#include "ref_data.hpp"
#include "types.hpp"
#include "../../common/iso_10383_mic_codes.hpp"
#include "core/blatant_old_msvc_compiler_hacks.hpp"
#include "core/memops.hpp"
#include "messages_impl.hpp"

Include dependency graph for messages.hpp:

This graph shows which files directly or indirectly include this file:

Classes
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::logon_args_t

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::logoff_args_t

class	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Header

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::LogonRequest

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::LogonReply< RejectCode >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::LogoutRequest

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Heartbeat

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::MissedMessageRequest

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::MissedMessageRequestAck

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::MissedMessageReport

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Reject< RejectCode, RejectCodeNum >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::SystemStatus

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::NewOrder< Specific1, Specific2, Specific3 >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::NewQuote< Specific1, Specific2 >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::OrderCancelReplaceRequest< Specific1, Specific2, Specific3 >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::OrderCancelRequestSpecific2

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::OrderCancelRequest< Specific1, Specific2 >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::OrderMassCancelRequest< Specific1, Specific2 >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::ExecutionReport< Specific1, Specific2 >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::OrderCancelRejectSpecific< RejectCode >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::OrderCancelReject< Specific >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::OrderMassCancelReportSpecific< RejectCode >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::OrderMassCancelReport< Specific >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::BusinessRejectSpecific< RejectCode, UnknownInstrument >

struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::BusinessReject< Specific >

Namespaces
namespace	isimud

namespace	isimud::ISIMUD_VER_NAMESPACE

namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges

namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT

namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common

Typedefs
using	ClientOrderID_t = common::ClientOrderID_t

using	OrderID_t = common::OrderID_t

using	MsgTypes_t = common::MsgType_t

using	Header_t = Header

using	logon_args_t = common::logon_args_t

using	RejectCode_t = RejectCode

using	specific1_t = Specific1

using	specific2_t = Specific2

using	specific3_t = Specific3

using	specific_t = Specific

Enumerations
enum	: bool { has_static_size =true }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum class	ResponseType : uint8_t { Successful =0 , RecoveryRequestlimitReached =1 , InvalidAppID =2 , ServiceUnavailable =3 , DownloadComplete =0 , MessageLimitReached =1 , ServiceUnavailable =3 }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum class	ResponseType : int8_t { Successful =0 , RecoveryRequestlimitReached =1 , InvalidAppID =2 , ServiceUnavailable =3 , DownloadComplete =0 , MessageLimitReached =1 , ServiceUnavailable =3 }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

enum	: MsgType_t { static_type =static_cast<MsgType_t>(AdminMsgType::LogonRequest) }

enum	: std::size_t { header_t_size =sizeof(Header_t) }

Functions
class isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Header	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::__attribute__ ((packed))

MsgType_t	type () const noexcept(true)

std::uint16_t	length () const noexcept(true)
	The actual, not the foolish BATSBOE-specified, length which excludes the start_of_message field. More...

bool	is_valid () const noexcept(true)
	Verify that the referenced FIX message is valid. More...

template<class MsgT >
constexpr	Header (MsgT const *) noexcept(true) FORCE_INLINE

constexpr	LogonRequest (const logon_args_t::UserName_t &UN, const logon_args_t::Password_t &P, const logon_args_t::Password_t &NP) noexcept(true) FORCE_INLINE

constexpr	LogonRequest (logon_args_t const &a) noexcept(true) FORCE_INLINE

template<class SrcMsg >
__stdcall	LogonRequest (SrcMsg const &msg) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...

	LogonReply () noexcept(true) FORCE_INLINE

RejectCode_t	rejectCode () const noexcept(true) FORCE_INLINE

void	rejectCode (RejectCode_t const &rc) noexcept(true) FORCE_INLINE

constexpr	LogoutRequest () noexcept(true) FORCE_INLINE

constexpr	LogoutRequest (Reason_t r) noexcept(true) FORCE_INLINE

constexpr	LogoutRequest (logoff_args_t const &a) noexcept(true) FORCE_INLINE

template<class SrcMsg >
constexpr __stdcall	LogoutRequest (SrcMsg const &msg, Reason_t r) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...

const Reason_t &	reason () const noexcept(true)

constexpr	Heartbeat () noexcept(true) FORCE_INLINE

template<class SrcMsg >
constexpr __stdcall	Heartbeat (SrcMsg const &msg) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...

constexpr	MissedMessageRequest (AppID a, SeqNum_t l) noexcept(true) FORCE_INLINE

	MissedMessageRequestAck () noexcept(true) FORCE_INLINE

	MissedMessageReport () noexcept(true) FORCE_INLINE

	Reject () noexcept(true) FORCE_INLINE

	Reject (RejectCode_t const rc) noexcept(true) FORCE_INLINE

	Reject (ClientOrderID_t const &clID, RejectCode_t const rc) noexcept(true) FORCE_INLINE

ClientOrderID_t const &	clientOrderID () const noexcept(true)

void	clientOrderID (ClientOrderID_t const &clID) noexcept(true)

	SystemStatus () noexcept(true) FORCE_INLINE

constexpr __stdcall	NewOrder (SeqNum_t seqNum, ClientOrderID_t const &clID, OrderType const oT, TIF const t, Side const s, SecurityID_t instID, typename specific2_t::order_qty_t ordQty, Price_t p) noexcept(true) FORCE_INLINE

SecurityID_t	instrumentID () const noexcept(true)

void	instrumentID (SecurityID_t i) noexcept(true)

specific2_t::order_qty_t	orderQty () const noexcept(true)

void	orderQty (typename specific2_t::order_qty_t i) noexcept(true)

