OnixS C++ Euronext Optiq MDG Handler  1.3.1
API documentation
Messages.h
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20 
21 #pragma once
22 
23 #include <cassert>
24 #include <stdexcept>
25 
29 
31 
32 /// Message identifiers and length of message root.
35 : SbeMessage
36 {
37  /// Used template schema.
39 
40  /// Message template ID from SBE schema.
41  enum { TemplateId = 1101 };
42 
43  /// Initializes a blank instance.
45 
46  /// Creates an instance over the given memory block.
48  const void* data,
49  EncodedLength length)
50  : SbeMessage(data, length)
51  {
52  checkCompatibility();
53  }
54 
55  /// Creates an instance over the given SBE message.
56  explicit
58  const SbeMessage& message)
59  : SbeMessage(message)
60  {
61  assert(message.valid());
62 
63  checkCompatibility();
64  }
65 
66  /// Provides access to mDSeqNum field.
68  bool seqNum(Uint64& value) const
70  {
72 
73  return ordinary(value, offset, NullUint64());
74  }
75 
76  /// Provides access to sessionTradingDay field.
78  bool sessionTradingDay(Uint16& value) const
80  {
82 
83  return ordinary(value, offset, NullUint16());
84  }
85 
86  /// Minimal size of message body in bytes.
89  static
94  {
95  return
96  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
97  10;
98  }
99 
100  /// Size of message body in bytes.
105  {
106  return
107  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
108  minimalBlockLength(version);
109  }
110 
111  /// Minimal variable fields size (when variable-length fields are empty).
115  static
119  {
120  return
121  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
122  0;
123  }
124 
125  /// \return class name.
129  static const Char* className()
130  {
131  return "StartOfDay";
132  }
133 
134  /// FIX message type.
138  static StrRef fixType()
140  {
141  return constructStrRef("StartOfDay");
142  }
143 
144  /// \return a human-readable presentation.
146  std::string toString() const;
147 
148 private:
149  void checkLength(
150  EncodedLength length, SchemaVersion version) const
151  {
152  const EncodedLength minimalRequiredLength =
153  minimalBlockLength(version) +
154  MessageHeader::Size +
155  getMinimalVariableFieldsSize(version);
156 
157  checkBinaryLength(
158  *this, length, minimalRequiredLength);
159  }
160 
161  void checkCompatibility() const
162  {
163  assert(TemplateId == templateId());
164 
165  checkSchema<Schema>(schemaId(), version());
166  checkLength(bufferSize(), version());
167  }
168 };
169 
170 /// Message identifiers and length of message root.
172 EndOfDay
173 : SbeMessage
174 {
175  /// Used template schema.
177 
178  /// Message template ID from SBE schema.
179  enum { TemplateId = 1102 };
180 
181  /// Initializes a blank instance.
183 
184  /// Creates an instance over the given memory block.
186  const void* data,
187  EncodedLength length)
188  : SbeMessage(data, length)
189  {
190  checkCompatibility();
191  }
192 
193  /// Creates an instance over the given SBE message.
194  explicit
196  const SbeMessage& message)
197  : SbeMessage(message)
198  {
199  assert(message.valid());
200 
201  checkCompatibility();
202  }
203 
204  /// Provides access to mDSeqNum field.
206  bool seqNum(Uint64& value) const
208  {
210 
211  return ordinary(value, offset, NullUint64());
212  }
213 
214  /// Provides access to sessionTradingDay field.
216  bool sessionTradingDay(Uint16& value) const
218  {
220 
221  return ordinary(value, offset, NullUint16());
222  }
223 
224  /// Minimal size of message body in bytes.
227  static
232  {
233  return
234  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
235  10;
236  }
237 
238  /// Size of message body in bytes.
243  {
244  return
245  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
246  minimalBlockLength(version);
247  }
248 
249  /// Minimal variable fields size (when variable-length fields are empty).
253  static
257  {
258  return
259  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
260  0;
261  }
262 
263  /// \return class name.
267  static const Char* className()
268  {
269  return "EndOfDay";
270  }
271 
272  /// FIX message type.
276  static StrRef fixType()
278  {
279  return constructStrRef("EndOfDay");
280  }
281 
282  /// \return a human-readable presentation.
284  std::string toString() const;
285 
286 private:
287  void checkLength(
288  EncodedLength length, SchemaVersion version) const
289  {
290  const EncodedLength minimalRequiredLength =
291  minimalBlockLength(version) +
292  MessageHeader::Size +
293  getMinimalVariableFieldsSize(version);
294 
295  checkBinaryLength(
296  *this, length, minimalRequiredLength);
297  }
298 
299  void checkCompatibility() const
300  {
301  assert(TemplateId == templateId());
302 
303  checkSchema<Schema>(schemaId(), version());
304  checkLength(bufferSize(), version());
305  }
306 };
307 
308 /// Message identifiers and length of message root.
311 : SbeMessage
312 {
313  /// Used template schema.
315 
316  /// Message template ID from SBE schema.
317  enum { TemplateId = 1103 };
318 
319  /// Initializes a blank instance.
321 
322  /// Creates an instance over the given memory block.
324  const void* data,
325  EncodedLength length)
326  : SbeMessage(data, length)
327  {
328  checkCompatibility();
329  }
330 
331  /// Creates an instance over the given SBE message.
332  explicit
334  const SbeMessage& message)
335  : SbeMessage(message)
336  {
337  assert(message.valid());
338 
339  checkCompatibility();
340  }
341 
342  /// Provides access to mDSeqNum field.
344  bool seqNum(Uint64& value) const
346  {
348 
349  return ordinary(value, offset, NullUint64());
350  }
351 
352  /// Provides access to eventTime field.
354  bool eventTime(Uint64& value) const
356  {
358 
359  return ordinary(value, offset, NullUint64());
360  }
361 
362  /// Minimal size of message body in bytes.
365  static
370  {
371  return
372  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
373  16;
374  }
375 
376  /// Size of message body in bytes.
381  {
382  return
383  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
384  minimalBlockLength(version);
385  }
386 
387  /// Minimal variable fields size (when variable-length fields are empty).
391  static
395  {
396  return
397  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
398  0;
399  }
400 
401  /// \return class name.
405  static const Char* className()
406  {
407  return "HealthStatus";
408  }
409 
410  /// FIX message type.
414  static StrRef fixType()
416  {
417  return constructStrRef("HealthStatus");
418  }
419 
420  /// \return a human-readable presentation.
422  std::string toString() const;
423 
424 private:
425  void checkLength(
426  EncodedLength length, SchemaVersion version) const
427  {
428  const EncodedLength minimalRequiredLength =
429  minimalBlockLength(version) +
430  MessageHeader::Size +
431  getMinimalVariableFieldsSize(version);
432 
433  checkBinaryLength(
434  *this, length, minimalRequiredLength);
435  }
436 
437  void checkCompatibility() const
438  {
439  assert(TemplateId == templateId());
440 
441  checkSchema<Schema>(schemaId(), version());
442  checkLength(bufferSize(), version());
443  }
444 };
445 
446 /// Message identifiers and length of message root.
449 : SbeMessage
450 {
451  /// Used template schema.
453 
454  /// Message template ID from SBE schema.
455  enum { TemplateId = 1106 };
456 
457  /// Initializes a blank instance.
459 
460  /// Creates an instance over the given memory block.
462  const void* data,
463  EncodedLength length)
464  : SbeMessage(data, length)
465  {
466  checkCompatibility();
467  }
468 
469  /// Creates an instance over the given SBE message.
470  explicit
472  const SbeMessage& message)
473  : SbeMessage(message)
474  {
475  assert(message.valid());
476 
477  checkCompatibility();
478  }
479 
480  /// Provides access to mDSeqNum field.
482  bool seqNum(Uint64& value) const
484  {
486 
487  return ordinary(value, offset, NullUint64());
488  }
489 
490  /// Provides access to technicalNotificationType field.
495  {
497 
498  return enumeration<TechnicalNotificationType>(offset);
499  }
500 
501  /// Provides access to rebroadcastIndicator field.
505  {
507 
508  return ordinary(value, offset, NullUnsignedChar());
509  }
510 
511  /// Provides access to retransmissionStartTime field.
513  bool retransmissionStartTime(Uint64& value) const
515  {
517 
518  return ordinary(value, offset, NullUint64());
519  }
520 
521  /// Provides access to retransmissionEndTime field.
523  bool retransmissionEndTime(Uint64& value) const
525  {
527 
528  return ordinary(value, offset, NullUint64());
529  }
530 
531  /// Provides access to symbolIndex field.
533  bool symbolIndex(Uint32& value) const
535  {
537 
538  return ordinary(value, offset, NullUint32());
539  }
540 
541  /// Minimal size of message body in bytes.
544  static
549  {
550  return
551  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
552  30;
553  }
554 
555  /// Size of message body in bytes.
560  {
561  return
562  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
563  minimalBlockLength(version);
564  }
565 
566  /// Minimal variable fields size (when variable-length fields are empty).
570  static
574  {
575  return
576  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
577  0;
578  }
579 
580  /// \return class name.
584  static const Char* className()
585  {
586  return "TechnicalNotification";
587  }
588 
589  /// FIX message type.
593  static StrRef fixType()
595  {
596  return constructStrRef("TechnicalNotification");
597  }
598 
599  /// \return a human-readable presentation.
601  std::string toString() const;
602 
603 private:
604  void checkLength(
605  EncodedLength length, SchemaVersion version) const
606  {
607  const EncodedLength minimalRequiredLength =
608  minimalBlockLength(version) +
609  MessageHeader::Size +
610  getMinimalVariableFieldsSize(version);
611 
612  checkBinaryLength(
613  *this, length, minimalRequiredLength);
614  }
615 
616  void checkCompatibility() const
617  {
618  assert(TemplateId == templateId());
619 
620  checkSchema<Schema>(schemaId(), version());
621  checkLength(bufferSize(), version());
622  }
623 };
624 
625 /// Message identifiers and length of message root.
628 : SbeMessage
629 {
630  /// Used template schema.
632 
633  /// Message template ID from SBE schema.
634  enum { TemplateId = 1001 };
635 
636  /// Repeating group dimensions.
637  /// Entry of UpdatesEntry repeating group.
640  <
642  >
643  {
644  /// Base class type.
645  typedef
647  <
649  >
651 
652  /// Initializes instance of given
653  /// version over given memory block.
655  const void* data,
656  EncodedLength length,
657  SchemaVersion version)
658  : Base(data, numericCast<Base::BlockLength>(length), version)
659  {
660  assert(version >= Schema::MinimalVersion);
661  assert(length >= minimalBlockLength(version));
662  }
663 
664  /// Provides access to updateType field.
667  updateType() const
669  {
671 
672  return enumeration<MarketDataUpdateType>(offset);
673  }
674 
675  /// Provides access to symbolIndex field.
677  bool symbolIndex(Uint32& value) const
679  {
681 
682  return ordinary(value, offset, NullUint32());
683  }
684 
685  /// Provides access to numberOfOrders field.
687  bool numberOfOrders(Uint16& value) const
689  {
691 
692  return ordinary(value, offset, NullUint16());
693  }
694 
695  /// Provides access to price field.
697  bool price(Int64& value) const
699  {
701 
702  return ordinary(value, offset, NullInt64());
703  }
704 
705  /// Provides access to quantity field.
707  bool quantity(Uint64& value) const
709  {
711 
712  return ordinary(value, offset, NullUint64());
713  }
714 
715  /// \return size of entry body in bytes
716  /// for given version of message template.
721  {
722  return
723  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
724  minimalBlockLength(version);
725  }
726 
727  /// \return minimal size of entry body in bytes
728  /// for given version of message template.
731  static
736  {
737  return
738  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
739  23;
740  }
741 
742  /// Entity class name.
746  static const Char* className()
747  {
748  return "MarketUpdate.UpdatesEntry";
749  }
750  };
751 
752  /// Repeating group containing UpdatesEntry entries.
753  typedef
756 
757  /// Initializes a blank instance.
759 
760  /// Creates an instance over the given memory block.
762  const void* data,
763  EncodedLength length)
764  : SbeMessage(data, length)
765  {
766  checkCompatibility();
767  }
768 
769  /// Creates an instance over the given SBE message.
770  explicit
772  const SbeMessage& message)
773  : SbeMessage(message)
774  {
775  assert(message.valid());
776 
777  checkCompatibility();
778  }
779 
780  /// Provides access to mDSeqNum field.
782  bool seqNum(Uint64& value) const
784  {
786 
787  return ordinary(value, offset, NullUint64());
788  }
789 
790  /// Provides access to rebroadcastIndicator field.
794  {
796 
797  return ordinary(value, offset, NullUnsignedChar());
798  }
799 
800  /// Provides access to eMM field.
802  Emm::Enum eMM() const
804  {
806 
807  return enumeration<Emm>(offset);
808  }
809 
810  /// Provides access to eventTime field.
812  bool eventTime(Uint64& value) const
814  {
816 
817  return ordinary(value, offset, NullUint64());
818  }
819 
820  /// \return instance of Updates repeating group.
822  Updates updates() const
824  {
825  return getGroup<Updates>(UpdatesAccess(), *this);
826  }
827 
828  /// Minimal size of message body in bytes.
831  static
836  {
837  return
838  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
839  18;
840  }
841 
842  /// Size of message body in bytes.
847  {
848  return
849  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
850  minimalBlockLength(version);
851  }
852 
853  /// Minimal variable fields size (when variable-length fields are empty).
857  static
861  {
862  return
863  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
864  static_cast<MessageSize>(Updates::EmptySize);
865  }
866 
867  /// \return class name.
871  static const Char* className()
872  {
873  return "MarketUpdate";
874  }
875 
876  /// FIX message type.
880  static StrRef fixType()
882  {
883  return constructStrRef("MarketUpdate");
884  }
885 
886  /// \return a human-readable presentation.
888  std::string toString() const;
889 
890 private:
891  void checkLength(
892  EncodedLength length, SchemaVersion version) const
893  {
894  const EncodedLength minimalRequiredLength =
895  minimalBlockLength(version) +
896  MessageHeader::Size +
897  getMinimalVariableFieldsSize(version);
898 
899  checkBinaryLength(
900  *this, length, minimalRequiredLength);
901  }
902 
903  /// Checks variable fields consistency.
904  void checkVarLenFields() const
905  {
906  groups().
907  checkTail<Updates>();
908  }
909 
910  void checkCompatibility() const
911  {
912  assert(TemplateId == templateId());
913 
914  checkSchema<Schema>(schemaId(), version());
915  checkLength(bufferSize(), version());
916  checkVarLenFields();
917  }
918 
919  /// Access helper.
920  struct UpdatesAccess
921  {
922  Updates operator()(const MarketUpdate& obj) const
924  {
925  return obj.
926  groups().
927  head<Updates>();
928  }
929  };
930 };
931 
932 /// Message identifiers and length of message root.
935 : SbeMessage
936 {
937  /// Used template schema.
939 
940  /// Message template ID from SBE schema.
941  enum { TemplateId = 1002 };
942 
943  /// Repeating group dimensions.
944  /// Entry of OrdersEntry repeating group.
947  <
949  >
950  {
951  /// Base class type.
952  typedef
954  <
956  >
958 
959  /// Initializes instance of given
960  /// version over given memory block.
962  const void* data,
963  EncodedLength length,
964  SchemaVersion version)
965  : Base(data, numericCast<Base::BlockLength>(length), version)
966  {
967  assert(version >= Schema::MinimalVersion);
968  assert(length >= minimalBlockLength(version));
969  }
970 
971  /// Provides access to symbolIndex field.
973  bool symbolIndex(Uint32& value) const
975  {
977 
978  return ordinary(value, offset, NullUint32());
979  }
980 
981  /// Provides access to actionType field.
984  actionType() const
986  {
988 
989  return enumeration<MarketDataActionType>(offset);
990  }
991 
992  /// Provides access to orderPriority field.
994  bool orderPriority(Uint64& value) const
996  {
998 
999  return ordinary(value, offset, NullUint64());
1000  }
1001 
1002  /// Provides access to previousPriority field.
1004  bool previousPriority(Uint64& value) const
1006  {
1008 
1009  return ordinary(value, offset, NullUint64());
1010  }
1011 
1012  /// Provides access to orderType field.
1014  bool orderType(OrderType::Enum& value) const
1016  {
1018 
1019  return enumeration<OrderType>(value, offset, NullUInt8());
1020  }
1021 
1022  /// Provides access to orderPx field.
1024  bool orderPx(Int64& value) const
1026  {
1028 
1029  return ordinary(value, offset, NullInt64());
1030  }
1031 
1032  /// Provides access to orderSide field.
1034  bool orderSide(OrderSide::Enum& value) const
1036  {
1038 
1039  return enumeration<OrderSide>(value, offset, NullUInt8());
1040  }
1041 
1042  /// Provides access to orderQuantity field.
1044  bool orderQuantity(Uint64& value) const
1046  {
1048 
1049  return ordinary(value, offset, NullUint64());
1050  }
1051 
1052  /// Provides access to pegOffset field.
1054  bool pegOffset(Int8& value) const
1056  {
1058 
1059  return ordinary(value, offset, NullInt8());
1060  }
1061 
1062  /// \return size of entry body in bytes
1063  /// for given version of message template.
1068  {
1069  return
1070  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1071  minimalBlockLength(version);
1072  }
1073 
1074  /// \return minimal size of entry body in bytes
1075  /// for given version of message template.
1078  static
1079  BlockLength
1083  {
1084  return
1085  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1086  40;
1087  }
1088 
1089  /// Entity class name.
1093  static const Char* className()
1094  {
1095  return "OrderUpdate.OrdersEntry";
1096  }
1097  };
1098 
1099  /// Repeating group containing OrdersEntry entries.
1100  typedef
1103 
1104  /// Initializes a blank instance.
1106 
1107  /// Creates an instance over the given memory block.
1109  const void* data,
1110  EncodedLength length)
1111  : SbeMessage(data, length)
1112  {
1113  checkCompatibility();
1114  }
1115 
1116  /// Creates an instance over the given SBE message.
1117  explicit
1119  const SbeMessage& message)
1120  : SbeMessage(message)
1121  {
1122  assert(message.valid());
1123 
1124  checkCompatibility();
1125  }
1126 
1127  /// Provides access to mDSeqNum field.
1129  bool seqNum(Uint64& value) const
1131  {
1133 
1134  return ordinary(value, offset, NullUint64());
1135  }
1136 
1137  /// Provides access to rebroadcastIndicator field.
1141  {
1143 
1144  return ordinary(value, offset, NullUnsignedChar());
1145  }
1146 
1147  /// Provides access to eMM field.
1149  Emm::Enum eMM() const
1151  {
1153 
1154  return enumeration<Emm>(offset);
1155  }
1156 
1157  /// Provides access to eventTime field.
1159  bool eventTime(Uint64& value) const
1161  {
1163 
1164  return ordinary(value, offset, NullUint64());
1165  }
1166 
1167  /// \return instance of Orders repeating group.
1169  Orders orders() const
1171  {
1172  return getGroup<Orders>(OrdersAccess(), *this);
1173  }
1174 
1175  /// Minimal size of message body in bytes.
1178  static
1179  BlockLength
1183  {
1184  return
1185  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1186  18;
1187  }
1188 
1189  /// Size of message body in bytes.
1194  {
1195  return
1196  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1197  minimalBlockLength(version);
1198  }
1199 
1200  /// Minimal variable fields size (when variable-length fields are empty).
1204  static
1205  MessageSize
1208  {
1209  return
1210  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1211  static_cast<MessageSize>(Orders::EmptySize);
1212  }
1213 
1214  /// \return class name.
1218  static const Char* className()
1219  {
1220  return "OrderUpdate";
1221  }
1222 
1223  /// FIX message type.
1227  static StrRef fixType()
1229  {
1230  return constructStrRef("OrderUpdate");
1231  }
1232 
1233  /// \return a human-readable presentation.
1235  std::string toString() const;
1236 
1237 private:
1238  void checkLength(
1239  EncodedLength length, SchemaVersion version) const
1240  {
1241  const EncodedLength minimalRequiredLength =
1242  minimalBlockLength(version) +
1243  MessageHeader::Size +
1244  getMinimalVariableFieldsSize(version);
1245 
1246  checkBinaryLength(
1247  *this, length, minimalRequiredLength);
1248  }
1249 
1250  /// Checks variable fields consistency.
1251  void checkVarLenFields() const
1252  {
1253  groups().
1254  checkTail<Orders>();
1255  }
1256 
1257  void checkCompatibility() const
1258  {
1259  assert(TemplateId == templateId());
1260 
1261  checkSchema<Schema>(schemaId(), version());
1262  checkLength(bufferSize(), version());
1263  checkVarLenFields();
1264  }
1265 
1266  /// Access helper.
1267  struct OrdersAccess
1268  {
1269  Orders operator()(const OrderUpdate& obj) const
1271  {
1272  return obj.
1273  groups().
1274  head<Orders>();
1275  }
1276  };
1277 };
1278 
1279 /// Message identifiers and length of message root.
1282 : SbeMessage
1283 {
1284  /// Used template schema.
1286 
1287  /// Message template ID from SBE schema.
1288  enum { TemplateId = 1003 };
1289 
1290  /// Repeating group dimensions.
1291  /// Entry of PricesEntry repeating group.
1294  <
1296  >
1297  {
1298  /// Base class type.
1299  typedef
1301  <
1303  >
1305 
1306  /// Initializes instance of given
1307  /// version over given memory block.
1309  const void* data,
1310  EncodedLength length,
1311  SchemaVersion version)
1312  : Base(data, numericCast<Base::BlockLength>(length), version)
1313  {
1314  assert(version >= Schema::MinimalVersion);
1315  assert(length >= minimalBlockLength(version));
1316  }
1317 
1318  /// Provides access to priceType field.
1321  priceType() const
1323  {
1325 
1326  return enumeration<MarketDataPriceType>(offset);
1327  }
1328 
1329  /// Provides access to symbolIndex field.
1331  bool symbolIndex(Uint32& value) const
1333  {
1335 
1336  return ordinary(value, offset, NullUint32());
1337  }
1338 
1339  /// Provides access to price field.
1341  bool price(Int64& value) const
1343  {
1345 
1346  return ordinary(value, offset, NullInt64());
1347  }
1348 
1349  /// Provides access to quantity field.
1351  bool quantity(Uint64& value) const
1353  {
1355 
1356  return ordinary(value, offset, NullUint64());
1357  }
1358 
1359  /// Provides access to imbalanceQty field.
1361  bool imbalanceQty(Uint64& value) const
1363  {
1365 
1366  return ordinary(value, offset, NullUint64());
1367  }
1368 
1369  /// Provides access to imbalanceQtySide field.
1371  bool
1373  ImbalanceQuantitySide::Enum& value) const
1375  {
1377 
1378  return enumeration<ImbalanceQuantitySide>(value, offset, NullUInt8());
1379  }
1380 
1381  /// Provides access to priceQualifier field.
1383  bool
1385  PriceQualifier::Enum& value) const
1387  {
1389 
1390  return enumeration<PriceQualifier>(value, offset, NullUInt8());
1391  }
1392 
1393  /// \return size of entry body in bytes
1394  /// for given version of message template.
1399  {
1400  return
1401  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1402  minimalBlockLength(version);
1403  }
1404 
1405  /// \return minimal size of entry body in bytes
1406  /// for given version of message template.
1409  static
1410  BlockLength
1414  {
1415  return
1416  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1417  31;
1418  }
1419 
1420  /// Entity class name.
1424  static const Char* className()
1425  {
1426  return "PriceUpdate.PricesEntry";
1427  }
1428  };
1429 
1430  /// Repeating group containing PricesEntry entries.
1431  typedef
1434 
1435  /// Initializes a blank instance.
1437 
1438  /// Creates an instance over the given memory block.
1440  const void* data,
1441  EncodedLength length)
1442  : SbeMessage(data, length)
1443  {
1444  checkCompatibility();
1445  }
1446 
1447  /// Creates an instance over the given SBE message.
1448  explicit
1450  const SbeMessage& message)
1451  : SbeMessage(message)
1452  {
1453  assert(message.valid());
1454 
1455  checkCompatibility();
1456  }
1457 
1458  /// Provides access to mDSeqNum field.
1460  bool seqNum(Uint64& value) const
1462  {
1464 
1465  return ordinary(value, offset, NullUint64());
1466  }
1467 
1468  /// Provides access to rebroadcastIndicator field.
1472  {
1474 
1475  return ordinary(value, offset, NullUnsignedChar());
1476  }
1477 
1478  /// Provides access to eMM field.
1480  Emm::Enum eMM() const
1482  {
1484 
1485  return enumeration<Emm>(offset);
1486  }
1487 
1488  /// Provides access to eventTime field.
1490  bool eventTime(Uint64& value) const
1492  {
1494 
1495  return ordinary(value, offset, NullUint64());
1496  }
1497 
1498  /// \return instance of Prices repeating group.
1500  Prices prices() const
1502  {
1503  return getGroup<Prices>(PricesAccess(), *this);
1504  }
1505 
1506  /// Minimal size of message body in bytes.
1509  static
1510  BlockLength
1514  {
1515  return
1516  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1517  18;
1518  }
1519 
1520  /// Size of message body in bytes.
1525  {
1526  return
1527  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1528  minimalBlockLength(version);
1529  }
1530 
1531  /// Minimal variable fields size (when variable-length fields are empty).
1535  static
1536  MessageSize
1539  {
1540  return
1541  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1542  static_cast<MessageSize>(Prices::EmptySize);
1543  }
1544 
1545  /// \return class name.
1549  static const Char* className()
1550  {
1551  return "PriceUpdate";
1552  }
1553 
1554  /// FIX message type.
1558  static StrRef fixType()
1560  {
1561  return constructStrRef("PriceUpdate");
1562  }
1563 
1564  /// \return a human-readable presentation.
1566  std::string toString() const;
1567 
1568 private:
1569  void checkLength(
1570  EncodedLength length, SchemaVersion version) const
1571  {
1572  const EncodedLength minimalRequiredLength =
1573  minimalBlockLength(version) +
1574  MessageHeader::Size +
1575  getMinimalVariableFieldsSize(version);
1576 
1577  checkBinaryLength(
1578  *this, length, minimalRequiredLength);
1579  }
1580 
1581  /// Checks variable fields consistency.
1582  void checkVarLenFields() const
1583  {
1584  groups().
1585  checkTail<Prices>();
1586  }
1587 
1588  void checkCompatibility() const
1589  {
1590  assert(TemplateId == templateId());
1591 
1592  checkSchema<Schema>(schemaId(), version());
1593  checkLength(bufferSize(), version());
1594  checkVarLenFields();
1595  }
1596 
1597  /// Access helper.
1598  struct PricesAccess
1599  {
1600  Prices operator()(const PriceUpdate& obj) const
1602  {
1603  return obj.
1604  groups().
1605  head<Prices>();
1606  }
1607  };
1608 };
1609 
1610 /// Message identifiers and length of message root.
1613 : SbeMessage
1614 {
1615  /// Used template schema.
1617 
1618  /// Message template ID from SBE schema.
1619  enum { TemplateId = 1004 };
1620 
1621  /// Repeating group dimensions.
1622  /// Entry of NotUsedGroup1Entry repeating group.
1625  <
1627  >
1628  {
1629  /// Base class type.
1630  typedef
1632  <
1634  >
1636 
1637  /// Initializes instance of given
1638  /// version over given memory block.
1640  const void* data,
1641  EncodedLength length,
1642  SchemaVersion version)
1643  : Base(data, numericCast<Base::BlockLength>(length), version)
1644  {
1645  assert(version >= Schema::MinimalVersion);
1646  assert(length >= minimalBlockLength(version));
1647  }
1648 
1649  /// \return size of entry body in bytes
1650  /// for given version of message template.
1655  {
1656  return
1657  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1658  minimalBlockLength(version);
1659  }
1660 
1661  /// \return minimal size of entry body in bytes
1662  /// for given version of message template.
1665  static
1666  BlockLength
1670  {
1671  return
1672  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1673  0;
1674  }
1675 
1676  /// Entity class name.
1680  static const Char* className()
1681  {
1682  return "FullTradeInformation.NotUsedGroup1Entry";
1683  }
1684  };
1685 
1686  /// Repeating group containing NotUsedGroup1Entry entries.
1687  typedef
1690 
1691  /// Initializes a blank instance.
1693 
1694  /// Creates an instance over the given memory block.
1696  const void* data,
1697  EncodedLength length)
1698  : SbeMessage(data, length)
1699  {
1700  checkCompatibility();
1701  }
1702 
1703  /// Creates an instance over the given SBE message.
1704  explicit
1706  const SbeMessage& message)
1707  : SbeMessage(message)
1708  {
1709  assert(message.valid());
1710 
1711  checkCompatibility();
1712  }
1713 
1714  /// Provides access to mDSeqNum field.
1716  bool seqNum(Uint64& value) const
1718  {
1720 
1721  return ordinary(value, offset, NullUint64());
1722  }
1723 
1724  /// Provides access to rebroadcastIndicator field.
1728  {
1730 
1731  return ordinary(value, offset, NullUnsignedChar());
1732  }
1733 
1734  /// Provides access to eMM field.
1736  Emm::Enum eMM() const
1738  {
1740 
1741  return enumeration<Emm>(offset);
1742  }
1743 
1744  /// Provides access to eventTime field.
1746  bool eventTime(Uint64& value) const
1748  {
1750 
1751  return ordinary(value, offset, NullUint64());
1752  }
1753 
1754  /// Provides access to symbolIndex field.
1756  bool symbolIndex(Uint32& value) const
1758  {
1760 
1761  return ordinary(value, offset, NullUint32());
1762  }
1763 
1764  /// Provides access to tradingDateTime field.
1768  {
1771 
1772  return fixedStr<length>(offset);
1773  }
1774 
1775  /// Provides access to publicationDateTime field.
1777  bool publicationDateTime(StrRef& value) const
1779  {
1782 
1783  return fixedStr<length>(value, offset);
1784  }
1785 
1786  /// Provides access to tradeType field.
1790  {
1792 
1793  return enumeration<TradeType>(offset);
1794  }
1795 
1796  /// Provides access to mifidInstrumentIdType field.
1798  bool mifidInstrumentIdType(StrRef& value) const
1800  {
1803 
1804  return fixedStr<length>(value, offset);
1805  }
1806 
1807  /// Provides access to mifidInstrumentID field.
1809  bool mifidInstrumentId(StrRef& value) const
1811  {
1814 
1815  return fixedStr<length>(value, offset);
1816  }
1817 
1818  /// Provides access to mifidExecutionID field.
1822  {
1825 
1826  return fixedStr<length>(offset);
1827  }
1828 
1829  /// Provides access to mifidPrice field.
1831  bool mifidPrice(StrRef& value) const
1833  {
1836 
1837  return fixedStr<length>(value, offset);
1838  }
1839 
1840  /// Provides access to mifidQuantity field.
1844  {
1847 
1848  return fixedStr<length>(offset);
1849  }
1850 
1851  /// Provides access to mifidPriceNotation field.
