Classes
struct	BlockDetailsEntry
struct	LegsEntry
struct	SecurityAltIDEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef SecurityDefinitionReport_Strategy	ThisType
typedef SbeGroup< BlockDetailsEntry, GroupSizeEncoding, MessageSize >	BlockDetails
typedef SbeGroup< SecurityAltIDEntry, GroupSizeEncoding, MessageSize >	SecurityAltID
typedef SbeGroup< LegsEntry, GroupSizeEncoding, MessageSize >	Legs
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	SecurityDefinitionReport_Strategy ()=default
	SecurityDefinitionReport_Strategy (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	SecurityDefinitionReport_Strategy (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	SecurityDefinitionReport_Strategy (void *data, EncodedLength length, NoInit)
	SecurityDefinitionReport_Strategy (const SbeMessage &message)
	SecurityDefinitionReport_Strategy (void *data, EncodedLength length, NoInit, NoCheck) noexcept
auto	securityReqId () const noexcept
ThisType &	securityReqId (Int32 value) noexcept
auto	securityResponseType () const noexcept
ThisType &	securityResponseType (SecurityResponseTypeEnum value) noexcept
auto	securityResponseId () const noexcept
ThisType &	securityResponseId (Int32 value) noexcept
auto	marketTypeId () const noexcept
ThisType &	marketTypeId (Int32 value) noexcept
auto	rpts () const noexcept
ThisType &	rpts (Int32 value) noexcept
auto	listSeqNo () const noexcept
ThisType &	listSeqNo (Int32 value) noexcept
auto	symbol () const noexcept
ThisType &	symbol (Int32 value) noexcept
auto	underlyingStrategySymbol () const noexcept
ThisType &	underlyingStrategySymbol (Int32 value) noexcept
auto	maturityDate () const noexcept(dateToTimestamp::Nothrow)
ThisType &	maturityDate (Timestamp value) noexcept(timestampToDate::Nothrow)
ThisType &	maturityDate (NullOpt) noexcept
auto	securityTradingStatus () const noexcept
ThisType &	securityTradingStatus (SecurityTradingStatusEnum value) noexcept
auto	securitySubType () const noexcept
ThisType &	securitySubType (Int16 value) noexcept
auto	exchangeSilo () const noexcept
ThisType &	exchangeSilo (ExchangeSiloEnum value) noexcept
auto	transactTime () const noexcept(ticksToTimestamp::Nothrow)
ThisType &	transactTime (Timestamp value) noexcept(timestampToTicks::Nothrow)
auto	legDealsSuppressed () const noexcept
ThisType &	legDealsSuppressed (BooleanEnum value) noexcept
auto	incrementPrice () const noexcept
ThisType &	incrementPrice (Decimal9 value) noexcept
auto	incrementQty () const noexcept
ThisType &	incrementQty (Decimal9 value) noexcept
auto	minPrice () const noexcept
ThisType &	minPrice (Decimal9 value) noexcept
auto	maxPrice () const noexcept
ThisType &	maxPrice (Decimal9 value) noexcept
auto	numOfDecimalPrice () const noexcept
ThisType &	numOfDecimalPrice (Int8 value) noexcept
auto	numOfDecimalQty () const noexcept
ThisType &	numOfDecimalQty (Int8 value) noexcept
auto	productId () const noexcept
ThisType &	productId (Int32 value) noexcept
auto	baseNumLots () const noexcept
ThisType &	baseNumLots (Int32NULL value) noexcept
ThisType &	baseNumLots (NullOpt) noexcept
auto	denominator () const noexcept
ThisType &	denominator (Int32 value) noexcept
auto	impliedType () const noexcept
ThisType &	impliedType (CharType value) noexcept
ThisType &	impliedType (NullOpt) noexcept
auto	offExchangeIncrementPrice () const noexcept
ThisType &	offExchangeIncrementPrice (Decimal9 value) noexcept
ThisType &	offExchangeIncrementPrice (NullOpt) noexcept
auto	offExchangeIncrementQty () const noexcept
ThisType &	offExchangeIncrementQty (Decimal9 value) noexcept
ThisType &	offExchangeIncrementQty (NullOpt) noexcept
