OnixS C++ ICE Binary Order Entry Handler 1.0.0
API Documentation
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MassQuoteRequest Struct Reference

Classes

struct  QuoteSetsEntry

Public Types

enum  
typedef SchemaTraits Schema
typedef MassQuoteRequest ThisType
typedef SbeGroup< QuoteSetsEntry, GroupSizeEncoding, MessageSizeQuoteSets
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 MassQuoteRequest ()=default
 MassQuoteRequest (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 MassQuoteRequest (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 MassQuoteRequest (void *data, EncodedLength length, NoInit)
 MassQuoteRequest (const SbeMessage &message)
 MassQuoteRequest (void *data, EncodedLength length, NoInit, NoCheck) noexcept
auto quoteId () const noexcept
ThisTypequoteId (Int64 value) noexcept
auto riskProtectionReset () const noexcept
ThisTyperiskProtectionReset (BooleanEnum value) noexcept
ThisTyperiskProtectionReset (NullOpt) noexcept
auto selfMatchPreventionId () const noexcept
ThisTypeselfMatchPreventionId (Int64NULL value) noexcept
ThisTypeselfMatchPreventionId (NullOpt) noexcept
auto selfMatchPreventionInstruction () const noexcept
ThisTypeselfMatchPreventionInstruction (SelfMatchPreventionInstructionEnum value) noexcept
ThisTypeselfMatchPreventionInstruction (NullOpt) noexcept
auto originatorUserId () const noexcept
ThisTypeoriginatorUserId (StrRef value) noexcept
auto directElectronicAccess () const noexcept
ThisTypedirectElectronicAccess (BooleanEnum value) noexcept
ThisTypedirectElectronicAccess (NullOpt) noexcept
auto tradingCapacity () const noexcept
ThisTypetradingCapacity (TradingCapacityEnum value) noexcept
ThisTypetradingCapacity (NullOpt) noexcept
auto liquidityProvision () const noexcept
ThisTypeliquidityProvision (BooleanEnum value) noexcept
ThisTypeliquidityProvision (NullOpt) noexcept
auto commodityDerivIndicator () const noexcept
ThisTypecommodityDerivIndicator (BooleanEnum value) noexcept
ThisTypecommodityDerivIndicator (NullOpt) noexcept
auto investmentDecision () const noexcept
ThisTypeinvestmentDecision (Int64NULL value) noexcept
ThisTypeinvestmentDecision (NullOpt) noexcept
auto executionDecision () const noexcept
ThisTypeexecutionDecision (Int64NULL value) noexcept
ThisTypeexecutionDecision (NullOpt) noexcept
auto clientIdCode () const noexcept
ThisTypeclientIdCode (Int64NULL value) noexcept
ThisTypeclientIdCode (NullOpt) noexcept
auto mifidId () const noexcept
ThisTypemifidId (Int64NULL value) noexcept
ThisTypemifidId (NullOpt) noexcept
QuoteSets quoteSets () const noexcept
QuoteSets quoteSets () noexcept
QuoteSets quoteSets (QuoteSets::Size length)
QuoteSets quoteSets (QuoteSets::Size length, NoFieldsInit)
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 maxGroupItems=255) 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 15057 of file Messages.h.

Member Typedef Documentation

◆ QuoteSets

Repeating group containing QuoteSetsEntry entries.

Definition at line 15287 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 15062 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 15065 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 10 

Definition at line 15068 of file Messages.h.

Constructor & Destructor Documentation

◆ MassQuoteRequest() [1/6]

MassQuoteRequest ( )
default

Initializes a blank instance.

◆ MassQuoteRequest() [2/6]

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

Initializes an instance over the given memory block.

Definition at line 15293 of file Messages.h.

◆ MassQuoteRequest() [3/6]

MassQuoteRequest ( 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 15305 of file Messages.h.

◆ MassQuoteRequest() [4/6]

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

Creates an instance over the given memory block.

Definition at line 15315 of file Messages.h.

