Entry BinaryEntry;
358 
359  Entry(const BinaryEntry& entry)
360  : GroupEntry(entry, Accessor::self())
361  {
362  }
363  };
364 
365  struct ONIXS_CMEMDH_LTWT Entries : Group
366  {
367  typedef Binary::Entries BinaryEntries;
368 
369  Entries(const BinaryEntries& group)
370  : Group(group.entries(), Entry::Accessor::self())
371  {
372  }
373  };
374 
375  IncrementalRefreshVolume37(const Binary& message)
376  : Message(message, Accessor::self())
377  {
378  }
379 };
380 
381 class ONIXS_CMEMDH_LTWT QuoteRequest39 : public Message
382 {
383  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
384  {
385  StrRef type() const ONIXS_CMEMDH_OVERRIDE
386  {
387  return Binary::fixType();
388  }
389 
390  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
391 
392  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
393 
394  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
395 
396  static const MessageAccessor& self()
397  {
398  static const Accessor self_;
399  return self_;
400  }
401  };
402 
403 public:
404  typedef Base::QuoteRequest39 Binary;
405 
406  ONIXS_CMEMDH_LTWT_STRUCT_DECL(RelatedSym);
407 
408  class ONIXS_CMEMDH_LTWT RelatedSymEntry : public GroupEntry
409  {
410  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(RelatedSym);
411 
412  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
413  {
414  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
415 
416  static const GroupEntryAccessor& self()
417  {
418  static const Accessor self_;
419  return self_;
420  }
421  };
422 
423  public:
424  typedef Binary::RelatedSymEntry BinaryEntry;
425 
426  RelatedSymEntry(const BinaryEntry& entry)
427  : GroupEntry(entry, Accessor::self())
428  {
429  }
430  };
431 
432  struct ONIXS_CMEMDH_LTWT RelatedSym : Group
433  {
434  typedef Binary::RelatedSym BinaryEntries;
435 
436  RelatedSym(const BinaryEntries& group)
437  : Group(group.entries(), RelatedSymEntry::Accessor::self())
438  {
439  }
440  };
441 
442  QuoteRequest39(const Binary& message)
443  : Message(message, Accessor::self())
444  {
445  }
446 };
447 
448 class ONIXS_CMEMDH_LTWT IncrementalRefreshBook46 : public Message
449 {
450  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
451  {
452  StrRef type() const ONIXS_CMEMDH_OVERRIDE
453  {
454  return Binary::fixType();
455  }
456 
457  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
458 
459  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
460 
461  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
462 
463  static const MessageAccessor& self()
464  {
465  static const Accessor self_;
466  return self_;
467  }
468  };
469 
470 public:
471  typedef Base::IncrementalRefreshBook46 Binary;
472 
473  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
474 
475  class ONIXS_CMEMDH_LTWT Entry : public GroupEntry
476  {
477  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
478 
479  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
480  {
481  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
482 
483  static const GroupEntryAccessor& self()
484  {
485  static const Accessor self_;
486  return self_;
487  }
488  };
489 
490  public:
491  typedef Binary::Entry BinaryEntry;
492 
493  Entry(const BinaryEntry& entry)
494  : GroupEntry(entry, Accessor::self())
495  {
496  }
497  };
498 
499  struct ONIXS_CMEMDH_LTWT Entries : Group
500  {
501  typedef Binary::Entries BinaryEntries;
502 
503  Entries(const BinaryEntries& group)
504  : Group(group.entries(), Entry::Accessor::self())
505  {
506  }
507  };
508 
509  ONIXS_CMEMDH_LTWT_STRUCT_DECL(OrderIDEntries);
510 
511  class ONIXS_CMEMDH_LTWT OrderIDEntry : public GroupEntry
512  {
513  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(OrderIDEntries);
514 
515  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
516  {
517  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
518 
519  static const GroupEntryAccessor& self()
520  {
521  static const Accessor self_;
522  return self_;
523  }
524  };
525 
526  public:
527  typedef Binary::OrderIDEntry BinaryEntry;
528 
529  OrderIDEntry(const BinaryEntry& entry)
530  : GroupEntry(entry, Accessor::self())
531  {
532  }
533  };
534 
535  struct ONIXS_CMEMDH_LTWT OrderIDEntries : Group
536  {
537  typedef Binary::OrderIDEntries BinaryEntries;
538 
539  OrderIDEntries(const BinaryEntries& group)
540  : Group(group.entries(), OrderIDEntry::Accessor::self())
541  {
542  }
543  };
544 
545  IncrementalRefreshBook46(const Binary& message)
546  : Message(message, Accessor::self())
547  {
548  }
549 };
550 
551 class ONIXS_CMEMDH_LTWT IncrementalRefreshOrderBook47 : public Message
552 {
553  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
554  {
555  StrRef type() const ONIXS_CMEMDH_OVERRIDE
556  {
557  return Binary::fixType();
558  }
559 
560  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
561 
562  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
563 
564  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
565 
566  static const MessageAccessor& self()
567  {
568  static const Accessor self_;
569  return self_;
570  }
571  };
572 
573 public:
574  typedef Base::IncrementalRefreshOrderBook47 Binary;
575 
576  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
577 
578  class ONIXS_CMEMDH_LTWT Entry : public GroupEntry
579  {
580  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
581 
582  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
583  {
584  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
585 
586  static const GroupEntryAccessor& self()
587  {
588  static const Accessor self_;
589  return self_;
590  }
591  };
592 
593  public:
594  typedef Binary::Entry BinaryEntry;
595 
596  Entry(const BinaryEntry& entry)
597  : GroupEntry(entry, Accessor::self())
598  {
599  }
600  };
601 
602  struct ONIXS_CMEMDH_LTWT Entries : Group
603  {
604  typedef Binary::Entries BinaryEntries;
605 
606  Entries(const BinaryEntries& group)
607  : Group(group.entries(), Entry::Accessor::self())
608  {
609  }
610  };
611 
612  IncrementalRefreshOrderBook47(const Binary& message)
613  : Message(message, Accessor::self())
614  {
615  }
616 };
617 
618 class ONIXS_CMEMDH_LTWT IncrementalRefreshTradeSummary48 : public Message
619 {
620  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