1853  bool mifidPriceNotation(StrRef& value) const
1855  {
1858 
1859  return fixedStr<length>(value, offset);
1860  }
1861 
1862  /// Provides access to mifidCurrency field.
1864  bool mifidCurrency(StrRef& value) const
1866  {
1869 
1870  return fixedStr<length>(value, offset);
1871  }
1872 
1873  /// Provides access to miFIDQtyinMsrmtUnitNotation field.
1877  {
1880 
1881  return fixedStr<length>(value, offset);
1882  }
1883 
1884  /// Provides access to mifidQuantityMeasurementUnit field.
1888  {
1891 
1892  return fixedStr<length>(value, offset);
1893  }
1894 
1895  /// Provides access to miFIDNotionalAmount field.
1897  bool miFIdNotionalAmount(StrRef& value) const
1899  {
1902 
1903  return fixedStr<length>(value, offset);
1904  }
1905 
1906  /// Provides access to notionalCurrency field.
1908  bool notionalCurrency(StrRef& value) const
1910  {
1913 
1914  return fixedStr<length>(value, offset);
1915  }
1916 
1917  /// Provides access to miFIDClearingFlag field.
1919  bool miFIdClearingFlag(StrRef& value) const
1921  {
1924 
1925  return fixedStr<length>(value, offset);
1926  }
1927 
1928  /// Provides access to mMTMarketMechanism field.
1930  bool
1932  MmtMarketMechanism::Enum& value) const
1934  {
1936 
1937  return enumeration<MmtMarketMechanism>(value, offset, NullUInt8());
1938  }
1939 
1940  /// Provides access to mMTTradingMode field.
1942  bool
1944  MmtTradingMode::Enum& value) const
1946  {
1948 
1949  return enumeration<MmtTradingMode>(value, offset, NullChar());
1950  }
1951 
1952  /// Provides access to mMTTransactionCategory field.
1954  bool mMTTransactionCategory(StrRef& value) const
1956  {
1959 
1960  return fixedStr<length>(value, offset);
1961  }
1962 
1963  /// Provides access to mMTNegotiationIndicator field.
1965  bool mMTNegotiationIndicator(StrRef& value) const
1967  {
1970 
1971  return fixedStr<length>(value, offset);
1972  }
1973 
1974  /// Provides access to mMTAgencyCrossTradeIndicator field.
1978  {
1981 
1982  return fixedStr<length>(value, offset);
1983  }
1984 
1985  /// Provides access to mMTModificationIndicator field.
1989  {
1992 
1993  return fixedStr<length>(value, offset);
1994  }
1995 
1996  /// Provides access to mMTBenchmarkIndicator field.
1998  bool mMTBenchmarkIndicator(StrRef& value) const
2000  {
2003 
2004  return fixedStr<length>(value, offset);
2005  }
2006 
2007  /// Provides access to mMTSpecialDividendIndicator field.
2011  {
2014 
2015  return fixedStr<length>(value, offset);
2016  }
2017 
2018  /// Provides access to mMTOffBookAutomatedIndicator field.
2020  bool
2024  {
2026 
2027  return enumeration<MmtOffBookAutomatedIndicator>(value, offset, NullChar());
2028  }
2029 
2030  /// Provides access to mMTContributiontoPrice field.
2032  bool mMTContributiontoPrice(StrRef& value) const
2034  {
2037 
2038  return fixedStr<length>(value, offset);
2039  }
2040 
2041  /// Provides access to mMTAlgorithmicIndicator field.
2043  bool mMTAlgorithmicIndicator(StrRef& value) const
2045  {
2048 
2049  return fixedStr<length>(value, offset);
2050  }
2051 
2052  /// Provides access to mMTPublicationMode field.
2054  bool mMTPublicationMode(StrRef& value) const
2056  {
2059 
2060  return fixedStr<length>(value, offset);
2061  }
2062 
2063  /// Provides access to mMTPostTradeDeferral field.
2065  bool mMTPostTradeDeferral(StrRef& value) const
2067  {
2070 
2071  return fixedStr<length>(value, offset);
2072  }
2073 
2074  /// Provides access to mMTDuplicativeIndicator field.
2076  bool mMTDuplicativeIndicator(StrRef& value) const
2078  {
2081 
2082  return fixedStr<length>(value, offset);
2083  }
2084 
2085  /// Provides access to tradeQualifier field.
2089  {
2091 
2092  return ordinary<TradeQualifier>(offset);
2093  }
2094 
2095  /// Provides access to transactionType field.
2097  bool
2099  TransactionType::Enum& value) const
2101  {
2103 
2104  return enumeration<TransactionType>(value, offset, NullUInt8());
2105  }
2106 
2107  /// Provides access to effectiveDateIndicator field.
2109  bool
2111  EffectiveDateIndicator::Enum& value) const
2113  {
2115 
2116  return enumeration<EffectiveDateIndicator>(value, offset, NullUInt8());
2117  }
2118 
2119  /// Provides access to blockTradeCode field.
2121  bool
2123  BlockTradeCode::Enum& value) const
2125  {
2127 
2128  return enumeration<BlockTradeCode>(value, offset, NullChar());
2129  }
2130 
2131  /// Provides access to tradeReference field.
2133  bool tradeReference(StrRef& value) const
2135  {
2138 
2139  return fixedStr<length>(value, offset);
2140  }
2141 
2142  /// Provides access to originalReportTimestamp field.
2144  bool originalReportTimestamp(Uint64& value) const
2146  {
2148 
2149  return ordinary(value, offset, NullUint64());
2150  }
2151 
2152  /// Provides access to transparencyIndicator field.
2154  bool
2156  TransparencyIndicator::Enum& value) const
2158  {
2160 
2161  return enumeration<TransparencyIndicator>(value, offset, NullUInt8());
2162  }
2163 
2164  /// Provides access to currencyCoefficient field.
2166  bool currencyCoefficient(Uint32& value) const
2168  {
2170 
2171  return ordinary(value, offset, NullUint32());
2172  }
2173 
2174  /// Provides access to priceMultiplier field.
2176  bool priceMultiplier(Uint32& value) const
2178  {
2180 
2181  return ordinary(value, offset, NullUint32());
2182  }
2183 
2184  /// Provides access to priceMultiplierDecimals field.
2188  {
2190 
2191  return ordinary(value, offset, NullUnsignedChar());
2192  }
2193 
2194  /// Provides access to venue field.
2196  StrRef venue() const
2198  {
2201 
2202  return fixedStr<length>(offset);
2203  }
2204 
2205  /// Provides access to startTimeVwap field.
2207  bool startTimeVwap(Uint32& value) const
2209  {
2211 
2212  return ordinary(value, offset, NullUint32());
2213  }
2214 
2215  /// Provides access to endTimeVwap field.
2217  bool endTimeVwap(Uint32& value) const
2219  {
2221 
2222  return ordinary(value, offset, NullUint32());
2223  }
2224 
2225  /// Provides access to miFIDEmissionAllowanceType field.
2229  {
2232 
2233  return fixedStr<length>(value, offset);
2234  }
2235 
2236  /// Provides access to marketOfReferenceMIC field.
2238  bool marketOfReferenceMIC(StrRef& value) const
2240  {
2243 
2244  return fixedStr<length>(value, offset);
2245  }
2246 
2247  /// Provides access to evaluatedPrice field.
2249  bool evaluatedPrice(Int64& value) const
2251  {
2253 
2254  return ordinary(value, offset, NullInt64());
2255  }
2256 
2257  /// Provides access to messagePriceNotation field.
2259  bool
2261  MessagePriceNotation::Enum& value) const
2263  {
2265 
2266  return enumeration<MessagePriceNotation>(value, offset, NullUInt8());
2267  }
2268 
2269  /// Provides access to settlementDate field.
2271  bool settlementDate(Uint16& value) const
2273  {
2275 
2276  return ordinary(value, offset, NullUint16());
2277  }
2278 
2279  /// Provides access to repoSettlementDate field.
2281  bool repoSettlementDate(Uint16& value) const
2283  {
2285 
2286  return ordinary(value, offset, NullUint16());
2287  }
2288 
2289  /// Provides access to tradeUniqueIdentifier field.
2291  bool tradeUniqueIdentifier(StrRef& value) const
2293  {
2297 
2298  return fixedStr<length>(value, offset, since);
2299  }
2300 
2301  /// Provides access to missingPrice field.
2303  bool missingPrice(StrRef& value) const
2305  {
2309 
2310  return fixedStr<length>(value, offset, since);
2311  }
2312 
2313  /// Provides access to mMTPreTradeTransparencyWaiverRelatedtoSizeandScale field.
2317  {
2321 
2322  return fixedStr<length>(value, offset, since);
2323  }
2324 
2325  /// Provides access to mMTPortfolioTransactionIndicator field.
2329  {
2333 
2334  return fixedStr<length>(value, offset, since);
2335  }
2336 
2337  /// Provides access to mMTContingentTransactionIndicator field.
2341  {
2345 
2346  return fixedStr<length>(value, offset, since);
2347  }
2348 
2349  /// Provides access to mMTPublicationModeIlliquid field.
2353  {
2357 
2358  return fixedStr<length>(value, offset, since);
2359  }
2360 
2361  /// Provides access to mMTPublicationModeSizeSpecific field.
2365  {
2369 
2370  return fixedStr<length>(value, offset, since);
2371  }
2372 
2373  /// \return instance of NotUsedGroup1 repeating group.
2377  {
2378  return getGroup<NotUsedGroup1>(
2379  NotUsedGroup1Access(),
2380  *this);
2381  }
2382 
2383  /// Minimal size of message body in bytes.
2388  {
2389  return
2390  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2391  (version >= 334)
2392  ? 444
2393  : (version >= 316)
2394  ? 420
2395  : 404;
2396  }
2397 
2398  /// Size of message body in bytes.
2403  {
2404  return
2405  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2406  minimalBlockLength(version);
2407  }
2408 
2409  /// Minimal variable fields size (when variable-length fields are empty).
2413  static
2414  MessageSize
2417  {
2418  return
2419  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2420  static_cast<MessageSize>(NotUsedGroup1::EmptySize);
2421  }
2422 
2423  /// \return class name.
2427  static const Char* className()
2428  {
2429  return "FullTradeInformation";
2430  }
2431 
2432  /// FIX message type.
2436  static StrRef fixType()
2438  {
2439  return constructStrRef("FullTradeInformation");
2440  }
2441 
2442  /// \return a human-readable presentation.
2444  std::string toString() const;
2445 
2446 private:
2447  void checkLength(
2448  EncodedLength length, SchemaVersion version) const
2449  {
2450  const EncodedLength minimalRequiredLength =
2451  minimalBlockLength(version) +
2452  MessageHeader::Size +
2453  getMinimalVariableFieldsSize(version);
2454 
2455  checkBinaryLength(
2456  *this, length, minimalRequiredLength);
2457  }
2458 
2459  /// Checks variable fields consistency.
2460  void checkVarLenFields() const
2461  {
2462  groups().
2463  checkTail<NotUsedGroup1>();
2464  }
2465 
2466  void checkCompatibility() const
2467  {
2468  assert(TemplateId == templateId());
2469 
2470  checkSchema<Schema>(schemaId(), version());
2471  checkLength(bufferSize(), version());
2472  checkVarLenFields();
2473  }
2474 
2475  /// Access helper.
2476  struct NotUsedGroup1Access
2477  {
2479  operator()(
2480  const FullTradeInformation& obj) const
2482  {
2483  return obj.
2484  groups().
2485  head<NotUsedGroup1>();
2486  }
2487  };
2488 };
2489 
2490 /// Message identifiers and length of message root.
2493 : SbeMessage
2494 {
2495  /// Used template schema.
2497 
2498  /// Message template ID from SBE schema.
2499  enum { TemplateId = 1005 };
2500 
2501  /// Repeating group dimensions.
2502  /// Entry of MarketStatesEntry repeating group.
2505  <
2507  >
2508  {
2509  /// Base class type.
2510  typedef
2512  <
2514  >
2516 
2517  /// Initializes instance of given
2518  /// version over given memory block.
2520  const void* data,
2521  EncodedLength length,
2522  SchemaVersion version)
2523  : Base(data, numericCast<Base::BlockLength>(length), version)
2524  {
2525  assert(version >= Schema::MinimalVersion);
2526  assert(length >= minimalBlockLength(version));
2527  }
2528 
2529  /// Provides access to changeType field.
2532  changeType() const
2534  {
2536 
2537  return enumeration<MarketDataChangeType>(offset);
2538  }
2539 
2540  /// Provides access to symbolIndex field.
2542  bool symbolIndex(Uint32& value) const
2544  {
2546 
2547  return ordinary(value, offset, NullUint32());
2548  }
2549 
2550  /// Provides access to eventTime field.
2552  bool eventTime(Uint64& value) const
2554  {
2556 
2557  return ordinary(value, offset, NullUint64());
2558  }
2559 
2560  /// Provides access to bookState field.
2562  bool bookState(BookState::Enum& value) const
2564  {
2566 
2567  return enumeration<BookState>(value, offset, NullUInt8());
2568  }
2569 
2570  /// Provides access to statusReason field.
2572  bool
2574  StatusReason::Enum& value) const
2576  {
2578 
2579  return enumeration<StatusReason>(value, offset, NullUInt8());
2580  }
2581 
2582  /// Provides access to phaseQualifier field.
2586  {
2588 
2589  return ordinary<PhaseQualifier>(offset);
2590  }
2591 
2592  /// Provides access to tradingPeriod field.
2594  bool
2596  TradingPeriod::Enum& value) const
2598  {
2600 
2601  return enumeration<TradingPeriod>(value, offset, NullUInt8());
2602  }
2603 
2604  /// Provides access to tradingSide field.
2606  bool tradingSide(TradingSide::Enum& value) const
2608  {
2610 
2611  return enumeration<TradingSide>(value, offset, NullUInt8());
2612  }
2613 
2614  /// Provides access to priceLimits field.
2616  bool priceLimits(PriceLimits::Enum& value) const
2618  {
2620 
2621  return enumeration<PriceLimits>(value, offset, NullUInt8());
2622  }
2623 
2624  /// Provides access to quoteSpreadMultiplier field.
2626  bool
2628  QuoteSpreadMultiplier::Enum& value) const
2630  {
2632 
2633  return enumeration<QuoteSpreadMultiplier>(value, offset, NullUInt8());
2634  }
2635 
2636  /// Provides access to orderEntryQualifier field.
2638  bool
2640  OrderEntryQualifier::Enum& value) const
2642  {
2644 
2645  return enumeration<OrderEntryQualifier>(value, offset, NullUInt8());
2646  }
2647 
2648  /// Provides access to session field.
2652  {
2654 
2655  return enumeration<Session>(offset);
2656  }
2657 
2658  /// Provides access to scheduledEvent field.
2660  bool
2662  ScheduledEvent::Enum& value) const
2664  {
2666 
2667  return enumeration<ScheduledEvent>(value, offset, NullUInt8());
2668  }
2669 
2670  /// Provides access to scheduledEventTime field.
2672  bool scheduledEventTime(Uint64& value) const
2674  {
2676 
2677  return ordinary(value, offset, NullUint64());
2678  }
2679 
2680  /// Provides access to instrumentState field.
2682  bool
2684  InstrumentState::Enum& value) const
2686  {
2688 
2689  return enumeration<InstrumentState>(value, offset, NullUInt8());
2690  }
2691 
2692  /// \return size of entry body in bytes
2693  /// for given version of message template.
2698  {
2699  return
2700  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2701  minimalBlockLength(version);
2702  }
2703 
2704  /// \return minimal size of entry body in bytes
2705  /// for given version of message template.
2708  static
2709  BlockLength
2713  {
2714  return
2715  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2716  33;
2717  }
2718 
2719  /// Entity class name.
2723  static const Char* className()
2724  {
2725  return "MarketStatusChange.MarketStatesEntry";
2726  }
2727  };
2728 
2729  /// Repeating group containing MarketStatesEntry entries.
2730  typedef
2733 
2734  /// Initializes a blank instance.
2736 
2737  /// Creates an instance over the given memory block.
2739  const void* data,
2740  EncodedLength length)
2741  : SbeMessage(data, length)
2742  {
2743  checkCompatibility();
2744  }
2745 
2746  /// Creates an instance over the given SBE message.
2747  explicit
2749  const SbeMessage& message)
2750  : SbeMessage(message)
2751  {
2752  assert(message.valid());
2753 
2754  checkCompatibility();
2755  }
2756 
2757  /// Provides access to mDSeqNum field.
2759  bool seqNum(Uint64& value) const
2761  {
2763 
2764  return ordinary(value, offset, NullUint64());
2765  }
2766 
2767  /// Provides access to rebroadcastIndicator field.
2771  {
2773 
2774  return ordinary(value, offset, NullUnsignedChar());
2775  }
2776 
2777  /// Provides access to eMM field.
2779  Emm::Enum eMM() const
2781  {
2783 
2784  return enumeration<Emm>(offset);
2785  }
2786 
2787  /// \return instance of MarketStates repeating group.
2791  {
2792  return getGroup<MarketStates>(
2793  MarketStatesAccess(),
2794  *this);
2795  }
2796 
2797  /// Minimal size of message body in bytes.
2800  static
2801  BlockLength
2805  {
2806  return
2807  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2808  10;
2809  }
2810 
2811  /// Size of message body in bytes.
2816  {
2817  return
2818  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2819  minimalBlockLength(version);
2820  }
2821 
2822  /// Minimal variable fields size (when variable-length fields are empty).
2826  static
2827  MessageSize
2830  {
2831  return
2832  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2833  static_cast<MessageSize>(MarketStates::EmptySize);
2834  }
2835 
2836  /// \return class name.
2840  static const Char* className()
2841  {
2842  return "MarketStatusChange";
2843  }
2844 
2845  /// FIX message type.
2849  static StrRef fixType()
2851  {
2852  return constructStrRef("MarketStatusChange");
2853  }
2854 
2855  /// \return a human-readable presentation.
2857  std::string toString() const;
2858 
2859 private:
2860  void checkLength(
2861  EncodedLength length, SchemaVersion version) const
2862  {
2863  const EncodedLength minimalRequiredLength =
2864  minimalBlockLength(version) +
2865  MessageHeader::Size +
2866  getMinimalVariableFieldsSize(version);
2867 
2868  checkBinaryLength(
2869  *this, length, minimalRequiredLength);
2870  }
2871 
2872  /// Checks variable fields consistency.
2873  void checkVarLenFields() const
2874  {
2875  groups().
2876  checkTail<MarketStates>();
2877  }
2878 
2879  void checkCompatibility() const
2880  {
2881  assert(TemplateId == templateId());
2882 
2883  checkSchema<Schema>(schemaId(), version());
2884  checkLength(bufferSize(), version());
2885  checkVarLenFields();
2886  }
2887 
2888  /// Access helper.
2889  struct MarketStatesAccess
2890  {
2891  MarketStates
2892  operator()(
2893  const MarketStatusChange& obj) const
2895  {
2896  return obj.
2897  groups().
2898  head<MarketStates>();
2899  }
2900  };
2901 };
2902 
2903 /// Message identifiers and length of message root.
2905 Timetable
2906 : SbeMessage
2907 {
2908  /// Used template schema.
2910 
2911  /// Message template ID from SBE schema.
2912  enum { TemplateId = 1006 };
2913 
2914  /// Repeating group dimensions.
2915  /// Entry of TimetablesEntry repeating group.
2918  <
2920  >
2921  {
2922  /// Base class type.
2923  typedef
2925  <
2927  >
2929 
2930  /// Initializes instance of given
2931  /// version over given memory block.
2933  const void* data,
2934  EncodedLength length,
2935  SchemaVersion version)
2936  : Base(data, numericCast<Base::BlockLength>(length), version)
2937  {
2938  assert(version >= Schema::MinimalVersion);
2939  assert(length >= minimalBlockLength(version));
2940  }
2941 
2942  /// Provides access to phaseTime field.
2944  bool phaseTime(Uint64& value) const
2946  {
2948 
2949  return ordinary(value, offset, NullUint64());
2950  }
2951 
2952  /// Provides access to phaseId field.
2956  {
2958 
2959  return enumeration<PhaseId>(offset);
2960  }
2961 
2962  /// Provides access to phaseQualifier field.
2966  {
2968 
2969  return ordinary<PhaseQualifier>(offset);
2970  }
2971 
2972  /// Provides access to tradingPeriod field.
2976  {
2978 
2979  return enumeration<TradingPeriod>(offset);
2980  }
2981 
2982  /// Provides access to orderEntryQualifier field.
2984  bool
2986  OrderEntryQualifier::Enum& value) const
2988  {
2990 
2991  return enumeration<OrderEntryQualifier>(value, offset, NullUInt8());
2992  }
2993 
2994  /// Provides access to session field.
2998  {
3000 
3001  return enumeration<Session>(offset);
3002  }
3003 
3004  /// Provides access to scheduledEvent field.
3006  bool
3008  ScheduledEvent::Enum& value) const
3010  {
3012 
3013  return enumeration<ScheduledEvent>(value, offset, NullUInt8());
3014  }
3015 
3016  /// \return size of entry body in bytes
3017  /// for given version of message template.
3022  {
3023  return
3024  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3025  minimalBlockLength(version);
3026  }
3027 
3028  /// \return minimal size of entry body in bytes
3029  /// for given version of message template.
3032  static
3033  BlockLength
3037  {
3038  return
3039  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3040  15;
3041  }
3042 
3043  /// Entity class name.
3047  static const Char* className()
3048  {
3049  return "Timetable.TimetablesEntry";
3050  }
3051  };
3052 
3053  /// Repeating group containing TimetablesEntry entries.
3054  typedef
3057 
3058  /// Initializes a blank instance.
3060 
3061  /// Creates an instance over the given memory block.
3063  const void* data,
3064  EncodedLength length)
3065  : SbeMessage(data, length)
3066  {
3067  checkCompatibility();
3068  }
3069 
3070  /// Creates an instance over the given SBE message.
3071  explicit
3073  const SbeMessage& message)
3074  : SbeMessage(message)
3075  {
3076  assert(message.valid());
3077 
3078  checkCompatibility();
3079  }
3080 
3081  /// Provides access to mDSeqNum field.
3083  bool seqNum(Uint64& value) const
3085  {
3087 
3088  return ordinary(value, offset, NullUint64());
3089  }
3090 
3091  /// Provides access to rebroadcastIndicator field.
3095  {
3097 
3098  return ordinary(value, offset, NullUnsignedChar());
3099  }
3100 
3101  /// Provides access to eMM field.
3103  bool eMM(Emm::Enum& value) const
3105  {
3107 
3108  return enumeration<Emm>(value, offset, NullUInt8());
3109  }
3110 
3111  /// Provides access to patternID field.
3113  bool patternId(Uint16& value) const
3115  {
3117 
3118  return ordinary(value, offset, NullUint16());
3119  }
3120 
3121  /// Provides access to symbolIndex field.
3123  bool symbolIndex(Uint32& value) const
3125  {
3127 
3128  return ordinary(value, offset, NullUint32());
3129  }
3130 
3131  /// \return instance of Timetables repeating group.
3135  {
3136  return getGroup<Timetables>(
3137  TimetablesAccess(),
3138  *this);
3139  }
3140 
3141  /// Minimal size of message body in bytes.
3144  static
3145  BlockLength
3149  {
3150  return
3151  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3152  16;
3153  }
3154 
3155  /// Size of message body in bytes.
3160  {
3161  return
3162  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3163  minimalBlockLength(version);
3164  }
3165 
3166  /// Minimal variable fields size (when variable-length fields are empty).
3170  static
3171  MessageSize
3174  {
3175  return
3176  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3177  static_cast<MessageSize>(Timetables::EmptySize);
3178  }
3179 
3180  /// \return class name.
3184  static const Char* className()
3185  {
3186  return "Timetable";
3187  }
3188 
3189  /// FIX message type.
3193  static StrRef fixType()
3195  {
3196  return constructStrRef("Timetable");
3197  }
3198 
3199  /// \return a human-readable presentation.
3201  std::string toString() const;
3202 
3203 private:
3204  void checkLength(
3205  EncodedLength length, SchemaVersion version) const
3206  {
3207  const EncodedLength minimalRequiredLength =
3208  minimalBlockLength(version) +
3209  MessageHeader::Size +
3210  getMinimalVariableFieldsSize(version);
3211 
3212  checkBinaryLength(
3213  *this, length, minimalRequiredLength);
3214  }
3215 
3216  /// Checks variable fields consistency.
3217  void checkVarLenFields() const
3218  {
3219  groups().
3220  checkTail<Timetables>();
3221  }
3222 
3223  void checkCompatibility() const
3224  {
3225  assert(TemplateId == templateId());
3226 
3227  checkSchema<Schema>(schemaId(), version());
3228  checkLength(bufferSize(), version());
3229  checkVarLenFields();
3230  }
3231 
3232  /// Access helper.
3233  struct TimetablesAccess
3234  {
3235  Timetables operator()(const Timetable& obj) const
3237  {
3238  return obj.
3239  groups().
3240  head<Timetables>();
3241  }
3242  };
3243 };
3244 
3245 /// Message identifiers and length of message root.
3248 : SbeMessage
3249 {
3250  /// Used template schema.
3252 
3253  /// Message template ID from SBE schema.
3254  enum { TemplateId = 1007 };
3255 
3256  /// Repeating group dimensions.
3257  /// Entry of EmmPatternRepEntry repeating group.
3260  <
3262  >
3263  {
3264  /// Base class type.
3265  typedef
3267  <
3269  >
3271 
3272  /// Initializes instance of given
3273  /// version over given memory block.
3275  const void* data,
3276  EncodedLength length,
3277  SchemaVersion version)
3278  : Base(data, numericCast<Base::BlockLength>(length), version)
3279  {
3280  assert(version >= Schema::MinimalVersion);
3281  assert(length >= minimalBlockLength(version));
3282  }
3283 
3284  /// Provides access to eMM field.
3286  Emm::Enum eMM() const
3288  {
3290 
3291  return enumeration<Emm>(offset);
3292  }
3293 
3294  /// Provides access to patternID field.
3296  bool patternId(Uint16& value) const
3298  {
3300 
3301  return ordinary(value, offset, NullUint16());
3302  }
3303 
3304  /// Provides access to tickSizeIndexID field.
3306  bool tickSizeIndexId(Uint16& value) const
3308  {
3310 
3311  return ordinary(value, offset, NullUint16());
3312  }
3313 
3314  /// Provides access to marketModel field.
3316  bool marketModel(MarketModel::Enum& value) const
3318  {
3320 
3321  return enumeration<MarketModel>(value, offset, NullUInt8());
3322  }
3323 
3324  /// Provides access to lotSize field.
3326  bool lotSize(Uint64& value) const
3328  {
3330 
3331  return ordinary(value, offset, NullUint64());
3332  }
3333 
3334  /// Provides access to instUnitExp field.
3336  bool
3338  InstrumentUnitExpression::Enum& value) const
3340  {
3342 
3343  return enumeration<InstrumentUnitExpression>(value, offset, NullUInt8());
3344  }
3345 
3346  /// Provides access to anonymous field.
3348  bool anonymous(Anonymous::Enum& value) const
3350  {
3352 
3353  return enumeration<Anonymous>(value, offset, NullUInt8());
3354  }
3355 
3356  /// \return size of entry body in bytes
3357  /// for given version of message template.
3362  {
3363  return
3364  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3365  minimalBlockLength(version);
3366  }
3367 
3368  /// \return minimal size of entry body in bytes
3369  /// for given version of message template.
3372  static
3373  BlockLength
3377  {
3378  return
3379  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3380  16;
3381  }
3382 
3383  /// Entity class name.
3387  static const Char* className()
3388  {
3389  return "StandingData.EmmPatternRepEntry";
3390  }
3391  };
3392 
3393  /// Repeating group containing EmmPatternRepEntry entries.
3394  typedef
3397 
3398  /// Initializes a blank instance.
3400 
3401  /// Creates an instance over the given memory block.
3403  const void* data,
3404  EncodedLength length)
3405  : SbeMessage(data, length)
3406  {
3407  checkCompatibility();
3408  }
3409 
3410  /// Creates an instance over the given SBE message.
3411  explicit
3413  const SbeMessage& message)
3414  : SbeMessage(message)
3415  {
3416  assert(message.valid());
3417 
3418  checkCompatibility();
3419  }
3420 
3421  /// Provides access to mDSeqNum field.
3423  bool seqNum(Uint64& value) const
3425  {
3427 
3428  return ordinary(value, offset, NullUint64());
3429  }
3430 
3431  /// Provides access to rebroadcastIndicator field.
3435  {
3437 
3438  return ordinary(value, offset, NullUnsignedChar());
3439  }
3440 
3441  /// Provides access to symbolIndex field.
3443  bool symbolIndex(Uint32& value) const
3445  {
3447 
3448  return ordinary(value, offset, NullUint32());
3449  }
3450 
3451  /// Provides access to optiqSegment field.
3455  {
3457 
3458  return enumeration<OptiqSegment>(offset);
3459  }
3460 
3461  /// Provides access to partitionID field.
3463  bool partitionId(Uint16& value) const
3465  {
3467 
3468  return ordinary(value, offset, NullUint16());
3469  }
3470 
3471  /// Provides access to fullInstrumentName field.
3473  bool fullInstrumentName(StrRef& value) const
3475  {
3478 
3479  return fixedStr<length>(value, offset);
3480  }
3481 
3482  /// Provides access to instrumentName field.
3486  {
3489 
3490  return fixedStr<length>(offset);
3491  }
3492 
3493  /// Provides access to instrumentTradingCode field.
3495  bool instrumentTradingCode(StrRef& value) const
3497  {
3500 
3501  return fixedStr<length>(value, offset);
3502  }
3503 
3504  /// Provides access to instrumentGroupCode field.
3508  {
3511 
3512  return fixedStr<length>(offset);
3513  }
3514 
3515  /// Provides access to iSINCode field.
3519  {
3522 
3523  return fixedStr<length>(offset);
3524  }
3525 
3526  /// Provides access to priceDecimals field.
3528  bool priceDecimals(UnsignedChar& value) const
3530  {
3532 
3533  return ordinary(value, offset, NullUnsignedChar());
3534  }
3535 
3536  /// Provides access to quantityDecimals field.
3538  bool quantityDecimals(UnsignedChar& value) const
3540  {
3542 
3543  return ordinary(value, offset, NullUnsignedChar());
3544  }
3545 
3546  /// Provides access to amountDecimals field.
3548  bool amountDecimals(UnsignedChar& value) const
3550  {
3552 
3553  return ordinary(value, offset, NullUnsignedChar());
3554  }
3555 
3556  /// Provides access to ratioDecimals field.
3558  bool ratioDecimals(UnsignedChar& value) const
3560  {
3562 
3563  return ordinary(value, offset, NullUnsignedChar());
3564  }
3565 
3566  /// Provides access to cFI field.