auto	numOfDecimalStrikePrice () const noexcept
ThisType &	numOfDecimalStrikePrice (Int8NULL value) noexcept
ThisType &	numOfDecimalStrikePrice (NullOpt) noexcept
auto	numOfCycles () const noexcept
ThisType &	numOfCycles (Int16NULL value) noexcept
ThisType &	numOfCycles (NullOpt) noexcept
auto	lotSizeMultiplier () const noexcept
ThisType &	lotSizeMultiplier (Decimal9 value) noexcept
ThisType &	lotSizeMultiplier (NullOpt) noexcept
auto	blockOnly () const noexcept
ThisType &	blockOnly (BooleanEnum value) noexcept
ThisType &	blockOnly (NullOpt) noexcept
auto	flexAllowed () const noexcept
ThisType &	flexAllowed (BooleanEnum value) noexcept
ThisType &	flexAllowed (NullOpt) noexcept
auto	gtAllowed () const noexcept
ThisType &	gtAllowed (BooleanEnum value) noexcept
ThisType &	gtAllowed (NullOpt) noexcept
auto	mifidRegulatedMarket () const noexcept
ThisType &	mifidRegulatedMarket (BooleanEnum value) noexcept
auto	stripType () const noexcept
ThisType &	stripType (Int16 value) noexcept
auto	hubId () const noexcept
ThisType &	hubId (Int32 value) noexcept
auto	overrideBlockMin () const noexcept
ThisType &	overrideBlockMin (BooleanEnum value) noexcept
ThisType &	overrideBlockMin (NullOpt) noexcept
auto	testMarketIndicator () const noexcept
ThisType &	testMarketIndicator (BooleanEnum value) noexcept
auto	screenTickValue () const noexcept
ThisType &	screenTickValue (Decimal9 value) noexcept
auto	blockTickValue () const noexcept
ThisType &	blockTickValue (Decimal9 value) noexcept
BlockDetails	blockDetails () const noexcept
BlockDetails	blockDetails () noexcept
BlockDetails	blockDetails (BlockDetails::Size length)
BlockDetails	blockDetails (BlockDetails::Size length, NoFieldsInit)
SecurityAltID	securityAltId () const noexcept
SecurityAltID	securityAltId () noexcept
SecurityAltID	securityAltId (SecurityAltID::Size length)
SecurityAltID	securityAltId (SecurityAltID::Size length, NoFieldsInit)
Legs	legs () const noexcept
Legs	legs () noexcept
Legs	legs (Legs::Size length)
Legs	legs (Legs::Size length, NoFieldsInit)
StrRef	securityId () const noexcept
StrRef	unitOfMeasure () const noexcept
StrRef	priceDenomination () const noexcept
StrRef	clearedAlias () const noexcept
StrRef	securityDesc () const noexcept
StrRef	priceUnit () const noexcept
StrRef	stripName () const noexcept
StrRef	hubName () const noexcept
StrRef	hubAlias () const noexcept
StrRef	securityExchange () const noexcept
StrRef	strategySecurityId () const noexcept
StrRef	physicalCode () const noexcept
ThisType &	securityId (StrRef value)
ThisType &	unitOfMeasure (StrRef value)
ThisType &	priceDenomination (StrRef value)
ThisType &	clearedAlias (StrRef value)
ThisType &	securityDesc (StrRef value)
ThisType &	priceUnit (StrRef value)
ThisType &	stripName (StrRef value)
ThisType &	hubName (StrRef value)
ThisType &	hubAlias (StrRef value)
ThisType &	securityExchange (StrRef value)
ThisType &	strategySecurityId (StrRef value)
ThisType &	physicalCode (StrRef value)
ThisType &	resetVariableFields () noexcept
ThisType &	reset () 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
SbeMessage &	sequenceId (SequenceId value) noexcept
Timestamp	sendTime () const noexcept
SbeMessage &	sendTime (Timestamp value) noexcept
HeaderFlags	headerFlags () const noexcept
SbeMessage &	headerFlags (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::SbeMessage &	container () 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< MessageSize >	GroupList
typedef SbeVariableLengthFieldList< MessageSize >	VariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessage &	version (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 1906 of file Messages.h.