621  {
622  StrRef type() const ONIXS_CMEMDH_OVERRIDE
623  {
624  return Binary::fixType();
625  }
626 
627  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
628 
629  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
630 
631  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
632 
633  static const MessageAccessor& self()
634  {
635  static const Accessor self_;
636  return self_;
637  }
638  };
639 
640 public:
641  typedef Base::IncrementalRefreshTradeSummary48 Binary;
642 
643  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
644 
645  class ONIXS_CMEMDH_LTWT Entry : public GroupEntry
646  {
647  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
648 
649  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
650  {
651  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
652 
653  static const GroupEntryAccessor& self()
654  {
655  static const Accessor self_;
656  return self_;
657  }
658  };
659 
660  public:
661  typedef Binary::Entry BinaryEntry;
662 
663  Entry(const BinaryEntry& entry)
664  : GroupEntry(entry, Accessor::self())
665  {
666  }
667  };
668 
669  struct ONIXS_CMEMDH_LTWT Entries : Group
670  {
671  typedef Binary::Entries BinaryEntries;
672 
673  Entries(const BinaryEntries& group)
674  : Group(group.entries(), Entry::Accessor::self())
675  {
676  }
677  };
678 
679  ONIXS_CMEMDH_LTWT_STRUCT_DECL(OrderIDEntries);
680 
681  class ONIXS_CMEMDH_LTWT OrderIDEntry : public GroupEntry
682  {
683  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(OrderIDEntries);
684 
685  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
686  {
687  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
688 
689  static const GroupEntryAccessor& self()
690  {
691  static const Accessor self_;
692  return self_;
693  }
694  };
695 
696  public:
697  typedef Binary::OrderIDEntry BinaryEntry;
698 
699  OrderIDEntry(const BinaryEntry& entry)
700  : GroupEntry(entry, Accessor::self())
701  {
702  }
703  };
704 
705  struct ONIXS_CMEMDH_LTWT OrderIDEntries : Group
706  {
707  typedef Binary::OrderIDEntries BinaryEntries;
708 
709  OrderIDEntries(const BinaryEntries& group)
710  : Group(group.entries(), OrderIDEntry::Accessor::self())
711  {
712  }
713  };
714 
715  IncrementalRefreshTradeSummary48(const Binary& message)
716  : Message(message, Accessor::self())
717  {
718  }
719 };
720 
721 class ONIXS_CMEMDH_LTWT IncrementalRefreshDailyStatistics49 : public Message
722 {
723  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
724  {
725  StrRef type() const ONIXS_CMEMDH_OVERRIDE
726  {
727  return Binary::fixType();
728  }
729 
730  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
731 
732  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
733 
734  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
735 
736  static const MessageAccessor& self()
737  {
738  static const Accessor self_;
739  return self_;
740  }
741  };
742 
743 public:
744  typedef Base::IncrementalRefreshDailyStatistics49 Binary;
745 
746  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
747 
748  class ONIXS_CMEMDH_LTWT Entry : public GroupEntry
749  {
750  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
751 
752  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
753  {
754  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
755 
756  static const GroupEntryAccessor& self()
757  {
758  static const Accessor self_;
759  return self_;
760  }
761  };
762 
763  public:
764  typedef Binary::Entry BinaryEntry;
765 
766  Entry(const BinaryEntry& entry)
767  : GroupEntry(entry, Accessor::self())
768  {
769  }
770  };
771 
772  struct ONIXS_CMEMDH_LTWT Entries : Group
773  {
774  typedef Binary::Entries BinaryEntries;
775 
776  Entries(const BinaryEntries& group)
777  : Group(group.entries(), Entry::Accessor::self())
778  {
779  }
780  };
781 
782  IncrementalRefreshDailyStatistics49(const Binary& message)
783  : Message(message, Accessor::self())
784  {
785  }
786 };
787 
788 class ONIXS_CMEMDH_LTWT IncrementalRefreshLimitsBanding50 : public Message
789 {
790  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
791  {
792  StrRef type() const ONIXS_CMEMDH_OVERRIDE
793  {
794  return Binary::fixType();
795  }
796 
797  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
798 
799  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
800 
801  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
802 
803  static const MessageAccessor& self()
804  {
805  static const Accessor self_;
806  return self_;
807  }
808  };
809 
810 public:
811  typedef Base::IncrementalRefreshLimitsBanding50 Binary;
812 
813  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
814 
815  class ONIXS_CMEMDH_LTWT Entry : public GroupEntry
816  {
817  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
818 
819  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
820  {
821  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
822 
823  static const GroupEntryAccessor& self()
824  {
825  static const Accessor self_;
826  return self_;
827  }
828  };
829 
830  public:
831  typedef Binary::Entry BinaryEntry;
832 
833  Entry(const BinaryEntry& entry)
834  : GroupEntry(entry, Accessor::self())
835  {
836  }
837  };
838 
839  struct ONIXS_CMEMDH_LTWT Entries : Group
840  {
841  typedef Binary::Entries BinaryEntries;
842 
843  Entries(const BinaryEntries& group)
844  : Group(group.entries(), Entry::Accessor::self())
845  {
846  }
847  };
848 
849  IncrementalRefreshLimitsBanding50(const Binary& message)
850  : Message(message, Accessor::self())
851  {
852  }
853 };
854 
855 class ONIXS_CMEMDH_LTWT IncrementalRefreshSessionStatistics51 : public Message
856 {
857  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
858  {
859  StrRef type() const ONIXS_CMEMDH_OVERRIDE
860  {
861  return Binary::fixType();
862  }
863 
864  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
865 
866  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
867 
868  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
869 
870  static const MessageAccessor& self()
871  {
872  static const Accessor self_;
873  return self_;
874  }
875  };
876 
877 public:
878  typedef Base::IncrementalRefreshSessionStatistics51 Binary;
879 
880  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
