OnixS C++ ICE Binary Order Entry Handler 1.1.1
API Documentation
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ExecutionReport_Trade Struct Reference

Public Types

enum  
typedef SchemaTraits Schema
typedef ExecutionReport_Trade ThisType
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 ExecutionReport_Trade ()=default
 ExecutionReport_Trade (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 ExecutionReport_Trade (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 ExecutionReport_Trade (void *data, EncodedLength length, NoInit)
 ExecutionReport_Trade (SbeMessage message)
 ExecutionReport_Trade (void *data, EncodedLength length, NoInit, NoCheck) noexcept
auto originatorUserId () const noexcept
ThisTypeoriginatorUserId (StrRef value) noexcept
auto execId () const noexcept
ThisTypeexecId (Int64 value) noexcept
auto clOrdId () const noexcept
ThisTypeclOrdId (Int64 value) noexcept
auto symbol () const noexcept
ThisTypesymbol (Int32 value) noexcept
auto ordType () const noexcept
ThisTypeordType (OrderTypeEnum value) noexcept
auto side () const noexcept
ThisTypeside (SideEnum value) noexcept
auto orderId () const noexcept
ThisTypeorderId (Int64 value) noexcept
auto origOrderId () const noexcept
ThisTypeorigOrderId (OriginalOrderID value) noexcept
ThisTypeorigOrderId (NullOpt) noexcept
auto leavesQty () const noexcept
ThisTypeleavesQty (Decimal9 value) noexcept
auto cumQty () const noexcept
ThisTypecumQty (Decimal9 value) noexcept
auto lastPx () const noexcept
ThisTypelastPx (Decimal9 value) noexcept
ThisTypelastPx (NullOpt) noexcept
auto lastShares () const noexcept
ThisTypelastShares (Decimal9 value) noexcept
auto transactTime () const noexcept(ticksToTimestamp::Nothrow)
ThisTypetransactTime (Timestamp value) noexcept(timestampToTicks::Nothrow)
auto numOfLots () const noexcept
ThisTypenumOfLots (Int64NULL value) noexcept
ThisTypenumOfLots (NullOpt) noexcept
auto execType () const noexcept
ThisTypeexecType (ExecTypeEnum value) noexcept
auto tradeFlags () const noexcept
ThisTypetradeFlags (TradeFlags value) noexcept
auto clearingFirm () const noexcept
ThisTypeclearingFirm (Int32NULL value) noexcept
ThisTypeclearingFirm (NullOpt) noexcept
auto clearingAccount () const noexcept
ThisTypeclearingAccount (StrRef value) noexcept
ThisTypeclearingAccount (NullOpt) noexcept
auto memo () const noexcept
ThisTypememo (StrRef value) noexcept
ThisTypememo (NullOpt) noexcept
auto execRefId () const noexcept
ThisTypeexecRefId (Int64NULL value) noexcept
ThisTypeexecRefId (NullOpt) noexcept
auto legExecutions () const noexcept
ThisTypelegExecutions (Int16NULL value) noexcept
ThisTypelegExecutions (NullOpt) noexcept
auto secondaryExecId () const noexcept
ThisTypesecondaryExecId (Int64NULL value) noexcept
ThisTypesecondaryExecId (NullOpt) noexcept
auto linkExecId () const noexcept
ThisTypelinkExecId (Int64NULL value) noexcept
ThisTypelinkExecId (NullOpt) noexcept
auto lastParPx () const noexcept
ThisTypelastParPx (Decimal9 value) noexcept
ThisTypelastParPx (NullOpt) noexcept
auto deliveryStartDate () const noexcept(ticksToTimestamp::Nothrow)
ThisTypedeliveryStartDate (Timestamp value) noexcept(timestampToTicks::Nothrow)
ThisTypedeliveryStartDate (NullOpt) noexcept
auto deliveryEndDate () const noexcept(ticksToTimestamp::Nothrow)
ThisTypedeliveryEndDate (Timestamp value) noexcept(timestampToTicks::Nothrow)
ThisTypedeliveryEndDate (NullOpt) noexcept
auto crossId () const noexcept
ThisTypecrossId (Int64NULL value) noexcept
ThisTypecrossId (NullOpt) noexcept
auto crossType () const noexcept
ThisTypecrossType (CrossTypeEnum value) noexcept
ThisTypecrossType (NullOpt) noexcept
auto waiverIndicator () const noexcept
ThisTypewaiverIndicator (WaiverIndicatorEnum value) noexcept
ThisTypewaiverIndicator (NullOpt) noexcept
auto tradeType () const noexcept
ThisTypetradeType (StrRef value) noexcept
ThisTypetradeType (NullOpt) noexcept
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
std::string toString () const
const void * tail () const noexcept
EncodedLength calculateBinarySize () const noexcept
Public Member Functions inherited from SbeMessage
 SbeMessage () noexcept
 SbeMessage (void *data, MessageSize size, SchemaVersion version)
 SbeMessage (void *data, MessageSize size)
 SbeMessage (void *data, MessageSize size, NoCheck) noexcept
void clear () noexcept
bool valid () const noexcept
 operator bool () const noexcept
MessageTemplateId templateId () const noexcept
SchemaVersion version () const noexcept
SchemaId schemaId () const noexcept
SequenceId sequenceId () const noexcept
SbeMessagesequenceId (SequenceId value) noexcept
Timestamp sendTime () const noexcept
SbeMessagesendTime (Timestamp value) noexcept
HeaderFlags headerFlags () const noexcept
SbeMessageheaderFlags (HeaderFlags value) noexcept
const void * binary () const noexcept
void * binary () noexcept
const void * blockEnd () noexcept
const void * blockEnd () const noexcept
MessageSize bufferSize () const noexcept
void * body () noexcept
BlockLength blockLength () const noexcept
const void * block () const noexcept
void * block () noexcept
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
ONIXS_ICEBOE_FORCEINLINE Messaging::SbeMessagecontainer () noexcept
void zeroPaddingBytes (MessageSize offset) noexcept
ONIXS_ICEBOE_FORCEINLINE void setOrdinary (MessageSize offset, FieldValue value) noexcept
ONIXS_ICEBOE_FORCEINLINE void setEnumeration (MessageSize offset, Enumeration value) noexcept
ONIXS_ICEBOE_FORCEINLINE void setFixedStr (MessageSize offset, StrRef value) noexcept