3568  StrRef cFI() const
3570  {
3573 
3574  return fixedStr<length>(offset);
3575  }
3576 
3577  /// Provides access to instrumentEventDate field.
3579  bool instrumentEventDate(Uint16& value) const
3581  {
3583 
3584  return ordinary(value, offset, NullUint16());
3585  }
3586 
3587  /// Provides access to strikePrice field.
3589  bool strikePrice(Int64& value) const
3591  {
3593 
3594  return ordinary(value, offset, NullInt64());
3595  }
3596 
3597  /// Provides access to darkEligibility field.
3599  bool darkEligibility(UnsignedChar& value) const
3601  {
3603 
3604  return ordinary(value, offset, NullUnsignedChar());
3605  }
3606 
3607  /// Provides access to darkLISThreshold field.
3609  bool darkLISThreshold(Uint64& value) const
3611  {
3613 
3614  return ordinary(value, offset, NullUint64());
3615  }
3616 
3617  /// Provides access to darkMinQuantity field.
3619  bool darkMinQuantity(Uint32& value) const
3621  {
3623 
3624  return ordinary(value, offset, NullUint32());
3625  }
3626 
3627  /// Provides access to dateOfLastTrade field.
3629  bool dateOfLastTrade(Uint16& value) const
3631  {
3633 
3634  return ordinary(value, offset, NullUint16());
3635  }
3636 
3637  /// Provides access to depositaryList field.
3639  bool depositaryList(StrRef& value) const
3641  {
3644 
3645  return fixedStr<length>(value, offset);
3646  }
3647 
3648  /// Provides access to mainDepositary field.
3650  bool mainDepositary(StrRef& value) const
3652  {
3655 
3656  return fixedStr<length>(value, offset);
3657  }
3658 
3659  /// Provides access to firstSettlementDate field.
3661  bool firstSettlementDate(Uint16& value) const
3663  {
3665 
3666  return ordinary(value, offset, NullUint16());
3667  }
3668 
3669  /// Provides access to guaranteeIndicator field.
3671  bool
3673  GuaranteeIndicator::Enum& value) const
3675  {
3677 
3678  return enumeration<GuaranteeIndicator>(value, offset, NullUInt8());
3679  }
3680 
3681  /// Provides access to iCB field.
3683  bool iCB(StrRef& value) const
3685  {
3688 
3689  return fixedStr<length>(value, offset);
3690  }
3691 
3692  /// Provides access to issuingCountry field.
3694  bool issuingCountry(StrRef& value) const
3696  {
3699 
3700  return fixedStr<length>(value, offset);
3701  }
3702 
3703  /// Provides access to lastAdjustedClosingPrice field.
3705  bool lastAdjustedClosingPrice(Int64& value) const
3707  {
3709 
3710  return ordinary(value, offset, NullInt64());
3711  }
3712 
3713  /// Provides access to lotSize field.
3715  bool lotSize(Uint64& value) const
3717  {
3719 
3720  return ordinary(value, offset, NullUint64());
3721  }
3722 
3723  /// Provides access to maturityDate field.
3725  bool maturityDate(StrRef& value) const
3727  {
3730 
3731  return fixedStr<length>(value, offset);
3732  }
3733 
3734  /// Provides access to maximumDecimalsInQuantity field.
3738  {
3740 
3741  return ordinary(value, offset, NullUnsignedChar());
3742  }
3743 
3744  /// Provides access to mIC field.
3746  StrRef mIC() const
3748  {
3751 
3752  return fixedStr<length>(offset);
3753  }
3754 
3755  /// Provides access to mICList field.
3757  bool mICList(StrRef& value) const
3759  {
3762 
3763  return fixedStr<length>(value, offset);
3764  }
3765 
3766  /// Provides access to countryOfExchange field.
3768  bool countryOfExchange(StrRef& value) const
3770  {
3773 
3774  return fixedStr<length>(value, offset);
3775  }
3776 
3777  /// Provides access to mnemonic field.
3779  bool mnemonic(StrRef& value) const
3781  {
3784 
3785  return fixedStr<length>(value, offset);
3786  }
3787 
3788  /// Provides access to underlyingMIC field.
3790  bool underlyingMIC(StrRef& value) const
3792  {
3795 
3796  return fixedStr<length>(value, offset);
3797  }
3798 
3799  /// Provides access to underlyingISINCode field.
3801  bool underlyingISINCode(StrRef& value) const
3803  {
3806 
3807  return fixedStr<length>(value, offset);
3808  }
3809 
3810  /// Provides access to tradingCurrency field.
3812  bool tradingCurrency(StrRef& value) const
3814  {
3817 
3818  return fixedStr<length>(value, offset);
3819  }
3820 
3821  /// Provides access to currencyCoefficient field.
3823  bool currencyCoefficient(Uint32& value) const
3825  {
3827 
3828  return ordinary(value, offset, NullUint32());
3829  }
3830 
3831  /// Provides access to tradingCurrencyIndicator field.
3833  bool
3835  TradingCurrencyIndicator::Enum& value) const
3837  {
3839 
3840  return enumeration<TradingCurrencyIndicator>(value, offset, NullUInt8());
3841  }
3842 
3843  /// Provides access to strikeCurrencyIndicator field.
3845  bool
3847  StrikeCurrencyIndicator::Enum& value) const
3849  {
3851 
3852  return enumeration<StrikeCurrencyIndicator>(value, offset, NullUInt8());
3853  }
3854 
3855  /// Provides access to numberInstrumentCirculating field.
3859  {
3861 
3862  return ordinary(value, offset, NullUint64());
3863  }
3864 
3865  /// Provides access to parValue field.
3867  bool parValue(Uint64& value) const
3869  {
3871 
3872  return ordinary(value, offset, NullUint64());
3873  }
3874 
3875  /// Provides access to quantityNotation field.
3877  bool quantityNotation(StrRef& value) const
3879  {
3882 
3883  return fixedStr<length>(value, offset);
3884  }
3885 
3886  /// Provides access to instUnitExp field.
3888  bool
3890  InstrumentUnitExpression::Enum& value) const
3892  {
3894 
3895  return enumeration<InstrumentUnitExpression>(value, offset, NullUInt8());
3896  }
3897 
3898  /// Provides access to settlementDelay field.
3900  bool settlementDelay(StrRef& value) const
3902  {
3905 
3906  return fixedStr<length>(value, offset);
3907  }
3908 
3909  /// Provides access to strikeCurrency field.
3911  bool strikeCurrency(StrRef& value) const
3913  {
3916 
3917  return fixedStr<length>(value, offset);
3918  }
3919 
3920  /// Provides access to taxCode field.
3922  bool taxCode(TaxCode::Enum& value) const
3924  {
3926 
3927  return enumeration<TaxCode>(value, offset, NullUInt8());
3928  }
3929 
3930  /// Provides access to typeOfCorporateEvent field.
3932  bool typeOfCorporateEvent(StrRef& value) const
3934  {
3937 
3938  return fixedStr<length>(value, offset);
3939  }
3940 
3941  /// Provides access to typeOfMarketAdmission field.
3943  bool
3945  TypeOfMarketAdmission::Enum& value) const
3947  {
3949 
3950  return enumeration<TypeOfMarketAdmission>(value, offset, NullChar());
3951  }
3952 
3953  /// Provides access to repoIndicator field.
3955  bool
3957  RepoIndicator::Enum& value) const
3959  {
3961 
3962  return enumeration<RepoIndicator>(value, offset, NullUInt8());
3963  }
3964 
3965  /// Provides access to issuePrice field.
3967  bool issuePrice(Int64& value) const
3969  {
3971 
3972  return ordinary(value, offset, NullInt64());
3973  }
3974 
3975  /// Provides access to nominalCurrency field.
3977  bool nominalCurrency(StrRef& value) const
3979  {
3982 
3983  return fixedStr<length>(value, offset);
3984  }
3985 
3986  /// Provides access to issuePriceDecimals field.
3990  {
3992 
3993  return ordinary(value, offset, NullUnsignedChar());
3994  }
3995 
3996  /// Provides access to strikePriceDecimals field.
4000  {
4002 
4003  return ordinary(value, offset, NullUnsignedChar());
4004  }
4005 
4006  /// Provides access to liquidInstrumentIndicator field.
4010  {
4012 
4013  return ordinary(value, offset, NullUnsignedChar());
4014  }
4015 
4016  /// Provides access to marketOfReferenceMIC field.
4018  bool marketOfReferenceMIC(StrRef& value) const
4020  {
4023 
4024  return fixedStr<length>(value, offset);
4025  }
4026 
4027  /// Provides access to iCBCode field.
4029  bool iCBCode(StrRef& value) const
4031  {
4034 
4035  return fixedStr<length>(value, offset);
4036  }
4037 
4038  /// Provides access to thresholdLISPostTrade60mn field.
4042  {
4044 
4045  return ordinary(value, offset, NullUint64());
4046  }
4047 
4048  /// Provides access to thresholdLISPostTrade120mn field.
4052  {
4054 
4055  return ordinary(value, offset, NullUint64());
4056  }
4057 
4058  /// Provides access to thresholdLISPostTradeEOD field.
4062  {
4064 
4065  return ordinary(value, offset, NullUint64());
4066  }
4067 
4068  /// Provides access to longMnemonic field.
4070  bool longMnemonic(StrRef& value) const
4072  {
4076 
4077  return fixedStr<length>(value, offset, since);
4078  }
4079 
4080  /// Provides access to maxOrderAmountCall field.
4082  bool maxOrderAmountCall(Uint64& value) const
4084  {
4087 
4088  return ordinary(value, offset, NullUint64(), since);
4089  }
4090 
4091  /// Provides access to maxOrderAmountContinuous field.
4095  {
4098 
4099  return ordinary(value, offset, NullUint64(), since);
4100  }
4101 
4102  /// Provides access to maxOrderQuantityCall field.
4104  bool maxOrderQuantityCall(Uint64& value) const
4106  {
4109 
4110  return ordinary(value, offset, NullUint64(), since);
4111  }
4112 
4113  /// Provides access to maxOrderQuantityContinuous field.
4117  {
4120 
4121  return ordinary(value, offset, NullUint64(), since);
4122  }
4123 
4124  /// Provides access to poolFactor field.
4126  bool poolFactor(Uint32& value) const
4128  {
4131 
4132  return ordinary(value, offset, NullUint32(), since);
4133  }
4134 
4135  /// \return instance of EmmPatternRep repeating group.
4139  {
4140  return getGroup<EmmPatternRep>(
4141  EmmPatternRepAccess(),
4142  *this);
4143  }
4144 
4145  /// Minimal size of message body in bytes.
4150  {
4151  return
4152  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4153  (version >= 318)
4154  ? 451
4155  : (version >= 316)
4156  ? 415
4157  : 409;
4158  }
4159 
4160  /// Size of message body in bytes.
4165  {
4166  return
4167  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4168  minimalBlockLength(version);
4169  }
4170 
4171  /// Minimal variable fields size (when variable-length fields are empty).
4175  static
4176  MessageSize
4179  {
4180  return
4181  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4182  static_cast<MessageSize>(EmmPatternRep::EmptySize);
4183  }
4184 
4185  /// \return class name.
4189  static const Char* className()
4190  {
4191  return "StandingData";
4192  }
4193 
4194  /// FIX message type.
4198  static StrRef fixType()
4200  {
4201  return constructStrRef("StandingData");
4202  }
4203 
4204  /// \return a human-readable presentation.
4206  std::string toString() const;
4207 
4208 private:
4209  void checkLength(
4210  EncodedLength length, SchemaVersion version) const
4211  {
4212  const EncodedLength minimalRequiredLength =
4213  minimalBlockLength(version) +
4214  MessageHeader::Size +
4215  getMinimalVariableFieldsSize(version);
4216 
4217  checkBinaryLength(
4218  *this, length, minimalRequiredLength);
4219  }
4220 
4221  /// Checks variable fields consistency.
4222  void checkVarLenFields() const
4223  {
4224  groups().
4225  checkTail<EmmPatternRep>();
4226  }
4227 
4228  void checkCompatibility() const
4229  {
4230  assert(TemplateId == templateId());
4231 
4232  checkSchema<Schema>(schemaId(), version());
4233  checkLength(bufferSize(), version());
4234  checkVarLenFields();
4235  }
4236 
4237  /// Access helper.
4238  struct EmmPatternRepAccess
4239  {
4240  EmmPatternRep operator()(const StandingData& obj) const
4242  {
4243  return obj.
4244  groups().
4245  head<EmmPatternRep>();
4246  }
4247  };
4248 };
4249 
4250 /// Message identifiers and length of message root.
4253 : SbeMessage
4254 {
4255  /// Used template schema.
4257 
4258  /// Message template ID from SBE schema.
4259  enum { TemplateId = 1008 };
4260 
4261  /// Initializes a blank instance.
4263 
4264  /// Creates an instance over the given memory block.
4266  const void* data,
4267  EncodedLength length)
4268  : SbeMessage(data, length)
4269  {
4270  checkCompatibility();
4271  }
4272 
4273  /// Creates an instance over the given SBE message.
4274  explicit
4276  const SbeMessage& message)
4277  : SbeMessage(message)
4278  {
4279  assert(message.valid());
4280 
4281  checkCompatibility();
4282  }
4283 
4284  /// Provides access to mDSeqNum field.
4286  bool seqNum(Uint64& value) const
4288  {
4290 
4291  return ordinary(value, offset, NullUint64());
4292  }
4293 
4294  /// Provides access to rebroadcastIndicator field.
4298  {
4300 
4301  return ordinary(value, offset, NullUnsignedChar());
4302  }
4303 
4304  /// Provides access to eMM field.
4306  Emm::Enum eMM() const
4308  {
4310 
4311  return enumeration<Emm>(offset);
4312  }
4313 
4314  /// Provides access to eventTime field.
4316  bool eventTime(Uint64& value) const
4318  {
4320 
4321  return ordinary(value, offset, NullUint64());
4322  }
4323 
4324  /// Provides access to symbolIndex field.
4326  bool symbolIndex(Uint32& value) const
4328  {
4330 
4331  return ordinary(value, offset, NullUint32());
4332  }
4333 
4334  /// Provides access to indexLevel field.
4336  bool indexLevel(Int64& value) const
4338  {
4340 
4341  return ordinary(value, offset, NullInt64());
4342  }
4343 
4344  /// Provides access to pctgOfCapitalization field.
4346  bool pctgOfCapitalization(Uint64& value) const
4348  {
4350 
4351  return ordinary(value, offset, NullUint64());
4352  }
4353 
4354  /// Provides access to prctVarfromPrevClose field.
4356  bool prctVarfromPrevClose(Int64& value) const
4358  {
4360 
4361  return ordinary(value, offset, NullInt64());
4362  }
4363 
4364  /// Provides access to numTradedInstruments field.
4366  bool numTradedInstruments(Uint16& value) const
4368  {
4370 
4371  return ordinary(value, offset, NullUint16());
4372  }
4373 
4374  /// Provides access to indexLevelType field.
4378  {
4380 
4381  return enumeration<IndexLevelType>(offset);
4382  }
4383 
4384  /// Provides access to indexPriceCode field.
4388  {
4390 
4391  return enumeration<IndexPriceCode>(offset);
4392  }
4393 
4394  /// Minimal size of message body in bytes.
4397  static
4398  BlockLength
4402  {
4403  return
4404  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4405  50;
4406  }
4407 
4408  /// Size of message body in bytes.
4413  {
4414  return
4415  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4416  minimalBlockLength(version);
4417  }
4418 
4419  /// Minimal variable fields size (when variable-length fields are empty).
4423  static
4424  MessageSize
4427  {
4428  return
4429  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4430  0;
4431  }
4432 
4433  /// \return class name.
4437  static const Char* className()
4438  {
4439  return "RealTimeIndex";
4440  }
4441 
4442  /// FIX message type.
4446  static StrRef fixType()
4448  {
4449  return constructStrRef("RealTimeIndex");
4450  }
4451 
4452  /// \return a human-readable presentation.
4454  std::string toString() const;
4455 
4456 private:
4457  void checkLength(
4458  EncodedLength length, SchemaVersion version) const
4459  {
4460  const EncodedLength minimalRequiredLength =
4461  minimalBlockLength(version) +
4462  MessageHeader::Size +
4463  getMinimalVariableFieldsSize(version);
4464 
4465  checkBinaryLength(
4466  *this, length, minimalRequiredLength);
4467  }
4468 
4469  void checkCompatibility() const
4470  {
4471  assert(TemplateId == templateId());
4472 
4473  checkSchema<Schema>(schemaId(), version());
4474  checkLength(bufferSize(), version());
4475  }
4476 };
4477 
4478 /// Message identifiers and length of message root.
4480 Statistics
4481 : SbeMessage
4482 {
4483  /// Used template schema.
4485 
4486  /// Message template ID from SBE schema.
4487  enum { TemplateId = 1009 };
4488 
4489  /// Repeating group dimensions.
4490  /// Entry of NewStatsEntry repeating group.
4493  <
4495  >
4496  {
4497  /// Base class type.
4498  typedef
4500  <
4502  >
4504 
4505  /// Initializes instance of given
4506  /// version over given memory block.
4508  const void* data,
4509  EncodedLength length,
4510  SchemaVersion version)
4511  : Base(data, numericCast<Base::BlockLength>(length), version)
4512  {
4513  assert(version >= Schema::MinimalVersion);
4514  assert(length >= minimalBlockLength(version));
4515  }
4516 
4517  /// Provides access to statsUpdateType field.
4521  {
4523 
4524  return enumeration<StatsUpdateType>(offset);
4525  }
4526 
4527  /// Provides access to statsUpdateValue field.
4529  bool statsUpdateValue(Int64& value) const
4531  {
4533 
4534  return ordinary(value, offset, NullInt64());
4535  }
4536 
4537  /// \return size of entry body in bytes
4538  /// for given version of message template.
4543  {
4544  return
4545  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4546  minimalBlockLength(version);
4547  }
4548 
4549  /// \return minimal size of entry body in bytes
4550  /// for given version of message template.
4553  static
4554  BlockLength
4558  {
4559  return
4560  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4561  9;
4562  }
4563 
4564  /// Entity class name.
4568  static const Char* className()
4569  {
4570  return "Statistics.NewStatsEntry";
4571  }
4572  };
4573 
4574  /// Repeating group containing NewStatsEntry entries.
4575  typedef
4578 
4579  /// Initializes a blank instance.
4581 
4582  /// Creates an instance over the given memory block.
4584  const void* data,
4585  EncodedLength length)
4586  : SbeMessage(data, length)
4587  {
4588  checkCompatibility();
4589  }
4590 
4591  /// Creates an instance over the given SBE message.
4592  explicit
4594  const SbeMessage& message)
4595  : SbeMessage(message)
4596  {
4597  assert(message.valid());
4598 
4599  checkCompatibility();
4600  }
4601 
4602  /// Provides access to mDSeqNum field.
4604  bool seqNum(Uint64& value) const
4606  {
4608 
4609  return ordinary(value, offset, NullUint64());
4610  }
4611 
4612  /// Provides access to rebroadcastIndicator field.
4616  {
4618 
4619  return ordinary(value, offset, NullUnsignedChar());
4620  }
4621 
4622  /// Provides access to symbolIndex field.
4624  bool symbolIndex(Uint32& value) const
4626  {
4628 
4629  return ordinary(value, offset, NullUint32());
4630  }
4631 
4632  /// \return instance of NewStats repeating group.
4636  {
4637  return getGroup<NewStats>(NewStatsAccess(), *this);
4638  }
4639 
4640  /// Minimal size of message body in bytes.
4643  static
4644  BlockLength
4648  {
4649  return
4650  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4651  13;
4652  }
4653 
4654  /// Size of message body in bytes.
4659  {
4660  return
4661  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4662  minimalBlockLength(version);
4663  }
4664 
4665  /// Minimal variable fields size (when variable-length fields are empty).
4669  static
4670  MessageSize
4673  {
4674  return
4675  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4676  static_cast<MessageSize>(NewStats::EmptySize);
4677  }
4678 
4679  /// \return class name.
4683  static const Char* className()
4684  {
4685  return "Statistics";
4686  }
4687 
4688  /// FIX message type.
4692  static StrRef fixType()
4694  {
4695  return constructStrRef("Statistics");
4696  }
4697 
4698  /// \return a human-readable presentation.
4700  std::string toString() const;
4701 
4702 private:
4703  void checkLength(
4704  EncodedLength length, SchemaVersion version) const
4705  {
4706  const EncodedLength minimalRequiredLength =
4707  minimalBlockLength(version) +
4708  MessageHeader::Size +
4709  getMinimalVariableFieldsSize(version);
4710 
4711  checkBinaryLength(
4712  *this, length, minimalRequiredLength);
4713  }
4714 
4715  /// Checks variable fields consistency.
4716  void checkVarLenFields() const
4717  {
4718  groups().
4719  checkTail<NewStats>();
4720  }
4721 
4722  void checkCompatibility() const
4723  {
4724  assert(TemplateId == templateId());
4725 
4726  checkSchema<Schema>(schemaId(), version());
4727  checkLength(bufferSize(), version());
4728  checkVarLenFields();
4729  }
4730 
4731  /// Access helper.
4732  struct NewStatsAccess
4733  {
4734  NewStats operator()(const Statistics& obj) const
4736  {
4737  return obj.
4738  groups().
4739  head<NewStats>();
4740  }
4741  };
4742 };
4743 
4744 /// Message identifiers and length of message root.
4747 : SbeMessage
4748 {
4749  /// Used template schema.
4751 
4752  /// Message template ID from SBE schema.
4753  enum { TemplateId = 1011 };
4754 
4755  /// Initializes a blank instance.
4757 
4758  /// Creates an instance over the given memory block.
4760  const void* data,
4761  EncodedLength length)
4762  : SbeMessage(data, length)
4763  {
4764  checkCompatibility();
4765  }
4766 
4767  /// Creates an instance over the given SBE message.
4768  explicit
4770  const SbeMessage& message)
4771  : SbeMessage(message)
4772  {
4773  assert(message.valid());
4774 
4775  checkCompatibility();
4776  }
4777 
4778  /// Provides access to mDSeqNum field.
4780  bool seqNum(Uint64& value) const
4782  {
4784 
4785  return ordinary(value, offset, NullUint64());
4786  }
4787 
4788  /// Provides access to rebroadcastIndicator field.
4792  {
4794 
4795  return ordinary(value, offset, NullUnsignedChar());
4796  }
4797 
4798  /// Provides access to eMM field.
4800  Emm::Enum eMM() const
4802  {
4804 
4805  return enumeration<Emm>(offset);
4806  }
4807 
4808  /// Provides access to eventTime field.
4810  bool eventTime(Uint64& value) const
4812  {
4814 
4815  return ordinary(value, offset, NullUint64());
4816  }
4817 
4818  /// Provides access to symbolIndex field.
4820  bool symbolIndex(Uint32& value) const
4822  {
4824 
4825  return ordinary(value, offset, NullUint32());
4826  }
4827 
4828  /// Provides access to openingLevel field.
4830  bool openingLevel(Int64& value) const
4832  {
4834 
4835  return ordinary(value, offset, NullInt64());
4836  }
4837 
4838  /// Provides access to openingTime field.
4840  bool openingTime(Uint64& value) const
4842  {
4844 
4845  return ordinary(value, offset, NullUint64());
4846  }
4847 
4848  /// Provides access to confirmedReferenceLevel field.
4850  bool confirmedReferenceLevel(Int64& value) const
4852  {
4854 
4855  return ordinary(value, offset, NullInt64());
4856  }
4857 
4858  /// Provides access to confirmedReferenceTime field.
4860  bool confirmedReferenceTime(Uint64& value) const
4862  {
4864 
4865  return ordinary(value, offset, NullUint64());
4866  }
4867 
4868  /// Provides access to closingReferenceLevel field.
4870  bool closingReferenceLevel(Int64& value) const
4872  {
4874 
4875  return ordinary(value, offset, NullInt64());
4876  }
4877 
4878  /// Provides access to closingReferenceTime field.
4880  bool closingReferenceTime(Uint64& value) const
4882  {
4884 
4885  return ordinary(value, offset, NullUint64());
4886  }
4887 
4888  /// Provides access to prctVarfromPrevClose field.
4890  bool prctVarfromPrevClose(Int64& value) const
4892  {
4894 
4895  return ordinary(value, offset, NullInt64());
4896  }
4897 
4898  /// Provides access to highLevel field.
4900  bool highLevel(Int64& value) const
4902  {
4904 
4905  return ordinary(value, offset, NullInt64());
4906  }
4907 
4908  /// Provides access to highTime field.
4910  bool highTime(Uint64& value) const
4912  {
4914 
4915  return ordinary(value, offset, NullUint64());
4916  }
4917 
4918  /// Provides access to lowLevel field.
4920  bool lowLevel(Int64& value) const
4922  {
4924 
4925  return ordinary(value, offset, NullInt64());
4926  }
4927 
4928  /// Provides access to lowTime field.
4930  bool lowTime(Uint64& value) const
4932  {
4934 
4935  return ordinary(value, offset, NullUint64());
4936  }
4937 
4938  /// Provides access to liquidationLevel field.
4940  bool liquidationLevel(Int64& value) const
4942  {
4944 
4945  return ordinary(value, offset, NullInt64());
4946  }
4947 
4948  /// Provides access to liquidationTime field.
4950  bool liquidationTime(Uint64& value) const
4952  {
4954 
4955  return ordinary(value, offset, NullUint64());
4956  }
4957 
4958  /// Minimal size of message body in bytes.
4961  static
4962  BlockLength
4966  {
4967  return
4968  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4969  126;
4970  }
4971 
4972  /// Size of message body in bytes.
4977  {
4978  return
4979  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4980  minimalBlockLength(version);
4981  }
4982 
4983  /// Minimal variable fields size (when variable-length fields are empty).
4987  static
4988  MessageSize
4991  {
4992  return
4993  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4994  0;
4995  }
4996 
4997  /// \return class name.
5001  static const Char* className()
5002  {
5003  return "IndexSummary";
5004  }
5005 
5006  /// FIX message type.
5010  static StrRef fixType()
5012  {
5013  return constructStrRef("IndexSummary");
5014  }
5015 
5016  /// \return a human-readable presentation.
5018  std::string toString() const;
5019 
5020 private:
5021  void checkLength(
5022  EncodedLength length, SchemaVersion version) const
5023  {
5024  const EncodedLength minimalRequiredLength =
5025  minimalBlockLength(version) +
5026  MessageHeader::Size +
5027  getMinimalVariableFieldsSize(version);
5028 
5029  checkBinaryLength(
5030  *this, length, minimalRequiredLength);
5031  }
5032 
5033  void checkCompatibility() const
5034  {
5035  assert(TemplateId == templateId());
5036 
5037  checkSchema<Schema>(schemaId(), version());
5038  checkLength(bufferSize(), version());
5039  }
5040 };
5041 
5042 /// Message identifiers and length of message root.
5045 : SbeMessage
5046 {
5047  /// Used template schema.
5049 
5050  /// Message template ID from SBE schema.
5051  enum { TemplateId = 1012 };
5052 
5053  /// Repeating group dimensions.
5054  /// Entry of StrategyStandingDatarep1Entry repeating group.
5057  <
5059  >
5060  {
5061  /// Base class type.
5062  typedef
5064  <
5066  >
5068 
5069  /// Initializes instance of given
5070  /// version over given memory block.
5072  const void* data,
5073  EncodedLength length,
5074  SchemaVersion version)
5075  : Base(data, numericCast<Base::BlockLength>(length), version)
5076  {
5077  assert(version >= Schema::MinimalVersion);
5078  assert(length >= minimalBlockLength(version));
5079  }
5080 
5081  /// Provides access to legSymbolIndex field.
5083  bool legSymbolIndex(Uint32& value) const
5085  {
5087 
5088  return ordinary(value, offset, NullUint32());
5089  }
5090 
5091  /// Provides access to legPrice field.
5093  bool legPrice(Int64& value) const
5095  {
5097 
5098  return ordinary(value, offset, NullInt64());
5099  }
5100 
5101  /// Provides access to legRatio field.
5103  bool legRatio(Uint32& value) const
5105  {
5107 
5108  return ordinary(value, offset, NullUint32());
5109  }
5110 
5111  /// Provides access to legBuySell field.
5115  {
5117 
5118  return enumeration<LegBuyorSell>(offset);
5119  }
5120 
5121  /// \return size of entry body in bytes
5122  /// for given version of message template.
5127  {
5128  return
5129  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5130  minimalBlockLength(version);
5131  }
5132 
5133  /// \return minimal size of entry body in bytes
5134  /// for given version of message template.
5137  static
5138  BlockLength
5142  {
5143  return
5144  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5145  17;
5146  }
5147 
5148  /// Entity class name.
5152  static const Char* className()
5153  {
5154  return "StrategyStandingData.StrategyStandingDatarep1Entry";
5155  }
5156  };
5157 
5158  /// Repeating group containing StrategyStandingDatarep1Entry entries.
5159  typedef
5162 
5163  /// Initializes a blank instance.
5165 
5166  /// Creates an instance over the given memory block.
5168  const void* data,
5169  EncodedLength length)
5170  : SbeMessage(data, length)
5171  {
5172  checkCompatibility();
5173  }
5174 
5175  /// Creates an instance over the given SBE message.
5176  explicit
5178  const SbeMessage& message)
5179  : SbeMessage(message)
5180  {
5181  assert(message.valid());
5182 
5183  checkCompatibility();
5184  }
5185 
5186  /// Provides access to mDSeqNum field.
5188  bool seqNum(Uint64& value) const
5190  {
5192 
5193  return ordinary(value, offset, NullUint64());
5194  }
5195 
5196  /// Provides access to rebroadcastIndicator field.
5200  {
5202 
5203  return ordinary(value, offset, NullUnsignedChar());
5204  }
5205 
5206  /// Provides access to eMM field.
5208  Emm::Enum eMM() const
5210  {
5212 
5213  return enumeration<Emm>(offset);
5214  }
5215 
5216  /// Provides access to symbolIndex field.
5218  bool symbolIndex(Uint32& value) const
5220  {
5222 
5223  return ordinary(value, offset, NullUint32());
5224  }
5225 
5226  /// Provides access to derivativesInstrumentTradingCode field.
5230  {
5233 
5234  return fixedStr<length>(offset);
5235  }
5236 
5237  /// Provides access to exchangeCode field.
5241  {
5243 
5244  return enumeration<ExchangeCode>(offset);
5245  }
5246 
5247  /// Provides access to maturityDate field.
5251  {
5254 
5255  return fixedStr<length>(offset);
5256  }
5257 
5258  /// Provides access to strategyCode field.
5262  {
5264 
5265  return enumeration<StrategyCode>(offset);
5266  }
5267 
5268  /// Provides access to contractSymbolIndex field.
5270  bool contractSymbolIndex(Uint32& value) const
5272  {
5274 
5275  return ordinary(value, offset, NullUint32());
5276  }
5277 
5278  /// Provides access to cFI field.