881 
882  class ONIXS_CMEMDH_LTWT Entry : public GroupEntry
883  {
884  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
885 
886  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
887  {
888  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
889 
890  static const GroupEntryAccessor& self()
891  {
892  static const Accessor self_;
893  return self_;
894  }
895  };
896 
897  public:
898  typedef Binary::Entry BinaryEntry;
899 
900  Entry(const BinaryEntry& entry)
901  : GroupEntry(entry, Accessor::self())
902  {
903  }
904  };
905 
906  struct ONIXS_CMEMDH_LTWT Entries : Group
907  {
908  typedef Binary::Entries BinaryEntries;
909 
910  Entries(const BinaryEntries& group)
911  : Group(group.entries(), Entry::Accessor::self())
912  {
913  }
914  };
915 
916  IncrementalRefreshSessionStatistics51(const Binary& message)
917  : Message(message, Accessor::self())
918  {
919  }
920 };
921 
922 class ONIXS_CMEMDH_LTWT SnapshotFullRefresh52 : public Message
923 {
924  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
925  {
926  StrRef type() const ONIXS_CMEMDH_OVERRIDE
927  {
928  return Binary::fixType();
929  }
930 
931  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
932 
933  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
934 
935  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
936 
937  static const MessageAccessor& self()
938  {
939  static const Accessor self_;
940  return self_;
941  }
942  };
943 
944 public:
945  typedef Base::SnapshotFullRefresh52 Binary;
946 
947  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
948 
949  class ONIXS_CMEMDH_LTWT Entry : public GroupEntry
950  {
951  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
952 
953  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
954  {
955  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
956 
957  static const GroupEntryAccessor& self()
958  {
959  static const Accessor self_;
960  return self_;
961  }
962  };
963 
964  public:
965  typedef Binary::Entry BinaryEntry;
966 
967  Entry(const BinaryEntry& entry)
968  : GroupEntry(entry, Accessor::self())
969  {
970  }
971  };
972 
973  struct ONIXS_CMEMDH_LTWT Entries : Group
974  {
975  typedef Binary::Entries BinaryEntries;
976 
977  Entries(const BinaryEntries& group)
978  : Group(group.entries(), Entry::Accessor::self())
979  {
980  }
981  };
982 
983  SnapshotFullRefresh52(const Binary& message)
984  : Message(message, Accessor::self())
985  {
986  }
987 };
988 
989 class ONIXS_CMEMDH_LTWT SnapshotFullRefreshOrderBook53 : public Message
990 {
991  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
992  {
993  StrRef type() const ONIXS_CMEMDH_OVERRIDE
994  {
995  return Binary::fixType();
996  }
997 
998  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
999 
1000  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1001 
1002  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
1003 
1004  static const MessageAccessor& self()
1005  {
1006  static const Accessor self_;
1007  return self_;
1008  }
1009  };
1010 
1011 public:
1012  typedef Base::SnapshotFullRefreshOrderBook53 Binary;
1013 
1014  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
1015 
1016  class ONIXS_CMEMDH_LTWT Entry : public GroupEntry
1017  {
1018  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Entries);
1019 
1020  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1021  {
1022  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1023 
1024  static const GroupEntryAccessor& self()
1025  {
1026  static const Accessor self_;
1027  return self_;
1028  }
1029  };
1030 
1031  public:
1032  typedef Binary::Entry BinaryEntry;
1033 
1034  Entry(const BinaryEntry& entry)
1035  : GroupEntry(entry, Accessor::self())
1036  {
1037  }
1038  };
1039 
1040  struct ONIXS_CMEMDH_LTWT Entries : Group
1041  {
1042  typedef Binary::Entries BinaryEntries;
1043 
1044  Entries(const BinaryEntries& group)
1045  : Group(group.entries(), Entry::Accessor::self())
1046  {
1047  }
1048  };
1049 
1050  SnapshotFullRefreshOrderBook53(const Binary& message)
1051  : Message(message, Accessor::self())
1052  {
1053  }
1054 };
1055 
1056 class ONIXS_CMEMDH_LTWT InstrumentDefinitionFuture54 : public Message
1057 {
1058  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
1059  {
1060  StrRef type() const ONIXS_CMEMDH_OVERRIDE
1061  {
1062  return Binary::fixType();
1063  }
1064 
1065  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1066 
1067  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1068 
1069  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
1070 
1071  static const MessageAccessor& self()
1072  {
1073  static const Accessor self_;
1074  return self_;
1075  }
1076  };
1077 
1078 public:
1079  typedef Base::InstrumentDefinitionFuture54 Binary;
1080 
1081  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Events);
1082 
1083  class ONIXS_CMEMDH_LTWT EventsEntry : public GroupEntry
1084  {
1085  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Events);
1086 
1087  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1088  {
1089  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1090 
1091  static const GroupEntryAccessor& self()
1092  {
1093  static const Accessor self_;
1094  return self_;
1095  }
1096  };
1097 
1098  public:
1099  typedef Binary::EventsEntry BinaryEntry;
1100 
1101  EventsEntry(const BinaryEntry& entry)
1102  : GroupEntry(entry, Accessor::self())
1103  {
1104  }
1105  };
1106 
1107  struct ONIXS_CMEMDH_LTWT Events : Group
1108  {
1109  typedef Binary::Events BinaryEntries;
1110 
1111  Events(const BinaryEntries& group)
1112  : Group(group.entries(), EventsEntry::Accessor::self())
1113  {
1114  }
1115  };
1116 
1117  ONIXS_CMEMDH_LTWT_STRUCT_DECL(FeedTypes);
1118 
1119  class ONIXS_CMEMDH_LTWT FeedTypesEntry : public GroupEntry
1120  {
1121  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(FeedTypes);
1122 
1123  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1124  {
1125  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1126 
1127  static const GroupEntryAccessor& self()
1128  {
1129  static const Accessor self_;
1130  return self_;
1131  }
1132  };
1133 
1134  public:
1135  typedef Binary::FeedTypesEntry BinaryEntry;
1136 
1137  FeedTypesEntry(const BinaryEntry& entry)