Member Typedef Documentation

◆ BlockDetails

typedef SbeGroup<BlockDetailsEntry, GroupSizeEncoding, MessageSize> BlockDetails

Repeating group containing BlockDetailsEntry entries.

Definition at line 2059 of file Messages.h.

◆ Legs

typedef SbeGroup<LegsEntry, GroupSizeEncoding, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 2480 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 1911 of file Messages.h.

◆ SecurityAltID

typedef SbeGroup<SecurityAltIDEntry, GroupSizeEncoding, MessageSize> SecurityAltID

Repeating group containing SecurityAltIDEntry entries.

Definition at line 2197 of file Messages.h.

◆ ThisType

typedef SecurityDefinitionReport_Strategy ThisType

This type alias.

Definition at line 1914 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	112

Definition at line 1917 of file Messages.h.

Constructor & Destructor Documentation

◆ SecurityDefinitionReport_Strategy() [1/6]

SecurityDefinitionReport_Strategy ( )

default

Initializes a blank instance.

◆ SecurityDefinitionReport_Strategy() [2/6]

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

inline

Initializes an instance over the given memory block.

Definition at line 2486 of file Messages.h.

◆ SecurityDefinitionReport_Strategy() [3/6]

SecurityDefinitionReport_Strategy	(	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 2498 of file Messages.h.

◆ SecurityDefinitionReport_Strategy() [4/6]

SecurityDefinitionReport_Strategy	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 2508 of file Messages.h.

◆ SecurityDefinitionReport_Strategy() [5/6]

SecurityDefinitionReport_Strategy ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 2516 of file Messages.h.

◆ SecurityDefinitionReport_Strategy() [6/6]

SecurityDefinitionReport_Strategy	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block.

Performs no checks.

Definition at line 2526 of file Messages.h.

Member Function Documentation

◆ baseNumLots() [1/3]

auto baseNumLots ( ) const

inlinenoexcept

int32NULL.

Definition at line 2920 of file Messages.h.

◆ baseNumLots() [2/3]

ThisType & baseNumLots ( Int32NULL value )

inlinenoexcept

int32NULL.

Definition at line 2928 of file Messages.h.

◆ baseNumLots() [3/3]

ThisType & baseNumLots ( NullOpt )

inlinenoexcept

Definition at line 2936 of file Messages.h.

◆ blockDetails() [1/4]

BlockDetails blockDetails ( ) const

inlinenoexcept

Returns: instance of BlockDetails repeating group.

Definition at line 3332 of file Messages.h.

◆ blockDetails() [2/4]

BlockDetails blockDetails ( )

inlinenoexcept

Returns: instance of BlockDetails repeating group.

Definition at line 3341 of file Messages.h.

◆ blockDetails() [3/4]

BlockDetails blockDetails ( BlockDetails::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: noBlockDetails(9070) repeating group.

Definition at line 3351 of file Messages.h.

◆ blockDetails() [4/4]

BlockDetails blockDetails	(	BlockDetails::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: noBlockDetails(9070) repeating group.

Definition at line 3361 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 3664 of file Messages.h.

◆ blockOnly() [1/3]

auto blockOnly ( ) const

inlinenoexcept

uint8NULL.

Definition at line 3120 of file Messages.h.

◆ blockOnly() [2/3]

ThisType & blockOnly ( BooleanEnum value )

inlinenoexcept

uint8NULL.

Definition at line 3128 of file Messages.h.

◆ blockOnly() [3/3]

ThisType & blockOnly ( NullOpt )

inlinenoexcept

Definition at line 3136 of file Messages.h.

◆ blockTickValue() [1/2]

auto blockTickValue ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 3314 of file Messages.h.

◆ blockTickValue() [2/2]

ThisType & blockTickValue ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 3322 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 3762 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 3734 of file Messages.h.

◆ clearedAlias() [1/2]

StrRef clearedAlias ( ) const

inlinenoexcept

Definition at line 3469 of file Messages.h.

◆ clearedAlias() [2/2]

ThisType & clearedAlias ( StrRef value )

inline

Definition at line 3563 of file Messages.h.

◆ denominator() [1/2]

auto denominator ( ) const

inlinenoexcept

Provides access to denominator field.

Definition at line 2946 of file Messages.h.