Static Public Member Functions

static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr MessageSize getMinimalVariableFieldsSize (SchemaVersion version)
static constexpr UInt64 getMaxMessageSize (UInt8) noexcept
static constexpr StrRef className () noexcept
static constexpr StrRef fixType () noexcept

Additional Inherited Members

Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessageversion (SchemaVersion version) noexcept
GroupList groups () noexcept
GroupList groups () const noexcept
template<typename Group>
void initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
template<typename Group>
void setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
template<typename Group>
void constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
template<typename DATA>
void setVarDataField (DATA &data, StrRef value, const void *oldMessageTail)
VariableLengthFieldList variableLengthFields () noexcept
VariableLengthFieldList variableLengthFields () const noexcept
void init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
MessageSize calculateBinarySize (const void *tail) const noexcept
template<class Callable, class Owner>
void setVariableLengthField (Callable callable, StrRef value, Owner &owner)
template<class Callable, class Owner>
void setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
template<class Callable, class Owner>
StrRef getVariableLengthField (Callable callable, const Owner &owner) const noexcept
template<class Callable, class Owner>
StrRef getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Callable, class Owner>
void setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void resetGroup (Callable callable, Owner &owner) noexcept
template<class Callable, class Owner>
void setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void resetGroup (Callable callable, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
ONIXS_ICEBOE_FORCEINLINE Group getGroup (Callable callable, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
ONIXS_ICEBOE_FORCEINLINE Group getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
ONIXS_ICEBOE_FORCEINLINE Group constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
ONIXS_ICEBOE_FORCEINLINE Group constructGroup (Callable callable, typename Group::Size length, Owner &owner)
template<class Group, class Callable, class Owner>
Group setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group setupGroup (Callable callable, typename Group::Size length, Owner &owner)
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
 SbeFields ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
ONIXS_ICEBOE_FORCEINLINE Value ordinary (MessageSize offset) const noexcept
ONIXS_ICEBOE_FORCEINLINE Enumeration enumeration (MessageSize offset) const noexcept
ONIXS_ICEBOE_FORCEINLINE StrRef fixedStr (MessageSize offset) const noexcept
ONIXS_ICEBOE_FORCEINLINE Value decimal (MessageSize offset) const noexcept
ONIXS_ICEBOE_FORCEINLINE std::enable_if<!isComposite< typenameNullValue::Value >::value, SbeOptionalConverted< decltype(std::declval< Callable >()(std::declval< typenameArgType< Callable >::type >()))> >::type convertible (MessageSize offset, OptionalTag) const noexcept(noexcept(Callable::Nothrow))
Protected Member Functions inherited from BinaryBlockBase
 ~BinaryBlockBase ()=default
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept

Detailed Description

Definition at line 20576 of file Messages.h.

Member Typedef Documentation

◆ Schema

Used template schema.

Definition at line 20581 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 20584 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 153 

Definition at line 20587 of file Messages.h.

20587{ TemplateId = 153 };

Constructor & Destructor Documentation

◆ ExecutionReport_Trade() [1/6]

ExecutionReport_Trade ( )
default

Initializes a blank instance.

◆ ExecutionReport_Trade() [2/6]

ExecutionReport_Trade ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 20593 of file Messages.h.