1138  : GroupEntry(entry, Accessor::self())
1139  {
1140  }
1141  };
1142 
1143  struct ONIXS_CMEMDH_LTWT FeedTypes : Group
1144  {
1145  typedef Binary::FeedTypes BinaryEntries;
1146 
1147  FeedTypes(const BinaryEntries& group)
1148  : Group(group.entries(), FeedTypesEntry::Accessor::self())
1149  {
1150  }
1151  };
1152 
1153  ONIXS_CMEMDH_LTWT_STRUCT_DECL(InstAttrib);
1154 
1155  class ONIXS_CMEMDH_LTWT InstAttribEntry : public GroupEntry
1156  {
1157  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(InstAttrib);
1158 
1159  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1160  {
1161  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1162 
1163  static const GroupEntryAccessor& self()
1164  {
1165  static const Accessor self_;
1166  return self_;
1167  }
1168  };
1169 
1170  public:
1171  typedef Binary::InstAttribEntry BinaryEntry;
1172 
1173  InstAttribEntry(const BinaryEntry& entry)
1174  : GroupEntry(entry, Accessor::self())
1175  {
1176  }
1177  };
1178 
1179  struct ONIXS_CMEMDH_LTWT InstAttrib : Group
1180  {
1181  typedef Binary::InstAttrib BinaryEntries;
1182 
1183  InstAttrib(const BinaryEntries& group)
1184  : Group(group.entries(), InstAttribEntry::Accessor::self())
1185  {
1186  }
1187  };
1188 
1189  ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1190 
1191  class ONIXS_CMEMDH_LTWT LotTypeRulesEntry : public GroupEntry
1192  {
1193  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1194 
1195  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1196  {
1197  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1198 
1199  static const GroupEntryAccessor& self()
1200  {
1201  static const Accessor self_;
1202  return self_;
1203  }
1204  };
1205 
1206  public:
1207  typedef Binary::LotTypeRulesEntry BinaryEntry;
1208 
1209  LotTypeRulesEntry(const BinaryEntry& entry)
1210  : GroupEntry(entry, Accessor::self())
1211  {
1212  }
1213  };
1214 
1215  struct ONIXS_CMEMDH_LTWT LotTypeRules : Group
1216  {
1217  typedef Binary::LotTypeRules BinaryEntries;
1218 
1219  LotTypeRules(const BinaryEntries& group)
1220  : Group(group.entries(), LotTypeRulesEntry::Accessor::self())
1221  {
1222  }
1223  };
1224 
1225  InstrumentDefinitionFuture54(const Binary& message)
1226  : Message(message, Accessor::self())
1227  {
1228  }
1229 };
1230 
1231 class ONIXS_CMEMDH_LTWT InstrumentDefinitionOption55 : public Message
1232 {
1233  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
1234  {
1235  StrRef type() const ONIXS_CMEMDH_OVERRIDE
1236  {
1237  return Binary::fixType();
1238  }
1239 
1240  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1241 
1242  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1243 
1244  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
1245 
1246  static const MessageAccessor& self()
1247  {
1248  static const Accessor self_;
1249  return self_;
1250  }
1251  };
1252 
1253 public:
1254  typedef Base::InstrumentDefinitionOption55 Binary;
1255 
1256  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Events);
1257 
1258  class ONIXS_CMEMDH_LTWT EventsEntry : public GroupEntry
1259  {
1260  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Events);
1261 
1262  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1263  {
1264  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1265 
1266  static const GroupEntryAccessor& self()
1267  {
1268  static const Accessor self_;
1269  return self_;
1270  }
1271  };
1272 
1273  public:
1274  typedef Binary::EventsEntry BinaryEntry;
1275 
1276  EventsEntry(const BinaryEntry& entry)
1277  : GroupEntry(entry, Accessor::self())
1278  {
1279  }
1280  };
1281 
1282  struct ONIXS_CMEMDH_LTWT Events : Group
1283  {
1284  typedef Binary::Events BinaryEntries;
1285 
1286  Events(const BinaryEntries& group)
1287  : Group(group.entries(), EventsEntry::Accessor::self())
1288  {
1289  }
1290  };
1291 
1292  ONIXS_CMEMDH_LTWT_STRUCT_DECL(FeedTypes);
1293 
1294  class ONIXS_CMEMDH_LTWT FeedTypesEntry : public GroupEntry
1295  {
1296  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(FeedTypes);
1297 
1298  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1299  {
1300  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1301 
1302  static const GroupEntryAccessor& self()
1303  {
1304  static const Accessor self_;
1305  return self_;
1306  }
1307  };
1308 
1309  public:
1310  typedef Binary::FeedTypesEntry BinaryEntry;
1311 
1312  FeedTypesEntry(const BinaryEntry& entry)
1313  : GroupEntry(entry, Accessor::self())
1314  {
1315  }
1316  };
1317 
1318  struct ONIXS_CMEMDH_LTWT FeedTypes : Group
1319  {
1320  typedef Binary::FeedTypes BinaryEntries;
1321 
1322  FeedTypes(const BinaryEntries& group)
1323  : Group(group.entries(), FeedTypesEntry::Accessor::self())
1324  {
1325  }
1326  };
1327 
1328  ONIXS_CMEMDH_LTWT_STRUCT_DECL(InstAttrib);
1329 
1330  class ONIXS_CMEMDH_LTWT InstAttribEntry : public GroupEntry
1331  {
1332  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(InstAttrib);
1333 
1334  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1335  {
1336  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1337 
1338  static const GroupEntryAccessor& self()
1339  {
1340  static const Accessor self_;
1341  return self_;
1342  }
1343  };
1344 
1345  public:
1346  typedef Binary::InstAttribEntry BinaryEntry;
1347 
1348  InstAttribEntry(const BinaryEntry& entry)
1349  : GroupEntry(entry, Accessor::self())
1350  {
1351  }
1352  };
1353 
1354  struct ONIXS_CMEMDH_LTWT InstAttrib : Group
1355  {
1356  typedef Binary::InstAttrib BinaryEntries;
1357 
1358  InstAttrib(const BinaryEntries& group)
1359  : Group(group.entries(), InstAttribEntry::Accessor::self())
1360  {
1361  }
1362  };
1363 
1364  ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1365 
1366  class ONIXS_CMEMDH_LTWT LotTypeRulesEntry : public GroupEntry
1367  {
1368  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1369 
1370  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1371  {
1372  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1373 
1374  static const GroupEntryAccessor& self()
1375  {
1376  static const Accessor self_;
1377  return self_;
1378  }
1379  };
1380 
1381  public:
1382  typedef Binary::LotTypeRulesEntry BinaryEntry;
1383 