◆ denominator() [2/2]

ThisType & denominator ( Int32 value )

inlinenoexcept

Provides access to denominator field.

Definition at line 2954 of file Messages.h.

◆ exchangeSilo() [1/2]

auto exchangeSilo ( ) const

inlinenoexcept

Provides access to exchangeSilo field.

Definition at line 2741 of file Messages.h.

◆ exchangeSilo() [2/2]

ThisType & exchangeSilo ( ExchangeSiloEnum value )

inlinenoexcept

Provides access to exchangeSilo field.

Definition at line 2749 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 3742 of file Messages.h.

◆ flexAllowed() [1/3]

auto flexAllowed ( ) const

inlinenoexcept

uint8NULL.

Definition at line 3146 of file Messages.h.

◆ flexAllowed() [2/3]

ThisType & flexAllowed ( BooleanEnum value )

inlinenoexcept

uint8NULL.

Definition at line 3154 of file Messages.h.

◆ flexAllowed() [3/3]

ThisType & flexAllowed ( NullOpt )

inlinenoexcept

Definition at line 3162 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 3684 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 3674 of file Messages.h.

◆ gtAllowed() [1/3]

auto gtAllowed ( ) const

inlinenoexcept

uint8NULL.

Definition at line 3172 of file Messages.h.

◆ gtAllowed() [2/3]

ThisType & gtAllowed ( BooleanEnum value )

inlinenoexcept

uint8NULL.

Definition at line 3180 of file Messages.h.

◆ gtAllowed() [3/3]

ThisType & gtAllowed ( NullOpt )

inlinenoexcept

Definition at line 3188 of file Messages.h.

◆ hubAlias() [1/2]

StrRef hubAlias ( ) const

inlinenoexcept

Definition at line 3503 of file Messages.h.

◆ hubAlias() [2/2]

ThisType & hubAlias ( StrRef value )

inline

Definition at line 3613 of file Messages.h.

◆ hubId() [1/2]

auto hubId ( ) const

inlinenoexcept

Provides access to hubID field.

Definition at line 3234 of file Messages.h.

◆ hubId() [2/2]

ThisType & hubId ( Int32 value )

inlinenoexcept

Provides access to hubID field.

Definition at line 3242 of file Messages.h.

◆ hubName() [1/2]

StrRef hubName ( ) const

inlinenoexcept

Definition at line 3497 of file Messages.h.

◆ hubName() [2/2]

ThisType & hubName ( StrRef value )

inline

Definition at line 3603 of file Messages.h.

◆ impliedType() [1/3]

auto impliedType ( ) const

inlinenoexcept

Provides access to impliedType field.

Definition at line 2964 of file Messages.h.

◆ impliedType() [2/3]

ThisType & impliedType ( CharType value )

inlinenoexcept

Provides access to impliedType field.

Definition at line 2972 of file Messages.h.

◆ impliedType() [3/3]

ThisType & impliedType ( NullOpt )

inlinenoexcept

Definition at line 2980 of file Messages.h.

◆ incrementPrice() [1/2]

auto incrementPrice ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 2794 of file Messages.h.

◆ incrementPrice() [2/2]

ThisType & incrementPrice ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 2802 of file Messages.h.

◆ incrementQty() [1/2]

auto incrementQty ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 2812 of file Messages.h.

◆ incrementQty() [2/2]

ThisType & incrementQty ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 2820 of file Messages.h.

◆ legDealsSuppressed() [1/2]

auto legDealsSuppressed ( ) const

inlinenoexcept

Provides access to legDealsSuppressed field.

Definition at line 2776 of file Messages.h.

◆ legDealsSuppressed() [2/2]

ThisType & legDealsSuppressed ( BooleanEnum value )

inlinenoexcept

Provides access to legDealsSuppressed field.

Definition at line 2784 of file Messages.h.

◆ legs() [1/4]

Legs legs ( ) const

inlinenoexcept

Returns: instance of Legs repeating group.

Definition at line 3410 of file Messages.h.

◆ legs() [2/4]

Legs legs ( )

inlinenoexcept

Returns: instance of Legs repeating group.

Definition at line 3417 of file Messages.h.

◆ legs() [3/4]

Legs legs ( Legs::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: noLegs(555) repeating group.