20594 : SbeMessage(data, length, version)
20595 {
20596 checkVersion<Schema>(version);
20597 checkLength(length, version);
20598 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
20599 reset();
20600 }

◆ ExecutionReport_Trade() [3/6]

ExecutionReport_Trade ( void * data,
EncodedLength length,
NoFieldsInit ,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 20605 of file Messages.h.

20606 : SbeMessage(data, length, version)
20607 {
20608 checkVersion<Schema>(version);
20609 checkLength(length, version);
20610 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
20611 resetVariableFields();
20612 }

◆ ExecutionReport_Trade() [4/6]

ExecutionReport_Trade ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 20615 of file Messages.h.

20616 : SbeMessage(data, length)
20617 {
20618 checkCompatibility();
20619 }

◆ ExecutionReport_Trade() [5/6]

ExecutionReport_Trade ( SbeMessage message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 20623 of file Messages.h.

20624 : SbeMessage(message)
20625 {
20626 assert(message.valid());
20627
20628 checkCompatibility();
20629 }

◆ ExecutionReport_Trade() [6/6]

ExecutionReport_Trade ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 20633 of file Messages.h.

20634 : SbeMessage(data, length, NoCheck())
20635 {
20636 assert(schemaId() == Schema::Id);
20637 assert(version() >= Schema::MinimalVersion);
20638 assert(TemplateId == templateId());
20639 }
const char * version() noexcept

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 21336 of file Messages.h.

21337 {
21338 return
21339 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
21340 minimalBlockLength(version);
21341 }

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 21428 of file Messages.h.

21429 {
21430 return
21431 SbeMessage::calculateBinarySize(tail());
21432 }

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 21397 of file Messages.h.

21398 {
21399 return constructStrRef("ExecutionReport_Trade");
21400 }
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
Definition StrRef.h:414

◆ clearingAccount() [1/3]

auto clearingAccount ( ) const
inlinenoexcept

Provides access to clearingAccount field.

Definition at line 20982 of file Messages.h.

20983 {
20984 constexpr BlockLength offset = 120;
20985 constexpr BlockLength length = 14;
20986
20987 return fixedStr<length>(offset, optional);
20988 }

◆ clearingAccount() [2/3]

ThisType & clearingAccount ( NullOpt )
inlinenoexcept

Definition at line 21000 of file Messages.h.

21001 {
21002 constexpr BlockLength offset = 120;
21003 constexpr BlockLength length = 14;
21004
21005 setFixedStr<length>(offset, StrRef());
21006 return *this;
21007 }
std::basic_string_view< Char > StrRef
Definition StrRef.h:46

◆ clearingAccount() [3/3]

ThisType & clearingAccount ( StrRef value)
inlinenoexcept

Provides access to clearingAccount field.

Definition at line 20991 of file Messages.h.

20992 {
20993 constexpr BlockLength offset = 120;
20994 constexpr BlockLength length = 14;
20995
20996 setFixedStr<length>(offset, value);
20997 return *this;
20998 }

◆ clearingFirm() [1/3]

auto clearingFirm ( ) const
inlinenoexcept

int32NULL.

Definition at line 20956 of file Messages.h.

20957 {
20958 constexpr BlockLength offset = 116;
20959
20960 return ordinary<NullInt32NULL>(offset, optional);
20961 }

◆ clearingFirm() [2/3]

ThisType & clearingFirm ( Int32NULL value)
inlinenoexcept

int32NULL.

Definition at line 20964 of file Messages.h.

20965 {
20966 constexpr BlockLength offset = 116;
20967
20968 setOrdinary(offset, value);
20969 return *this;
20970 }

◆ clearingFirm() [3/3]

ThisType & clearingFirm ( NullOpt )
inlinenoexcept

Definition at line 20972 of file Messages.h.

20973 {
20974 constexpr BlockLength offset = 116;
20975
20976 setOrdinary(offset, NullInt32NULL());
20977 return *this;
20978 }
IntegralConstant< Int32, -2147483647-1 > NullInt32NULL
Null value for an optional Int32NULL field.
Definition Fields.h:994

◆ clOrdId() [1/2]

auto clOrdId ( ) const
inlinenoexcept

Provides access to clOrdID field.

Definition at line 20681 of file Messages.h.

20682 {
20683 constexpr BlockLength offset = 28;
20684
20685 return ordinary<Int64>(offset);
20686 }

◆ clOrdId() [2/2]

ThisType & clOrdId ( Int64 value)
inlinenoexcept

Provides access to clOrdID field.

Definition at line 20689 of file Messages.h.

20690 {
20691 constexpr BlockLength offset = 28;
20692
20693 setOrdinary(offset, value);
20694 return *this;
20695 }

◆ crossId() [1/3]

auto crossId ( ) const
inlinenoexcept

int64NULL.