1384  LotTypeRulesEntry(const BinaryEntry& entry)
1385  : GroupEntry(entry, Accessor::self())
1386  {
1387  }
1388  };
1389 
1390  struct ONIXS_CMEMDH_LTWT LotTypeRules : Group
1391  {
1392  typedef Binary::LotTypeRules BinaryEntries;
1393 
1394  LotTypeRules(const BinaryEntries& group)
1395  : Group(group.entries(), LotTypeRulesEntry::Accessor::self())
1396  {
1397  }
1398  };
1399 
1400  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Underlyings);
1401 
1402  class ONIXS_CMEMDH_LTWT UnderlyingsEntry : public GroupEntry
1403  {
1404  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Underlyings);
1405 
1406  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1407  {
1408  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1409 
1410  static const GroupEntryAccessor& self()
1411  {
1412  static const Accessor self_;
1413  return self_;
1414  }
1415  };
1416 
1417  public:
1418  typedef Binary::UnderlyingsEntry BinaryEntry;
1419 
1420  UnderlyingsEntry(const BinaryEntry& entry)
1421  : GroupEntry(entry, Accessor::self())
1422  {
1423  }
1424  };
1425 
1426  struct ONIXS_CMEMDH_LTWT Underlyings : Group
1427  {
1428  typedef Binary::Underlyings BinaryEntries;
1429 
1430  Underlyings(const BinaryEntries& group)
1431  : Group(group.entries(), UnderlyingsEntry::Accessor::self())
1432  {
1433  }
1434  };
1435 
1436  ONIXS_CMEMDH_LTWT_STRUCT_DECL(RelatedInstruments);
1437 
1438  class ONIXS_CMEMDH_LTWT RelatedInstrumentsEntry : public GroupEntry
1439  {
1440  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(RelatedInstruments);
1441 
1442  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1443  {
1444  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1445 
1446  static const GroupEntryAccessor& self()
1447  {
1448  static const Accessor self_;
1449  return self_;
1450  }
1451  };
1452 
1453  public:
1454  typedef Binary::RelatedInstrumentsEntry BinaryEntry;
1455 
1456  RelatedInstrumentsEntry(const BinaryEntry& entry)
1457  : GroupEntry(entry, Accessor::self())
1458  {
1459  }
1460  };
1461 
1462  struct ONIXS_CMEMDH_LTWT RelatedInstruments : Group
1463  {
1464  typedef Binary::RelatedInstruments BinaryEntries;
1465 
1466  RelatedInstruments(const BinaryEntries& group)
1467  : Group(group.entries(), RelatedInstrumentsEntry::Accessor::self())
1468  {
1469  }
1470  };
1471 
1472  InstrumentDefinitionOption55(const Binary& message)
1473  : Message(message, Accessor::self())
1474  {
1475  }
1476 };
1477 
1478 class ONIXS_CMEMDH_LTWT InstrumentDefinitionSpread56 : public Message
1479 {
1480  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
1481  {
1482  StrRef type() const ONIXS_CMEMDH_OVERRIDE
1483  {
1484  return Binary::fixType();
1485  }
1486 
1487  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1488 
1489  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1490 
1491  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
1492 
1493  static const MessageAccessor& self()
1494  {
1495  static const Accessor self_;
1496  return self_;
1497  }
1498  };
1499 
1500 public:
1501  typedef Base::InstrumentDefinitionSpread56 Binary;
1502 
1503  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Events);
1504 
1505  class ONIXS_CMEMDH_LTWT EventsEntry : public GroupEntry
1506  {
1507  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Events);
1508 
1509  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1510  {
1511  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1512 
1513  static const GroupEntryAccessor& self()
1514  {
1515  static const Accessor self_;
1516  return self_;
1517  }
1518  };
1519 
1520  public:
1521  typedef Binary::EventsEntry BinaryEntry;
1522 
1523  EventsEntry(const BinaryEntry& entry)
1524  : GroupEntry(entry, Accessor::self())
1525  {
1526  }
1527  };
1528 
1529  struct ONIXS_CMEMDH_LTWT Events : Group
1530  {
1531  typedef Binary::Events BinaryEntries;
1532 
1533  Events(const BinaryEntries& group)
1534  : Group(group.entries(), EventsEntry::Accessor::self())
1535  {
1536  }
1537  };
1538 
1539  ONIXS_CMEMDH_LTWT_STRUCT_DECL(FeedTypes);
1540 
1541  class ONIXS_CMEMDH_LTWT FeedTypesEntry : public GroupEntry
1542  {
1543  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(FeedTypes);
1544 
1545  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1546  {
1547  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1548 
1549  static const GroupEntryAccessor& self()
1550  {
1551  static const Accessor self_;
1552  return self_;
1553  }
1554  };
1555 
1556  public:
1557  typedef Binary::FeedTypesEntry BinaryEntry;
1558 
1559  FeedTypesEntry(const BinaryEntry& entry)
1560  : GroupEntry(entry, Accessor::self())
1561  {
1562  }
1563  };
1564 
1565  struct ONIXS_CMEMDH_LTWT FeedTypes : Group
1566  {
1567  typedef Binary::FeedTypes BinaryEntries;
1568 
1569  FeedTypes(const BinaryEntries& group)
1570  : Group(group.entries(), FeedTypesEntry::Accessor::self())
1571  {
1572  }
1573  };
1574 
1575  ONIXS_CMEMDH_LTWT_STRUCT_DECL(InstAttrib);
1576 
1577  class ONIXS_CMEMDH_LTWT InstAttribEntry : public GroupEntry
1578  {
1579  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(InstAttrib);
1580 
1581  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1582  {
1583  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1584 
1585  static const GroupEntryAccessor& self()
1586  {
1587  static const Accessor self_;
1588  return self_;
1589  }
1590  };
1591 
1592  public:
1593  typedef Binary::InstAttribEntry BinaryEntry;
1594 
1595  InstAttribEntry(const BinaryEntry& entry)
1596  : GroupEntry(entry, Accessor::self())
1597  {
1598  }
1599  };
1600 
1601  struct ONIXS_CMEMDH_LTWT InstAttrib : Group
1602  {
1603  typedef Binary::InstAttrib BinaryEntries;
1604 
1605  InstAttrib(const BinaryEntries& group)
1606  : Group(group.entries(), InstAttribEntry::Accessor::self())
1607  {
1608  }
1609  };
1610 
1611  ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1612 
1613  class ONIXS_CMEMDH_LTWT LotTypeRulesEntry : public GroupEntry
1614  {
1615  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1616 
1617  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1618  {
1619  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1620 
1621  static const GroupEntryAccessor& self()
1622  {
1623  static const Accessor self_;
1624  return self_;