5280  bool cFI(StrRef& value) const
5282  {
5285 
5286  return fixedStr<length>(value, offset);
5287  }
5288 
5289  /// \return instance of StrategyStandingDatarep1 repeating group.
5293  {
5294  return getGroup<StrategyStandingDatarep1>(
5295  StrategyStandingDatarep1Access(),
5296  *this);
5297  }
5298 
5299  /// Minimal size of message body in bytes.
5302  static
5303  BlockLength
5307  {
5308  return
5309  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5310  52;
5311  }
5312 
5313  /// Size of message body in bytes.
5318  {
5319  return
5320  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5321  minimalBlockLength(version);
5322  }
5323 
5324  /// Minimal variable fields size (when variable-length fields are empty).
5328  static
5329  MessageSize
5332  {
5333  return
5334  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5335  static_cast<MessageSize>(StrategyStandingDatarep1::EmptySize);
5336  }
5337 
5338  /// \return class name.
5342  static const Char* className()
5343  {
5344  return "StrategyStandingData";
5345  }
5346 
5347  /// FIX message type.
5351  static StrRef fixType()
5353  {
5354  return constructStrRef("StrategyStandingData");
5355  }
5356 
5357  /// \return a human-readable presentation.
5359  std::string toString() const;
5360 
5361 private:
5362  void checkLength(
5363  EncodedLength length, SchemaVersion version) const
5364  {
5365  const EncodedLength minimalRequiredLength =
5366  minimalBlockLength(version) +
5367  MessageHeader::Size +
5368  getMinimalVariableFieldsSize(version);
5369 
5370  checkBinaryLength(
5371  *this, length, minimalRequiredLength);
5372  }
5373 
5374  /// Checks variable fields consistency.
5375  void checkVarLenFields() const
5376  {
5377  groups().
5378  checkTail<StrategyStandingDatarep1>();
5379  }
5380 
5381  void checkCompatibility() const
5382  {
5383  assert(TemplateId == templateId());
5384 
5385  checkSchema<Schema>(schemaId(), version());
5386  checkLength(bufferSize(), version());
5387  checkVarLenFields();
5388  }
5389 
5390  /// Access helper.
5391  struct StrategyStandingDatarep1Access
5392  {
5394  operator()(
5395  const StrategyStandingData& obj) const
5397  {
5398  return obj.
5399  groups().
5400  head<StrategyStandingDatarep1>();
5401  }
5402  };
5403 };
5404 
5405 /// Message identifiers and length of message root.
5408 : SbeMessage
5409 {
5410  /// Used template schema.
5412 
5413  /// Message template ID from SBE schema.
5414  enum { TemplateId = 1013 };
5415 
5416  /// Repeating group dimensions.
5417  /// Entry of ContractEMMPropertiesEntry repeating group.
5420  <
5422  >
5423  {
5424  /// Base class type.
5425  typedef
5427  <
5429  >
5431 
5432  /// Initializes instance of given
5433  /// version over given memory block.
5435  const void* data,
5436  EncodedLength length,
5437  SchemaVersion version)
5438  : Base(data, numericCast<Base::BlockLength>(length), version)
5439  {
5440  assert(version >= Schema::MinimalVersion);
5441  assert(length >= minimalBlockLength(version));
5442  }
5443 
5444  /// Provides access to eMM field.
5446  bool eMM(Emm::Enum& value) const
5448  {
5450 
5451  return enumeration<Emm>(value, offset, NullUInt8());
5452  }
5453 
5454  /// Provides access to tickSizeIndexID field.
5456  bool tickSizeIndexId(Uint16& value) const
5458  {
5460 
5461  return ordinary(value, offset, NullUint16());
5462  }
5463 
5464  /// Provides access to patternID field.
5466  bool patternId(Uint16& value) const
5468  {
5470 
5471  return ordinary(value, offset, NullUint16());
5472  }
5473 
5474  /// Provides access to lotSize field.
5476  bool lotSize(Uint64& value) const
5478  {
5480 
5481  return ordinary(value, offset, NullUint64());
5482  }
5483 
5484  /// Provides access to strategyAuthorized field.
5486  bool
5488  StrategyAuthorized& value) const
5490  {
5492 
5493  return ordinary(value, offset, NullUInt64());
5494  }
5495 
5496  /// Provides access to dynamicCollarLogic field.
5498  bool
5500  DynamicCollarLogic::Enum& value) const
5502  {
5504 
5505  return enumeration<DynamicCollarLogic>(value, offset, NullUInt8());
5506  }
5507 
5508  /// Provides access to collarMaxUnhaltNb field.
5510  bool collarMaxUnhaltNb(UnsignedChar& value) const
5512  {
5514 
5515  return ordinary(value, offset, NullUnsignedChar());
5516  }
5517 
5518  /// Provides access to collarUnhaltDelay field.
5520  bool collarUnhaltDelay(Uint32& value) const
5522  {
5524 
5525  return ordinary(value, offset, NullUint32());
5526  }
5527 
5528  /// \return size of entry body in bytes
5529  /// for given version of message template.
5534  {
5535  return
5536  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5537  minimalBlockLength(version);
5538  }
5539 
5540  /// \return minimal size of entry body in bytes
5541  /// for given version of message template.
5544  static
5545  BlockLength
5549  {
5550  return
5551  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5552  27;
5553  }
5554 
5555  /// Entity class name.
5559  static const Char* className()
5560  {
5561  return "ContractStandingData.ContractEMMPropertiesEntry";
5562  }
5563  };
5564 
5565  /// Repeating group containing ContractEMMPropertiesEntry entries.
5566  typedef
5569 
5570  /// Initializes a blank instance.
5572 
5573  /// Creates an instance over the given memory block.
5575  const void* data,
5576  EncodedLength length)
5577  : SbeMessage(data, length)
5578  {
5579  checkCompatibility();
5580  }
5581 
5582  /// Creates an instance over the given SBE message.
5583  explicit
5585  const SbeMessage& message)
5586  : SbeMessage(message)
5587  {
5588  assert(message.valid());
5589 
5590  checkCompatibility();
5591  }
5592 
5593  /// Provides access to mDSeqNum field.
5595  bool seqNum(Uint64& value) const
5597  {
5599 
5600  return ordinary(value, offset, NullUint64());
5601  }
5602 
5603  /// Provides access to rebroadcastIndicator field.
5607  {
5609 
5610  return ordinary(value, offset, NullUnsignedChar());
5611  }
5612 
5613  /// Provides access to symbolIndex field.
5615  bool symbolIndex(Uint32& value) const
5617  {
5619 
5620  return ordinary(value, offset, NullUint32());
5621  }
5622 
5623  /// Provides access to optiqSegment field.
5627  {
5629 
5630  return enumeration<OptiqSegment>(offset);
5631  }
5632 
5633  /// Provides access to partitionID field.
5635  bool partitionId(Uint16& value) const
5637  {
5639 
5640  return ordinary(value, offset, NullUint16());
5641  }
5642 
5643  /// Provides access to contractEventDate field.
5645  bool contractEventDate(Uint16& value) const
5647  {
5649 
5650  return ordinary(value, offset, NullUint16());
5651  }
5652 
5653  /// Provides access to exchangeCode field.
5657  {
5659 
5660  return enumeration<ExchangeCode>(offset);
5661  }
5662 
5663  /// Provides access to exerStyle field.
5665  bool
5667  ExerciseStyle::Enum& value) const
5669  {
5671 
5672  return enumeration<ExerciseStyle>(value, offset, NullUInt8());
5673  }
5674 
5675  /// Provides access to contractName field.
5679  {
5682 
5683  return fixedStr<length>(offset);
5684  }
5685 
5686  /// Provides access to contractType field.
5688  bool
5690  ContractType::Enum& value) const
5692  {
5694 
5695  return enumeration<ContractType>(value, offset, NullChar());
5696  }
5697 
5698  /// Provides access to underlyingType field.
5702  {
5704 
5705  return enumeration<UnderlyingType>(offset);
5706  }
5707 
5708  /// Provides access to priceDecimals field.
5710  bool priceDecimals(UnsignedChar& value) const
5712  {
5714 
5715  return ordinary(value, offset, NullUnsignedChar());
5716  }
5717 
5718  /// Provides access to quantityDecimals field.
5720  bool quantityDecimals(UnsignedChar& value) const
5722  {
5724 
5725  return ordinary(value, offset, NullUnsignedChar());
5726  }
5727 
5728  /// Provides access to amountDecimals field.
5730  bool amountDecimals(UnsignedChar& value) const
5732  {
5734 
5735  return ordinary(value, offset, NullUnsignedChar());
5736  }
5737 
5738  /// Provides access to ratioDecimals field.
5740  bool ratioDecimals(UnsignedChar& value) const
5742  {
5744 
5745  return ordinary(value, offset, NullUnsignedChar());
5746  }
5747 
5748  /// Provides access to mainDepositary field.
5750  bool mainDepositary(StrRef& value) const
5752  {
5755 
5756  return fixedStr<length>(value, offset);
5757  }
5758 
5759  /// Provides access to mIC field.
5761  StrRef mIC() const
5763  {
5766 
5767  return fixedStr<length>(offset);
5768  }
5769 
5770  /// Provides access to countryOfExchange field.
5774  {
5777 
5778  return fixedStr<length>(offset);
5779  }
5780 
5781  /// Provides access to productCode field.
5785  {
5788 
5789  return fixedStr<length>(offset);
5790  }
5791 
5792  /// Provides access to underlyingMIC field.
5794  bool underlyingMIC(StrRef& value) const
5796  {
5799 
5800  return fixedStr<length>(value, offset);
5801  }
5802 
5803  /// Provides access to underlyingISINCode field.
5805  bool underlyingISINCode(StrRef& value) const
5807  {
5810 
5811  return fixedStr<length>(value, offset);
5812  }
5813 
5814  /// Provides access to underlyingExpiry field.
5816  bool underlyingExpiry(Uint32& value) const
5818  {
5820 
5821  return ordinary(value, offset, NullUint32());
5822  }
5823 
5824  /// Provides access to orderTypeRules field.
5828  {
5830 
5831  return ordinary<OrderTypeRules>(offset);
5832  }
5833 
5834  /// Provides access to settlementMethod field.
5836  bool settlementMethod(Char& value) const
5838  {
5840 
5841  return ordinary(value, offset, NullChar());
5842  }
5843 
5844  /// Provides access to tradingCurrency field.
5848  {
5851 
5852  return fixedStr<length>(offset);
5853  }
5854 
5855  /// Provides access to strikePriceDecimalsRatio field.
5859  {
5861 
5862  return ordinary(value, offset, NullUnsignedChar());
5863  }
5864 
5865  /// Provides access to mMProtections field.
5869  {
5871 
5872  return ordinary<MmProtections>(offset);
5873  }
5874 
5875  /// Provides access to contractTradingType field.
5880  {
5882 
5883  return enumeration<ContractTradingType>(offset);
5884  }
5885 
5886  /// Provides access to instUnitExp field.
5888  bool
5890  InstrumentUnitExpression::Enum& value) const
5892  {
5894 
5895  return enumeration<InstrumentUnitExpression>(value, offset, NullUInt8());
5896  }
5897 
5898  /// Provides access to underlyingSubtype field.
5900  bool
5902  UnderlyingSubtype::Enum& value) const
5904  {
5906 
5907  return enumeration<UnderlyingSubtype>(value, offset, NullUInt8());
5908  }
5909 
5910  /// Provides access to motherStockISIN field.
5912  bool motherStockISIN(StrRef& value) const
5914  {
5917 
5918  return fixedStr<length>(value, offset);
5919  }
5920 
5921  /// Provides access to settlementTickSize field.
5923  bool settlementTickSize(Uint64& value) const
5925  {
5927 
5928  return ordinary(value, offset, NullUint64());
5929  }
5930 
5931  /// Provides access to eDSPTickSize field.
5933  bool eDSPTickSize(Uint64& value) const
5935  {
5937 
5938  return ordinary(value, offset, NullUint64());
5939  }
5940 
5941  /// Provides access to underlyingSymbolIndex field.
5943  bool underlyingSymbolIndex(Uint32& value) const
5945  {
5947 
5948  return ordinary(value, offset, NullUint32());
5949  }
5950 
5951  /// Provides access to tradingPolicy field.
5953  bool
5955  TradingPolicy::Enum& value) const
5957  {
5959 
5960  return enumeration<TradingPolicy>(value, offset, NullUInt8());
5961  }
5962 
5963  /// Provides access to referenceSpreadTableID field.
5965  bool referenceSpreadTableId(Uint16& value) const
5967  {
5969 
5970  return ordinary(value, offset, NullUint16());
5971  }
5972 
5973  /// Provides access to derivativesMarketModel field.
5975  bool
5977  DerivativesMarketModel::Enum& value) const
5979  {
5981 
5982  return enumeration<DerivativesMarketModel>(value, offset, NullUInt8());
5983  }
5984 
5985  /// Provides access to tradingUnit field.
5987  bool tradingUnit(Uint64& value) const
5989  {
5991 
5992  return ordinary(value, offset, NullUint64());
5993  }
5994 
5995  /// Provides access to referencePriceOriginInOpeningCall field.
5997  bool
5999  ReferencePriceOrigin::Enum& value) const
6001  {
6003 
6004  return enumeration<ReferencePriceOrigin>(value, offset, NullUInt8());
6005  }
6006 
6007  /// Provides access to referencePriceOriginInContinuous field.
6009  bool
6011  ReferencePriceOrigin::Enum& value) const
6013  {
6015 
6016  return enumeration<ReferencePriceOrigin>(value, offset, NullUInt8());
6017  }
6018 
6019  /// Provides access to referencePriceOriginInTradingInterruption field.
6021  bool
6023  ReferencePriceOrigin::Enum& value) const
6025  {
6027 
6028  return enumeration<ReferencePriceOrigin>(value, offset, NullUInt8());
6029  }
6030 
6031  /// Provides access to collarExpansionFactor field.
6035  {
6037 
6038  return ordinary(value, offset, NullUnsignedChar());
6039  }
6040 
6041  /// Provides access to mIFIDIILiquidFlag field.
6043  bool mIFIdIILiquidFlag(UnsignedChar& value) const
6045  {
6047 
6048  return ordinary(value, offset, NullUnsignedChar());
6049  }
6050 
6051  /// Provides access to pricingAlgorithm field.
6055  {
6057 
6058  return enumeration<PricingAlgorithm>(offset);
6059  }
6060 
6061  /// Provides access to lotMultiplier field.
6063  bool lotMultiplier(Uint64& value) const
6065  {
6068 
6069  return ordinary(value, offset, NullUint64(), since);
6070  }
6071 
6072  /// \return instance of ContractEMMProperties repeating group.
6076  {
6077  return getGroup<ContractEMMProperties>(
6078  ContractEMMPropertiesAccess(),
6079  *this);
6080  }
6081 
6082  /// Minimal size of message body in bytes.
6087  {
6088  return
6089  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6090  (version >= 327)
6091  ? 191
6092  : 183;
6093  }
6094 
6095  /// Size of message body in bytes.
6100  {
6101  return
6102  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6103  minimalBlockLength(version);
6104  }
6105 
6106  /// Minimal variable fields size (when variable-length fields are empty).
6110  static
6111  MessageSize
6114  {
6115  return
6116  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6117  static_cast<MessageSize>(ContractEMMProperties::EmptySize);
6118  }
6119 
6120  /// \return class name.
6124  static const Char* className()
6125  {
6126  return "ContractStandingData";
6127  }
6128 
6129  /// FIX message type.
6133  static StrRef fixType()
6135  {
6136  return constructStrRef("ContractStandingData");
6137  }
6138 
6139  /// \return a human-readable presentation.
6141  std::string toString() const;
6142 
6143 private:
6144  void checkLength(
6145  EncodedLength length, SchemaVersion version) const
6146  {
6147  const EncodedLength minimalRequiredLength =
6148  minimalBlockLength(version) +
6149  MessageHeader::Size +
6150  getMinimalVariableFieldsSize(version);
6151 
6152  checkBinaryLength(
6153  *this, length, minimalRequiredLength);
6154  }
6155 
6156  /// Checks variable fields consistency.
6157  void checkVarLenFields() const
6158  {
6159  groups().
6160  checkTail<ContractEMMProperties>();
6161  }
6162 
6163  void checkCompatibility() const
6164  {
6165  assert(TemplateId == templateId());
6166 
6167  checkSchema<Schema>(schemaId(), version());
6168  checkLength(bufferSize(), version());
6169  checkVarLenFields();
6170  }
6171 
6172  /// Access helper.
6173  struct ContractEMMPropertiesAccess
6174  {
6176  operator()(
6177  const ContractStandingData& obj) const
6179  {
6180  return obj.
6181  groups().
6182  head<ContractEMMProperties>();
6183  }
6184  };
6185 };
6186 
6187 /// Message identifiers and length of message root.
6190 : SbeMessage
6191 {
6192  /// Used template schema.
6194 
6195  /// Message template ID from SBE schema.
6196  enum { TemplateId = 1014 };
6197 
6198  /// Repeating group dimensions.
6199  /// Entry of OutrightRepEntry repeating group.
6202  <
6204  >
6205  {
6206  /// Base class type.
6207  typedef
6209  <
6211  >
6213 
6214  /// Initializes instance of given
6215  /// version over given memory block.
6217  const void* data,
6218  EncodedLength length,
6219  SchemaVersion version)
6220  : Base(data, numericCast<Base::BlockLength>(length), version)
6221  {
6222  assert(version >= Schema::MinimalVersion);
6223  assert(length >= minimalBlockLength(version));
6224  }
6225 
6226  /// Provides access to eMM field.
6228  Emm::Enum eMM() const
6230  {
6232 
6233  return enumeration<Emm>(offset);
6234  }
6235 
6236  /// \return size of entry body in bytes
6237  /// for given version of message template.
6242  {
6243  return
6244  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6245  minimalBlockLength(version);
6246  }
6247 
6248  /// \return minimal size of entry body in bytes
6249  /// for given version of message template.
6252  static
6253  BlockLength
6257  {
6258  return
6259  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6260  1;
6261  }
6262 
6263  /// Entity class name.
6267  static const Char* className()
6268  {
6269  return "OutrightStandingData.OutrightRepEntry";
6270  }
6271  };
6272 
6273  /// Repeating group containing OutrightRepEntry entries.
6274  typedef
6277 
6278  /// Initializes a blank instance.
6280 
6281  /// Creates an instance over the given memory block.
6283  const void* data,
6284  EncodedLength length)
6285  : SbeMessage(data, length)
6286  {
6287  checkCompatibility();
6288  }
6289 
6290  /// Creates an instance over the given SBE message.
6291  explicit
6293  const SbeMessage& message)
6294  : SbeMessage(message)
6295  {
6296  assert(message.valid());
6297 
6298  checkCompatibility();
6299  }
6300 
6301  /// Provides access to mDSeqNum field.
6303  bool seqNum(Uint64& value) const
6305  {
6307 
6308  return ordinary(value, offset, NullUint64());
6309  }
6310 
6311  /// Provides access to rebroadcastIndicator field.
6315  {
6317 
6318  return ordinary(value, offset, NullUnsignedChar());
6319  }
6320 
6321  /// Provides access to symbolIndex field.
6323  bool symbolIndex(Uint32& value) const
6325  {
6327 
6328  return ordinary(value, offset, NullUint32());
6329  }
6330 
6331  /// Provides access to contractSymbolIndex field.
6333  bool contractSymbolIndex(Uint32& value) const
6335  {
6337 
6338  return ordinary(value, offset, NullUint32());
6339  }
6340 
6341  /// Provides access to instrumentEventDate field.
6343  bool instrumentEventDate(Uint16& value) const
6345  {
6347 
6348  return ordinary(value, offset, NullUint16());
6349  }
6350 
6351  /// Provides access to iSINCode field.
6355  {
6358 
6359  return fixedStr<length>(offset);
6360  }
6361 
6362  /// Provides access to cFI field.
6364  bool cFI(StrRef& value) const
6366  {
6369 
6370  return fixedStr<length>(value, offset);
6371  }
6372 
6373  /// Provides access to maturityDate field.
6377  {
6380 
6381  return fixedStr<length>(offset);
6382  }
6383 
6384  /// Provides access to lotSize field.
6386  bool lotSize(Uint64& value) const
6388  {
6390 
6391  return ordinary(value, offset, NullUint64());
6392  }
6393 
6394  /// Provides access to strikePrice field.
6396  bool strikePrice(Int64& value) const
6398  {
6400 
6401  return ordinary(value, offset, NullInt64());
6402  }
6403 
6404  /// Provides access to lastTradingDate field.
6406  bool lastTradingDate(Uint16& value) const
6408  {
6410 
6411  return ordinary(value, offset, NullUint16());
6412  }
6413 
6414  /// Provides access to daysToExpiry field.
6416  bool daysToExpiry(Uint16& value) const
6418  {
6420 
6421  return ordinary(value, offset, NullUint16());
6422  }
6423 
6424  /// Provides access to derivativesInstrumentTradingCode field.
6428  {
6431 
6432  return fixedStr<length>(value, offset);
6433  }
6434 
6435  /// Provides access to derivativesInstrumentType field.
6437  bool
6439  DerivativesInstrumentType::Enum& value) const
6441  {
6443 
6444  return enumeration<DerivativesInstrumentType>(value, offset, NullUInt8());
6445  }
6446 
6447  /// Provides access to expiryCycleType field.
6449  bool
6451  ExpiryCycleType::Enum& value) const
6453  {
6455 
6456  return enumeration<ExpiryCycleType>(value, offset, NullUInt8());
6457  }
6458 
6459  /// Provides access to underlyingDerivativesInstrumentTradingCode field.
6463  {
6466 
6467  return fixedStr<length>(value, offset);
6468  }
6469 
6470  /// Provides access to underlyingSymbolIndex field.
6472  bool underlyingSymbolIndex(Uint32& value) const
6474  {
6476 
6477  return ordinary(value, offset, NullUint32());
6478  }
6479 
6480  /// Provides access to tradingUnit field.
6482  bool tradingUnit(Uint64& value) const
6484  {
6486 
6487  return ordinary(value, offset, NullUint64());
6488  }
6489 
6490  /// Provides access to lotMultiplier field.
6492  bool lotMultiplier(Uint64& value) const
6494  {
6497 
6498  return ordinary(value, offset, NullUint64(), since);
6499  }
6500 
6501  /// Provides access to expirationDate field.
6503  bool expirationDate(Uint16& value) const
6505  {
6508 
6509  return ordinary(value, offset, NullUint16(), since);
6510  }
6511 
6512  /// \return instance of OutrightRep repeating group.
6516  {
6517  return getGroup<OutrightRep>(
6518  OutrightRepAccess(),
6519  *this);
6520  }
6521 
6522  /// Minimal size of message body in bytes.
6527  {
6528  return
6529  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6530  (version >= 327)
6531  ? 125
6532  : 115;
6533  }
6534 
6535  /// Size of message body in bytes.
6540  {
6541  return
6542  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6543  minimalBlockLength(version);
6544  }
6545 
6546  /// Minimal variable fields size (when variable-length fields are empty).
6550  static
6551  MessageSize
6554  {
6555  return
6556  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6557  static_cast<MessageSize>(OutrightRep::EmptySize);
6558  }
6559 
6560  /// \return class name.
6564  static const Char* className()
6565  {
6566  return "OutrightStandingData";
6567  }
6568 
6569  /// FIX message type.
6573  static StrRef fixType()
6575  {
6576  return constructStrRef("OutrightStandingData");
6577  }
6578 
6579  /// \return a human-readable presentation.
6581  std::string toString() const;
6582 
6583 private:
6584  void checkLength(
6585  EncodedLength length, SchemaVersion version) const
6586  {
6587  const EncodedLength minimalRequiredLength =
6588  minimalBlockLength(version) +
6589  MessageHeader::Size +
6590  getMinimalVariableFieldsSize(version);
6591 
6592  checkBinaryLength(
6593  *this, length, minimalRequiredLength);
6594  }
6595 
6596  /// Checks variable fields consistency.
6597  void checkVarLenFields() const
6598  {
6599  groups().
6600  checkTail<OutrightRep>();
6601  }
6602 
6603  void checkCompatibility() const
6604  {
6605  assert(TemplateId == templateId());
6606 
6607  checkSchema<Schema>(schemaId(), version());
6608  checkLength(bufferSize(), version());
6609  checkVarLenFields();
6610  }
6611 
6612  /// Access helper.
6613  struct OutrightRepAccess
6614  {
6615  OutrightRep
6616  operator()(
6617  const OutrightStandingData& obj) const
6619  {
6620  return obj.
6621  groups().
6622  head<OutrightRep>();
6623  }
6624  };
6625 };
6626 
6627 /// Message identifiers and length of message root.
6630 : SbeMessage
6631 {
6632  /// Used template schema.
6634 
6635  /// Message template ID from SBE schema.
6636  enum { TemplateId = 1015 };
6637 
6638  /// Repeating group dimensions.
6639  /// Entry of OrdersEntry repeating group.
6642  <
6644  >
6645  {
6646  /// Base class type.
6647  typedef
6649  <
6651  >
6653 
6654  /// Initializes instance of given
6655  /// version over given memory block.
6657  const void* data,
6658  EncodedLength length,
6659  SchemaVersion version)
6660  : Base(data, numericCast<Base::BlockLength>(length), version)
6661  {
6662  assert(version >= Schema::MinimalVersion);
6663  assert(length >= minimalBlockLength(version));
6664  }
6665 
6666  /// Provides access to symbolIndex field.
6668  bool symbolIndex(Uint32& value) const
6670  {
6672 
6673  return ordinary(value, offset, NullUint32());
6674  }
6675 
6676  /// Provides access to actionType field.
6679  actionType() const
6681  {
6683 
6684  return enumeration<MarketDataActionType>(offset);
6685  }
6686 
6687  /// Provides access to orderPriority field.
6689  bool orderPriority(Uint64& value) const
6691  {
6693 
6694  return ordinary(value, offset, NullUint64());
6695  }
6696 
6697  /// Provides access to previousPriority field.
6699  bool previousPriority(Uint64& value) const
6701  {
6703 
6704  return ordinary(value, offset, NullUint64());
6705  }
6706 
6707  /// Provides access to orderType field.
6709  bool orderType(OrderType::Enum& value) const
6711  {
6713 
6714  return enumeration<OrderType>(value, offset, NullUInt8());
6715  }
6716 
6717  /// Provides access to orderPx field.
6719  bool orderPx(Int64& value) const
6721  {
6723 
6724  return ordinary(value, offset, NullInt64());
6725  }
6726 
6727  /// Provides access to orderSide field.
6729  bool orderSide(OrderSide::Enum& value) const
6731  {
6733 
6734  return enumeration<OrderSide>(value, offset, NullUInt8());
6735  }
6736 
6737  /// Provides access to orderQuantity field.
6739  bool orderQuantity(Uint64& value) const
6741  {
6743 
6744  return ordinary(value, offset, NullUint64());
6745  }
6746 
6747  /// Provides access to pegOffset field.
6749  bool pegOffset(Int8& value) const
6751  {
6753 
6754  return ordinary(value, offset, NullInt8());
6755  }
6756 
6757  /// Provides access to firmID field.
6759  StrRef firmId() const
6761  {
6764 
6765  return fixedStr<length>(offset);
6766  }
6767 
6768  /// Provides access to accountType field.
6772  {
6774 
6775  return enumeration<AccountType>(offset);
6776  }
6777 
6778  /// \return size of entry body in bytes
6779  /// for given version of message template.
6784  {
6785  return
6786  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6787  minimalBlockLength(version);
6788  }
6789 
6790  /// \return minimal size of entry body in bytes
6791  /// for given version of message template.
6794  static
6795  BlockLength
6799  {
6800  return
6801  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6802  49;
6803  }
6804 
6805  /// Entity class name.
6809  static const Char* className()
6810  {
6811  return "LongOrderUpdate.OrdersEntry";
6812  }
6813  };
6814 
6815  /// Repeating group containing OrdersEntry entries.
6816  typedef
6819 
6820  /// Initializes a blank instance.
6822 
6823  /// Creates an instance over the given memory block.
6825  const void* data,
6826  EncodedLength length)
6827  : SbeMessage(data, length)
6828  {
6829  checkCompatibility();
6830  }
6831 
6832  /// Creates an instance over the given SBE message.
6833  explicit
6835  const SbeMessage& message)
6836  : SbeMessage(message)
6837  {
6838  assert(message.valid());
6839 
6840  checkCompatibility();
6841  }
6842 
6843  /// Provides access to mDSeqNum field.
6845  bool seqNum(Uint64& value) const
6847  {
6849 
6850  return ordinary(value, offset, NullUint64());
6851  }
6852 
6853  /// Provides access to rebroadcastIndicator field.
6857  {
6859 
6860  return ordinary(value, offset, NullUnsignedChar());
6861  }
6862 
6863  /// Provides access to eMM field.
6865  Emm::Enum eMM() const
6867  {
6869 
6870  return enumeration<Emm>(offset);
6871  }
6872 
6873  /// Provides access to eventTime field.
6875  bool eventTime(Uint64& value) const
6877  {
6879 
6880  return ordinary(value, offset, NullUint64());
6881  }
6882 
6883  /// \return instance of Orders repeating group.
6885  Orders orders() const
6887  {
6888  return getGroup<Orders>(OrdersAccess(), *this);
6889  }
6890 
6891  /// Minimal size of message body in bytes.
6894  static
6895  BlockLength
6899  {
6900  return
6901  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6902  18;
6903  }
6904 
6905  /// Size of message body in bytes.
6910  {
6911  return
6912  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6913  minimalBlockLength(version);
6914  }
6915 
6916  /// Minimal variable fields size (when variable-length fields are empty).
6920  static
6921  MessageSize
6924  {
6925  return
6926  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6927  static_cast<MessageSize>(Orders::EmptySize);
6928  }
6929 
6930  /// \return class name.
6934  static const Char* className()
6935  {
6936  return "LongOrderUpdate";
6937  }
6938 
6939  /// FIX message type.
6943  static StrRef fixType()
6945  {
6946  return constructStrRef("LongOrderUpdate");
6947  }
6948 
6949  /// \return a human-readable presentation.
6951  std::string toString() const;
6952 
6953 private:
6954  void checkLength(
6955  EncodedLength length, SchemaVersion version) const
6956  {
6957  const EncodedLength minimalRequiredLength =
6958  minimalBlockLength(version) +
6959  MessageHeader::Size +
6960  getMinimalVariableFieldsSize(version);
6961 
6962  checkBinaryLength(
6963  *this, length, minimalRequiredLength);
6964  }
6965 
6966  /// Checks variable fields consistency.
6967  void checkVarLenFields() const
6968  {
6969  groups().
6970  checkTail<Orders>();
6971  }
6972 
6973  void checkCompatibility() const
6974  {
6975  assert(TemplateId == templateId());
6976 
6977  checkSchema<Schema>(schemaId(), version());
6978  checkLength(bufferSize(), version());
6979  checkVarLenFields();
6980  }
6981 
6982  /// Access helper.