Definition at line 21220 of file Messages.h.

21221 {
21222 constexpr BlockLength offset = 214;
21223
21224 return ordinary<NullInt64NULL>(offset, optional);
21225 }

◆ crossId() [2/3]

ThisType & crossId ( Int64NULL value)
inlinenoexcept

int64NULL.

Definition at line 21228 of file Messages.h.

21229 {
21230 constexpr BlockLength offset = 214;
21231
21232 setOrdinary(offset, value);
21233 return *this;
21234 }

◆ crossId() [3/3]

ThisType & crossId ( NullOpt )
inlinenoexcept

Definition at line 21236 of file Messages.h.

21237 {
21238 constexpr BlockLength offset = 214;
21239
21240 setOrdinary(offset, NullInt64NULL());
21241 return *this;
21242 }
IntegralConstant< Int64, -9223372036854775807LL-1 > NullInt64NULL
Null value for an optional Int64NULL field.
Definition Fields.h:1000

◆ crossType() [1/3]

auto crossType ( ) const
inlinenoexcept

Provides access to crossType field.

Definition at line 21246 of file Messages.h.

21247 {
21248 constexpr BlockLength offset = 222;
21249
21250 return enumeration<CrossTypeEnum, NullCharType>(offset, optional);
21251 }

◆ crossType() [2/3]

ThisType & crossType ( CrossTypeEnum value)
inlinenoexcept

Provides access to crossType field.

Definition at line 21254 of file Messages.h.

21255 {
21256 constexpr BlockLength offset = 222;
21257
21258 setEnumeration<CrossTypeEnum>(offset, value);
21259 return *this;
21260 }

◆ crossType() [3/3]

ThisType & crossType ( NullOpt )
inlinenoexcept

Definition at line 21262 of file Messages.h.

21263 {
21264 constexpr BlockLength offset = 222;
21265
21266 setOrdinary(offset, NullCharType());
21267 return *this;
21268 }
IntegralConstant< Char, '\x0'> NullCharType
Null value for an optional CharType field.
Definition Fields.h:976

◆ cumQty() [1/2]

auto cumQty ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 20815 of file Messages.h.

20816 {
20817 constexpr BlockLength offset = 74;
20818
20819 return ordinary<Decimal9>(offset);
20820 }

◆ cumQty() [2/2]

ThisType & cumQty ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 20823 of file Messages.h.

20824 {
20825 constexpr BlockLength offset = 74;
20826
20827 setOrdinary(offset, value);
20828 return *this;
20829 }

◆ deliveryEndDate() [1/3]

auto deliveryEndDate ( ) const
inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 21195 of file Messages.h.

21196 {
21197 constexpr BlockLength offset = 206;
21198 return convertible<NullUTCTimestamp, ticksToTimestamp>(offset, optional);
21199 }

◆ deliveryEndDate() [2/3]

ThisType & deliveryEndDate ( NullOpt )
inlinenoexcept

Definition at line 21210 of file Messages.h.

21211 {
21212 constexpr BlockLength offset = 206;
21213
21214 setOrdinary(offset, NullUTCTimestamp());
21215 return *this;
21216 }
IntegralConstant< UInt64, 0ULL > NullUTCTimestamp
Null value for an optional UTCTimestamp field.
Definition Fields.h:970

◆ deliveryEndDate() [3/3]

ThisType & deliveryEndDate ( Timestamp value)
inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 21202 of file Messages.h.

21203 {
21204 constexpr BlockLength offset = 206;
21205
21206 setOrdinary(offset, convert<timestampToTicks>(value));
21207 return *this;
21208 }

◆ deliveryStartDate() [1/3]

auto deliveryStartDate ( ) const
inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 21170 of file Messages.h.

21171 {
21172 constexpr BlockLength offset = 198;
21173 return convertible<NullUTCTimestamp, ticksToTimestamp>(offset, optional);
21174 }

◆ deliveryStartDate() [2/3]

ThisType & deliveryStartDate ( NullOpt )
inlinenoexcept

Definition at line 21185 of file Messages.h.

21186 {
21187 constexpr BlockLength offset = 198;
21188
21189 setOrdinary(offset, NullUTCTimestamp());
21190 return *this;
21191 }

◆ deliveryStartDate() [3/3]

ThisType & deliveryStartDate ( Timestamp value)
inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 21177 of file Messages.h.

21178 {
21179 constexpr BlockLength offset = 198;
21180
21181 setOrdinary(offset, convert<timestampToTicks>(value));
21182 return *this;
21183 }

◆ execId() [1/2]

auto execId ( ) const
inlinenoexcept

Provides access to execID field.

Definition at line 20663 of file Messages.h.