1625  }
1626  };
1627 
1628  public:
1629  typedef Binary::LotTypeRulesEntry BinaryEntry;
1630 
1631  LotTypeRulesEntry(const BinaryEntry& entry)
1632  : GroupEntry(entry, Accessor::self())
1633  {
1634  }
1635  };
1636 
1637  struct ONIXS_CMEMDH_LTWT LotTypeRules : Group
1638  {
1639  typedef Binary::LotTypeRules BinaryEntries;
1640 
1641  LotTypeRules(const BinaryEntries& group)
1642  : Group(group.entries(), LotTypeRulesEntry::Accessor::self())
1643  {
1644  }
1645  };
1646 
1647  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Legs);
1648 
1649  class ONIXS_CMEMDH_LTWT LegsEntry : public GroupEntry
1650  {
1651  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Legs);
1652 
1653  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1654  {
1655  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1656 
1657  static const GroupEntryAccessor& self()
1658  {
1659  static const Accessor self_;
1660  return self_;
1661  }
1662  };
1663 
1664  public:
1665  typedef Binary::LegsEntry BinaryEntry;
1666 
1667  LegsEntry(const BinaryEntry& entry)
1668  : GroupEntry(entry, Accessor::self())
1669  {
1670  }
1671  };
1672 
1673  struct ONIXS_CMEMDH_LTWT Legs : Group
1674  {
1675  typedef Binary::Legs BinaryEntries;
1676 
1677  Legs(const BinaryEntries& group)
1678  : Group(group.entries(), LegsEntry::Accessor::self())
1679  {
1680  }
1681  };
1682 
1683  InstrumentDefinitionSpread56(const Binary& message)
1684  : Message(message, Accessor::self())
1685  {
1686  }
1687 };
1688 
1689 class ONIXS_CMEMDH_LTWT InstrumentDefinitionFixedIncome57 : public Message
1690 {
1691  struct ONIXS_CMEMDH_EXPORTED Accessor : MessageAccessor
1692  {
1693  StrRef type() const ONIXS_CMEMDH_OVERRIDE
1694  {
1695  return Binary::fixType();
1696  }
1697 
1698  Field field(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1699 
1700  Group group(const BinaryMessage&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1701 
1702  void toFix(std::string&, const BinaryMessage&) const ONIXS_CMEMDH_OVERRIDE;
1703 
1704  static const MessageAccessor& self()
1705  {
1706  static const Accessor self_;
1707  return self_;
1708  }
1709  };
1710 
1711 public:
1712  typedef Base::InstrumentDefinitionFixedIncome57 Binary;
1713 
1714  ONIXS_CMEMDH_LTWT_STRUCT_DECL(Events);
1715 
1716  class ONIXS_CMEMDH_LTWT EventsEntry : public GroupEntry
1717  {
1718  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(Events);
1719 
1720  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1721  {
1722  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1723 
1724  static const GroupEntryAccessor& self()
1725  {
1726  static const Accessor self_;
1727  return self_;
1728  }
1729  };
1730 
1731  public:
1732  typedef Binary::EventsEntry BinaryEntry;
1733 
1734  EventsEntry(const BinaryEntry& entry)
1735  : GroupEntry(entry, Accessor::self())
1736  {
1737  }
1738  };
1739 
1740  struct ONIXS_CMEMDH_LTWT Events : Group
1741  {
1742  typedef Binary::Events BinaryEntries;
1743 
1744  Events(const BinaryEntries& group)
1745  : Group(group.entries(), EventsEntry::Accessor::self())
1746  {
1747  }
1748  };
1749 
1750  ONIXS_CMEMDH_LTWT_STRUCT_DECL(FeedTypes);
1751 
1752  class ONIXS_CMEMDH_LTWT FeedTypesEntry : public GroupEntry
1753  {
1754  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(FeedTypes);
1755 
1756  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1757  {
1758  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1759 
1760  static const GroupEntryAccessor& self()
1761  {
1762  static const Accessor self_;
1763  return self_;
1764  }
1765  };
1766 
1767  public:
1768  typedef Binary::FeedTypesEntry BinaryEntry;
1769 
1770  FeedTypesEntry(const BinaryEntry& entry)
1771  : GroupEntry(entry, Accessor::self())
1772  {
1773  }
1774  };
1775 
1776  struct ONIXS_CMEMDH_LTWT FeedTypes : Group
1777  {
1778  typedef Binary::FeedTypes BinaryEntries;
1779 
1780  FeedTypes(const BinaryEntries& group)
1781  : Group(group.entries(), FeedTypesEntry::Accessor::self())
1782  {
1783  }
1784  };
1785 
1786  ONIXS_CMEMDH_LTWT_STRUCT_DECL(InstAttrib);
1787 
1788  class ONIXS_CMEMDH_LTWT InstAttribEntry : public GroupEntry
1789  {
1790  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(InstAttrib);
1791 
1792  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1793  {
1794  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1795 
1796  static const GroupEntryAccessor& self()
1797  {
1798  static const Accessor self_;
1799  return self_;
1800  }
1801  };
1802 
1803  public:
1804  typedef Binary::InstAttribEntry BinaryEntry;
1805 
1806  InstAttribEntry(const BinaryEntry& entry)
1807  : GroupEntry(entry, Accessor::self())
1808  {
1809  }
1810  };
1811 
1812  struct ONIXS_CMEMDH_LTWT InstAttrib : Group
1813  {
1814  typedef Binary::InstAttrib BinaryEntries;
1815 
1816  InstAttrib(const BinaryEntries& group)
1817  : Group(group.entries(), InstAttribEntry::Accessor::self())
1818  {
1819  }
1820  };
1821 
1822  ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1823 
1824  class ONIXS_CMEMDH_LTWT LotTypeRulesEntry : public GroupEntry
1825  {
1826  friend ONIXS_CMEMDH_LTWT_STRUCT_DECL(LotTypeRules);
1827 
1828  struct ONIXS_CMEMDH_EXPORTED Accessor : GroupEntryAccessor
1829  {
1830  Field field(const GroupEntrySource&, Tag) const ONIXS_CMEMDH_OVERRIDE;
1831 
1832  static const GroupEntryAccessor& self()
1833  {
1834  static const Accessor self_;
1835  return self_;
1836  }
1837  };
1838 
1839  public:
1840  typedef Binary::LotTypeRulesEntry BinaryEntry;
1841 
1842  LotTypeRulesEntry(const BinaryEntry& entry)
1843  : GroupEntry(entry, Accessor::self())
1844  {
1845  }
1846  };
1847 
1848  struct ONIXS_CMEMDH_LTWT LotTypeRules : Group
1849  {
1850  typedef Binary::LotTypeRules BinaryEntries;
1851 
1852  LotTypeRules(const BinaryEntries& group)
1853  : Group(group.entries(), LotTypeRulesEntry::Accessor::self())
1854  {
1855  }
1856  };
1857 
1858  InstrumentDefinitionFixedIncome57(const Binary& message)
1859  : Message(message, Accessor::self())
1860  {
1861  }
1862 };
1863 
1864 ONIXS_CMEMDHFIX_NAMESPACE_END
OnixS::CME::MDH::FIX::ChannelReset4::Entry::Entry
Entry(const BinaryEntry &entry)
Definition: Messages.h:75
OnixS::CME::MDH::IncrementalRefreshSessionStatistics51
MDIncrementalRefreshSessionStatistics.