6983  struct OrdersAccess
6984  {
6985  Orders
6986  operator()(
6987  const LongOrderUpdate& obj) const
6989  {
6990  return obj.
6991  groups().
6992  head<Orders>();
6993  }
6994  };
6995 };
6996 
6997 /// Message identifiers and length of message root.
7000 : SbeMessage
7001 {
7002  /// Used template schema.
7004 
7005  /// Message template ID from SBE schema.
7006  enum { TemplateId = 1016 };
7007 
7008  /// Repeating group dimensions.
7009  /// Entry of PackageComponentsEntry repeating group.
7012  <
7014  >
7015  {
7016  /// Base class type.
7017  typedef
7019  <
7021  >
7023 
7024  /// Initializes instance of given
7025  /// version over given memory block.
7027  const void* data,
7028  EncodedLength length,
7029  SchemaVersion version)
7030  : Base(data, numericCast<Base::BlockLength>(length), version)
7031  {
7032  assert(version >= Schema::MinimalVersion);
7033  assert(length >= minimalBlockLength(version));
7034  }
7035 
7036  /// Provides access to legSymbolIndex field.
7038  bool legSymbolIndex(Uint32& value) const
7040  {
7042 
7043  return ordinary(value, offset, NullUint32());
7044  }
7045 
7046  /// Provides access to legRatio field.
7048  bool legRatio(Uint32& value) const
7050  {
7052 
7053  return ordinary(value, offset, NullUint32());
7054  }
7055 
7056  /// Provides access to legLastPx field.
7058  bool legLastPx(Int64& value) const
7060  {
7062 
7063  return ordinary(value, offset, NullInt64());
7064  }
7065 
7066  /// Provides access to legLastQty field.
7068  bool legLastQty(Uint64& value) const
7070  {
7072 
7073  return ordinary(value, offset, NullUint64());
7074  }
7075 
7076  /// \return size of entry body in bytes
7077  /// for given version of message template.
7082  {
7083  return
7084  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7085  minimalBlockLength(version);
7086  }
7087 
7088  /// \return minimal size of entry body in bytes
7089  /// for given version of message template.
7092  static
7093  BlockLength
7097  {
7098  return
7099  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7100  24;
7101  }
7102 
7103  /// Entity class name.
7107  static const Char* className()
7108  {
7109  return "LisPackageStructure.PackageComponentsEntry";
7110  }
7111  };
7112 
7113  /// Repeating group containing PackageComponentsEntry entries.
7114  typedef
7117 
7118  /// Initializes a blank instance.
7120 
7121  /// Creates an instance over the given memory block.
7123  const void* data,
7124  EncodedLength length)
7125  : SbeMessage(data, length)
7126  {
7127  checkCompatibility();
7128  }
7129 
7130  /// Creates an instance over the given SBE message.
7131  explicit
7133  const SbeMessage& message)
7134  : SbeMessage(message)
7135  {
7136  assert(message.valid());
7137 
7138  checkCompatibility();
7139  }
7140 
7141  /// Provides access to mDSeqNum field.
7143  bool seqNum(Uint64& value) const
7145  {
7147 
7148  return ordinary(value, offset, NullUint64());
7149  }
7150 
7151  /// Provides access to rebroadcastIndicator field.
7155  {
7157 
7158  return ordinary(value, offset, NullUnsignedChar());
7159  }
7160 
7161  /// Provides access to eMM field.
7163  Emm::Enum eMM() const
7165  {
7167 
7168  return enumeration<Emm>(offset);
7169  }
7170 
7171  /// Provides access to eventTime field.
7173  bool eventTime(Uint64& value) const
7175  {
7177 
7178  return ordinary(value, offset, NullUint64());
7179  }
7180 
7181  /// Provides access to contractSymbolIndex field.
7183  bool contractSymbolIndex(Uint32& value) const
7185  {
7187 
7188  return ordinary(value, offset, NullUint32());
7189  }
7190 
7191  /// Provides access to mifidExecutionID field.
7195  {
7198 
7199  return fixedStr<length>(offset);
7200  }
7201 
7202  /// Provides access to strategyCode field.
7206  {
7208 
7209  return enumeration<StrategyCode>(offset);
7210  }
7211 
7212  /// \return instance of PackageComponents repeating group.
7216  {
7217  return getGroup<PackageComponents>(
7218  PackageComponentsAccess(),
7219  *this);
7220  }
7221 
7222  /// Minimal size of message body in bytes.
7225  static
7226  BlockLength
7230  {
7231  return
7232  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7233  75;
7234  }
7235 
7236  /// Size of message body in bytes.
7241  {
7242  return
7243  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7244  minimalBlockLength(version);
7245  }
7246 
7247  /// Minimal variable fields size (when variable-length fields are empty).
7251  static
7252  MessageSize
7255  {
7256  return
7257  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7258  static_cast<MessageSize>(PackageComponents::EmptySize);
7259  }
7260 
7261  /// \return class name.
7265  static const Char* className()
7266  {
7267  return "LisPackageStructure";
7268  }
7269 
7270  /// FIX message type.
7274  static StrRef fixType()
7276  {
7277  return constructStrRef("LISPackageStructure");
7278  }
7279 
7280  /// \return a human-readable presentation.
7282  std::string toString() const;
7283 
7284 private:
7285  void checkLength(
7286  EncodedLength length, SchemaVersion version) const
7287  {
7288  const EncodedLength minimalRequiredLength =
7289  minimalBlockLength(version) +
7290  MessageHeader::Size +
7291  getMinimalVariableFieldsSize(version);
7292 
7293  checkBinaryLength(
7294  *this, length, minimalRequiredLength);
7295  }
7296 
7297  /// Checks variable fields consistency.
7298  void checkVarLenFields() const
7299  {
7300  groups().
7301  checkTail<PackageComponents>();
7302  }
7303 
7304  void checkCompatibility() const
7305  {
7306  assert(TemplateId == templateId());
7307 
7308  checkSchema<Schema>(schemaId(), version());
7309  checkLength(bufferSize(), version());
7310  checkVarLenFields();
7311  }
7312 
7313  /// Access helper.
7314  struct PackageComponentsAccess
7315  {
7317  operator()(
7318  const LisPackageStructure& obj) const
7320  {
7321  return obj.
7322  groups().
7323  head<PackageComponents>();
7324  }
7325  };
7326 };
7327 
7328 /// Message identifiers and length of message root.
7330 ApaQuotes
7331 : SbeMessage
7332 {
7333  /// Used template schema.
7335 
7336  /// Message template ID from SBE schema.
7337  enum { TemplateId = 1026 };
7338 
7339  /// Initializes a blank instance.
7341 
7342  /// Creates an instance over the given memory block.
7344  const void* data,
7345  EncodedLength length)
7346  : SbeMessage(data, length)
7347  {
7348  checkCompatibility();
7349  }
7350 
7351  /// Creates an instance over the given SBE message.
7352  explicit
7354  const SbeMessage& message)
7355  : SbeMessage(message)
7356  {
7357  assert(message.valid());
7358 
7359  checkCompatibility();
7360  }
7361 
7362  /// Provides access to mDSeqNum field.
7364  bool seqNum(Uint64& value) const
7366  {
7368 
7369  return ordinary(value, offset, NullUint64());
7370  }
7371 
7372  /// Provides access to rebroadcastIndicator field.
7376  {
7378 
7379  return ordinary(value, offset, NullUnsignedChar());
7380  }
7381 
7382  /// Provides access to mifidInstrumentIdType field.
7386  {
7389 
7390  return fixedStr<length>(offset);
7391  }
7392 
7393  /// Provides access to mifidInstrumentID field.
7397  {
7400 
7401  return fixedStr<length>(offset);
7402  }
7403 
7404  /// Provides access to mIC field.
7406  StrRef mIC() const
7408  {
7411 
7412  return fixedStr<length>(offset);
7413  }
7414 
7415  /// Provides access to currency field.
7419  {
7422 
7423  return fixedStr<length>(offset);
7424  }
7425 
7426  /// Provides access to lEICode field.
7428  StrRef lEICode() const
7430  {
7433 
7434  return fixedStr<length>(offset);
7435  }
7436 
7437  /// Provides access to eventTime field.
7439  bool eventTime(Uint64& value) const
7441  {
7443 
7444  return ordinary(value, offset, NullUint64());
7445  }
7446 
7447  /// Provides access to quoteUpdateType field.
7451  {
7453 
7454  return enumeration<QuoteUpdateType>(offset);
7455  }
7456 
7457  /// Provides access to mifidPrice field.
7461  {
7464 
7465  return fixedStr<length>(offset);
7466  }
7467 
7468  /// Provides access to mifidQuantity field.
7472  {
7475 
7476  return fixedStr<length>(offset);
7477  }
7478 
7479  /// Provides access to aPAOrigin field.
7481  bool aPAOrigin(StrRef& value) const
7483  {
7486 
7487  return fixedStr<length>(value, offset);
7488  }
7489 
7490  /// Minimal size of message body in bytes.
7493  static
7494  BlockLength
7498  {
7499  return
7500  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7501  105;
7502  }
7503 
7504  /// Size of message body in bytes.
7509  {
7510  return
7511  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7512  minimalBlockLength(version);
7513  }
7514 
7515  /// Minimal variable fields size (when variable-length fields are empty).
7519  static
7520  MessageSize
7523  {
7524  return
7525  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7526  0;
7527  }
7528 
7529  /// \return class name.
7533  static const Char* className()
7534  {
7535  return "ApaQuotes";
7536  }
7537 
7538  /// FIX message type.
7542  static StrRef fixType()
7544  {
7545  return constructStrRef("APAQuotes");
7546  }
7547 
7548  /// \return a human-readable presentation.
7550  std::string toString() const;
7551 
7552 private:
7553  void checkLength(
7554  EncodedLength length, SchemaVersion version) const
7555  {
7556  const EncodedLength minimalRequiredLength =
7557  minimalBlockLength(version) +
7558  MessageHeader::Size +
7559  getMinimalVariableFieldsSize(version);
7560 
7561  checkBinaryLength(
7562  *this, length, minimalRequiredLength);
7563  }
7564 
7565  void checkCompatibility() const
7566  {
7567  assert(TemplateId == templateId());
7568 
7569  checkSchema<Schema>(schemaId(), version());
7570  checkLength(bufferSize(), version());
7571  }
7572 };
7573 
7574 /// Message identifiers and length of message root.
7577 : SbeMessage
7578 {
7579  /// Used template schema.
7581 
7582  /// Message template ID from SBE schema.
7583  enum { TemplateId = 1027 };
7584 
7585  /// Initializes a blank instance.
7587 
7588  /// Creates an instance over the given memory block.
7590  const void* data,
7591  EncodedLength length)
7592  : SbeMessage(data, length)
7593  {
7594  checkCompatibility();
7595  }
7596 
7597  /// Creates an instance over the given SBE message.
7598  explicit
7600  const SbeMessage& message)
7601  : SbeMessage(message)
7602  {
7603  assert(message.valid());
7604 
7605  checkCompatibility();
7606  }
7607 
7608  /// Provides access to mDSeqNum field.
7610  bool seqNum(Uint64& value) const
7612  {
7614 
7615  return ordinary(value, offset, NullUint64());
7616  }
7617 
7618  /// Provides access to rebroadcastIndicator field.
7622  {
7624 
7625  return ordinary(value, offset, NullUnsignedChar());
7626  }
7627 
7628  /// Provides access to mifidInstrumentIdType field.
7632  {
7635 
7636  return fixedStr<length>(offset);
7637  }
7638 
7639  /// Provides access to mifidInstrumentID field.
7643  {
7646 
7647  return fixedStr<length>(offset);
7648  }
7649 
7650  /// Provides access to fullInstrumentName field.
7652  bool fullInstrumentName(StrRef& value) const
7654  {
7657 
7658  return fixedStr<length>(value, offset);
7659  }
7660 
7661  /// Provides access to cFI field.
7663  bool cFI(StrRef& value) const
7665  {
7668 
7669  return fixedStr<length>(value, offset);
7670  }
7671 
7672  /// Provides access to notionalCurrency field.
7674  bool notionalCurrency(StrRef& value) const
7676  {
7679 
7680  return fixedStr<length>(value, offset);
7681  }
7682 
7683  /// Provides access to secondNotionalCurrency field.
7685  bool secondNotionalCurrency(StrRef& value) const
7687  {
7690 
7691  return fixedStr<length>(value, offset);
7692  }
7693 
7694  /// Provides access to priceMultiplier field.
7696  bool priceMultiplier(Uint32& value) const
7698  {
7700 
7701  return ordinary(value, offset, NullUint32());
7702  }
7703 
7704  /// Provides access to priceMultiplierDecimals field.
7708  {
7710 
7711  return ordinary(value, offset, NullUnsignedChar());
7712  }
7713 
7714  /// Provides access to underlyingISINCode field.
7716  bool underlyingISINCode(StrRef& value) const
7718  {
7721 
7722  return fixedStr<length>(value, offset);
7723  }
7724 
7725  /// Provides access to underlyingIndexName field.
7727  bool underlyingIndexName(StrRef& value) const
7729  {
7732 
7733  return fixedStr<length>(value, offset);
7734  }
7735 
7736  /// Provides access to underlyingIndexTerm field.
7738  bool underlyingIndexTerm(StrRef& value) const
7740  {
7743 
7744  return fixedStr<length>(value, offset);
7745  }
7746 
7747  /// Provides access to optionType field.
7749  bool optionType(OptionType::Enum& value) const
7751  {
7753 
7754  return enumeration<OptionType>(value, offset, NullUInt8());
7755  }
7756 
7757  /// Provides access to strikePrice field.
7759  bool strikePrice(Int64& value) const
7761  {
7763 
7764  return ordinary(value, offset, NullInt64());
7765  }
7766 
7767  /// Provides access to strikePriceDecimals field.
7771  {
7773 
7774  return ordinary(value, offset, NullUnsignedChar());
7775  }
7776 
7777  /// Provides access to exerStyle field.
7779  bool
7781  ExerciseStyle::Enum& value) const
7783  {
7785 
7786  return enumeration<ExerciseStyle>(value, offset, NullUInt8());
7787  }
7788 
7789  /// Provides access to maturityDate field.
7791  bool maturityDate(StrRef& value) const
7793  {
7796 
7797  return fixedStr<length>(value, offset);
7798  }
7799 
7800  /// Provides access to expiryDate field.
7802  bool expiryDate(StrRef& value) const
7804  {
7807 
7808  return fixedStr<length>(value, offset);
7809  }
7810 
7811  /// Provides access to settlementMethod field.
7813  bool settlementMethod(Char& value) const
7815  {
7817 
7818  return ordinary(value, offset, NullChar());
7819  }
7820 
7821  /// Minimal size of message body in bytes.
7824  static
7825  BlockLength
7829  {
7830  return
7831  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7832  217;
7833  }
7834 
7835  /// Size of message body in bytes.
7840  {
7841  return
7842  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7843  minimalBlockLength(version);
7844  }
7845 
7846  /// Minimal variable fields size (when variable-length fields are empty).
7850  static
7851  MessageSize
7854  {
7855  return
7856  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7857  0;
7858  }
7859 
7860  /// \return class name.
7864  static const Char* className()
7865  {
7866  return "ApaStandingData";
7867  }
7868 
7869  /// FIX message type.
7873  static StrRef fixType()
7875  {
7876  return constructStrRef("APAStandingData");
7877  }
7878 
7879  /// \return a human-readable presentation.
7881  std::string toString() const;
7882 
7883 private:
7884  void checkLength(
7885  EncodedLength length, SchemaVersion version) const
7886  {
7887  const EncodedLength minimalRequiredLength =
7888  minimalBlockLength(version) +
7889  MessageHeader::Size +
7890  getMinimalVariableFieldsSize(version);
7891 
7892  checkBinaryLength(
7893  *this, length, minimalRequiredLength);
7894  }
7895 
7896  void checkCompatibility() const
7897  {
7898  assert(TemplateId == templateId());
7899 
7900  checkSchema<Schema>(schemaId(), version());
7901  checkLength(bufferSize(), version());
7902  }
7903 };
7904 
7905 /// Message identifiers and length of message root.
7908 : SbeMessage
7909 {
7910  /// Used template schema.
7912 
7913  /// Message template ID from SBE schema.
7914  enum { TemplateId = 1028 };
7915 
7916  /// Initializes a blank instance.
7918 
7919  /// Creates an instance over the given memory block.
7921  const void* data,
7922  EncodedLength length)
7923  : SbeMessage(data, length)
7924  {
7925  checkCompatibility();
7926  }
7927 
7928  /// Creates an instance over the given SBE message.
7929  explicit
7931  const SbeMessage& message)
7932  : SbeMessage(message)
7933  {
7934  assert(message.valid());
7935 
7936  checkCompatibility();
7937  }
7938 
7939  /// Provides access to mDSeqNum field.
7941  bool seqNum(Uint64& value) const
7943  {
7945 
7946  return ordinary(value, offset, NullUint64());
7947  }
7948 
7949  /// Provides access to rebroadcastIndicator field.
7953  {
7955 
7956  return ordinary(value, offset, NullUnsignedChar());
7957  }
7958 
7959  /// Provides access to eMM field.
7961  Emm::Enum eMM() const
7963  {
7965 
7966  return enumeration<Emm>(offset);
7967  }
7968 
7969  /// Provides access to eventTime field.
7971  bool eventTime(Uint64& value) const
7973  {
7975 
7976  return ordinary(value, offset, NullUint64());
7977  }
7978 
7979  /// Provides access to tradingDateTime field.
7983  {
7986 
7987  return fixedStr<length>(offset);
7988  }
7989 
7990  /// Provides access to publicationDateTime field.
7992  bool publicationDateTime(StrRef& value) const
7994  {
7997 
7998  return fixedStr<length>(value, offset);
7999  }
8000 
8001  /// Provides access to tradeType field.
8005  {
8007 
8008  return enumeration<TradeType>(offset);
8009  }
8010 
8011  /// Provides access to mifidInstrumentIdType field.
8013  bool mifidInstrumentIdType(StrRef& value) const
8015  {
8018 
8019  return fixedStr<length>(value, offset);
8020  }
8021 
8022  /// Provides access to mifidInstrumentID field.
8024  bool mifidInstrumentId(StrRef& value) const
8026  {
8029 
8030  return fixedStr<length>(value, offset);
8031  }
8032 
8033  /// Provides access to miFIDTransactionID field.
8037  {
8040 
8041  return fixedStr<length>(offset);
8042  }
8043 
8044  /// Provides access to mifidPrice field.
8046  bool mifidPrice(StrRef& value) const
8048  {
8051 
8052  return fixedStr<length>(value, offset);
8053  }
8054 
8055  /// Provides access to mifidQuantity field.
8059  {
8062 
8063  return fixedStr<length>(offset);
8064  }
8065 
8066  /// Provides access to mifidPriceNotation field.
8068  bool mifidPriceNotation(StrRef& value) const
8070  {
8073 
8074  return fixedStr<length>(value, offset);
8075  }
8076 
8077  /// Provides access to mifidCurrency field.
8079  bool mifidCurrency(StrRef& value) const
8081  {
8084 
8085  return fixedStr<length>(value, offset);
8086  }
8087 
8088  /// Provides access to miFIDQtyinMsrmtUnitNotation field.
8092  {
8095 
8096  return fixedStr<length>(value, offset);
8097  }
8098 
8099  /// Provides access to mifidQuantityMeasurementUnit field.
8103  {
8106 
8107  return fixedStr<length>(value, offset);
8108  }
8109 
8110  /// Provides access to miFIDNotionalAmount field.
8112  bool miFIdNotionalAmount(StrRef& value) const
8114  {
8117 
8118  return fixedStr<length>(value, offset);
8119  }
8120 
8121  /// Provides access to notionalCurrency field.
8123  bool notionalCurrency(StrRef& value) const
8125  {
8128 
8129  return fixedStr<length>(value, offset);
8130  }
8131 
8132  /// Provides access to miFIDClearingFlag field.
8134  bool miFIdClearingFlag(StrRef& value) const
8136  {
8139 
8140  return fixedStr<length>(value, offset);
8141  }
8142 
8143  /// Provides access to efficientMMTMarketMechanism field.
8145  bool
8147  EfficientMMTMarketMechanism::Enum& value) const
8149  {
8151 
8152  return enumeration<EfficientMMTMarketMechanism>(value, offset, NullUInt8());
8153  }
8154 
8155  /// Provides access to efficientMMTTradingMode field.
8157  bool
8159  EfficientMMTTradingMode::Enum& value) const
8161  {
8163 
8164  return enumeration<EfficientMMTTradingMode>(value, offset, NullChar());
8165  }
8166 
8167  /// Provides access to efficientMMTTransactionCategory field.
8169  bool
8173  {
8175 
8176  return enumeration<EfficientMMTTransactionCategory>(value, offset, NullChar());
8177  }
8178 
8179  /// Provides access to efficientMMTNegotiationIndicator field.
8181  bool
8185  {
8187 
8188  return enumeration<EfficientMMTNegotiationIndicator>(value, offset, NullChar());
8189  }
8190 
8191  /// Provides access to efficientMMTAgencyCrossTradeIndicator field.
8193  bool
8197  {
8199 
8200  return enumeration<EfficientMMTAgencyCrossTradeIndicator>(value, offset, NullChar());
8201  }
8202 
8203  /// Provides access to efficientMMTModificationIndicator field.
8205  bool
8209  {
8211 
8212  return enumeration<EfficientMMTModificationIndicator>(value, offset, NullChar());
8213  }
8214 
8215  /// Provides access to efficientMMTBenchmarkIndicator field.
8217  bool
8221  {
8223 
8224  return enumeration<EfficientMMTBenchmarkIndicator>(value, offset, NullChar());
8225  }
8226 
8227  /// Provides access to efficientMMTSpecialDividendIndicator field.
8229  bool
8233  {
8235 
8236  return enumeration<EfficientMMTSpecialDividendIndicator>(value, offset, NullChar());
8237  }
8238 
8239  /// Provides access to efficientMMTOffBookAutomatedIndicator field.
8241  bool
8245  {
8247 
8248  return enumeration<EfficientMMTOffBookAutomatedIndicator>(value, offset, NullChar());
8249  }
8250 
8251  /// Provides access to efficientMMTContributiontoPrice field.
8253  bool
8257  {
8259 
8260  return enumeration<EfficientMMTContributiontoPrice>(value, offset, NullChar());
8261  }
8262 
8263  /// Provides access to efficientMMTAlgorithmicIndicator field.
8265  bool
8269  {
8271 
8272  return enumeration<EfficientMMTAlgorithmicIndicator>(value, offset, NullChar());
8273  }
8274 
8275  /// Provides access to efficientMMTPublicationMode field.
8277  bool
8279  EfficientMMTPublicationMode::Enum& value) const
8281  {
8283 
8284  return enumeration<EfficientMMTPublicationMode>(value, offset, NullChar());
8285  }
8286 
8287  /// Provides access to efficientMMTPostTradeDeferral field.
8289  bool
8293  {
8295 
8296  return enumeration<EfficientMMTPostTradeDeferral>(value, offset, NullChar());
8297  }
8298 
8299  /// Provides access to efficientMMTDuplicativeIndicator field.
8301  bool
8305  {
8307 
8308  return enumeration<EfficientMMTDuplicativeIndicator>(value, offset, NullChar());
8309  }
8310 
8311  /// Provides access to tradeReference field.
8313  bool tradeReference(StrRef& value) const
8315  {
8318 
8319  return fixedStr<length>(value, offset);
8320  }
8321 
8322  /// Provides access to originalReportTimestamp field.
8324  bool originalReportTimestamp(Uint64& value) const
8326  {
8328 
8329  return ordinary(value, offset, NullUint64());
8330  }
8331 
8332  /// Provides access to priceMultiplier field.
8334  bool priceMultiplier(Uint32& value) const
8336  {
8338 
8339  return ordinary(value, offset, NullUint32());
8340  }
8341 
8342  /// Provides access to priceMultiplierDecimals field.
8346  {
8348 
8349  return ordinary(value, offset, NullUnsignedChar());
8350  }
8351 
8352  /// Provides access to venue field.
8354  StrRef venue() const
8356  {
8359 
8360  return fixedStr<length>(offset);
8361  }
8362 
8363  /// Provides access to miFIDEmissionAllowanceType field.
8367  {
8370 
8371  return fixedStr<length>(value, offset);
8372  }
8373 
8374  /// Provides access to longTradeReference field.
8376  bool longTradeReference(StrRef& value) const
8378  {
8381 
8382  return fixedStr<length>(value, offset);
8383  }
8384 
8385  /// Provides access to aPAOrigin field.
8387  bool aPAOrigin(StrRef& value) const
8389  {
8392 
8393  return fixedStr<length>(value, offset);
8394  }
8395 
8396  /// Provides access to tradeUniqueIdentifier field.
8398  bool tradeUniqueIdentifier(StrRef& value) const
8400  {
8404 
8405  return fixedStr<length>(value, offset, since);
8406  }
8407 
8408  /// Minimal size of message body in bytes.
8413  {
8414  return
8415  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
8416  (version >= 316)
8417  ? 405
8418  : 389;
8419  }
8420 
8421  /// Size of message body in bytes.
8426  {
8427  return
8428  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
8429  minimalBlockLength(version);
8430  }
8431 
8432  /// Minimal variable fields size (when variable-length fields are empty).
8436  static
8437  MessageSize
8440  {
8441  return
8442  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
8443  0;
8444  }
8445 
8446  /// \return class name.
8450  static const Char* className()
8451  {
8452  return "ApaFullTradeInformation";
8453  }
8454 
8455  /// FIX message type.
8459  static StrRef fixType()
8461  {
8462  return constructStrRef(
8463  "APAFullTradeInformation");
8464  }
8465 
8466  /// \return a human-readable presentation.
8468  std::string toString() const;
8469 
8470 private:
8471  void checkLength(
8472  EncodedLength length, SchemaVersion version) const
8473  {
8474  const EncodedLength minimalRequiredLength =
8475  minimalBlockLength(version) +
8476  MessageHeader::Size +
8477  getMinimalVariableFieldsSize(version);
8478 
8479  checkBinaryLength(
8480  *this, length, minimalRequiredLength);
8481  }
8482 
8483  void checkCompatibility() const
8484  {
8485  assert(TemplateId == templateId());
8486 
8487  checkSchema<Schema>(schemaId(), version());
8488  checkLength(bufferSize(), version());
8489  }
8490 };
8491 
8492 /// Message identifiers and length of message root.
8495 : SbeMessage
8496 {
8497  /// Used template schema.
8499 
8500  /// Message template ID from SBE schema.
8501  enum { TemplateId = 1201 };
8502 
8503  /// Repeating group dimensions.
8504  /// Entry of InterestPaymentDateRepEntry repeating group.
8507  <
8509  >
8510  {
8511  /// Base class type.
8512  typedef
8514  <
8516  >
8518 
8519  /// Initializes instance of given
8520  /// version over given memory block.
8522  const void* data,
8523  EncodedLength length,
8524  SchemaVersion version)
8525  : Base(data, numericCast<Base::BlockLength>(length), version)
8526  {
8527  assert(version >= Schema::MinimalVersion);
8528  assert(length >= minimalBlockLength(version));
8529  }
8530 
8531  /// Provides access to interestPaymentDate field.
8533  bool interestPaymentDate(Uint16& value) const
8535  {
8537 
8538  return ordinary(value, offset, NullUint16());
8539  }
8540 
8541  /// \return size of entry body in bytes
8542  /// for given version of message template.
8547  {
8548  return
8549  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
8550  minimalBlockLength(version);
8551  }
8552 
8553  /// \return minimal size of entry body in bytes
8554  /// for given version of message template.
8557  static
8558  BlockLength
8562  {
8563  return
8564  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
8565  2;
8566  }
8567 
8568  /// Entity class name.
8572  static const Char* className()
8573  {
8574  return "BfInstrumentReference.InterestPaymentDateRepEntry";
8575  }
8576  };
8577 
8578  /// Repeating group containing InterestPaymentDateRepEntry entries.
8579  typedef
8582 
8583  /// Initializes a blank instance.
8585 
8586  /// Creates an instance over the given memory block.
8588  const void* data,
8589  EncodedLength length)
8590  : SbeMessage(data, length)
8591  {
8592  checkCompatibility();
8593  }
8594 
8595  /// Creates an instance over the given SBE message.
8596  explicit
8598  const SbeMessage& message)
8599  : SbeMessage(message)
8600  {
8601  assert(message.valid());
8602 
8603  checkCompatibility();
8604  }
8605 
8606  /// Provides access to mDSeqNum field.
8608  bool seqNum(Uint64& value) const
8610  {
8612 
8613  return ordinary(value, offset, NullUint64());
8614  }
8615 
8616  /// Provides access to rebroadcastIndicator field.
8620  {
8622 
8623  return ordinary(value, offset, NullUnsignedChar());
8624  }
8625 
8626  /// Provides access to symbolIndex field.
8628  bool symbolIndex(Uint32& value) const
8630  {
8632 
8633  return ordinary(value, offset, NullUint32());
8634  }
8635 
8636  /// Provides access to optiqSegment field.
8640  {
8642 
8643  return enumeration<OptiqSegment>(offset);
8644  }
8645 
8646  /// Provides access to iSINCode field.
8648  bool iSINCode(StrRef& value) const
8650  {
8653 
8654  return fixedStr<length>(value, offset);
8655  }
8656 
8657  /// Provides access to sEDOLCode field.
8659  bool sEDOLCode(StrRef& value) const
8661  {
8664 
8665  return fixedStr<length>(value, offset);
8666  }
8667 
8668  /// Provides access to longIssuerName field.
8670  bool longIssuerName(StrRef& value) const
8672  {
8675 
8676  return fixedStr<length>(value, offset);
8677  }
8678 
8679  /// Provides access to longInstrumentName field.
8681  bool longInstrumentName(StrRef& value) const
8683  {
8686 
8687  return fixedStr<length>(value, offset);
8688  }
8689 
8690  /// Provides access to currency field.
8692  bool currency(StrRef& value) const
8694  {
8697 
8698  return fixedStr<length>(value, offset);
8699  }
8700 
8701  /// Provides access to dateOfInitialListing field.
8703  bool dateOfInitialListing(Uint16& value) const
8705  {
8707 
8708  return ordinary(value, offset, NullUint16());
8709  }
8710 
8711  /// Provides access to shareAmountInIssue field.
8713  bool shareAmountInIssue(Int64& value) const
8715  {
8717 
8718  return ordinary(value, offset, NullInt64());
8719  }
8720 
8721  /// Provides access to openedClosedFund field.
8723  bool
8725  OpenedClosedFund::Enum& value) const
8727  {
8729 
8730  return enumeration<OpenedClosedFund>(value, offset, NullChar());
8731  }
8732 
8733  /// Provides access to lastNAVPrice field.
8735  bool lastNAVPrice(Int64& value) const
8737  {
8739 
8740  return ordinary(value, offset, NullInt64());
8741  }
8742 
8743  /// Provides access to grossOfCDSCIndicator field.