20664 {
20665 constexpr BlockLength offset = 20;
20666
20667 return ordinary<Int64>(offset);
20668 }

◆ execId() [2/2]

ThisType & execId ( Int64 value)
inlinenoexcept

Provides access to execID field.

Definition at line 20671 of file Messages.h.

20672 {
20673 constexpr BlockLength offset = 20;
20674
20675 setOrdinary(offset, value);
20676 return *this;
20677 }

◆ execRefId() [1/3]

auto execRefId ( ) const
inlinenoexcept

int64NULL.

Definition at line 21040 of file Messages.h.

21041 {
21042 constexpr BlockLength offset = 164;
21043
21044 return ordinary<NullInt64NULL>(offset, optional);
21045 }

◆ execRefId() [2/3]

ThisType & execRefId ( Int64NULL value)
inlinenoexcept

int64NULL.

Definition at line 21048 of file Messages.h.

21049 {
21050 constexpr BlockLength offset = 164;
21051
21052 setOrdinary(offset, value);
21053 return *this;
21054 }

◆ execRefId() [3/3]

ThisType & execRefId ( NullOpt )
inlinenoexcept

Definition at line 21056 of file Messages.h.

21057 {
21058 constexpr BlockLength offset = 164;
21059
21060 setOrdinary(offset, NullInt64NULL());
21061 return *this;
21062 }

◆ execType() [1/2]

auto execType ( ) const
inlinenoexcept

Provides access to execType field.

Definition at line 20920 of file Messages.h.

20921 {
20922 constexpr BlockLength offset = 114;
20923
20924 return enumeration<ExecTypeEnum>(offset);
20925 }

◆ execType() [2/2]

ThisType & execType ( ExecTypeEnum value)
inlinenoexcept

Provides access to execType field.

Definition at line 20928 of file Messages.h.

20929 {
20930 constexpr BlockLength offset = 114;
20931
20932 setEnumeration<ExecTypeEnum>(offset, value);
20933 return *this;
20934 }

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 21405 of file Messages.h.

21406 {
21407 return constructStrRef("8");
21408 }

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 21356 of file Messages.h.

21357 {
21358 return
21359 static_cast<UInt64>(MessageHeaderBuilder::Size) +
21360 blockLength(Schema::Version);
21361 }

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 21346 of file Messages.h.

21347 {
21348 return
21349 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
21350 0;
21351 }

◆ lastParPx() [1/3]

auto lastParPx ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 21144 of file Messages.h.

21145 {
21146 constexpr BlockLength offset = 190;
21147
21148 return ordinary<NullDecimal9>(offset, optional);
21149 }

◆ lastParPx() [2/3]

ThisType & lastParPx ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 21152 of file Messages.h.

21153 {
21154 constexpr BlockLength offset = 190;
21155
21156 setOrdinary(offset, value);
21157 return *this;
21158 }

◆ lastParPx() [3/3]

ThisType & lastParPx ( NullOpt )
inlinenoexcept

Definition at line 21160 of file Messages.h.

21161 {
21162 constexpr BlockLength offset = 190;
21163
21164 setOrdinary(offset, NullDecimal9());
21165 return *this;
21166 }
IntegralConstant< Int64, -9223372036854775807LL-1 > NullDecimal9
Null value for an optional Decimal9 field.
Definition Fields.h:958

◆ lastPx() [1/3]

auto lastPx ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 20833 of file Messages.h.

20834 {
20835 constexpr BlockLength offset = 82;
20836
20837 return ordinary<NullDecimal9>(offset, optional);
20838 }

◆ lastPx() [2/3]

ThisType & lastPx ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 20841 of file Messages.h.

20842 {
20843 constexpr BlockLength offset = 82;
20844
20845 setOrdinary(offset, value);
20846 return *this;
20847 }

◆ lastPx() [3/3]

ThisType & lastPx ( NullOpt )
inlinenoexcept

Definition at line 20849 of file Messages.h.

20850 {
20851 constexpr BlockLength offset = 82;
20852
20853 setOrdinary(offset, NullDecimal9());
20854 return *this;
20855 }

◆ lastShares() [1/2]

auto lastShares ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 20859 of file Messages.h.

20860 {
20861 constexpr BlockLength offset = 90;
20862
20863 return ordinary<Decimal9>(offset);
20864 }

◆ lastShares() [2/2]

ThisType & lastShares ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 20867 of file Messages.h.

20868 {
20869 constexpr BlockLength offset = 90;
20870
20871 setOrdinary(offset, value);
20872 return *this;
20873 }

◆ leavesQty() [1/2]

auto leavesQty ( ) const
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 20797 of file Messages.h.

20798 {
20799 constexpr BlockLength offset = 66;
20800
20801 return ordinary<Decimal9>(offset);
20802 }

◆ leavesQty() [2/2]

ThisType & leavesQty ( Decimal9 value)
inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 20805 of file Messages.h.