Definition: Messages.h:3748
OnixS::CME::MDH::FIX::InstrumentDefinitionSpread56::Binary
Base::InstrumentDefinitionSpread56 Binary
Definition: Messages.h:1501
OnixS::CME::MDH::FIX::IncrementalRefreshTradeSummary48::Binary
Base::IncrementalRefreshTradeSummary48 Binary
Definition: Messages.h:641
OnixS::CME::MDH::FIX::InstrumentDefinitionOption55::Binary
Base::InstrumentDefinitionOption55 Binary
Definition: Messages.h:1254
ONIXS_CMEMDH_OVERRIDE
#define ONIXS_CMEMDH_OVERRIDE
Definition: Compiler.h:165
OnixS::CME::MDH::SnapshotFullRefreshOrderBook53
SnapshotFullRefreshOrderBook.
Definition: Messages.h:5822
OnixS::CME::MDH::IncrementalRefreshBook46
MDIncrementalRefreshBook.
Definition: Messages.h:3095
OnixS::CME::MDH::IncrementalRefreshVolume37::Entry
Number of entries in Market Data message.
Definition: Messages.h:3930
OnixS::CME::MDH::FIX::IncrementalRefreshDailyStatistics49::Binary
Base::IncrementalRefreshDailyStatistics49 Binary
Definition: Messages.h:744
OnixS::CME::MDH::FIX::SnapshotFullRefresh52::Binary
Base::SnapshotFullRefresh52 Binary
Definition: Messages.h:945
OnixS::CME::MDH::IncrementalRefreshBook46::Entry
Number of entries in Market Data message.
Definition: Messages.h:3105
OnixS::CME::MDH::FIX::AdminLogout16::Binary
Base::AdminLogout16 Binary
Definition: Messages.h:182
OnixS::CME::MDH::FIX::IncrementalRefreshOrderBook47::IncrementalRefreshOrderBook47
IncrementalRefreshOrderBook47(const Binary &message)
Definition: Messages.h:612
OnixS::CME::MDH::FIX::InstrumentDefinitionFuture54::Binary
Base::InstrumentDefinitionFuture54 Binary
Definition: Messages.h:1079
OnixS::CME::MDH::InstrumentDefinitionFixedIncome57::InstAttribEntry
Number of repeating InstrAttribType entries.
Definition: Messages.h:153
ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
Definition: Bootstrap.h:70
OnixS::CME::MDH::FIX::SecurityStatus30::Binary
Base::SecurityStatus30 Binary
Definition: Messages.h:306
OnixS::CME::MDH::FIX::MessageAccessor
Implements FIX-like services for the SBE-encoded message.
Definition: Message.h:197
OnixS::CME::MDH::FIX::SnapshotFullRefreshOrderBook53::Binary
Base::SnapshotFullRefreshOrderBook53 Binary
Definition: Messages.h:1012
OnixS::CME::MDH::FIX::AdminLogin15::AdminLogin15
AdminLogin15(const Binary &message)
Definition: Messages.h:153
OnixS::CME::MDH::toFix
void toFix(std::string &str, AggressorFlag::Enum value)
Serializes object into FIX presentation.
Definition: Serialization.h:46
OnixS::CME::MDH::IncrementalRefreshDailyStatistics49
MDIncrementalRefreshDailyStatistics.
Definition: Messages.h:3384
OnixS::CME::MDH::QuoteRequest39::RelatedSymEntry
Indicates the number of repeating symbols specified.
Definition: Messages.h:4372
OnixS::CME::MDH::FIX::ChannelReset4::Entries::Entries
Entries(const BinaryEntries &group)
Definition: Messages.h:85
ONIXS_CMEMDH_LTWT
#define ONIXS_CMEMDH_LTWT
Definition: Bootstrap.h:46
OnixS::CME::MDH::FIX::SecurityStatus30::SecurityStatus30
SecurityStatus30(const Binary &message)
Definition: Messages.h:308
OnixS::CME::MDH::FIX::IncrementalRefreshBook46::IncrementalRefreshBook46
IncrementalRefreshBook46(const Binary &message)
Definition: Messages.h:545
OnixS::CME::MDH::FIX::AdminLogin408::Binary
Base::AdminLogin408 Binary
Definition: Messages.h:213
OnixS::CME::MDH::FIX::AdminLogout409::AdminLogout409
AdminLogout409(const Binary &message)
Definition: Messages.h:246
OnixS::CME::MDH::SnapshotFullRefreshOrderBook53::Entry
Number of entries in Market Data message.
Definition: Messages.h:5832
OnixS::CME::MDH::ChannelReset4::Entry
Number of entries in Market Data message.
Definition: Messages.h:894
OnixS::CME::MDH::IncrementalRefreshOrderBook47
MDIncrementalRefreshOrderBook.
Definition: Messages.h:5645
OnixS::CME::MDH::FIX::ChannelReset4::ChannelReset4
ChannelReset4(const Binary &message)
Definition: Messages.h:91
ONIXS_CMEMDHFIX_NAMESPACE_END
#define ONIXS_CMEMDHFIX_NAMESPACE_END
Definition: Bootstrap.h:71
OnixS::CME::MDH::FIX::AdminHeartbeat410::AdminHeartbeat410
AdminHeartbeat410(const Binary &message)
Definition: Messages.h:277
OnixS::CME::MDH::FIX::AdminLogin408::AdminLogin408
AdminLogin408(const Binary &message)
Definition: Messages.h:215
OnixS::CME::MDH::IncrementalRefreshLimitsBanding50::Entry
Number of entries in Market Data message.
Definition: Messages.h:3586
OnixS::CME::MDH::FIX::QuoteRequest39::RelatedSym::RelatedSym
RelatedSym(const BinaryEntries &group)
Definition: Messages.h:436
OnixS::CME::MDH::StrRef
Provides efficient way of accessing text-based values without copying content of the text being refer...
Definition: String.h:41
OnixS::CME::MDH::InstrumentDefinitionSpread56
MDInstrumentDefinitionSpread.