Definition at line 3425 of file Messages.h.

◆ legs() [4/4]

Legs legs	(	Legs::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: noLegs(555) repeating group.

Definition at line 3435 of file Messages.h.

◆ listSeqNo() [1/2]

auto listSeqNo ( ) const

inlinenoexcept

Provides access to listSeqNo field.

Definition at line 2626 of file Messages.h.

◆ listSeqNo() [2/2]

ThisType & listSeqNo ( Int32 value )

inlinenoexcept

Provides access to listSeqNo field.

Definition at line 2634 of file Messages.h.

◆ lotSizeMultiplier() [1/3]

auto lotSizeMultiplier ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 3094 of file Messages.h.

◆ lotSizeMultiplier() [2/3]

ThisType & lotSizeMultiplier ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 3102 of file Messages.h.

◆ lotSizeMultiplier() [3/3]

ThisType & lotSizeMultiplier ( NullOpt )

inlinenoexcept

Definition at line 3110 of file Messages.h.

◆ marketTypeId() [1/2]

auto marketTypeId ( ) const

inlinenoexcept

Provides access to marketTypeID field.

Definition at line 2590 of file Messages.h.

◆ marketTypeId() [2/2]

ThisType & marketTypeId ( Int32 value )

inlinenoexcept

Provides access to marketTypeID field.

Definition at line 2598 of file Messages.h.

◆ maturityDate() [1/3]

auto maturityDate ( ) const

inlinenoexcept

UTC days since Unix epoch (January 1st, 1970).

Definition at line 2680 of file Messages.h.

◆ maturityDate() [2/3]

ThisType & maturityDate ( NullOpt )

inlinenoexcept

Definition at line 2695 of file Messages.h.

◆ maturityDate() [3/3]

ThisType & maturityDate ( Timestamp value )

inlinenoexcept

UTC days since Unix epoch (January 1st, 1970).

Definition at line 2687 of file Messages.h.

◆ maxPrice() [1/2]

auto maxPrice ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 2848 of file Messages.h.

◆ maxPrice() [2/2]

ThisType & maxPrice ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 2856 of file Messages.h.

◆ mifidRegulatedMarket() [1/2]

auto mifidRegulatedMarket ( ) const

inlinenoexcept

Provides access to mifidRegulatedMarket field.

Definition at line 3198 of file Messages.h.

◆ mifidRegulatedMarket() [2/2]

ThisType & mifidRegulatedMarket ( BooleanEnum value )

inlinenoexcept

Provides access to mifidRegulatedMarket field.

Definition at line 3206 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 3655 of file Messages.h.

◆ minPrice() [1/2]

auto minPrice ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 2830 of file Messages.h.

◆ minPrice() [2/2]

ThisType & minPrice ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 2838 of file Messages.h.

◆ numOfCycles() [1/3]

auto numOfCycles ( ) const

inlinenoexcept

int16NULL.

Definition at line 3068 of file Messages.h.

◆ numOfCycles() [2/3]

ThisType & numOfCycles ( Int16NULL value )

inlinenoexcept

int16NULL.

Definition at line 3076 of file Messages.h.

◆ numOfCycles() [3/3]

ThisType & numOfCycles ( NullOpt )

inlinenoexcept

Definition at line 3084 of file Messages.h.

◆ numOfDecimalPrice() [1/2]

auto numOfDecimalPrice ( ) const

inlinenoexcept

Provides access to numOfDecimalPrice field.

Definition at line 2866 of file Messages.h.

◆ numOfDecimalPrice() [2/2]

ThisType & numOfDecimalPrice ( Int8 value )

inlinenoexcept

Provides access to numOfDecimalPrice field.

Definition at line 2874 of file Messages.h.

◆ numOfDecimalQty() [1/2]

auto numOfDecimalQty ( ) const

inlinenoexcept

Provides access to numOfDecimalQty field.

Definition at line 2884 of file Messages.h.

◆ numOfDecimalQty() [2/2]

ThisType & numOfDecimalQty ( Int8 value )

inlinenoexcept

Provides access to numOfDecimalQty field.

Definition at line 2892 of file Messages.h.

◆ numOfDecimalStrikePrice() [1/3]

auto numOfDecimalStrikePrice ( ) const

inlinenoexcept

int8NULL.