20806 {
20807 constexpr BlockLength offset = 66;
20808
20809 setOrdinary(offset, value);
20810 return *this;
20811 }

◆ legExecutions() [1/3]

auto legExecutions ( ) const
inlinenoexcept

int16NULL.

Definition at line 21066 of file Messages.h.

21067 {
21068 constexpr BlockLength offset = 172;
21069
21070 return ordinary<NullInt16NULL>(offset, optional);
21071 }

◆ legExecutions() [2/3]

ThisType & legExecutions ( Int16NULL value)
inlinenoexcept

int16NULL.

Definition at line 21074 of file Messages.h.

21075 {
21076 constexpr BlockLength offset = 172;
21077
21078 setOrdinary(offset, value);
21079 return *this;
21080 }

◆ legExecutions() [3/3]

ThisType & legExecutions ( NullOpt )
inlinenoexcept

Definition at line 21082 of file Messages.h.

21083 {
21084 constexpr BlockLength offset = 172;
21085
21086 setOrdinary(offset, NullInt16NULL());
21087 return *this;
21088 }
IntegralConstant< Int16, -32768 > NullInt16NULL
Null value for an optional Int16NULL field.
Definition Fields.h:988

◆ linkExecId() [1/3]

auto linkExecId ( ) const
inlinenoexcept

int64NULL.

Definition at line 21118 of file Messages.h.

21119 {
21120 constexpr BlockLength offset = 182;
21121
21122 return ordinary<NullInt64NULL>(offset, optional);
21123 }

◆ linkExecId() [2/3]

ThisType & linkExecId ( Int64NULL value)
inlinenoexcept

int64NULL.

Definition at line 21126 of file Messages.h.

21127 {
21128 constexpr BlockLength offset = 182;
21129
21130 setOrdinary(offset, value);
21131 return *this;
21132 }

◆ linkExecId() [3/3]

ThisType & linkExecId ( NullOpt )
inlinenoexcept

Definition at line 21134 of file Messages.h.

21135 {
21136 constexpr BlockLength offset = 182;
21137
21138 setOrdinary(offset, NullInt64NULL());
21139 return *this;
21140 }

◆ memo() [1/3]

auto memo ( ) const
inlinenoexcept

Provides access to memo field.

Definition at line 21011 of file Messages.h.

21012 {
21013 constexpr BlockLength offset = 134;
21014 constexpr BlockLength length = 30;
21015
21016 return fixedStr<length>(offset, optional);
21017 }

◆ memo() [2/3]

ThisType & memo ( NullOpt )
inlinenoexcept

Definition at line 21029 of file Messages.h.

21030 {
21031 constexpr BlockLength offset = 134;
21032 constexpr BlockLength length = 30;
21033
21034 setFixedStr<length>(offset, StrRef());
21035 return *this;
21036 }

◆ memo() [3/3]

ThisType & memo ( StrRef value)
inlinenoexcept

Provides access to memo field.

Definition at line 21020 of file Messages.h.

21021 {
21022 constexpr BlockLength offset = 134;
21023 constexpr BlockLength length = 30;
21024
21025 setFixedStr<length>(offset, value);
21026 return *this;
21027 }

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 21327 of file Messages.h.

21328 {
21329 return
21330 ONIXS_ICEBOE_ASSERT(version >= Schema::MinimalVersion),
21331 227;
21332 }

◆ numOfLots() [1/3]

auto numOfLots ( ) const
inlinenoexcept

int64NULL.

Definition at line 20894 of file Messages.h.

20895 {
20896 constexpr BlockLength offset = 106;
20897
20898 return ordinary<NullInt64NULL>(offset, optional);
20899 }

◆ numOfLots() [2/3]

ThisType & numOfLots ( Int64NULL value)
inlinenoexcept

int64NULL.

Definition at line 20902 of file Messages.h.

20903 {
20904 constexpr BlockLength offset = 106;
20905
20906 setOrdinary(offset, value);
20907 return *this;
20908 }

◆ numOfLots() [3/3]

ThisType & numOfLots ( NullOpt )
inlinenoexcept

Definition at line 20910 of file Messages.h.

20911 {
20912 constexpr BlockLength offset = 106;
20913
20914 setOrdinary(offset, NullInt64NULL());
20915 return *this;
20916 }

◆ orderId() [1/2]

auto orderId ( ) const
inlinenoexcept

Provides access to orderID field.

Definition at line 20753 of file Messages.h.

20754 {
20755 constexpr BlockLength offset = 42;
20756
20757 return ordinary<Int64>(offset);
20758 }

◆ orderId() [2/2]

ThisType & orderId ( Int64 value)
inlinenoexcept

Provides access to orderID field.

Definition at line 20761 of file Messages.h.