Definition: Messages.h:2124
OnixS::CME::MDH::IncrementalRefreshDailyStatistics49::Entry
Number of entries in Market Data message.
Definition: Messages.h:3394
OnixS::CME::MDH::InstrumentDefinitionFixedIncome57::EventsEntry
Number of repeating EventType entries.
Definition: Messages.h:42
OnixS::CME::MDH::FIX::SnapshotFullRefresh52::SnapshotFullRefresh52
SnapshotFullRefresh52(const Binary &message)
Definition: Messages.h:983
OnixS::CME::MDH::FIX::IncrementalRefreshVolume37::IncrementalRefreshVolume37
IncrementalRefreshVolume37(const Binary &message)
Definition: Messages.h:375
OnixS::CME::MDH::InstrumentDefinitionFuture54::InstAttribEntry
Number of repeating InstrAttribType entries.
Definition: Messages.h:1477
OnixS::CME::MDH::FIX::QuoteRequest39::Binary
Base::QuoteRequest39 Binary
Definition: Messages.h:404
OnixS::CME::MDH::FIX::IncrementalRefreshOrderBook47::Binary
Base::IncrementalRefreshOrderBook47 Binary
Definition: Messages.h:574
OnixS::CME::MDH::FIX::IncrementalRefreshLimitsBanding50::Binary
Base::IncrementalRefreshLimitsBanding50 Binary
Definition: Messages.h:811
OnixS::CME::MDH::FIX::AdminHeartbeat12::Binary
Base::AdminHeartbeat12 Binary
Definition: Messages.h:120
OnixS::CME::MDH::IncrementalRefreshTradeSummary48
MDIncrementalRefreshTradeSummary.
Definition: Messages.h:5397
OnixS::CME::MDH::FIX::InstrumentDefinitionFixedIncome57::Binary
Base::InstrumentDefinitionFixedIncome57 Binary
Definition: Messages.h:1712
OnixS::CME::MDH::FIX::Group
Implements a FIX repeating group over the SBE-encoded binary data.
Definition: Message.h:131
OnixS::CME::MDH::BinaryMessage
Encapsulates services for manipulating SBE-encoded messages.
Definition: BinaryMessage.h:883
OnixS::CME::MDH::FIX::ChannelReset4::Binary
Base::ChannelReset4 Binary
Definition: Messages.h:53
OnixS::CME::MDH::FIX::GroupEntry
Provides FIX-like access to the fields stored in a SBE-encoded repeating group.
Definition: Message.h:58
ONIXS_CMEMDH_EXPORTED
#define ONIXS_CMEMDH_EXPORTED
Definition: Compiler.h:160
OnixS::CME::MDH::FIX::IncrementalRefreshVolume37::Binary
Base::IncrementalRefreshVolume37 Binary
Definition: Messages.h:337
OnixS::CME::MDH::FIX::Message
Implements FIX-like interface over the SBE-encoded message.
Definition: Message.h:215
OnixS::CME::MDH::FIX::IncrementalRefreshBook46::Binary
Base::IncrementalRefreshBook46 Binary
Definition: Messages.h:471
OnixS::CME::MDH::FIX::Tag
UInt32 Tag
The type whose values are used to locate fields in the FIX-like messages.
Definition: Tag.h:29
OnixS::CME::MDH::FIX::GroupEntryAccessor
Provides FIX-like access to the fields stored in a SBE-encoded repeating group.
Definition: Message.h:49
OnixS::CME::MDH::BinaryGroup
Encapsulates operations over SBE-encoded repeating group.
Definition: BinaryMessage.h:637
OnixS::CME::MDH::IncrementalRefreshSessionStatistics51::Entry
Number of entries in Market Data message.
Definition: Messages.h:3758
OnixS::CME::MDH::IncrementalRefreshVolume37
MDIncrementalRefreshVolume.
Definition: Messages.h:3920
OnixS::CME::MDH::InstrumentDefinitionFixedIncome57::FeedTypesEntry
Number of repeating FeedType repeating group entries.
Definition: Messages.h:97
OnixS::CME::MDH::InstrumentDefinitionFuture54::EventsEntry
Number of repeating EventType entries.
Definition: Messages.h:1366
OnixS::CME::MDH::SnapshotFullRefresh52::Entry
Number of entries in Market Data message.
Definition: Messages.h:4081
ONIXS_CMEMDH_LTWT_STRUCT_DECL
#define ONIXS_CMEMDH_LTWT_STRUCT_DECL(name)
Definition: Bootstrap.h:49
OnixS::CME::MDH::FIX::AdminLogout16::AdminLogout16
AdminLogout16(const Binary &message)
Definition: Messages.h:184
OnixS::CME::MDH::InstrumentDefinitionFuture54
MDInstrumentDefinitionFuture.
Definition: Messages.h:1356
OnixS::CME::MDH::InstrumentDefinitionOption55
MDInstrumentDefinitionOption.
Definition: Messages.h:4528
OnixS::CME::MDH::InstrumentDefinitionSpread56::EventsEntry
Number of repeating EventType entries.
Definition: Messages.h:2134
OnixS::CME::MDH::FIX::AdminHeartbeat12::AdminHeartbeat12
AdminHeartbeat12(const Binary &message)
Definition: Messages.h:122
OnixS::CME::MDH::FIX::QuoteRequest39::QuoteRequest39
QuoteRequest39(const Binary &message)
Definition: Messages.h:442
OnixS::CME::MDH::FIX::AdminLogout409::Binary
Base::AdminLogout409 Binary
Definition: Messages.h:244
OnixS::CME::MDH::FIX::IncrementalRefreshSessionStatistics51::Binary
Base::IncrementalRefreshSessionStatistics51 Binary
Definition: Messages.h:878
OnixS::CME::MDH::InstrumentDefinitionFixedIncome57
MDInstrumentDefinitionFixedIncome.
Definition: Messages.h:32
OnixS::CME::MDH::FIX::AdminHeartbeat410::Binary
Base::AdminHeartbeat410 Binary
Definition: Messages.h:275
OnixS::CME::MDH::FIX::Field
Represents the field in the FIX message.
Definition: Field.h:32
OnixS::CME::MDH::IncrementalRefreshLimitsBanding50
MDIncrementalRefreshLimitsBanding.
Definition: Messages.h:3576
OnixS::CME::MDH::IncrementalRefreshOrderBook47::Entry
Number of entries in Market Data message.
Definition: Messages.h:5655