Definition at line 3042 of file Messages.h.

◆ numOfDecimalStrikePrice() [2/3]

ThisType & numOfDecimalStrikePrice ( Int8NULL value )

inlinenoexcept

int8NULL.

Definition at line 3050 of file Messages.h.

◆ numOfDecimalStrikePrice() [3/3]

ThisType & numOfDecimalStrikePrice ( NullOpt )

inlinenoexcept

Definition at line 3058 of file Messages.h.

◆ offExchangeIncrementPrice() [1/3]

auto offExchangeIncrementPrice ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 2990 of file Messages.h.

◆ offExchangeIncrementPrice() [2/3]

ThisType & offExchangeIncrementPrice ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 2998 of file Messages.h.

◆ offExchangeIncrementPrice() [3/3]

ThisType & offExchangeIncrementPrice ( NullOpt )

inlinenoexcept

Definition at line 3006 of file Messages.h.

◆ offExchangeIncrementQty() [1/3]

auto offExchangeIncrementQty ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 3016 of file Messages.h.

◆ offExchangeIncrementQty() [2/3]

ThisType & offExchangeIncrementQty ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 3024 of file Messages.h.

◆ offExchangeIncrementQty() [3/3]

ThisType & offExchangeIncrementQty ( NullOpt )

inlinenoexcept

Definition at line 3032 of file Messages.h.

◆ overrideBlockMin() [1/3]

auto overrideBlockMin ( ) const

inlinenoexcept

uint8NULL.

Definition at line 3252 of file Messages.h.

◆ overrideBlockMin() [2/3]

ThisType & overrideBlockMin ( BooleanEnum value )

inlinenoexcept

uint8NULL.

Definition at line 3260 of file Messages.h.

◆ overrideBlockMin() [3/3]

ThisType & overrideBlockMin ( NullOpt )

inlinenoexcept

Definition at line 3268 of file Messages.h.

◆ physicalCode() [1/2]

StrRef physicalCode ( ) const

inlinenoexcept

Definition at line 3525 of file Messages.h.

◆ physicalCode() [2/2]

ThisType & physicalCode ( StrRef value )

inline

Definition at line 3643 of file Messages.h.

◆ priceDenomination() [1/2]

StrRef priceDenomination ( ) const

inlinenoexcept

Definition at line 3461 of file Messages.h.

◆ priceDenomination() [2/2]

ThisType & priceDenomination ( StrRef value )

inline

Definition at line 3553 of file Messages.h.

◆ priceUnit() [1/2]

StrRef priceUnit ( ) const

inlinenoexcept

Definition at line 3485 of file Messages.h.

◆ priceUnit() [2/2]

ThisType & priceUnit ( StrRef value )

inline

Definition at line 3583 of file Messages.h.

◆ productId() [1/2]

auto productId ( ) const

inlinenoexcept

Provides access to productID field.

Definition at line 2902 of file Messages.h.

◆ productId() [2/2]

ThisType & productId ( Int32 value )

inlinenoexcept

Provides access to productID field.

Definition at line 2910 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 3712 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 3691 of file Messages.h.

◆ rpts() [1/2]

auto rpts ( ) const

inlinenoexcept

Provides access to noRpts field.

Definition at line 2608 of file Messages.h.

◆ rpts() [2/2]

ThisType & rpts ( Int32 value )

inlinenoexcept

Provides access to noRpts field.

Definition at line 2616 of file Messages.h.

◆ screenTickValue() [1/2]

auto screenTickValue ( ) const

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 3296 of file Messages.h.

◆ screenTickValue() [2/2]

ThisType & screenTickValue ( Decimal9 value )

inlinenoexcept

Quantity, Price with constant exponent -9.

Definition at line 3304 of file Messages.h.

◆ securityAltId() [1/4]

SecurityAltID securityAltId ( ) const

inlinenoexcept

Returns: instance of SecurityAltID repeating group.

Definition at line 3371 of file Messages.h.

◆ securityAltId() [2/4]

SecurityAltID securityAltId ( )

inlinenoexcept

Returns: instance of SecurityAltID repeating group.

Definition at line 3380 of file Messages.h.