20762 {
20763 constexpr BlockLength offset = 42;
20764
20765 setOrdinary(offset, value);
20766 return *this;
20767 }

◆ ordType() [1/2]

auto ordType ( ) const
inlinenoexcept

Provides access to ordType field.

Definition at line 20717 of file Messages.h.

20718 {
20719 constexpr BlockLength offset = 40;
20720
20721 return enumeration<OrderTypeEnum>(offset);
20722 }

◆ ordType() [2/2]

ThisType & ordType ( OrderTypeEnum value)
inlinenoexcept

Provides access to ordType field.

Definition at line 20725 of file Messages.h.

20726 {
20727 constexpr BlockLength offset = 40;
20728
20729 setEnumeration<OrderTypeEnum>(offset, value);
20730 return *this;
20731 }

◆ originatorUserId() [1/2]

auto originatorUserId ( ) const
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 20643 of file Messages.h.

20644 {
20645 constexpr BlockLength offset = 0;
20646 constexpr BlockLength length = 20;
20647
20648 return fixedStr<length>(offset);
20649 }

◆ originatorUserId() [2/2]

ThisType & originatorUserId ( StrRef value)
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 20652 of file Messages.h.

20653 {
20654 constexpr BlockLength offset = 0;
20655 constexpr BlockLength length = 20;
20656
20657 setFixedStr<length>(offset, value);
20658 return *this;
20659 }

◆ origOrderId() [1/3]

auto origOrderId ( ) const
inlinenoexcept

Provides access to origOrderID field.

Definition at line 20771 of file Messages.h.

20772 {
20773 constexpr BlockLength offset = 50;
20774
20775 return ordinary<NullOriginalOrderID>(offset, optional);
20776 }

◆ origOrderId() [2/3]

ThisType & origOrderId ( NullOpt )
inlinenoexcept

Definition at line 20787 of file Messages.h.

20788 {
20789 constexpr BlockLength offset = 50;
20790
20791 setOrdinary(offset, NullOriginalOrderID());
20792 return *this;
20793 }

◆ origOrderId() [3/3]

ThisType & origOrderId ( OriginalOrderID value)
inlinenoexcept

Provides access to origOrderID field.

Definition at line 20779 of file Messages.h.

20780 {
20781 constexpr BlockLength offset = 50;
20782
20783 setOrdinary(offset, value);
20784 return *this;
20785 }

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 21370 of file Messages.h.

21371 {
21372 origOrderId(nullOpt);
21373 lastPx(nullOpt);
21374 numOfLots(nullOpt);
21375 clearingFirm(nullOpt);
21376 clearingAccount(nullOpt);
21377 memo(nullOpt);
21378 execRefId(nullOpt);
21379 legExecutions(nullOpt);
21380 secondaryExecId(nullOpt);
21381 linkExecId(nullOpt);
21382 lastParPx(nullOpt);
21383 deliveryStartDate(nullOpt);
21384 deliveryEndDate(nullOpt);
21385 crossId(nullOpt);
21386 crossType(nullOpt);
21387 waiverIndicator(nullOpt);
21388 tradeType(nullOpt);
21389
21390 resetVariableFields();
21391 return *this;
21392 }

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 21364 of file Messages.h.

21365 {
21366 return *this;
21367 }

◆ secondaryExecId() [1/3]

auto secondaryExecId ( ) const
inlinenoexcept

int64NULL.

Definition at line 21092 of file Messages.h.

21093 {
21094 constexpr BlockLength offset = 174;
21095
21096 return ordinary<NullInt64NULL>(offset, optional);
21097 }

◆ secondaryExecId() [2/3]

ThisType & secondaryExecId ( Int64NULL value)
inlinenoexcept

int64NULL.

Definition at line 21100 of file Messages.h.

21101 {
21102 constexpr BlockLength offset = 174;
21103
21104 setOrdinary(offset, value);
21105 return *this;
21106 }

◆ secondaryExecId() [3/3]

ThisType & secondaryExecId ( NullOpt )
inlinenoexcept

Definition at line 21108 of file Messages.h.

21109 {
21110 constexpr BlockLength offset = 174;
21111
21112 setOrdinary(offset, NullInt64NULL());
21113 return *this;
21114 }

◆ side() [1/2]

auto side ( ) const
inlinenoexcept

Provides access to side field.

Definition at line 20735 of file Messages.h.

20736 {
20737 constexpr BlockLength offset = 41;
20738
20739 return enumeration<SideEnum>(offset);
20740 }

◆ side() [2/2]

ThisType & side ( SideEnum value)
inlinenoexcept

Provides access to side field.

Definition at line 20743 of file Messages.h.

20744 {
20745 constexpr BlockLength offset = 41;
20746
20747 setEnumeration<SideEnum>(offset, value);
20748 return *this;
20749 }

◆ symbol() [1/2]

auto symbol ( ) const
inlinenoexcept

Provides access to symbol field.