◆ MassQuoteRequest() [5/6]

MassQuoteRequest ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 15323 of file Messages.h.

◆ MassQuoteRequest() [6/6]

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

Creates an instance over the given memory block.

Performs no checks.

Definition at line 15333 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 15711 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 15795 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 15768 of file Messages.h.

◆ clientIdCode() [1/3]

auto clientIdCode ( ) const
inlinenoexcept

int64NULL.

Definition at line 15615 of file Messages.h.

◆ clientIdCode() [2/3]

ThisType & clientIdCode ( Int64NULL value)
inlinenoexcept

int64NULL.

Definition at line 15623 of file Messages.h.

◆ clientIdCode() [3/3]

ThisType & clientIdCode ( NullOpt )
inlinenoexcept

Definition at line 15631 of file Messages.h.

◆ commodityDerivIndicator() [1/3]

auto commodityDerivIndicator ( ) const
inlinenoexcept

uint8NULL.

Definition at line 15537 of file Messages.h.

◆ commodityDerivIndicator() [2/3]

ThisType & commodityDerivIndicator ( BooleanEnum value)
inlinenoexcept

uint8NULL.

Definition at line 15545 of file Messages.h.

◆ commodityDerivIndicator() [3/3]

ThisType & commodityDerivIndicator ( NullOpt )
inlinenoexcept

Definition at line 15553 of file Messages.h.

◆ directElectronicAccess() [1/3]

auto directElectronicAccess ( ) const
inlinenoexcept

uint8NULL.

Definition at line 15459 of file Messages.h.

◆ directElectronicAccess() [2/3]

ThisType & directElectronicAccess ( BooleanEnum value)
inlinenoexcept

uint8NULL.

Definition at line 15467 of file Messages.h.

◆ directElectronicAccess() [3/3]

ThisType & directElectronicAccess ( NullOpt )
inlinenoexcept

Definition at line 15475 of file Messages.h.

◆ executionDecision() [1/3]

auto executionDecision ( ) const
inlinenoexcept

int64NULL.

Definition at line 15589 of file Messages.h.

◆ executionDecision() [2/3]

ThisType & executionDecision ( Int64NULL value)
inlinenoexcept

int64NULL.

Definition at line 15597 of file Messages.h.

◆ executionDecision() [3/3]

ThisType & executionDecision ( NullOpt )
inlinenoexcept

Definition at line 15605 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 15776 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 15731 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 15721 of file Messages.h.

◆ investmentDecision() [1/3]

auto investmentDecision ( ) const
inlinenoexcept

int64NULL.

Definition at line 15563 of file Messages.h.

◆ investmentDecision() [2/3]

ThisType & investmentDecision ( Int64NULL value)
inlinenoexcept

int64NULL.

Definition at line 15571 of file Messages.h.

◆ investmentDecision() [3/3]

ThisType & investmentDecision ( NullOpt )
inlinenoexcept

Definition at line 15579 of file Messages.h.

◆ liquidityProvision() [1/3]

auto liquidityProvision ( ) const
inlinenoexcept

uint8NULL.

Definition at line 15511 of file Messages.h.

◆ liquidityProvision() [2/3]

ThisType & liquidityProvision ( BooleanEnum value)
inlinenoexcept

uint8NULL.

Definition at line 15519 of file Messages.h.

◆ liquidityProvision() [3/3]

ThisType & liquidityProvision ( NullOpt )
inlinenoexcept

Definition at line 15527 of file Messages.h.

◆ mifidId() [1/3]

auto mifidId ( ) const
inlinenoexcept

int64NULL.

Definition at line 15641 of file Messages.h.

◆ mifidId() [2/3]

ThisType & mifidId ( Int64NULL value)
inlinenoexcept

int64NULL.

Definition at line 15649 of file Messages.h.

◆ mifidId() [3/3]

ThisType & mifidId ( NullOpt )
inlinenoexcept

Definition at line 15657 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 15702 of file Messages.h.

