#define ONIXS_FMXUST_BIMP_NOTHROW
#define ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR
StrRef fixedStr(MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
Enumeration::Enum enumeration(MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
FieldValue ordinary(MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
MessageSize binarySize() const ONIXS_FMXUST_BIMP_NOTHROW
Size of message.
BinaryMessage() ONIXS_FMXUST_BIMP_NOTHROW
Initializes blank instance referencing to nothing.
Provides efficient way of accessing text-based FIX field values.
ONIXS_FMXUST_BIMP_API ONIXS_FMXUST_BIMP_COLDPATH ONIXS_FMXUST_BIMP_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
Integer2 MessageSize
Aliases message length type.
ONIXS_FMXUST_BIMP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
PriceType::Enum priceType() const ONIXS_FMXUST_BIMP_NOTHROW
Price Type.
Integer8 timestamp() const ONIXS_FMXUST_BIMP_NOTHROW
bool tradeDate(Integer4 &value) const ONIXS_FMXUST_BIMP_NOTHROW
Trade Date (YYYYMMDD)
Integer8 legTwoRatioQty() const ONIXS_FMXUST_BIMP_NOTHROW
The ratio of quantity for the leg two instrument relative to the entire multileg security.
Integer8 maximumDirectedStreamingMultiplier() const ONIXS_FMXUST_BIMP_NOTHROW
Clients who are permitted to submit directed orders are limited in the quantity they can direct.
Side::Enum legThreeSide() const ONIXS_FMXUST_BIMP_NOTHROW
Leg Three Side.
Integer4 legTwoInstrumentLocate() const ONIXS_FMXUST_BIMP_NOTHROW
The instrument locate code for the first leg of a multi-leg instrument.
Authenticity::Enum authenticity() const ONIXS_FMXUST_BIMP_NOTHROW
Authenticity.
Integer8 instrumentId() const ONIXS_FMXUST_BIMP_NOTHROW
StrRef industryIdentifier() const ONIXS_FMXUST_BIMP_NOTHROW
Instrument CUSIP / ISIN if applicable.
StrRef cFIcode() const ONIXS_FMXUST_BIMP_NOTHROW
CFI code.
StrRef enhancedSymbol() const ONIXS_FMXUST_BIMP_NOTHROW
Instrument Symbol (supersedes the Legacy Symbol above)
Integer8 maximumOrderSize() const ONIXS_FMXUST_BIMP_NOTHROW
The maximum quantity that can be used on an order. Applicable to Block Book instruments only.
StrRef description() const ONIXS_FMXUST_BIMP_NOTHROW
Instrument description.
StrRef maturityDate() const ONIXS_FMXUST_BIMP_NOTHROW
Maturity Date (YYYYMMDD)
StrRef interestAccrualDate() const ONIXS_FMXUST_BIMP_NOTHROW
Accrual Date (YYYYMMDD)
Integer8 decimalPriceTick() const ONIXS_FMXUST_BIMP_NOTHROW
The minimum decimal price increment scaled as per a price field.
Integer4 legThreeInstrumentLocate() const ONIXS_FMXUST_BIMP_NOTHROW
The instrument locate code for the third leg of a multi-leg instrument.
Side::Enum legTwoSide() const ONIXS_FMXUST_BIMP_NOTHROW
Leg Two Side.
StrRef settlementDate() const ONIXS_FMXUST_BIMP_NOTHROW
Settlement Date (YYYYMMDD)
Integer8 priceMultiplier() const ONIXS_FMXUST_BIMP_NOTHROW
The amount that price related fields are scaled to allow them to be expressed as integers.
MatchAlgorithm::Enum matchAlgorithm() const ONIXS_FMXUST_BIMP_NOTHROW
Match Algorithm.
InstrumentType::Enum instrumentType() const ONIXS_FMXUST_BIMP_NOTHROW
Instrument Type.
bool minimumIcebergOrderSize(Integer8 &value) const ONIXS_FMXUST_BIMP_NOTHROW
The minimum quantity that can be used on an Iceberg order.
StrRef mIC() const ONIXS_FMXUST_BIMP_NOTHROW
Market Identifier Code (MIC) (ISO 10383).
Integer8 thresholdLIS() const ONIXS_FMXUST_BIMP_NOTHROW
MIFID II Large-in-Scale (LIS) threshold for pre-trade transparency.
Integer8 sizeThresholdSSTI() const ONIXS_FMXUST_BIMP_NOTHROW
Future use.
Integer8 couponRate() const ONIXS_FMXUST_BIMP_NOTHROW
The coupon rate scaled as per a price field.
static void validateSize(MessageSize size)
Check the given size.
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Integer8 minimumOrderSize() const ONIXS_FMXUST_BIMP_NOTHROW
StrRef symbolSuffix() const ONIXS_FMXUST_BIMP_NOTHROW
Instrument Symbol Suffix.
StrRef legacySymbol() const ONIXS_FMXUST_BIMP_NOTHROW
Legacy Instrument Symbol. Deprecated but provided for backward compatibility.
StrRef instrumentSubType() const ONIXS_FMXUST_BIMP_NOTHROW
Instrument Sub Type.
YesOrNo::Enum illiquidInstrument() const ONIXS_FMXUST_BIMP_NOTHROW
Illiquid Instrument.
Side::Enum legOneSide() const ONIXS_FMXUST_BIMP_NOTHROW
Leg One Side.
StrRef currency() const ONIXS_FMXUST_BIMP_NOTHROW
ISO currency code.
Integer8 fractionalPriceTick() const ONIXS_FMXUST_BIMP_NOTHROW
The minimum fractional price increment, expressed as a decimal and scaled as per a price field.
Integer4 instrumentLocate() const ONIXS_FMXUST_BIMP_NOTHROW
Instrument locate code assigned to the security for the day.
Integer8 roundLotSize() const ONIXS_FMXUST_BIMP_NOTHROW
Incremental order size.
Integer4 legOneInstrumentLocate() const ONIXS_FMXUST_BIMP_NOTHROW
The instrument locate code for the first leg of a multi-leg instrument.
Integer8 legOneRatioQty() const ONIXS_FMXUST_BIMP_NOTHROW
The ratio of quantity for the leg one instrument relative to the entire multileg security.
BlockTierId::Enum blockTierId() const ONIXS_FMXUST_BIMP_NOTHROW
Block tier identifier in increasing order sizes.
StrRef issueDate() const ONIXS_FMXUST_BIMP_NOTHROW
Issue Date (YYYYMMDD)
IndustryIdentifierType::Enum industryIdentifierType() const ONIXS_FMXUST_BIMP_NOTHROW
Type of the content of the Industry Identifier.
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize minMessageSize_
Min message size.
InstrumentDirectoryMsg(const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
Initializes instance over given memory block.