Definition at line 20699 of file Messages.h.

20700 {
20701 constexpr BlockLength offset = 36;
20702
20703 return ordinary<Int32>(offset);
20704 }

◆ symbol() [2/2]

ThisType & symbol ( Int32 value)
inlinenoexcept

Provides access to symbol field.

Definition at line 20707 of file Messages.h.

20708 {
20709 constexpr BlockLength offset = 36;
20710
20711 setOrdinary(offset, value);
20712 return *this;
20713 }

◆ tail()

const void * tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 21416 of file Messages.h.

21417 {
21418 return
21421 binary(),
21422 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
21423 MessageHeader::Size));
21424 }
ONIXS_ICEBOE_FORCEINLINE void * toOpaquePtr(Type *ptr) noexcept
Makes the pointer an opaque one.
Definition Memory.h:51
ONIXS_ICEBOE_FORCEINLINE Type * advanceByBytes(Type *pointer, ptrdiff_t distance) noexcept
Advances the pointer to a given offset (distance) in bytes.
Definition Memory.h:110

◆ toString()

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 1704 of file MessageSerialization.h.

1705{
1706 return toStr(*this);
1707}
std::string toStr(Order::PriceOptional value)
Definition Order.cpp:34

◆ tradeFlags() [1/2]

auto tradeFlags ( ) const
inlinenoexcept

Provides access to tradeFlags field.

Definition at line 20938 of file Messages.h.

20939 {
20940 constexpr BlockLength offset = 115;
20941
20942 return enumeration<TradeFlags>(offset);
20943 }

◆ tradeFlags() [2/2]

ThisType & tradeFlags ( TradeFlags value)
inlinenoexcept

Provides access to tradeFlags field.

Definition at line 20946 of file Messages.h.

20947 {
20948 constexpr BlockLength offset = 115;
20949
20950 setOrdinary(offset, value);
20951 return *this;
20952 }

◆ tradeType() [1/3]

auto tradeType ( ) const
inlinenoexcept

Provides access to tradeType field.

Definition at line 21298 of file Messages.h.

21299 {
21300 constexpr BlockLength offset = 224;
21301 constexpr BlockLength length = 3;
21302
21303 return fixedStr<length>(offset, optional);
21304 }

◆ tradeType() [2/3]

ThisType & tradeType ( NullOpt )
inlinenoexcept

Definition at line 21316 of file Messages.h.

21317 {
21318 constexpr BlockLength offset = 224;
21319 constexpr BlockLength length = 3;
21320
21321 setFixedStr<length>(offset, StrRef());
21322 return *this;
21323 }

◆ tradeType() [3/3]

ThisType & tradeType ( StrRef value)
inlinenoexcept

Provides access to tradeType field.

Definition at line 21307 of file Messages.h.

21308 {
21309 constexpr BlockLength offset = 224;
21310 constexpr BlockLength length = 3;
21311
21312 setFixedStr<length>(offset, value);
21313 return *this;
21314 }

◆ transactTime() [1/2]

auto transactTime ( ) const
inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 20877 of file Messages.h.

20878 {
20879 constexpr BlockLength offset = 98;
20880 return convertible<ticksToTimestamp>(offset);
20881 }

◆ transactTime() [2/2]

ThisType & transactTime ( Timestamp value)
inlinenoexcept

Nanoseconds since Unix epoch (January 1st, 1970).

Definition at line 20884 of file Messages.h.

20885 {
20886 constexpr BlockLength offset = 98;
20887
20888 setOrdinary(offset, convert<timestampToTicks>(value));
20889 return *this;
20890 }

◆ waiverIndicator() [1/3]

auto waiverIndicator ( ) const
inlinenoexcept

uint8NULL.

Definition at line 21272 of file Messages.h.

21273 {
21274 constexpr BlockLength offset = 223;
21275
21276 return enumeration<WaiverIndicatorEnum, NullUint8NULL>(offset, optional);
21277 }

◆ waiverIndicator() [2/3]

ThisType & waiverIndicator ( NullOpt )
inlinenoexcept

Definition at line 21288 of file Messages.h.

21289 {
21290 constexpr BlockLength offset = 223;
21291
21292 setOrdinary(offset, NullUint8NULL());
21293 return *this;
21294 }
IntegralConstant< UInt8, 255 > NullUint8NULL
Null value for an optional Uint8NULL field.
Definition Fields.h:1006

◆ waiverIndicator() [3/3]

ThisType & waiverIndicator ( WaiverIndicatorEnum value)
inlinenoexcept

uint8NULL.

Definition at line 21280 of file Messages.h.

21281 {
21282 constexpr BlockLength offset = 223;
21283
21284 setEnumeration<WaiverIndicatorEnum>(offset, value);
21285 return *this;
21286 }