◆ originatorUserId() [1/2]

auto originatorUserId ( ) const
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 15439 of file Messages.h.

◆ originatorUserId() [2/2]

ThisType & originatorUserId ( StrRef value)
inlinenoexcept

Provides access to originatorUserID field.

Definition at line 15448 of file Messages.h.

◆ quoteId() [1/2]

auto quoteId ( ) const
inlinenoexcept

Provides access to quoteID field.

Definition at line 15343 of file Messages.h.

◆ quoteId() [2/2]

ThisType & quoteId ( Int64 value)
inlinenoexcept

Provides access to quoteID field.

Definition at line 15351 of file Messages.h.

◆ quoteSets() [1/4]

QuoteSets quoteSets ( ) const
inlinenoexcept
Returns
instance of QuoteSets repeating group.

Definition at line 15667 of file Messages.h.

◆ quoteSets() [2/4]

QuoteSets quoteSets ( )
inlinenoexcept
Returns
instance of QuoteSets repeating group.

Definition at line 15674 of file Messages.h.

◆ quoteSets() [3/4]

QuoteSets quoteSets ( QuoteSets::Size length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
noQuoteSets(296) repeating group.

Definition at line 15682 of file Messages.h.

◆ quoteSets() [4/4]

QuoteSets quoteSets ( QuoteSets::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
noQuoteSets(296) repeating group.

Definition at line 15692 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 15747 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 15740 of file Messages.h.

◆ riskProtectionReset() [1/3]

auto riskProtectionReset ( ) const
inlinenoexcept

uint8NULL.

Definition at line 15361 of file Messages.h.

◆ riskProtectionReset() [2/3]

ThisType & riskProtectionReset ( BooleanEnum value)
inlinenoexcept

uint8NULL.

Definition at line 15369 of file Messages.h.

◆ riskProtectionReset() [3/3]

ThisType & riskProtectionReset ( NullOpt )
inlinenoexcept

Definition at line 15377 of file Messages.h.

◆ selfMatchPreventionId() [1/3]

auto selfMatchPreventionId ( ) const
inlinenoexcept

int64NULL.

Definition at line 15387 of file Messages.h.

◆ selfMatchPreventionId() [2/3]

ThisType & selfMatchPreventionId ( Int64NULL value)
inlinenoexcept

int64NULL.

Definition at line 15395 of file Messages.h.

◆ selfMatchPreventionId() [3/3]

ThisType & selfMatchPreventionId ( NullOpt )
inlinenoexcept

Definition at line 15403 of file Messages.h.

◆ selfMatchPreventionInstruction() [1/3]

auto selfMatchPreventionInstruction ( ) const
inlinenoexcept

Provides access to selfMatchPreventionInstruction field.

Definition at line 15413 of file Messages.h.

◆ selfMatchPreventionInstruction() [2/3]

ThisType & selfMatchPreventionInstruction ( NullOpt )
inlinenoexcept

Definition at line 15429 of file Messages.h.

◆ selfMatchPreventionInstruction() [3/3]

ThisType & selfMatchPreventionInstruction ( SelfMatchPreventionInstructionEnum value)
inlinenoexcept

Provides access to selfMatchPreventionInstruction field.

Definition at line 15421 of file Messages.h.

◆ tail()

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

Definition at line 15787 of file Messages.h.

◆ toString()

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

Definition at line 1263 of file MessageSerialization.h.

◆ tradingCapacity() [1/3]

auto tradingCapacity ( ) const
inlinenoexcept

uint8NULL.

Definition at line 15485 of file Messages.h.

◆ tradingCapacity() [2/3]

ThisType & tradingCapacity ( NullOpt )
inlinenoexcept

Definition at line 15501 of file Messages.h.

◆ tradingCapacity() [3/3]

ThisType & tradingCapacity ( TradingCapacityEnum value)
inlinenoexcept

uint8NULL.

Definition at line 15493 of file Messages.h.