8745  bool
8747  GrossofCDSCIndicator::Enum& value) const
8749  {
8751 
8752  return enumeration<GrossofCDSCIndicator>(value, offset, NullChar());
8753  }
8754 
8755  /// Provides access to coupon field.
8757  bool coupon(Int64& value) const
8759  {
8761 
8762  return ordinary(value, offset, NullInt64());
8763  }
8764 
8765  /// Provides access to maturityDate field.
8767  bool maturityDate(StrRef& value) const
8769  {
8772 
8773  return fixedStr<length>(value, offset);
8774  }
8775 
8776  /// Provides access to closingPrice field.
8778  bool closingPrice(Int64& value) const
8780  {
8782 
8783  return ordinary(value, offset, NullInt64());
8784  }
8785 
8786  /// Provides access to mIC field.
8788  bool mIC(StrRef& value) const
8790  {
8793 
8794  return fixedStr<length>(value, offset);
8795  }
8796 
8797  /// Provides access to grossDividendPayablePerUnit field.
8801  {
8803 
8804  return ordinary(value, offset, NullInt64());
8805  }
8806 
8807  /// Provides access to dividendCurrency field.
8809  bool dividendCurrency(StrRef& value) const
8811  {
8814 
8815  return fixedStr<length>(value, offset);
8816  }
8817 
8818  /// Provides access to dividendRecordDate field.
8820  bool dividendRecordDate(Uint16& value) const
8822  {
8824 
8825  return ordinary(value, offset, NullUint16());
8826  }
8827 
8828  /// Provides access to dividendRate field.
8830  bool dividendRate(Uint64& value) const
8832  {
8834 
8835  return ordinary(value, offset, NullUint64());
8836  }
8837 
8838  /// Provides access to exDividendDate field.
8840  bool exDividendDate(Uint16& value) const
8842  {
8844 
8845  return ordinary(value, offset, NullUint16());
8846  }
8847 
8848  /// Provides access to dividendPaymentDate field.
8850  bool dividendPaymentDate(Uint16& value) const
8852  {
8854 
8855  return ordinary(value, offset, NullUint16());
8856  }
8857 
8858  /// Provides access to taxDescriptionAttachingToADividend field.
8860  bool
8864  {
8866 
8867  return enumeration<TaxDescriptionAttachingtoaDividend>(value, offset, NullChar());
8868  }
8869 
8870  /// Provides access to nextMeeting field.
8872  bool nextMeeting(StrRef& value) const
8874  {
8877 
8878  return fixedStr<length>(value, offset);
8879  }
8880 
8881  /// Provides access to grossDividendInEuros field.
8883  bool grossDividendInEuros(Int64& value) const
8885  {
8887 
8888  return ordinary(value, offset, NullInt64());
8889  }
8890 
8891  /// Provides access to issueDate field.
8893  bool issueDate(Uint16& value) const
8895  {
8897 
8898  return ordinary(value, offset, NullUint16());
8899  }
8900 
8901  /// Provides access to issuingCountry field.
8903  bool issuingCountry(StrRef& value) const
8905  {
8908 
8909  return fixedStr<length>(value, offset);
8910  }
8911 
8912  /// Provides access to cFI field.
8914  bool cFI(StrRef& value) const
8916  {
8919 
8920  return fixedStr<length>(value, offset);
8921  }
8922 
8923  /// Provides access to paymentFrequency field.
8925  bool
8927  PaymentFrequency::Enum& value) const
8929  {
8931 
8932  return enumeration<PaymentFrequency>(value, offset, NullUInt8());
8933  }
8934 
8935  /// Provides access to minimumAmount field.
8937  bool minimumAmount(Int64& value) const
8939  {
8941 
8942  return ordinary(value, offset, NullInt64());
8943  }
8944 
8945  /// Provides access to instrumentCategory field.
8949  {
8951 
8952  return enumeration<InstrumentCategory>(offset);
8953  }
8954 
8955  /// Provides access to securityCondition field.
8957  bool
8959  SecurityCondition::Enum& value) const
8961  {
8963 
8964  return enumeration<SecurityCondition>(value, offset, NullChar());
8965  }
8966 
8967  /// Provides access to miFIDPriceNotation field.
8969  bool miFIdPriceNotation(StrRef& value) const
8971  {
8974 
8975  return fixedStr<length>(value, offset);
8976  }
8977 
8978  /// Provides access to priceIndexLevelDecimals field.
8982  {
8984 
8985  return ordinary(value, offset, NullUnsignedChar());
8986  }
8987 
8988  /// Provides access to quantityDecimals field.
8990  bool quantityDecimals(UnsignedChar& value) const
8992  {
8994 
8995  return ordinary(value, offset, NullUnsignedChar());
8996  }
8997 
8998  /// Provides access to amountDecimals field.
9000  bool amountDecimals(UnsignedChar& value) const
9002  {
9004 
9005  return ordinary(value, offset, NullUnsignedChar());
9006  }
9007 
9008  /// Provides access to ratioMultiplierDecimals field.
9012  {
9014 
9015  return ordinary(value, offset, NullUnsignedChar());
9016  }
9017 
9018  /// \return instance of InterestPaymentDateRep repeating group.
9022  {
9023  return getGroup<InterestPaymentDateRep>(
9024  InterestPaymentDateRepAccess(),
9025  *this);
9026  }
9027 
9028  /// Minimal size of message body in bytes.
9031  static
9032  BlockLength
9036  {
9037  return
9038  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9039  656;
9040  }
9041 
9042  /// Size of message body in bytes.
9047  {
9048  return
9049  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9050  minimalBlockLength(version);
9051  }
9052 
9053  /// Minimal variable fields size (when variable-length fields are empty).
9057  static
9058  MessageSize
9061  {
9062  return
9063  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9064  static_cast<MessageSize>(InterestPaymentDateRep::EmptySize);
9065  }
9066 
9067  /// \return class name.
9071  static const Char* className()
9072  {
9073  return "BfInstrumentReference";
9074  }
9075 
9076  /// FIX message type.
9080  static StrRef fixType()
9082  {
9083  return constructStrRef("BFInstrumentReference");
9084  }
9085 
9086  /// \return a human-readable presentation.
9088  std::string toString() const;
9089 
9090 private:
9091  void checkLength(
9092  EncodedLength length, SchemaVersion version) const
9093  {
9094  const EncodedLength minimalRequiredLength =
9095  minimalBlockLength(version) +
9096  MessageHeader::Size +
9097  getMinimalVariableFieldsSize(version);
9098 
9099  checkBinaryLength(
9100  *this, length, minimalRequiredLength);
9101  }
9102 
9103  /// Checks variable fields consistency.
9104  void checkVarLenFields() const
9105  {
9106  groups().
9107  checkTail<InterestPaymentDateRep>();
9108  }
9109 
9110  void checkCompatibility() const
9111  {
9112  assert(TemplateId == templateId());
9113 
9114  checkSchema<Schema>(schemaId(), version());
9115  checkLength(bufferSize(), version());
9116  checkVarLenFields();
9117  }
9118 
9119  /// Access helper.
9120  struct InterestPaymentDateRepAccess
9121  {
9123  operator()(
9124  const BfInstrumentReference& obj) const
9126  {
9127  return obj.
9128  groups().
9129  head<InterestPaymentDateRep>();
9130  }
9131  };
9132 };
9133 
9134 /// Message identifiers and length of message root.
9136 BfTrade
9137 : SbeMessage
9138 {
9139  /// Used template schema.
9141 
9142  /// Message template ID from SBE schema.
9143  enum { TemplateId = 1202 };
9144 
9145  /// Initializes a blank instance.
9147 
9148  /// Creates an instance over the given memory block.
9150  const void* data,
9151  EncodedLength length)
9152  : SbeMessage(data, length)
9153  {
9154  checkCompatibility();
9155  }
9156 
9157  /// Creates an instance over the given SBE message.
9158  explicit
9160  const SbeMessage& message)
9161  : SbeMessage(message)
9162  {
9163  assert(message.valid());
9164 
9165  checkCompatibility();
9166  }
9167 
9168  /// Provides access to mDSeqNum field.
9170  bool seqNum(Uint64& value) const
9172  {
9174 
9175  return ordinary(value, offset, NullUint64());
9176  }
9177 
9178  /// Provides access to rebroadcastIndicator field.
9182  {
9184 
9185  return ordinary(value, offset, NullUnsignedChar());
9186  }
9187 
9188  /// Provides access to symbolIndex field.
9190  bool symbolIndex(Uint32& value) const
9192  {
9194 
9195  return ordinary(value, offset, NullUint32());
9196  }
9197 
9198  /// Provides access to miFIDTransactionID field.
9202  {
9205 
9206  return fixedStr<length>(offset);
9207  }
9208 
9209  /// Provides access to eventTime field.
9211  bool eventTime(Uint64& value) const
9213  {
9215 
9216  return ordinary(value, offset, NullUint64());
9217  }
9218 
9219  /// Provides access to bidOfferDateTime field.
9221  bool bidOfferDateTime(Uint64& value) const
9223  {
9225 
9226  return ordinary(value, offset, NullUint64());
9227  }
9228 
9229  /// Provides access to mMTModificationIndicator field.
9233  {
9236 
9237  return fixedStr<length>(offset);
9238  }
9239 
9240  /// Provides access to price field.
9242  bool price(Int64& value) const
9244  {
9246 
9247  return ordinary(value, offset, NullInt64());
9248  }
9249 
9250  /// Provides access to bidPrice field.
9252  bool bidPrice(Int64& value) const
9254  {
9256 
9257  return ordinary(value, offset, NullInt64());
9258  }
9259 
9260  /// Provides access to offerPrice field.
9262  bool offerPrice(Int64& value) const
9264  {
9266 
9267  return ordinary(value, offset, NullInt64());
9268  }
9269 
9270  /// Provides access to quantity field.
9272  bool quantity(Uint64& value) const
9274  {
9276 
9277  return ordinary(value, offset, NullUint64());
9278  }
9279 
9280  /// Provides access to mMTAgencyCrossTradeIndicator field.
9284  {
9287 
9288  return fixedStr<length>(value, offset);
9289  }
9290 
9291  /// Provides access to mMTBenchmarkIndicator field.
9293  bool mMTBenchmarkIndicator(StrRef& value) const
9295  {
9298 
9299  return fixedStr<length>(value, offset);
9300  }
9301 
9302  /// Provides access to mMTSpecialDividendIndicator field.
9306  {
9309 
9310  return fixedStr<length>(value, offset);
9311  }
9312 
9313  /// Provides access to mMTTradingMode field.
9315  bool
9317  MmtTradingMode::Enum& value) const
9319  {
9321 
9322  return enumeration<MmtTradingMode>(value, offset, NullChar());
9323  }
9324 
9325  /// Provides access to miFIDPriceNotation field.
9327  bool miFIdPriceNotation(StrRef& value) const
9329  {
9332 
9333  return fixedStr<length>(value, offset);
9334  }
9335 
9336  /// Provides access to quantityNotation field.
9338  bool quantityNotation(StrRef& value) const
9340  {
9343 
9344  return fixedStr<length>(value, offset);
9345  }
9346 
9347  /// Provides access to notionalAmountTraded field.
9349  bool notionalAmountTraded(Int64& value) const
9351  {
9353 
9354  return ordinary(value, offset, NullInt64());
9355  }
9356 
9357  /// Provides access to tradingCurrency field.
9359  bool tradingCurrency(StrRef& value) const
9361  {
9364 
9365  return fixedStr<length>(value, offset);
9366  }
9367 
9368  /// Minimal size of message body in bytes.
9371  static
9372  BlockLength
9376  {
9377  return
9378  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9379  148;
9380  }
9381 
9382  /// Size of message body in bytes.
9387  {
9388  return
9389  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9390  minimalBlockLength(version);
9391  }
9392 
9393  /// Minimal variable fields size (when variable-length fields are empty).
9397  static
9398  MessageSize
9401  {
9402  return
9403  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9404  0;
9405  }
9406 
9407  /// \return class name.
9411  static const Char* className()
9412  {
9413  return "BfTrade";
9414  }
9415 
9416  /// FIX message type.
9420  static StrRef fixType()
9422  {
9423  return constructStrRef("BFTrade");
9424  }
9425 
9426  /// \return a human-readable presentation.
9428  std::string toString() const;
9429 
9430 private:
9431  void checkLength(
9432  EncodedLength length, SchemaVersion version) const
9433  {
9434  const EncodedLength minimalRequiredLength =
9435  minimalBlockLength(version) +
9436  MessageHeader::Size +
9437  getMinimalVariableFieldsSize(version);
9438 
9439  checkBinaryLength(
9440  *this, length, minimalRequiredLength);
9441  }
9442 
9443  void checkCompatibility() const
9444  {
9445  assert(TemplateId == templateId());
9446 
9447  checkSchema<Schema>(schemaId(), version());
9448  checkLength(bufferSize(), version());
9449  }
9450 };
9451 
9452 /// Message identifiers and length of message root.
9454 Bfnav
9455 : SbeMessage
9456 {
9457  /// Used template schema.
9459 
9460  /// Message template ID from SBE schema.
9461  enum { TemplateId = 1203 };
9462 
9463  /// Initializes a blank instance.
9465 
9466  /// Creates an instance over the given memory block.
9468  const void* data,
9469  EncodedLength length)
9470  : SbeMessage(data, length)
9471  {
9472  checkCompatibility();
9473  }
9474 
9475  /// Creates an instance over the given SBE message.
9476  explicit
9478  const SbeMessage& message)
9479  : SbeMessage(message)
9480  {
9481  assert(message.valid());
9482 
9483  checkCompatibility();
9484  }
9485 
9486  /// Provides access to mDSeqNum field.
9488  bool seqNum(Uint64& value) const
9490  {
9492 
9493  return ordinary(value, offset, NullUint64());
9494  }
9495 
9496  /// Provides access to rebroadcastIndicator field.
9500  {
9502 
9503  return ordinary(value, offset, NullUnsignedChar());
9504  }
9505 
9506  /// Provides access to symbolIndex field.
9508  bool symbolIndex(Uint32& value) const
9510  {
9512 
9513  return ordinary(value, offset, NullUint32());
9514  }
9515 
9516  /// Provides access to bidOfferDateTime field.
9518  bool bidOfferDateTime(Uint64& value) const
9520  {
9522 
9523  return ordinary(value, offset, NullUint64());
9524  }
9525 
9526  /// Provides access to miFIDTransactionID field.
9530  {
9533 
9534  return fixedStr<length>(offset);
9535  }
9536 
9537  /// Provides access to mMTModificationIndicator field.
9541  {
9544 
9545  return fixedStr<length>(offset);
9546  }
9547 
9548  /// Provides access to nAVPrice field.
9550  bool nAVPrice(Int64& value) const
9552  {
9554 
9555  return ordinary(value, offset, NullInt64());
9556  }
9557 
9558  /// Provides access to eventTime field.
9560  bool eventTime(Uint64& value) const
9562  {
9564 
9565  return ordinary(value, offset, NullUint64());
9566  }
9567 
9568  /// Provides access to nAVBidPrice field.
9570  bool nAVBidPrice(Int64& value) const
9572  {
9574 
9575  return ordinary(value, offset, NullInt64());
9576  }
9577 
9578  /// Provides access to nAVOfferPrice field.
9580  bool nAVOfferPrice(Int64& value) const
9582  {
9584 
9585  return ordinary(value, offset, NullInt64());
9586  }
9587 
9588  /// Minimal size of message body in bytes.
9591  static
9592  BlockLength
9596  {
9597  return
9598  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9599  109;
9600  }
9601 
9602  /// Size of message body in bytes.
9607  {
9608  return
9609  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9610  minimalBlockLength(version);
9611  }
9612 
9613  /// Minimal variable fields size (when variable-length fields are empty).
9617  static
9618  MessageSize
9621  {
9622  return
9623  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9624  0;
9625  }
9626 
9627  /// \return class name.
9631  static const Char* className()
9632  {
9633  return "Bfnav";
9634  }
9635 
9636  /// FIX message type.
9640  static StrRef fixType()
9642  {
9643  return constructStrRef("BFNAV");
9644  }
9645 
9646  /// \return a human-readable presentation.
9648  std::string toString() const;
9649 
9650 private:
9651  void checkLength(
9652  EncodedLength length, SchemaVersion version) const
9653  {
9654  const EncodedLength minimalRequiredLength =
9655  minimalBlockLength(version) +
9656  MessageHeader::Size +
9657  getMinimalVariableFieldsSize(version);
9658 
9659  checkBinaryLength(
9660  *this, length, minimalRequiredLength);
9661  }
9662 
9663  void checkCompatibility() const
9664  {
9665  assert(TemplateId == templateId());
9666 
9667  checkSchema<Schema>(schemaId(), version());
9668  checkLength(bufferSize(), version());
9669  }
9670 };
9671 
9672 /// Message identifiers and length of message root.
9675 : SbeMessage
9676 {
9677  /// Used template schema.
9679 
9680  /// Message template ID from SBE schema.
9681  enum { TemplateId = 1204 };
9682 
9683  /// Initializes a blank instance.
9685 
9686  /// Creates an instance over the given memory block.
9688  const void* data,
9689  EncodedLength length)
9690  : SbeMessage(data, length)
9691  {
9692  checkCompatibility();
9693  }
9694 
9695  /// Creates an instance over the given SBE message.
9696  explicit
9698  const SbeMessage& message)
9699  : SbeMessage(message)
9700  {
9701  assert(message.valid());
9702 
9703  checkCompatibility();
9704  }
9705 
9706  /// Provides access to mDSeqNum field.
9708  bool seqNum(Uint64& value) const
9710  {
9712 
9713  return ordinary(value, offset, NullUint64());
9714  }
9715 
9716  /// Provides access to rebroadcastIndicator field.
9720  {
9722 
9723  return ordinary(value, offset, NullUnsignedChar());
9724  }
9725 
9726  /// Provides access to symbolIndex field.
9728  bool symbolIndex(Uint32& value) const
9730  {
9732 
9733  return ordinary(value, offset, NullUint32());
9734  }
9735 
9736  /// Provides access to eventTime field.
9738  bool eventTime(Uint64& value) const
9740  {
9742 
9743  return ordinary(value, offset, NullUint64());
9744  }
9745 
9746  /// Provides access to securityCondition field.
9748  bool
9750  SecurityCondition::Enum& value) const
9752  {
9754 
9755  return enumeration<SecurityCondition>(value, offset, NullChar());
9756  }
9757 
9758  /// Minimal size of message body in bytes.
9761  static
9762  BlockLength
9766  {
9767  return
9768  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9769  22;
9770  }
9771 
9772  /// Size of message body in bytes.
9777  {
9778  return
9779  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9780  minimalBlockLength(version);
9781  }
9782 
9783  /// Minimal variable fields size (when variable-length fields are empty).
9787  static
9788  MessageSize
9791  {
9792  return
9793  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9794  0;
9795  }
9796 
9797  /// \return class name.
9801  static const Char* className()
9802  {
9803  return "BfInstrumentSuspension";
9804  }
9805 
9806  /// FIX message type.
9810  static StrRef fixType()
9812  {
9813  return constructStrRef("BFInstrumentSuspension");
9814  }
9815 
9816  /// \return a human-readable presentation.
9818  std::string toString() const;
9819 
9820 private:
9821  void checkLength(
9822  EncodedLength length, SchemaVersion version) const
9823  {
9824  const EncodedLength minimalRequiredLength =
9825  minimalBlockLength(version) +
9826  MessageHeader::Size +
9827  getMinimalVariableFieldsSize(version);
9828 
9829  checkBinaryLength(
9830  *this, length, minimalRequiredLength);
9831  }
9832 
9833  void checkCompatibility() const
9834  {
9835  assert(TemplateId == templateId());
9836 
9837  checkSchema<Schema>(schemaId(), version());
9838  checkLength(bufferSize(), version());
9839  }
9840 };
9841 
9842 /// Message identifiers and length of message root.
9845 : SbeMessage
9846 {
9847  /// Used template schema.
9849 
9850  /// Message template ID from SBE schema.
9851  enum { TemplateId = 2101 };
9852 
9853  /// Initializes a blank instance.
9855 
9856  /// Creates an instance over the given memory block.
9858  const void* data,
9859  EncodedLength length)
9860  : SbeMessage(data, length)
9861  {
9862  checkCompatibility();
9863  }
9864 
9865  /// Creates an instance over the given SBE message.
9866  explicit
9868  const SbeMessage& message)
9869  : SbeMessage(message)
9870  {
9871  assert(message.valid());
9872 
9873  checkCompatibility();
9874  }
9875 
9876  /// Provides access to lastMDSeqNum field.
9878  bool lastMDSeqNum(Uint64& value) const
9880  {
9882 
9883  return ordinary(value, offset, NullUint64());
9884  }
9885 
9886  /// Provides access to snapshotTime field.
9888  bool snapshotTime(Uint64& value) const
9890  {
9892 
9893  return ordinary(value, offset, NullUint64());
9894  }
9895 
9896  /// Minimal size of message body in bytes.
9899  static
9900  BlockLength
9904  {
9905  return
9906  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9907  16;
9908  }
9909 
9910  /// Size of message body in bytes.
9915  {
9916  return
9917  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9918  minimalBlockLength(version);
9919  }
9920 
9921  /// Minimal variable fields size (when variable-length fields are empty).
9925  static
9926  MessageSize
9929  {
9930  return
9931  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9932  0;
9933  }
9934 
9935  /// \return class name.
9939  static const Char* className()
9940  {
9941  return "StartOfSnapshot";
9942  }
9943 
9944  /// FIX message type.
9948  static StrRef fixType()
9950  {
9951  return constructStrRef("StartOfSnapshot");
9952  }
9953 
9954  /// \return a human-readable presentation.
9956  std::string toString() const;
9957 
9958 private:
9959  void checkLength(
9960  EncodedLength length, SchemaVersion version) const
9961  {
9962  const EncodedLength minimalRequiredLength =
9963  minimalBlockLength(version) +
9964  MessageHeader::Size +
9965  getMinimalVariableFieldsSize(version);
9966 
9967  checkBinaryLength(
9968  *this, length, minimalRequiredLength);
9969  }
9970 
9971  void checkCompatibility() const
9972  {
9973  assert(TemplateId == templateId());
9974 
9975  checkSchema<Schema>(schemaId(), version());
9976  checkLength(bufferSize(), version());
9977  }
9978 };
9979 
9980 /// Message identifiers and length of message root.
9983 : SbeMessage
9984 {
9985  /// Used template schema.
9987 
9988  /// Message template ID from SBE schema.
9989  enum { TemplateId = 2102 };
9990 
9991  /// Initializes a blank instance.
9993 
9994  /// Creates an instance over the given memory block.
9996  const void* data,
9997  EncodedLength length)
9998  : SbeMessage(data, length)
9999  {
10000  checkCompatibility();
10001  }
10002 
10003  /// Creates an instance over the given SBE message.
10004  explicit
10006  const SbeMessage& message)
10007  : SbeMessage(message)
10008  {
10009  assert(message.valid());
10010 
10011  checkCompatibility();
10012  }
10013 
10014  /// Provides access to lastMDSeqNum field.
10016  bool lastMDSeqNum(Uint64& value) const
10018  {
10020 
10021  return ordinary(value, offset, NullUint64());
10022  }
10023 
10024  /// Provides access to snapshotTime field.
10026  bool snapshotTime(Uint64& value) const
10028  {
10030 
10031  return ordinary(value, offset, NullUint64());
10032  }
10033 
10034  /// Minimal size of message body in bytes.
10037  static
10038  BlockLength
10042  {
10043  return
10044  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
10045  16;
10046  }
10047 
10048  /// Size of message body in bytes.
10053  {
10054  return
10055  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
10056  minimalBlockLength(version);
10057  }
10058 
10059  /// Minimal variable fields size (when variable-length fields are empty).
10063  static
10064  MessageSize
10067  {
10068  return
10069  ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
10070  0;
10071  }
10072 
10073  /// \return class name.
10077  static const Char* className()
10078  {
10079  return "EndOfSnapshot";
10080  }
10081 
10082  /// FIX message type.
10086  static StrRef fixType()
10088  {
10089  return constructStrRef("EndOfSnapshot");
10090  }
10091 
10092  /// \return a human-readable presentation.
10094  std::string toString() const;
10095 
10096 private:
10097  void checkLength(
10098  EncodedLength length, SchemaVersion version) const
10099  {
10100  const EncodedLength minimalRequiredLength =
10101  minimalBlockLength(version) +
10102  MessageHeader::Size +
10103  getMinimalVariableFieldsSize(version);
10104 
10105  checkBinaryLength(
10106  *this, length, minimalRequiredLength);
10107  }
10108 
10109  void checkCompatibility() const
10110  {
10111  assert(TemplateId == templateId());
10112 
10113  checkSchema<Schema>(schemaId(), version());
10114  checkLength(bufferSize(), version());
10115  }
10116 };
10117 
10118 
bool maxOrderQuantityContinuous(Uint64 &value) const noexcept
Provides access to maxOrderQuantityContinuous field.
Definition: Messages.h:4115
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:7521
bool efficientMMTSpecialDividendIndicator(EfficientMMTSpecialDividendIndicator::Enum &value) const noexcept
Provides access to efficientMMTSpecialDividendIndicator field.
Definition: Messages.h:8230
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:3193
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:4296
bool mMTPreTradeTransparencyWaiverRelatedtoSizeandScale(StrRef &value) const noexcept
Provides access to mMTPreTradeTransparencyWaiverRelatedtoSizeandScale field.
Definition: Messages.h:2315
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:9508
#define ONIXS_EURONEXT_OPTIQMDG_UNUSED
Definition: Compiler.h:211
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Definition: Fields.h:4687
StrRef mIC() const noexcept
Provides access to mIC field.
Definition: Messages.h:7406
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:2696
MarketDataChangeType::Enum changeType() const noexcept
Provides access to changeType field.
Definition: Messages.h:2532
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:2401
bool mMTDuplicativeIndicator(StrRef &value) const noexcept
Provides access to mMTDuplicativeIndicator field.
Definition: Messages.h:2076
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:4645
bool mMTSpecialDividendIndicator(StrRef &value) const noexcept
Provides access to mMTSpecialDividendIndicator field.
Definition: Messages.h:2009
bool confirmedReferenceTime(Uint64 &value) const noexcept
Provides access to confirmedReferenceTime field.
Definition: Messages.h:4860
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:6525
Int64 Int64
Type alias for the Int64_t.
Definition: Fields.h:53
OutrightStandingData(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:6292
bool startTimeVwap(Uint32 &value) const noexcept
Provides access to startTimeVwap field.
Definition: Messages.h:2207
bool lowLevel(Int64 &value) const noexcept
Provides access to lowLevel field.
Definition: Messages.h:4920
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:9728
TechnicalNotification(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:461
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:1180
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:6875
bool exDividendDate(Uint16 &value) const noexcept
Provides access to exDividendDate field.
Definition: Messages.h:8840
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:10039
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:3433
SbeGroup< StrategyStandingDatarep1Entry, GroupSizeEncoding, MessageSize > StrategyStandingDatarep1
Repeating group containing StrategyStandingDatarep1Entry entries.
Definition: Messages.h:5161
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:354
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:1736
bool maxOrderAmountCall(Uint64 &value) const noexcept
Provides access to maxOrderAmountCall field.
Definition: Messages.h:4082
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:880
IntegralConstant< Char,-128 > NullChar
Definition: Fields.h:4683
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:6112
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:6668
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:6098
TradeType::Enum tradeType() const noexcept
Provides access to tradeType field.
Definition: Messages.h:1788
Timetable(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:3072
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:7253
bool originalReportTimestamp(Uint64 &value) const noexcept
Provides access to originalReportTimestamp field.
Definition: Messages.h:8324
bool openingLevel(Int64 &value) const noexcept
Provides access to openingLevel field.
Definition: Messages.h:4830
bool prctVarfromPrevClose(Int64 &value) const noexcept
Provides access to prctVarfromPrevClose field.
Definition: Messages.h:4890
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:1149
bool efficientMMTTradingMode(EfficientMMTTradingMode::Enum &value) const noexcept
Provides access to efficientMMTTradingMode field.
Definition: Messages.h:8158
OrdersEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:961
bool mifidPrice(StrRef &value) const noexcept
Provides access to mifidPrice field.
Definition: Messages.h:8046
bool miFIdClearingFlag(StrRef &value) const noexcept
Provides access to miFIDClearingFlag field.
Definition: Messages.h:8134
bool statsUpdateValue(Int64 &value) const noexcept
Provides access to statsUpdateValue field.
Definition: Messages.h:4529
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:1470
bool efficientMMTOffBookAutomatedIndicator(EfficientMMTOffBookAutomatedIndicator::Enum &value) const noexcept
Provides access to efficientMMTOffBookAutomatedIndicator field.
Definition: Messages.h:8242
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:7620
static constexpr const Char * className()
Entity class name.
Definition: Messages.h:1093
EndOfSnapshot(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:10005
bool mMTBenchmarkIndicator(StrRef &value) const noexcept
Provides access to mMTBenchmarkIndicator field.
Definition: Messages.h:9293
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:7542
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:3123
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:9901
MarketDataActionType::Enum actionType() const noexcept
Provides access to actionType field.
Definition: Messages.h:984
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:276
ApaQuotes(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:7343
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:8559
bool marketOfReferenceMIC(StrRef &value) const noexcept
Provides access to marketOfReferenceMIC field.
Definition: Messages.h:4018
StrRef mifidInstrumentIdType() const noexcept
Provides access to mifidInstrumentIdType field.
Definition: Messages.h:7630
OutrightRepEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:6216
NewStatsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:4507
bool dateOfInitialListing(Uint16 &value) const noexcept
Provides access to dateOfInitialListing field.
Definition: Messages.h:8703
StrRef tradingCurrency() const noexcept
Provides access to tradingCurrency field.
Definition: Messages.h:5846
bool miFIdQtyinMsrmtUnitNotation(StrRef &value) const noexcept
Provides access to miFIDQtyinMsrmtUnitNotation field.
Definition: Messages.h:8090
#define ONIXS_EURONEXT_OPTIQMDG_MESSAGING_NAMESPACE_END
Definition: ABI.h:151
bool dividendPaymentDate(Uint16 &value) const noexcept
Provides access to dividendPaymentDate field.
Definition: Messages.h:8850
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:1206
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:2386
StrRef iSINCode() const noexcept
Provides access to iSINCode field.
Definition: Messages.h:6353
bool tradeUniqueIdentifier(StrRef &value) const noexcept
Provides access to tradeUniqueIdentifier field.
Definition: Messages.h:8398
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:7153
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:1653
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:782
Message identifiers and length of message root.
Definition: Messages.h:4479
bool underlyingISINCode(StrRef &value) const noexcept
Provides access to underlyingISINCode field.
Definition: Messages.h:3801
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:6303
bool typeOfMarketAdmission(TypeOfMarketAdmission::Enum &value) const noexcept
Provides access to typeOfMarketAdmission field.