◆ securityAltId() [3/4]

SecurityAltID securityAltId ( SecurityAltID::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: noSecurityAltID(454) repeating group.

Definition at line 3390 of file Messages.h.

◆ securityAltId() [4/4]

SecurityAltID securityAltId	(	SecurityAltID::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: noSecurityAltID(454) repeating group.

Definition at line 3400 of file Messages.h.

◆ securityDesc() [1/2]

StrRef securityDesc ( ) const

inlinenoexcept

Definition at line 3477 of file Messages.h.

◆ securityDesc() [2/2]

ThisType & securityDesc ( StrRef value )

inline

Definition at line 3573 of file Messages.h.

◆ securityExchange() [1/2]

StrRef securityExchange ( ) const

inlinenoexcept

Definition at line 3509 of file Messages.h.

◆ securityExchange() [2/2]

ThisType & securityExchange ( StrRef value )

inline

Definition at line 3623 of file Messages.h.

◆ securityId() [1/2]

StrRef securityId ( ) const

inlinenoexcept

Exchange contract symbol.

Definition at line 3445 of file Messages.h.

◆ securityId() [2/2]

ThisType & securityId ( StrRef value )

inline

Exchange contract symbol.

Definition at line 3533 of file Messages.h.

◆ securityReqId() [1/2]

auto securityReqId ( ) const

inlinenoexcept

Provides access to securityReqID field.

Definition at line 2536 of file Messages.h.

◆ securityReqId() [2/2]

ThisType & securityReqId ( Int32 value )

inlinenoexcept

Provides access to securityReqID field.

Definition at line 2544 of file Messages.h.

◆ securityResponseId() [1/2]

auto securityResponseId ( ) const

inlinenoexcept

Provides access to securityResponseID field.

Definition at line 2572 of file Messages.h.

◆ securityResponseId() [2/2]

ThisType & securityResponseId ( Int32 value )

inlinenoexcept

Provides access to securityResponseID field.

Definition at line 2580 of file Messages.h.

◆ securityResponseType() [1/2]

auto securityResponseType ( ) const

inlinenoexcept

Provides access to securityResponseType field.

Definition at line 2554 of file Messages.h.

◆ securityResponseType() [2/2]

ThisType & securityResponseType ( SecurityResponseTypeEnum value )

inlinenoexcept

Provides access to securityResponseType field.

Definition at line 2562 of file Messages.h.

◆ securitySubType() [1/2]

auto securitySubType ( ) const

inlinenoexcept

Provides access to securitySubType field.

Definition at line 2723 of file Messages.h.

◆ securitySubType() [2/2]

ThisType & securitySubType ( Int16 value )

inlinenoexcept

Provides access to securitySubType field.

Definition at line 2731 of file Messages.h.

◆ securityTradingStatus() [1/2]

auto securityTradingStatus ( ) const

inlinenoexcept

Provides access to securityTradingStatus field.

Definition at line 2705 of file Messages.h.

◆ securityTradingStatus() [2/2]

ThisType & securityTradingStatus ( SecurityTradingStatusEnum value )

inlinenoexcept

Provides access to securityTradingStatus field.

Definition at line 2713 of file Messages.h.

◆ strategySecurityId() [1/2]

StrRef strategySecurityId ( ) const

inlinenoexcept

Definition at line 3517 of file Messages.h.

◆ strategySecurityId() [2/2]

ThisType & strategySecurityId ( StrRef value )

inline

Definition at line 3633 of file Messages.h.

◆ stripName() [1/2]

StrRef stripName ( ) const

inlinenoexcept

Definition at line 3491 of file Messages.h.

◆ stripName() [2/2]

ThisType & stripName ( StrRef value )

inline

Definition at line 3593 of file Messages.h.

◆ stripType() [1/2]

auto stripType ( ) const

inlinenoexcept

Provides access to stripType field.

Definition at line 3216 of file Messages.h.

◆ stripType() [2/2]

ThisType & stripType ( Int16 value )

inlinenoexcept

Provides access to stripType field.

Definition at line 3224 of file Messages.h.

◆ symbol() [1/2]

auto symbol ( ) const

inlinenoexcept

Provides access to symbol field.

Definition at line 2644 of file Messages.h.

◆ symbol() [2/2]

ThisType & symbol ( Int32 value )

inlinenoexcept

Provides access to symbol field.

Definition at line 2652 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 3753 of file Messages.h.

◆ testMarketIndicator() [1/2]

auto testMarketIndicator ( ) const

inlinenoexcept

Provides access to testMarketIndicator field.

Definition at line 3278 of file Messages.h.

◆ testMarketIndicator() [2/2]

ThisType & testMarketIndicator ( BooleanEnum value )

inlinenoexcept

Provides access to testMarketIndicator field.

Definition at line 3286 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 340 of file MessageSerialization.h.

◆ transactTime() [1/2]

auto transactTime ( ) const

inlinenoexcept

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

Definition at line 2759 of file Messages.h.

◆ transactTime() [2/2]

ThisType & transactTime ( Timestamp value )

inlinenoexcept

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

Definition at line 2766 of file Messages.h.

◆ underlyingStrategySymbol() [1/2]

auto underlyingStrategySymbol ( ) const

inlinenoexcept

Provides access to underlyingStrategySymbol field.

Definition at line 2662 of file Messages.h.

◆ underlyingStrategySymbol() [2/2]

ThisType & underlyingStrategySymbol ( Int32 value )

inlinenoexcept

Provides access to underlyingStrategySymbol field.

Definition at line 2670 of file Messages.h.

◆ unitOfMeasure() [1/2]

StrRef unitOfMeasure ( ) const

inlinenoexcept

Definition at line 3453 of file Messages.h.

◆ unitOfMeasure() [2/2]

ThisType & unitOfMeasure ( StrRef value )

inline

Definition at line 3543 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ BlockDetails

◆ Legs

◆ Schema

◆ SecurityAltID

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ SecurityDefinitionReport_Strategy() [1/6]

◆ SecurityDefinitionReport_Strategy() [2/6]

◆ SecurityDefinitionReport_Strategy() [3/6]

◆ SecurityDefinitionReport_Strategy() [4/6]

◆ SecurityDefinitionReport_Strategy() [5/6]

◆ SecurityDefinitionReport_Strategy() [6/6]

Member Function Documentation

◆ baseNumLots() [1/3]

◆ baseNumLots() [2/3]

◆ baseNumLots() [3/3]

◆ blockDetails() [1/4]

◆ blockDetails() [2/4]

◆ blockDetails() [3/4]

◆ blockDetails() [4/4]

◆ blockLength()

◆ blockOnly() [1/3]

◆ blockOnly() [2/3]

◆ blockOnly() [3/3]

◆ blockTickValue() [1/2]

◆ blockTickValue() [2/2]

◆ calculateBinarySize()

◆ className()

◆ clearedAlias() [1/2]

◆ clearedAlias() [2/2]

◆ denominator() [1/2]

◆ denominator() [2/2]

◆ exchangeSilo() [1/2]

◆ exchangeSilo() [2/2]

◆ fixType()

◆ flexAllowed() [1/3]

◆ flexAllowed() [2/3]

◆ flexAllowed() [3/3]

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ gtAllowed() [1/3]

◆ gtAllowed() [2/3]

◆ gtAllowed() [3/3]

◆ hubAlias() [1/2]

◆ hubAlias() [2/2]

◆ hubId() [1/2]

◆ hubId() [2/2]

◆ hubName() [1/2]

◆ hubName() [2/2]

◆ impliedType() [1/3]

◆ impliedType() [2/3]

◆ impliedType() [3/3]

◆ incrementPrice() [1/2]

◆ incrementPrice() [2/2]

◆ incrementQty() [1/2]

◆ incrementQty() [2/2]

◆ legDealsSuppressed() [1/2]

◆ legDealsSuppressed() [2/2]

◆ legs() [1/4]

◆ legs() [2/4]

◆ legs() [3/4]

◆ legs() [4/4]

◆ listSeqNo() [1/2]

◆ listSeqNo() [2/2]

◆ lotSizeMultiplier() [1/3]

◆ lotSizeMultiplier() [2/3]

◆ lotSizeMultiplier() [3/3]

◆ marketTypeId() [1/2]

◆ marketTypeId() [2/2]

◆ maturityDate() [1/3]

◆ maturityDate() [2/3]