Definition: Messages.h:3944
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:7610
bool phaseTime(Uint64 &value) const noexcept
Provides access to phaseTime field.
Definition: Messages.h:2944
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:2415
bool instrumentState(InstrumentState::Enum &value) const noexcept
Provides access to instrumentState field.
Definition: Messages.h:2683
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:3360
bool fullInstrumentName(StrRef &value) const noexcept
Provides access to fullInstrumentName field.
Definition: Messages.h:3473
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:9948
bool underlyingSymbolIndex(Uint32 &value) const noexcept
Provides access to underlyingSymbolIndex field.
Definition: Messages.h:6472
bool miFIdPriceNotation(StrRef &value) const noexcept
Provides access to miFIDPriceNotation field.
Definition: Messages.h:9327
bool underlyingISINCode(StrRef &value) const noexcept
Provides access to underlyingISINCode field.
Definition: Messages.h:5805
bool mMTBenchmarkIndicator(StrRef &value) const noexcept
Provides access to mMTBenchmarkIndicator field.
Definition: Messages.h:1998
bool mMTMarketMechanism(MmtMarketMechanism::Enum &value) const noexcept
Provides access to mMTMarketMechanism field.
Definition: Messages.h:1931
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:5208
#define ONIXS_EURONEXT_OPTIQMDG_CONST_OR_CONSTEXPR
Definition: Compiler.h:188
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:4286
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:8517
bool mifidCurrency(StrRef &value) const noexcept
Provides access to mifidCurrency field.
Definition: Messages.h:1864
static constexpr const Char * className()
Entity class name.
Definition: Messages.h:746
bool mMTContributiontoPrice(StrRef &value) const noexcept
Provides access to mMTContributiontoPrice field.
Definition: Messages.h:2032
StrRef cFI() const noexcept
Provides access to cFI field.
Definition: Messages.h:3568
bool motherStockISIN(StrRef &value) const noexcept
Provides access to motherStockISIN field.
Definition: Messages.h:5912
StrRef venue() const noexcept
Provides access to venue field.
Definition: Messages.h:2196
bool pegOffset(Int8 &value) const noexcept
Provides access to pegOffset field.
Definition: Messages.h:1054
QuoteUpdateType::Enum quoteUpdateType() const noexcept
Provides access to quoteUpdateType field.
Definition: Messages.h:7449
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:9033
IntegralConstant< UInt8, 255 > NullUnsignedChar
Null value for an optional UnsignedChar field.
Definition: Fields.h:4631
OptiqSegment::Enum optiqSegment() const noexcept
Provides access to optiqSegment field.
Definition: Messages.h:5625
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:2802
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:5188
bool bookState(BookState::Enum &value) const noexcept
Provides access to bookState field.
Definition: Messages.h:2562
bool optionType(OptionType::Enum &value) const noexcept
Provides access to optionType field.
Definition: Messages.h:7749
bool closingPrice(Int64 &value) const noexcept
Provides access to closingPrice field.
Definition: Messages.h:8778
IntegralConstant< UInt16, 65535 > NullUint16
Null value for an optional Uint16 field.
Definition: Fields.h:4643
bool eDSPTickSize(Uint64 &value) const noexcept
Provides access to eDSPTickSize field.
Definition: Messages.h:5933
bool openedClosedFund(OpenedClosedFund::Enum &value) const noexcept
Provides access to openedClosedFund field.
Definition: Messages.h:8724
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:1080
bool coupon(Int64 &value) const noexcept
Provides access to coupon field.
Definition: Messages.h:8757
StrRef mifidInstrumentIdType() const noexcept
Provides access to mifidInstrumentIdType field.
Definition: Messages.h:7384
StrategyStandingDatarep1 strategyStandingDatarep1() const noexcept
Definition: Messages.h:5291
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:7173
IntegralConstant< UInt32, 4294967295 > NullUint32
Null value for an optional Uint32 field.
Definition: Fields.h:4649
bool referencePriceOriginInTradingInterruption(ReferencePriceOrigin::Enum &value) const noexcept
Provides access to referencePriceOriginInTradingInterruption field.
Definition: Messages.h:6022
BfTrade(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:9149
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:7838
bool dividendCurrency(StrRef &value) const noexcept
Provides access to dividendCurrency field.
Definition: Messages.h:8809
GroupSizeEncoding::BlockLength BlockLength
Type to present the length of binary data of the repeating group entry.
Definition: SbeMessage.h:190
MarketDataActionType::Enum actionType() const noexcept
Provides access to actionType field.
Definition: Messages.h:6679
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:3146
StrRef mifidExecutionId() const noexcept
Provides access to mifidExecutionID field.
Definition: Messages.h:7193
StrRef tradingDateTime() const noexcept
Provides access to tradingDateTime field.
Definition: Messages.h:1766
bool tradeReference(StrRef &value) const noexcept
Provides access to tradeReference field.
Definition: Messages.h:2133
bool guaranteeIndicator(GuaranteeIndicator::Enum &value) const noexcept
Provides access to guaranteeIndicator field.
Definition: Messages.h:3672
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:6922
bool strategyAuthorized(StrategyAuthorized &value) const noexcept
Provides access to strategyAuthorized field.
Definition: Messages.h:5487
bool taxDescriptionAttachingToADividend(TaxDescriptionAttachingtoaDividend::Enum &value) const noexcept
Provides access to taxDescriptionAttachingToADividend field.
Definition: Messages.h:8861
Message identifiers and length of message root.
Definition: Messages.h:933
IntegralConstant< Int8,-128 > NullInt8
Null value for an optional Int8 field.
Definition: Fields.h:4637
StrRef instrumentName() const noexcept
Provides access to instrumentName field.
Definition: Messages.h:3484
bool tradeReference(StrRef &value) const noexcept
Provides access to tradeReference field.
Definition: Messages.h:8313
NotUsedGroup1Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:1639
bool currency(StrRef &value) const noexcept
Provides access to currency field.
Definition: Messages.h:8692
bool patternId(Uint16 &value) const noexcept
Provides access to patternID field.
Definition: Messages.h:5466
SbeGroup< NewStatsEntry, GroupSizeEncoding, MessageSize > NewStats
Repeating group containing NewStatsEntry entries.
Definition: Messages.h:4577
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:7439
bool mifidQuantityMeasurementUnit(StrRef &value) const noexcept
Provides access to mifidQuantityMeasurementUnit field.
Definition: Messages.h:1886
bool legLastPx(Int64 &value) const noexcept
Provides access to legLastPx field.
Definition: Messages.h:7058
bool tickSizeIndexId(Uint16 &value) const noexcept
Provides access to tickSizeIndexID field.
Definition: Messages.h:3306
bool liquidationTime(Uint64 &value) const noexcept
Provides access to liquidationTime field.
Definition: Messages.h:4950
bool orderEntryQualifier(OrderEntryQualifier::Enum &value) const noexcept
Provides access to orderEntryQualifier field.
Definition: Messages.h:2985
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:572
bool quantity(Uint64 &value) const noexcept
Provides access to quantity field.
Definition: Messages.h:707
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:206
Message identifiers and length of message root.
Definition: Messages.h:171
bool liquidationLevel(Int64 &value) const noexcept
Provides access to liquidationLevel field.
Definition: Messages.h:4940
#define ONIXS_EURONEXT_OPTIQMDG_NOTHROW
Definition: Compiler.h:186
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:103
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:4411
bool instUnitExp(InstrumentUnitExpression::Enum &value) const noexcept
Provides access to instUnitExp field.
Definition: Messages.h:3889
bool derivativesInstrumentType(DerivativesInstrumentType::Enum &value) const noexcept
Provides access to derivativesInstrumentType field.
Definition: Messages.h:6438
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:6573
bool priceMultiplier(Uint32 &value) const noexcept
Provides access to priceMultiplier field.
Definition: Messages.h:8334
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:68
bool quantityNotation(StrRef &value) const noexcept
Provides access to quantityNotation field.
Definition: Messages.h:9338
PackageComponentsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:7026
bool strikePriceDecimals(UnsignedChar &value) const noexcept
Provides access to strikePriceDecimals field.
Definition: Messages.h:7769
Message identifiers and length of message root.
Definition: Messages.h:7906
bool referencePriceOriginInOpeningCall(ReferencePriceOrigin::Enum &value) const noexcept
Provides access to referencePriceOriginInOpeningCall field.
Definition: Messages.h:5998
bool nAVBidPrice(Int64 &value) const noexcept
Provides access to nAVBidPrice field.
Definition: Messages.h:9570
static constexpr const Char * className()
Entity class name.
Definition: Messages.h:4568
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:7971
bool maxOrderQuantityCall(Uint64 &value) const noexcept
Provides access to maxOrderQuantityCall field.
Definition: Messages.h:4104
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:9708
MmProtections mMProtections() const noexcept
Provides access to mMProtections field.
Definition: Messages.h:5867
static constexpr const Char * className()
Entity class name.
Definition: Messages.h:6809
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:677
bool dynamicCollarLogic(DynamicCollarLogic::Enum &value) const noexcept
Provides access to dynamicCollarLogic field.
Definition: Messages.h:5499
Message identifiers and length of message root.
Definition: Messages.h:5043
bool numTradedInstruments(Uint16 &value) const noexcept
Provides access to numTradedInstruments field.
Definition: Messages.h:4366
bool mifidInstrumentIdType(StrRef &value) const noexcept
Provides access to mifidInstrumentIdType field.
Definition: Messages.h:1798
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:2814
bool miFIdQtyinMsrmtUnitNotation(StrRef &value) const noexcept
Provides access to miFIDQtyinMsrmtUnitNotation field.
Definition: Messages.h:1875
bool orderEntryQualifier(OrderEntryQualifier::Enum &value) const noexcept
Provides access to orderEntryQualifier field.
Definition: Messages.h:2639
bool strikePrice(Int64 &value) const noexcept
Provides access to strikePrice field.
Definition: Messages.h:6396
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:9810
bool messagePriceNotation(MessagePriceNotation::Enum &value) const noexcept
Provides access to messagePriceNotation field.
Definition: Messages.h:2260
MarketUpdate(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:771
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:5546
PhaseId::Enum phaseId() const noexcept
Provides access to phaseId field.
Definition: Messages.h:2954
bool contractSymbolIndex(Uint32 &value) const noexcept
Provides access to contractSymbolIndex field.
Definition: Messages.h:7183
IndexLevelType::Enum indexLevelType() const noexcept
Provides access to indexLevelType field.
Definition: Messages.h:4376
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:9059
bool cFI(StrRef &value) const noexcept
Provides access to cFI field.
Definition: Messages.h:8914
Message identifiers and length of message root.
Definition: Messages.h:447
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:4624
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:9775
bool lastTradingDate(Uint16 &value) const noexcept
Provides access to lastTradingDate field.
Definition: Messages.h:6406
bool quantity(Uint64 &value) const noexcept
Provides access to quantity field.
Definition: Messages.h:1351
bool priceQualifier(PriceQualifier::Enum &value) const noexcept
Provides access to priceQualifier field.
Definition: Messages.h:1384
bool lotSize(Uint64 &value) const noexcept
Provides access to lotSize field.
Definition: Messages.h:6386
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:3034
bool exerStyle(ExerciseStyle::Enum &value) const noexcept
Provides access to exerStyle field.
Definition: Messages.h:7780
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:4790
TechnicalNotificationType::Enum technicalNotificationType() const noexcept
Provides access to technicalNotificationType field.
Definition: Messages.h:493
#define ONIXS_EURONEXT_OPTIQMDG_LTWT_STRUCT
Definition: ABI.h:94
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:4657
bool mMTAgencyCrossTradeIndicator(StrRef &value) const noexcept
Provides access to mMTAgencyCrossTradeIndicator field.
Definition: Messages.h:9282
bool ratioMultiplierDecimals(UnsignedChar &value) const noexcept
Provides access to ratioMultiplierDecimals field.
Definition: Messages.h:9010
bool priceMultiplier(Uint32 &value) const noexcept
Provides access to priceMultiplier field.
Definition: Messages.h:7696
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:733
bool mMTContingentTransactionIndicator(StrRef &value) const noexcept
Provides access to mMTContingentTransactionIndicator field.
Definition: Messages.h:2339
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:1523
bool maturityDate(StrRef &value) const noexcept
Provides access to maturityDate field.
Definition: Messages.h:3725
InterestPaymentDateRepEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:8521
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:229
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:6896
bool orderType(OrderType::Enum &value) const noexcept
Provides access to orderType field.
Definition: Messages.h:1014
bool settlementMethod(Char &value) const noexcept
Provides access to settlementMethod field.
Definition: Messages.h:5836
bool prctVarfromPrevClose(Int64 &value) const noexcept
Provides access to prctVarfromPrevClose field.
Definition: Messages.h:4356
bool marketModel(MarketModel::Enum &value) const noexcept
Provides access to marketModel field.
Definition: Messages.h:3316
bool quantity(Uint64 &value) const noexcept
Provides access to quantity field.
Definition: Messages.h:9272
bool orderPx(Int64 &value) const noexcept
Provides access to orderPx field.
Definition: Messages.h:1024
bool efficientMMTTransactionCategory(EfficientMMTTransactionCategory::Enum &value) const noexcept
Provides access to efficientMMTTransactionCategory field.
Definition: Messages.h:8170
bool priceMultiplier(Uint32 &value) const noexcept
Provides access to priceMultiplier field.
Definition: Messages.h:2176
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:2759
bool publicationDateTime(StrRef &value) const noexcept
Provides access to publicationDateTime field.
Definition: Messages.h:7992
bool miFIdPriceNotation(StrRef &value) const noexcept
Provides access to miFIDPriceNotation field.
Definition: Messages.h:8969
bool underlyingSymbolIndex(Uint32 &value) const noexcept
Provides access to underlyingSymbolIndex field.
Definition: Messages.h:5943
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:802
bool pegOffset(Int8 &value) const noexcept
Provides access to pegOffset field.
Definition: Messages.h:6749
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:9211
bool exerStyle(ExerciseStyle::Enum &value) const noexcept
Provides access to exerStyle field.
Definition: Messages.h:5666
RealTimeIndex(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:4275
SbeGroup< NotUsedGroup1Entry, GroupSizeEncoding, MessageSize > NotUsedGroup1
Repeating group containing NotUsedGroup1Entry entries.
Definition: Messages.h:1689
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:1480
ApaQuotes(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:7353
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:4989
Operations over a repeating group instance.
Definition: SbeMessage.h:186
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:1139
bool underlyingMIC(StrRef &value) const noexcept
Provides access to underlyingMIC field.
Definition: Messages.h:3790
bool nominalCurrency(StrRef &value) const noexcept
Provides access to nominalCurrency field.
Definition: Messages.h:3977
StrRef currency() const noexcept
Provides access to currency field.
Definition: Messages.h:7417
Message identifiers and length of message root.
Definition: Messages.h:6628
bool interestPaymentDate(Uint16 &value) const noexcept
Provides access to interestPaymentDate field.
Definition: Messages.h:8533
TradeType::Enum tradeType() const noexcept
Provides access to tradeType field.
Definition: Messages.h:8003
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:7022
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:4810
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:2779
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:241
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:1129
ExchangeCode::Enum exchangeCode() const noexcept
Provides access to exchangeCode field.
Definition: Messages.h:5655
bool strikePrice(Int64 &value) const noexcept
Provides access to strikePrice field.
Definition: Messages.h:3589
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:1304
bool efficientMMTNegotiationIndicator(EfficientMMTNegotiationIndicator::Enum &value) const noexcept
Provides access to efficientMMTNegotiationIndicator field.
Definition: Messages.h:8182
bool tradingUnit(Uint64 &value) const noexcept
Provides access to tradingUnit field.
Definition: Messages.h:6482
bool lowTime(Uint64 &value) const noexcept
Provides access to lowTime field.
Definition: Messages.h:4930
bool grossOfCDSCIndicator(GrossofCDSCIndicator::Enum &value) const noexcept
Provides access to grossOfCDSCIndicator field.
Definition: Messages.h:8746
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:4326
bool closingReferenceLevel(Int64 &value) const noexcept
Provides access to closingReferenceLevel field.
Definition: Messages.h:4870
bool mMTPublicationModeIlliquid(StrRef &value) const noexcept
Provides access to mMTPublicationModeIlliquid field.
Definition: Messages.h:2351
bool legRatio(Uint32 &value) const noexcept
Provides access to legRatio field.
Definition: Messages.h:7048
ApaStandingData(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:7589
bool orderSide(OrderSide::Enum &value) const noexcept
Provides access to orderSide field.
Definition: Messages.h:6729
bool minimumAmount(Int64 &value) const noexcept
Provides access to minimumAmount field.
Definition: Messages.h:8937
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:2552
bool cFI(StrRef &value) const noexcept
Provides access to cFI field.
Definition: Messages.h:6364
OptiqSegment::Enum optiqSegment() const noexcept
Provides access to optiqSegment field.
Definition: Messages.h:8638
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:3083
#define ONIXS_EURONEXT_OPTIQMDG_CONSTEXPR
Definition: Compiler.h:189
bool orderQuantity(Uint64 &value) const noexcept
Provides access to orderQuantity field.
Definition: Messages.h:6739
BfInstrumentSuspension(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:9687
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:8628
HealthStatus(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:323
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:8608
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:7961
bool securityCondition(SecurityCondition::Enum &value) const noexcept
Provides access to securityCondition field.
Definition: Messages.h:9749
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:9190
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:4555
bool offerPrice(Int64 &value) const noexcept
Provides access to offerPrice field.
Definition: Messages.h:9262
bool patternId(Uint16 &value) const noexcept
Provides access to patternID field.
Definition: Messages.h:3113
bool aPAOrigin(StrRef &value) const noexcept
Provides access to aPAOrigin field.
Definition: Messages.h:8387
bool strikeCurrency(StrRef &value) const noexcept
Provides access to strikeCurrency field.
Definition: Messages.h:3911
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:845
bool maturityDate(StrRef &value) const noexcept
Provides access to maturityDate field.
Definition: Messages.h:7791
bool eMM(Emm::Enum &value) const noexcept
Provides access to eMM field.
Definition: Messages.h:5446
UpdatesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:654
bool mMTAlgorithmicIndicator(StrRef &value) const noexcept
Provides access to mMTAlgorithmicIndicator field.
Definition: Messages.h:2043
bool quantityDecimals(UnsignedChar &value) const noexcept
Provides access to quantityDecimals field.
Definition: Messages.h:5720
static constexpr const Char * className()
Entity class name.
Definition: Messages.h:1424
bool grossDividendPayablePerUnit(Int64 &value) const noexcept
Provides access to grossDividendPayablePerUnit field.
Definition: Messages.h:8799
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:91
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:558
bool tradingSide(TradingSide::Enum &value) const noexcept
Provides access to tradingSide field.
Definition: Messages.h:2606
bool indexLevel(Int64 &value) const noexcept
Provides access to indexLevel field.
Definition: Messages.h:4336
bool miFIdNotionalAmount(StrRef &value) const noexcept
Provides access to miFIDNotionalAmount field.
Definition: Messages.h:8112
bool legPrice(Int64 &value) const noexcept
Provides access to legPrice field.
Definition: Messages.h:5093
StrRef countryOfExchange() const noexcept
Provides access to countryOfExchange field.
Definition: Messages.h:5772
bool shareAmountInIssue(Int64 &value) const noexcept
Provides access to shareAmountInIssue field.
Definition: Messages.h:8713
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:833
ContractEMMPropertiesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:5434
bool miFIdNotionalAmount(StrRef &value) const noexcept
Provides access to miFIDNotionalAmount field.
Definition: Messages.h:1897
Message identifiers and length of message root.
Definition: Messages.h:309
StrRef mMTModificationIndicator() const noexcept
Provides access to mMTModificationIndicator field.
Definition: Messages.h:9539
bool scheduledEvent(ScheduledEvent::Enum &value) const noexcept
Provides access to scheduledEvent field.
Definition: Messages.h:3007
Message identifiers and length of message root.
Definition: Messages.h:9981
StrRef miFIdTransactionId() const noexcept
Provides access to miFIDTransactionID field.
Definition: Messages.h:9200
SbeGroup< ContractEMMPropertiesEntry, GroupSizeEncoding, MessageSize > ContractEMMProperties
Repeating group containing ContractEMMPropertiesEntry entries.
Definition: Messages.h:5568
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:9619
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:5351
bool instrumentTradingCode(StrRef &value) const noexcept
Provides access to instrumentTradingCode field.
Definition: Messages.h:3495
bool previousPriority(Uint64 &value) const noexcept
Provides access to previousPriority field.
Definition: Messages.h:6699
bool miFIdEmissionAllowanceType(StrRef &value) const noexcept
Provides access to miFIDEmissionAllowanceType field.
Definition: Messages.h:2227
StrRef maturityDate() const noexcept
Provides access to maturityDate field.
Definition: Messages.h:5249
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:1331
bool mMTPublicationModeSizeSpecific(StrRef &value) const noexcept
Provides access to mMTPublicationModeSizeSpecific field.
Definition: Messages.h:2363
bool priceIndexLevelDecimals(UnsignedChar &value) const noexcept
Provides access to priceIndexLevelDecimals field.
Definition: Messages.h:8980
bool underlyingDerivativesInstrumentTradingCode(StrRef &value) const noexcept
Provides access to underlyingDerivativesInstrumentTradingCode field.
Definition: Messages.h:6461
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:10051
PhaseQualifier phaseQualifier() const noexcept
Provides access to phaseQualifier field.
Definition: Messages.h:2964
MarketStatusChange(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:2748
bool maximumDecimalsInQuantity(UnsignedChar &value) const noexcept
Provides access to maximumDecimalsInQuantity field.
Definition: Messages.h:3736
bool mMTOffBookAutomatedIndicator(MmtOffBookAutomatedIndicator::Enum &value) const noexcept
Provides access to mMTOffBookAutomatedIndicator field.
Definition: Messages.h:2021
SbeGroup< OutrightRepEntry, GroupSizeEncoding, MessageSize > OutrightRep
Repeating group containing OutrightRepEntry entries.
Definition: Messages.h:6276
BfInstrumentSuspension(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:9697
ExchangeCode::Enum exchangeCode() const noexcept
Provides access to exchangeCode field.
Definition: Messages.h:5239
#define ONIXS_EURONEXT_OPTIQMDG_NODISCARD
Definition: Compiler.h:195
#define ONIXS_EURONEXT_OPTIQMDG_DEFAULT
Definition: Compiler.h:212
bool mMTAgencyCrossTradeIndicator(StrRef &value) const noexcept
Provides access to mMTAgencyCrossTradeIndicator field.
Definition: Messages.h:1976
InterestPaymentDateRep interestPaymentDateRep() const noexcept
Definition: Messages.h:9020
StrRef mifidQuantity() const noexcept
Provides access to mifidQuantity field.
Definition: Messages.h:7470
Message identifiers and length of message root.
Definition: Messages.h:6998
bool nextMeeting(StrRef &value) const noexcept
Provides access to nextMeeting field.
Definition: Messages.h:8872
bool price(Int64 &value) const noexcept
Provides access to price field.
Definition: Messages.h:9242
bool mIC(StrRef &value) const noexcept
Provides access to mIC field.
Definition: Messages.h:8788
StrRef lEICode() const noexcept
Provides access to lEICode field.
Definition: Messages.h:7428
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:6228
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:5330
bool fullInstrumentName(StrRef &value) const noexcept
Provides access to fullInstrumentName field.
Definition: Messages.h:7652
StrategyStandingDatarep1Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:5071
StrRef miFIdTransactionId() const noexcept
Provides access to miFIDTransactionID field.
Definition: Messages.h:9528
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:1635
bool orderPriority(Uint64 &value) const noexcept
Provides access to orderPriority field.
Definition: Messages.h:994
bool lastAdjustedClosingPrice(Int64 &value) const noexcept
Provides access to lastAdjustedClosingPrice field.
Definition: Messages.h:3705
bool depositaryList(StrRef &value) const noexcept
Provides access to depositaryList field.
Definition: Messages.h:3639
bool settlementMethod(Char &value) const noexcept
Provides access to settlementMethod field.
Definition: Messages.h:7813
bool issueDate(Uint16 &value) const noexcept
Provides access to issueDate field.
Definition: Messages.h:8893
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:3443
bool pctgOfCapitalization(Uint64 &value) const noexcept
Provides access to pctgOfCapitalization field.
Definition: Messages.h:4346
StrRef miFIdTransactionId() const noexcept
Provides access to miFIDTransactionID field.
Definition: Messages.h:8035
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:3270
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:4614
PricesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:1308
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:2769
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:9927
bool mMTPortfolioTransactionIndicator(StrRef &value) const noexcept
Provides access to mMTPortfolioTransactionIndicator field.
Definition: Messages.h:2327
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:1411
bool efficientMMTDuplicativeIndicator(EfficientMMTDuplicativeIndicator::Enum &value) const noexcept
Provides access to efficientMMTDuplicativeIndicator field.
Definition: Messages.h:8302
#define ONIXS_EURONEXT_OPTIQMDG_MESSAGING_NAMESPACE_BEGIN
Definition: ABI.h:146
bool notionalAmountTraded(Int64 &value) const noexcept
Provides access to notionalAmountTraded field.
Definition: Messages.h:9349
bool lotSize(Uint64 &value) const noexcept
Provides access to lotSize field.
Definition: Messages.h:3715
bool iSINCode(StrRef &value) const noexcept
Provides access to iSINCode field.
Definition: Messages.h:8648
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:9789
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:1726
TechnicalNotification(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:471
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:1490
bool mifidCurrency(StrRef &value) const noexcept
Provides access to mifidCurrency field.
Definition: Messages.h:8079
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:4399
LegBuyorSell::Enum legBuySell() const noexcept
Provides access to legBuySell field.
Definition: Messages.h:5113
bool blockTradeCode(BlockTradeCode::Enum &value) const noexcept
Provides access to blockTradeCode field.
Definition: Messages.h:2122
bool dividendRecordDate(Uint16 &value) const noexcept
Provides access to dividendRecordDate field.
Definition: Messages.h:8820
bool numberInstrumentCirculating(Uint64 &value) const noexcept
Provides access to numberInstrumentCirculating field.
Definition: Messages.h:3857
StartOfSnapshot(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:9857
bool contractEventDate(Uint16 &value) const noexcept
Provides access to contractEventDate field.
Definition: Messages.h:5645
bool longInstrumentName(StrRef &value) const noexcept
Provides access to longInstrumentName field.
Definition: Messages.h:8681
bool notionalCurrency(StrRef &value) const noexcept
Provides access to notionalCurrency field.
Definition: Messages.h:7674
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:6855
bool efficientMMTPublicationMode(EfficientMMTPublicationMode::Enum &value) const noexcept
Provides access to efficientMMTPublicationMode field.
Definition: Messages.h:8278
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:6538
bool underlyingMIC(StrRef &value) const noexcept
Provides access to underlyingMIC field.
Definition: Messages.h:5794
IndexPriceCode::Enum indexPriceCode() const noexcept
Provides access to indexPriceCode field.
Definition: Messages.h:4386
StrRef maturityDate() const noexcept
Provides access to maturityDate field.
Definition: Messages.h:6375
bool sessionTradingDay(Uint16 &value) const noexcept
Provides access to sessionTradingDay field.
Definition: Messages.h:216
Message identifiers and length of message root.
Definition: Messages.h:33
SbeGroup< TimetablesEntry, GroupSizeEncoding, MessageSize > Timetables
Repeating group containing TimetablesEntry entries.
Definition: Messages.h:3056
bool referencePriceOriginInContinuous(ReferencePriceOrigin::Enum &value) const noexcept
Provides access to referencePriceOriginInContinuous field.
Definition: Messages.h:6010
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:7080
Message identifiers and length of message root.
Definition: Messages.h:9453
bool contractSymbolIndex(Uint32 &value) const noexcept
Provides access to contractSymbolIndex field.
Definition: Messages.h:5270
bool instUnitExp(InstrumentUnitExpression::Enum &value) const noexcept
Provides access to instUnitExp field.
Definition: Messages.h:3337
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:1066
bool settlementDelay(StrRef &value) const noexcept
Provides access to settlementDelay field.
Definition: Messages.h:3900
bool publicationDateTime(StrRef &value) const noexcept
Provides access to publicationDateTime field.
Definition: Messages.h:1777
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:1460
bool quantityDecimals(UnsignedChar &value) const noexcept
Provides access to quantityDecimals field.
Definition: Messages.h:3538
bool mMTModificationIndicator(StrRef &value) const noexcept
Provides access to mMTModificationIndicator field.
Definition: Messages.h:1987
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:7495
bool statusReason(StatusReason::Enum &value) const noexcept
Provides access to statusReason field.
Definition: Messages.h:2573
bool currencyCoefficient(Uint32 &value) const noexcept
Provides access to currencyCoefficient field.
Definition: Messages.h:3823
bool efficientMMTBenchmarkIndicator(EfficientMMTBenchmarkIndicator::Enum &value) const noexcept
Provides access to efficientMMTBenchmarkIndicator field.
Definition: Messages.h:8218
bool orderPriority(Uint64 &value) const noexcept
Provides access to orderPriority field.
Definition: Messages.h:6689
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:4671
ApaFullTradeInformation(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:7920
bool mMTPostTradeDeferral(StrRef &value) const noexcept
Provides access to mMTPostTradeDeferral field.
Definition: Messages.h:2065
StrRef mifidInstrumentId() const noexcept
Provides access to mifidInstrumentID field.
Definition: Messages.h:7395
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:6782
bool strikePriceDecimalsRatio(UnsignedChar &value) const noexcept
Provides access to strikePriceDecimalsRatio field.
Definition: Messages.h:5857
bool previousPriority(Uint64 &value) const noexcept
Provides access to previousPriority field.
Definition: Messages.h:1004
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:2828
bool derivativesMarketModel(DerivativesMarketModel::Enum &value) const noexcept
Provides access to derivativesMarketModel field.
Definition: Messages.h:5976
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:7094
LisPackageStructure(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:7132
bool cFI(StrRef &value) const noexcept
Provides access to cFI field.
Definition: Messages.h:7663
bool price(Int64 &value) const noexcept
Provides access to price field.
Definition: Messages.h:1341
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:8438
bool missingPrice(StrRef &value) const noexcept
Provides access to missingPrice field.
Definition: Messages.h:2303
bool lotSize(Uint64 &value) const noexcept
Provides access to lotSize field.
Definition: Messages.h:5476
static constexpr const Char * className()
Entity class name.
Definition: Messages.h:3047
bool mMTSpecialDividendIndicator(StrRef &value) const noexcept
Provides access to mMTSpecialDividendIndicator field.
Definition: Messages.h:9304
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:5532
bool tradingCurrencyIndicator(TradingCurrencyIndicator::Enum &value) const noexcept
Provides access to tradingCurrencyIndicator field.
Definition: Messages.h:3834
bool darkEligibility(UnsignedChar &value) const noexcept
Provides access to darkEligibility field.
Definition: Messages.h:3599
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:6085
bool evaluatedPrice(Int64 &value) const noexcept
Provides access to evaluatedPrice field.
Definition: Messages.h:2249
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:7163
StrRef iSINCode() const noexcept
Provides access to iSINCode field.
Definition: Messages.h:3517
StartOfDay(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:47
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:4503
bool underlyingSubtype(UnderlyingSubtype::Enum &value) const noexcept
Provides access to underlyingSubtype field.
Definition: Messages.h:5901
bool orderPx(Int64 &value) const noexcept
Provides access to orderPx field.
Definition: Messages.h:6719
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:4780
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:5198
Message identifiers and length of message root.
Definition: Messages.h:1280
bool lastNAVPrice(Int64 &value) const noexcept
Provides access to lastNAVPrice field.
Definition: Messages.h:8735
bool taxCode(TaxCode::Enum &value) const noexcept
Provides access to taxCode field.
Definition: Messages.h:3922
bool amountDecimals(UnsignedChar &value) const noexcept
Provides access to amountDecimals field.
Definition: Messages.h:9000
Bfnav(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:9477
bool highTime(Uint64 &value) const noexcept
Provides access to highTime field.
Definition: Messages.h:4910
SbeGroup< PackageComponentsEntry, GroupSizeEncoding, MessageSize > PackageComponents
Repeating group containing PackageComponentsEntry entries.
Definition: Messages.h:7116
StrategyCode::Enum strategyCode() const noexcept
Provides access to strategyCode field.
Definition: Messages.h:7204
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:1716
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:9605
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:546
MessageSize BlockLength
Length of the message body representing a block of fixed-length fields.
Definition: SbeMessage.h:806
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:2849
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:7826
bool tradingPolicy(TradingPolicy::Enum &value) const noexcept
Provides access to tradingPolicy field.
Definition: Messages.h:5954
bool nAVOfferPrice(Int64 &value) const noexcept
Provides access to nAVOfferPrice field.
Definition: Messages.h:9580
bool contractSymbolIndex(Uint32 &value) const noexcept
Provides access to contractSymbolIndex field.
Definition: Messages.h:6333
UInt8 UnsignedChar
Type alias for the Unsigned_char.
Definition: Fields.h:29
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:9640
IntegralConstant< Int64,-9223372036854775807LL-1 > NullInt64
Null value for an optional Int64 field.
Definition: Fields.h:4667
bool strikeCurrencyIndicator(StrikeCurrencyIndicator::Enum &value) const noexcept
Provides access to strikeCurrencyIndicator field.
Definition: Messages.h:3846
bool expiryCycleType(ExpiryCycleType::Enum &value) const noexcept
Provides access to expiryCycleType field.
Definition: Messages.h:6450
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:9373
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:5316
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:9180
SbeGroup< InterestPaymentDateRepEntry, GroupSizeEncoding, MessageSize > InterestPaymentDateRep
Repeating group containing InterestPaymentDateRepEntry entries.
Definition: Messages.h:8581
bool bidOfferDateTime(Uint64 &value) const noexcept
Provides access to bidOfferDateTime field.
Definition: Messages.h:9221
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:9498
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:2515
bool instrumentEventDate(Uint16 &value) const noexcept
Provides access to instrumentEventDate field.
Definition: Messages.h:3579
StrRef instrumentGroupCode() const noexcept
Provides access to instrumentGroupCode field.
Definition: Messages.h:3506
bool mMTNegotiationIndicator(StrRef &value) const noexcept
Provides access to mMTNegotiationIndicator field.
Definition: Messages.h:1965
PricingAlgorithm::Enum pricingAlgorithm() const noexcept
Provides access to pricingAlgorithm field.
Definition: Messages.h:6053
bool legSymbolIndex(Uint32 &value) const noexcept
Provides access to legSymbolIndex field.
Definition: Messages.h:5083
Statistics(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:4593
EndOfDay(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:195
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:4306
StrRef mMTModificationIndicator() const noexcept
Provides access to mMTModificationIndicator field.
Definition: Messages.h:9231
StrRef tradingDateTime() const noexcept
Provides access to tradingDateTime field.
Definition: Messages.h:7981
UnderlyingType::Enum underlyingType() const noexcept
Provides access to underlyingType field.
Definition: Messages.h:5700
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:1558
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:6254
SbeGroup< PricesEntry, GroupSizeEncoding, MessageSize > Prices
Repeating group containing PricesEntry entries.
Definition: Messages.h:1433
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:9170
Message identifiers and length of message root.
Definition: Messages.h:9135
StartOfSnapshot(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:9867
bool partitionId(Uint16 &value) const noexcept
Provides access to partitionID field.
Definition: Messages.h:3463
bool mICList(StrRef &value) const noexcept
Provides access to mICList field.
Definition: Messages.h:3757
bool issuingCountry(StrRef &value) const noexcept
Provides access to issuingCountry field.
Definition: Messages.h:8903
bool bidPrice(Int64 &value) const noexcept
Provides access to bidPrice field.
Definition: Messages.h:9252
bool originalReportTimestamp(Uint64 &value) const noexcept
Provides access to originalReportTimestamp field.
Definition: Messages.h:2144
bool tradingCurrency(StrRef &value) const noexcept
Provides access to tradingCurrency field.
Definition: Messages.h:3812
bool tradingCurrency(StrRef &value) const noexcept
Provides access to tradingCurrency field.
Definition: Messages.h:9359
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:5304
SbeGroup< EmmPatternRepEntry, GroupSizeEncoding, MessageSize > EmmPatternRep
Repeating group containing EmmPatternRepEntry entries.
Definition: Messages.h:3396
bool sessionTradingDay(Uint16 &value) const noexcept
Provides access to sessionTradingDay field.
Definition: Messages.h:78
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:344
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:6313
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:8459
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:4820
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:7274
bool mMTPublicationMode(StrRef &value) const noexcept
Provides access to mMTPublicationMode field.
Definition: Messages.h:2054
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:4692
bool quantityNotation(StrRef &value) const noexcept
Provides access to quantityNotation field.
Definition: Messages.h:3877
bool countryOfExchange(StrRef &value) const noexcept
Provides access to countryOfExchange field.
Definition: Messages.h:3768
MessageSize EncodedLength
Length of the message binary data.
Definition: SbeMessage.h:803
PhaseQualifier phaseQualifier() const noexcept
Provides access to phaseQualifier field.
Definition: Messages.h:2584
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:4541
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:6845
bool underlyingIndexName(StrRef &value) const noexcept
Provides access to underlyingIndexName field.
Definition: Messages.h:7727
bool confirmedReferenceLevel(Int64 &value) const noexcept
Provides access to confirmedReferenceLevel field.
Definition: Messages.h:4850
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:1192
bool maturityDate(StrRef &value) const noexcept
Provides access to maturityDate field.
Definition: Messages.h:8767
bool transparencyIndicator(TransparencyIndicator::Enum &value) const noexcept
Provides access to transparencyIndicator field.
Definition: Messages.h:2155
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:7364
bool settlementDate(Uint16 &value) const noexcept
Provides access to settlementDate field.
Definition: Messages.h:2271
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:593
Int8 Int8
Type alias for the Int8_t.
Definition: Fields.h:33
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:7227
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:6212
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:1227
bool iCB(StrRef &value) const noexcept
Provides access to iCB field.
Definition: Messages.h:3683
OrderUpdate(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:1118
bool underlyingIndexTerm(StrRef &value) const noexcept
Provides access to underlyingIndexTerm field.
Definition: Messages.h:7738
bool amountDecimals(UnsignedChar &value) const noexcept
Provides access to amountDecimals field.
Definition: Messages.h:5730
LongOrderUpdate(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:6834
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
Definition: StrRef.h:415
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:7374
Message identifiers and length of message root.
Definition: Messages.h:2491
ContractTradingType::Enum contractTradingType() const noexcept
Provides access to contractTradingType field.
Definition: Messages.h:5878
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:812
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:3172
bool mifidInstrumentIdType(StrRef &value) const noexcept
Provides access to mifidInstrumentIdType field.
Definition: Messages.h:8013
bool mifidInstrumentId(StrRef &value) const noexcept
Provides access to mifidInstrumentID field.
Definition: Messages.h:8024
OrdersEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:6656
bool expirationDate(Uint16 &value) const noexcept
Provides access to expirationDate field.
Definition: Messages.h:6503
bool lastMDSeqNum(Uint64 &value) const noexcept
Provides access to lastMDSeqNum field.
Definition: Messages.h:10016
MarketStatesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:2519
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:1397
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:4975
ContractStandingData(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:5584
bool paymentFrequency(PaymentFrequency::Enum &value) const noexcept
Provides access to paymentFrequency field.
Definition: Messages.h:8926
bool underlyingISINCode(StrRef &value) const noexcept
Provides access to underlyingISINCode field.
Definition: Messages.h:7716
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:6943
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:2436
MarketDataUpdateType::Enum updateType() const noexcept
Provides access to updateType field.
Definition: Messages.h:667
Message identifiers and length of message root.
Definition: Messages.h:626
Message identifiers and length of message root.
Definition: Messages.h:9843
bool lastMDSeqNum(Uint64 &value) const noexcept
Provides access to lastMDSeqNum field.
Definition: Messages.h:9878
Message identifiers and length of message root.
Definition: Messages.h:7575
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:4148
bool longIssuerName(StrRef &value) const noexcept
Provides access to longIssuerName field.
Definition: Messages.h:8670
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:4163
bool bidOfferDateTime(Uint64 &value) const noexcept
Provides access to bidOfferDateTime field.
Definition: Messages.h:9518
bool legLastQty(Uint64 &value) const noexcept
Provides access to legLastQty field.
Definition: Messages.h:7068
bool ratioDecimals(UnsignedChar &value) const noexcept
Provides access to ratioDecimals field.
Definition: Messages.h:3558
bool closingReferenceTime(Uint64 &value) const noexcept
Provides access to closingReferenceTime field.
Definition: Messages.h:4880
bool orderQuantity(Uint64 &value) const noexcept
Provides access to orderQuantity field.
Definition: Messages.h:1044
IntegralConstant< UInt64, 18446744073709551615ULL > NullUint64
Null value for an optional Uint64 field.
Definition: Fields.h:4655
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:859
StrRef firmId() const noexcept
Provides access to firmID field.
Definition: Messages.h:6759
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:9593
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:9913
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:7941
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:5430
UInt64 Uint64
Type alias for the Uint64_t.
Definition: Fields.h:45
bool priceMultiplierDecimals(UnsignedChar &value) const noexcept
Provides access to priceMultiplierDecimals field.
Definition: Messages.h:8344
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:4604
static constexpr const Char * className()
Entity class name.
Definition: Messages.h:3387
bool retransmissionEndTime(Uint64 &value) const noexcept
Provides access to retransmissionEndTime field.
Definition: Messages.h:523
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:650
SbeGroup< OrdersEntry, GroupSizeEncoding, MessageSize > Orders
Repeating group containing OrdersEntry entries.
Definition: Messages.h:1102
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:1537
bool priceMultiplierDecimals(UnsignedChar &value) const noexcept
Provides access to priceMultiplierDecimals field.
Definition: Messages.h:7706
bool longMnemonic(StrRef &value) const noexcept
Provides access to longMnemonic field.
Definition: Messages.h:4070
RealTimeIndex(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:4265
bool repoIndicator(RepoIndicator::Enum &value) const noexcept
Provides access to repoIndicator field.
Definition: Messages.h:3956
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:2710
bool nAVPrice(Int64 &value) const noexcept
Provides access to nAVPrice field.
Definition: Messages.h:9550
MessageHeader::Version SchemaVersion
SBE-encoded data version type.
Definition: SchemaTraits.h:30
StrRef mifidPrice() const noexcept
Provides access to mifidPrice field.
Definition: Messages.h:7459
HealthStatus(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:333
bool efficientMMTMarketMechanism(EfficientMMTMarketMechanism::Enum &value) const noexcept
Provides access to efficientMMTMarketMechanism field.
Definition: Messages.h:8146
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:9763
bool miFIdEmissionAllowanceType(StrRef &value) const noexcept
Provides access to miFIDEmissionAllowanceType field.
Definition: Messages.h:8365
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:1159
Message identifiers and length of message root.
Definition: Messages.h:6188
bool partitionId(Uint16 &value) const noexcept
Provides access to partitionID field.
Definition: Messages.h:5635
bool issuePrice(Int64 &value) const noexcept
Provides access to issuePrice field.
Definition: Messages.h:3967
StrRef productCode() const noexcept
Provides access to productCode field.
Definition: Messages.h:5783
StrRef mifidQuantity() const noexcept
Provides access to mifidQuantity field.
Definition: Messages.h:8057
bool marketOfReferenceMIC(StrRef &value) const noexcept
Provides access to marketOfReferenceMIC field.
Definition: Messages.h:2238
bool underlyingExpiry(Uint32 &value) const noexcept
Provides access to underlyingExpiry field.
Definition: Messages.h:5816
Message identifiers and length of message root.
Definition: Messages.h:4251
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:1511
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:3286
AccountType::Enum accountType() const noexcept
Provides access to accountType field.
Definition: Messages.h:6770
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:1756
UInt32 Uint32
Type alias for the Uint32_t.
Definition: Fields.h:41
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:6796
bool priceDecimals(UnsignedChar &value) const noexcept
Provides access to priceDecimals field.
Definition: Messages.h:5710
Message identifiers and length of message root.
Definition: Messages.h:5406
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:5139
bool amountDecimals(UnsignedChar &value) const noexcept
Provides access to amountDecimals field.
Definition: Messages.h:3548
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:7951
bool thresholdLISPostTradeEOD(Uint64 &value) const noexcept
Provides access to thresholdLISPostTradeEOD field.
Definition: Messages.h:4060
bool numberOfOrders(Uint16 &value) const noexcept
Provides access to numberOfOrders field.
Definition: Messages.h:687
Message identifiers and length of message root.
Definition: Messages.h:3246
bool endTimeVwap(Uint32 &value) const noexcept
Provides access to endTimeVwap field.
Definition: Messages.h:2217
bool collarMaxUnhaltNb(UnsignedChar &value) const noexcept
Provides access to collarMaxUnhaltNb field.
Definition: Messages.h:5510
bool issuePriceDecimals(UnsignedChar &value) const noexcept
Provides access to issuePriceDecimals field.
Definition: Messages.h:3988
bool thresholdLISPostTrade60mn(Uint64 &value) const noexcept
Provides access to thresholdLISPostTrade60mn field.
Definition: Messages.h:4040
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:503
StrRef mIC() const noexcept
Provides access to mIC field.
Definition: Messages.h:5761
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:367
bool mainDepositary(StrRef &value) const noexcept
Provides access to mainDepositary field.
Definition: Messages.h:5750
EndOfSnapshot(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:9995
bool grossDividendInEuros(Int64 &value) const noexcept
Provides access to grossDividendInEuros field.
Definition: Messages.h:8883
EndOfDay(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:185
bool repoSettlementDate(Uint16 &value) const noexcept
Provides access to repoSettlementDate field.
Definition: Messages.h:2281
bool miFIdClearingFlag(StrRef &value) const noexcept
Provides access to miFIDClearingFlag field.
Definition: Messages.h:1919
EmmPatternRepEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:3274
bool snapshotTime(Uint64 &value) const noexcept
Provides access to snapshotTime field.
Definition: Messages.h:10026
bool efficientMMTModificationIndicator(EfficientMMTModificationIndicator::Enum &value) const noexcept
Provides access to efficientMMTModificationIndicator field.
Definition: Messages.h:8206
bool efficientMMTContributiontoPrice(EfficientMMTContributiontoPrice::Enum &value) const noexcept
Provides access to efficientMMTContributiontoPrice field.
Definition: Messages.h:8254
bool snapshotTime(Uint64 &value) const noexcept
Provides access to snapshotTime field.
Definition: Messages.h:9888
bool efficientMMTPostTradeDeferral(EfficientMMTPostTradeDeferral::Enum &value) const noexcept
Provides access to efficientMMTPostTradeDeferral field.
Definition: Messages.h:8290
Message identifiers and length of message root.
Definition: Messages.h:1611
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:6552
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:5615
ApaFullTradeInformation(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:7930
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:4177
bool mMTTransactionCategory(StrRef &value) const noexcept
Provides access to mMTTransactionCategory field.
Definition: Messages.h:1954
bool dateOfLastTrade(Uint16 &value) const noexcept
Provides access to dateOfLastTrade field.
Definition: Messages.h:3629
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:1667
StrategyCode::Enum strategyCode() const noexcept
Provides access to strategyCode field.
Definition: Messages.h:5260
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:6133
bool scheduledEvent(ScheduledEvent::Enum &value) const noexcept
Provides access to scheduledEvent field.
Definition: Messages.h:2661
bool legRatio(Uint32 &value) const noexcept
Provides access to legRatio field.
Definition: Messages.h:5103
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:4198
StartOfDay(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:57
InstrumentCategory::Enum instrumentCategory() const noexcept
Provides access to instrumentCategory field.
Definition: Messages.h:8947
bool currencyCoefficient(Uint32 &value) const noexcept
Provides access to currencyCoefficient field.
Definition: Messages.h:2166
bool parValue(Uint64 &value) const noexcept
Provides access to parValue field.
Definition: Messages.h:3867
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:6865
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:10086
StrRef mIC() const noexcept
Provides access to mIC field.
Definition: Messages.h:3746
bool notionalCurrency(StrRef &value) const noexcept
Provides access to notionalCurrency field.
Definition: Messages.h:8123
bool issuingCountry(StrRef &value) const noexcept
Provides access to issuingCountry field.
Definition: Messages.h:3694
bool mMTTradingMode(MmtTradingMode::Enum &value) const noexcept
Provides access to mMTTradingMode field.
Definition: Messages.h:9316
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:3020
MarketDataPriceType::Enum priceType() const noexcept
Provides access to priceType field.
Definition: Messages.h:1321
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:255
ContractEMMProperties contractEMMProperties() const noexcept
Definition: Messages.h:6074
StatsUpdateType::Enum statsUpdateType() const noexcept
Provides access to statsUpdateType field.
Definition: Messages.h:4519
UInt16 MessageSize
Message length type.
Definition: Aliases.h:29
TradeQualifier tradeQualifier() const noexcept
Provides access to tradeQualifier field.
Definition: Messages.h:2087
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:7873
StrRef mifidQuantity() const noexcept
Provides access to mifidQuantity field.
Definition: Messages.h:1842
Message identifiers and length of message root.
Definition: Messages.h:2904
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:8411
bool daysToExpiry(Uint16 &value) const noexcept
Provides access to daysToExpiry field.
Definition: Messages.h:6416
OrderTypeRules orderTypeRules() const noexcept
Provides access to orderTypeRules field.
Definition: Messages.h:5826
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:5605
Session::Enum session() const noexcept
Provides access to session field.
Definition: Messages.h:2996
bool strikePriceDecimals(UnsignedChar &value) const noexcept
Provides access to strikePriceDecimals field.
Definition: Messages.h:3998
StrategyStandingData(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:5177
bool settlementTickSize(Uint64 &value) const noexcept
Provides access to settlementTickSize field.
Definition: Messages.h:5923
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:9385
bool maxOrderAmountContinuous(Uint64 &value) const noexcept
Provides access to maxOrderAmountContinuous field.
Definition: Messages.h:4093
IndexSummary(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:4759
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:8424
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:957
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:533
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:414
bool lotMultiplier(Uint64 &value) const noexcept
Provides access to lotMultiplier field.
Definition: Messages.h:6063
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:393
bool priceLimits(PriceLimits::Enum &value) const noexcept
Provides access to priceLimits field.
Definition: Messages.h:2616
StrRef venue() const noexcept
Provides access to venue field.
Definition: Messages.h:8354
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:5218
bool mnemonic(StrRef &value) const noexcept
Provides access to mnemonic field.
Definition: Messages.h:3779
bool typeOfCorporateEvent(StrRef &value) const noexcept
Provides access to typeOfCorporateEvent field.
Definition: Messages.h:3932
StrRef mifidInstrumentId() const noexcept
Provides access to mifidInstrumentID field.
Definition: Messages.h:7641
bool lotSize(Uint64 &value) const noexcept
Provides access to lotSize field.
Definition: Messages.h:3326
bool mifidInstrumentId(StrRef &value) const noexcept
Provides access to mifidInstrumentID field.
Definition: Messages.h:1809
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:5010
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:8618
StandingData(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:3412
TradingPeriod::Enum tradingPeriod() const noexcept
Provides access to tradingPeriod field.
Definition: Messages.h:2974
bool tickSizeIndexId(Uint16 &value) const noexcept
Provides access to tickSizeIndexID field.
Definition: Messages.h:5456
Message identifiers and length of message root.
Definition: Messages.h:4745
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition: Messages.h:4800
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:117
bool transactionType(TransactionType::Enum &value) const noexcept
Provides access to transactionType field.
Definition: Messages.h:2098
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:9738
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:7143
FullTradeInformation(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:1705
bool iCBCode(StrRef &value) const noexcept
Provides access to iCBCode field.
Definition: Messages.h:4029
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:6240
SbeGroup< MarketStatesEntry, GroupSizeEncoding, MessageSize > MarketStates
Repeating group containing MarketStatesEntry entries.
Definition: Messages.h:2732
bool priceMultiplierDecimals(UnsignedChar &value) const noexcept
Provides access to priceMultiplierDecimals field.
Definition: Messages.h:2186
bool quantityDecimals(UnsignedChar &value) const noexcept
Provides access to quantityDecimals field.
Definition: Messages.h:8990
TimetablesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition: Messages.h:2932
bool mifidQuantityMeasurementUnit(StrRef &value) const noexcept
Provides access to mifidQuantityMeasurementUnit field.
Definition: Messages.h:8101
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:5595
bool priceDecimals(UnsignedChar &value) const noexcept
Provides access to priceDecimals field.
Definition: Messages.h:3528
bool efficientMMTAgencyCrossTradeIndicator(EfficientMMTAgencyCrossTradeIndicator::Enum &value) const noexcept
Provides access to efficientMMTAgencyCrossTradeIndicator field.
Definition: Messages.h:8194
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:6323
bool longTradeReference(StrRef &value) const noexcept
Provides access to longTradeReference field.
Definition: Messages.h:8376
bool aPAOrigin(StrRef &value) const noexcept
Provides access to aPAOrigin field.
Definition: Messages.h:7481
ApaStandingData(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:7599
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:792
bool efficientMMTAlgorithmicIndicator(EfficientMMTAlgorithmicIndicator::Enum &value) const noexcept
Provides access to efficientMMTAlgorithmicIndicator field.
Definition: Messages.h:8266
bool darkLISThreshold(Uint64 &value) const noexcept
Provides access to darkLISThreshold field.
Definition: Messages.h:3609
Session::Enum session() const noexcept
Provides access to session field.
Definition: Messages.h:2650
bool liquidInstrumentIndicator(UnsignedChar &value) const noexcept
Provides access to liquidInstrumentIndicator field.
Definition: Messages.h:4008
Message identifiers and length of message root.
Definition: Messages.h:7329
bool secondNotionalCurrency(StrRef &value) const noexcept
Provides access to secondNotionalCurrency field.
Definition: Messages.h:7685
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:3158
bool derivativesInstrumentTradingCode(StrRef &value) const noexcept
Provides access to derivativesInstrumentTradingCode field.
Definition: Messages.h:6426
bool quoteSpreadMultiplier(QuoteSpreadMultiplier::Enum &value) const noexcept
Provides access to quoteSpreadMultiplier field.
Definition: Messages.h:2627
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:4446
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:7239
bool anonymous(Anonymous::Enum &value) const noexcept
Provides access to anonymous field.
Definition: Messages.h:3348
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:6652
bool darkMinQuantity(Uint32 &value) const noexcept
Provides access to darkMinQuantity field.
Definition: Messages.h:3619
bool imbalanceQtySide(ImbalanceQuantitySide::Enum &value) const noexcept
Provides access to imbalanceQtySide field.
Definition: Messages.h:1372
bool strikePrice(Int64 &value) const noexcept
Provides access to strikePrice field.
Definition: Messages.h:7759
StrRef contractName() const noexcept
Provides access to contractName field.
Definition: Messages.h:5677
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:7507
bool mifidPriceNotation(StrRef &value) const noexcept
Provides access to mifidPriceNotation field.
Definition: Messages.h:1853
StrRef mifidExecutionId() const noexcept
Provides access to mifidExecutionID field.
Definition: Messages.h:1820
UInt16 Uint16
Type alias for the Uint16_t.
Definition: Fields.h:37
#define ONIXS_EURONEXT_OPTIQMDG_LTWT_EXPORTED
Definition: ABI.h:98
bool referenceSpreadTableId(Uint16 &value) const noexcept
Provides access to referenceSpreadTableID field.
Definition: Messages.h:5965
IndexSummary(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:4769
bool thresholdLISPostTrade120mn(Uint64 &value) const noexcept
Provides access to thresholdLISPostTrade120mn field.
Definition: Messages.h:4050
bool instrumentEventDate(Uint16 &value) const noexcept
Provides access to instrumentEventDate field.
Definition: Messages.h:6343
bool mIFIdIILiquidFlag(UnsignedChar &value) const noexcept
Provides access to mIFIDIILiquidFlag field.
Definition: Messages.h:6043
bool ratioDecimals(UnsignedChar &value) const noexcept
Provides access to ratioDecimals field.
Definition: Messages.h:5740
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:4316
bool contractType(ContractType::Enum &value) const noexcept
Provides access to contractType field.
Definition: Messages.h:5689
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:3093
bool patternId(Uint16 &value) const noexcept
Provides access to patternID field.
Definition: Messages.h:3296
bool tradeUniqueIdentifier(StrRef &value) const noexcept
Provides access to tradeUniqueIdentifier field.
Definition: Messages.h:2291
bool lotMultiplier(Uint64 &value) const noexcept
Provides access to lotMultiplier field.
Definition: Messages.h:6492
bool imbalanceQty(Uint64 &value) const noexcept
Provides access to imbalanceQty field.
Definition: Messages.h:1361
bool dividendRate(Uint64 &value) const noexcept
Provides access to dividendRate field.
Definition: Messages.h:8830
bool effectiveDateIndicator(EffectiveDateIndicator::Enum &value) const noexcept
Provides access to effectiveDateIndicator field.
Definition: Messages.h:2110
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:9560
bool securityCondition(SecurityCondition::Enum &value) const noexcept
Provides access to securityCondition field.
Definition: Messages.h:8958
bool price(Int64 &value) const noexcept
Provides access to price field.
Definition: Messages.h:697
bool cFI(StrRef &value) const noexcept
Provides access to cFI field.
Definition: Messages.h:5280
bool openingTime(Uint64 &value) const noexcept
Provides access to openingTime field.
Definition: Messages.h:4840
bool notionalCurrency(StrRef &value) const noexcept
Provides access to notionalCurrency field.
Definition: Messages.h:1908
bool retransmissionStartTime(Uint64 &value) const noexcept
Provides access to retransmissionStartTime field.
Definition: Messages.h:513
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:7852
bool mMTTradingMode(MmtTradingMode::Enum &value) const noexcept
Provides access to mMTTradingMode field.
Definition: Messages.h:1943
bool mainDepositary(StrRef &value) const noexcept
Provides access to mainDepositary field.
Definition: Messages.h:3650
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:4425
bool mifidPrice(StrRef &value) const noexcept
Provides access to mifidPrice field.
Definition: Messages.h:1831
BfTrade(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:9159
OptiqSegment::Enum optiqSegment() const noexcept
Provides access to optiqSegment field.
Definition: Messages.h:3453
SbeGroup< OrdersEntry, GroupSizeEncoding, MessageSize > Orders
Repeating group containing OrdersEntry entries.
Definition: Messages.h:6818
bool orderSide(OrderSide::Enum &value) const noexcept
Provides access to orderSide field.
Definition: Messages.h:1034
bool orderType(OrderType::Enum &value) const noexcept
Provides access to orderType field.
Definition: Messages.h:6709
bool sEDOLCode(StrRef &value) const noexcept
Provides access to sEDOLCode field.
Definition: Messages.h:8659
SbeGroup< UpdatesEntry, GroupSizeEncoding, MessageSize > Updates
Repeating group containing UpdatesEntry entries.
Definition: Messages.h:755
Message identifiers and length of message root.
Definition: Messages.h:9673
bool collarExpansionFactor(UnsignedChar &value) const noexcept
Provides access to collarExpansionFactor field.
Definition: Messages.h:6033
Message identifiers and length of message root.
Definition: Messages.h:8493
bool poolFactor(Uint32 &value) const noexcept
Provides access to poolFactor field.
Definition: Messages.h:4126
StrRef derivativesInstrumentTradingCode() const noexcept
Provides access to derivativesInstrumentTradingCode field.
Definition: Messages.h:5228
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:3423
BfInstrumentReference(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:8597
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition: Messages.h:4963
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:9045
SchemaTraits Schema
Used template schema.
Definition: Messages.h:9458
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:9488
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition: Messages.h:9718
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition: Messages.h:1746
bool tradingPeriod(TradingPeriod::Enum &value) const noexcept
Provides access to tradingPeriod field.
Definition: Messages.h:2595
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:379
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:2542
bool tradingUnit(Uint64 &value) const noexcept
Provides access to tradingUnit field.
Definition: Messages.h:5987
bool scheduledEventTime(Uint64 &value) const noexcept
Provides access to scheduledEventTime field.
Definition: Messages.h:2672
bool highLevel(Int64 &value) const noexcept
Provides access to highLevel field.
Definition: Messages.h:4900
bool collarUnhaltDelay(Uint32 &value) const noexcept
Provides access to collarUnhaltDelay field.
Definition: Messages.h:5520
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:138
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:9399
bool expiryDate(StrRef &value) const noexcept
Provides access to expiryDate field.
Definition: Messages.h:7802
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:9080
bool firstSettlementDate(Uint16 &value) const noexcept
Provides access to firstSettlementDate field.
Definition: Messages.h:3661
bool instUnitExp(InstrumentUnitExpression::Enum &value) const noexcept
Provides access to instUnitExp field.
Definition: Messages.h:5889
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition: Messages.h:973
bool eMM(Emm::Enum &value) const noexcept
Provides access to eMM field.
Definition: Messages.h:3103
IntegralConstant< UInt8, 255 > NullUInt8
Definition: Fields.h:4679
bool legSymbolIndex(Uint32 &value) const noexcept
Provides access to legSymbolIndex field.
Definition: Messages.h:7038
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition: Messages.h:3374
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition: Messages.h:10065
static constexpr StrRef fixType() noexcept
FIX message type.
Definition: Messages.h:9420
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition: Messages.h:2928
bool mifidPriceNotation(StrRef &value) const noexcept
Provides access to mifidPriceNotation field.
Definition: Messages.h:8068
PriceUpdate(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition: Messages.h:1449
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition: Messages.h:482
Bfnav(const void *data, EncodedLength length)
Creates an instance over the given memory block.
Definition: Messages.h:9467
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition: Messages.h:6908
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition: Messages.h:719