OrderType	orderType () const noexcept(true)

void	orderType (OrderType i) noexcept(true)

Side	side () const noexcept(true)

void	side (Side i) noexcept(true)

Price_t	limitPrice () const noexcept(true)

void	limitPrice (Price_t p) noexcept(true)

TIF	tif () const noexcept(true)

void	tif (TIF t) noexcept(true)

constexpr	NewQuote () noexcept(true) FORCE_INLINE

constexpr	OrderCancelReplaceRequest (common::ClientOrderID_t const &clID, ClientOrderID_t const &origclID, SecurityID_t instID, typename specific2_t::order_qty_t ordQty, Price_t const p, TIF t, Side s) noexcept(true) FORCE_INLINE

ClientOrderID_t const &	originalClientOrderID () const noexcept(true)

void	originalClientOrderID (ClientOrderID_t const &clID) noexcept(true)

constexpr	OrderCancelRequest (ClientOrderID_t const &clID, ClientOrderID_t const &origclID, SecurityID_t instID, Side side) noexcept(true) FORCE_INLINE

constexpr	OrderMassCancelRequest (SecurityID_t instID) noexcept(true) FORCE_INLINE

constexpr	ExecutionReport () noexcept(true) FORCE_INLINE

constexpr	ExecutionReport (SeqNum_t seqNum, ClientOrderID_t const &clID, AppID aID, ExecType eT, Price_t const price, SecurityID_t instID, Side s) noexcept(true) FORCE_INLINE

constexpr	ExecutionReport (SeqNum_t seqNum, ClientOrderID_t const &clID, ExecType eT, Price_t const price, SecurityID_t instID, Side s, typename specific1_t::order_qty_t execdQty, typename specific1_t::order_qty_t leavesQty) noexcept(true) FORCE_INLINE

ExecType	execType () const noexcept(true)

void	execType (ExecType e) noexcept(true)

Price_t	executedPrice () const noexcept(true)

void	executedPrice (Price_t p) noexcept(true)

OrderStatus	orderStatus () const noexcept(true)

void	orderStatus (OrderStatus os) noexcept(true)

specific1_t::order_qty_t	executedQty () const noexcept(true)

void	executedQty (typename specific1_t::order_qty_t eq) noexcept(true)

specific1_t::order_qty_t	leavesQty () const noexcept(true)

void	leavesQty (typename specific1_t::order_qty_t eq) noexcept(true)

RejectCode_t	orderRejectCode () const noexcept(true)

void	orderRejectCode (RejectCode_t r) noexcept(true)

	OrderCancelReject () noexcept(true) FORCE_INLINE

	OrderCancelReject (SeqNum_t seqNum, ClientOrderID_t const &clID) noexcept(true) FORCE_INLINE

RejectCode_t	cancelRejectReason () const noexcept(true)

void	cancelRejectReason (RejectCode_t r) noexcept(true)

	OrderMassCancelReport () noexcept(true) FORCE_INLINE

	BusinessReject () noexcept(true) FORCE_INLINE

	BusinessReject (SeqNum_t seqNum, ClientOrderID_t const &clID) noexcept(true) FORCE_INLINE

Variables
const std::int8_t	start_of_message =2

const std::int16_t	length_

const MsgType_t	type_

const logon_args_t::UserName_t	userName

const logon_args_t::Password_t	password

const logon_args_t::Password_t	newPassword

const std::uint8_t	messageVersion =1

RejectCode_t	rejectCode_

PasswordExpiryDayCount_t	passwordExpiryDayCount

const Reason_t	reason_

const AppID	appID

const SeqNum_t	lastMsgSeqNum

ResponseType	responseType

RejectReason_t	rejectReason

MsgType_t	rejectedMessageType

ClientOrderID_t	clientOrderID_

AppStatus	appStatus

TraderID_t	traderID {"\0\0\0\0\0\0\0\0\0\0"}

Account_t	account {"\0\0\0\0\0\0\0\0\0"}

ClearingAccount	clearingAccount =ClearingAccount::Client

specific1_t	specific1

OrderType	orderType_ {}

TIF	tif_

ExpireDateTime_t	expireDateTime =0

Side	side_

specific2_t	specific2

Price_t	limitPrice_

Capacity	capacity =Capacity::Principal

const AutoCancel	autoCancel =AutoCancel::Cancel

OrderSubType	orderSubType =OrderSubType::Order

specific3_t	specific3

SecurityID_t	instrumentID_

ClientOrderID_t	originalClientOrderID_

OrderID_t	orderID

Price_t	stoppedPrice

TargetBook	targetBook =TargetBook::DarkMidpointOrderBook

ReservedField9_t	reservedField

MassCancelRequestType	massCancelRequestType

SeqNum_t	sequenceNumber

ExecutionID_t	executionID

ExecType	execType_

ExecutionReportRefID_t	executionReportRefID

OrderStatus	orderStatus_

RejectCode_t	orderRejectCode_

Price_t	executedPrice_

RestatementReason	restatementReason

const std::int8_t	reservedField2 =0

uint64_t	secondaryOrderID =0

Counterparty_t	counterparty

TradeLiquidityIndicator	tradeLiquidityIndicator

uint64_t	tradeMatchID

TransactTime_t	transactTime

struct isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::OrderCancelRejectSpecific	isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::__attribute__

specific_t	specific

int32_t	totalAffectedOrders

MassCancelResponse	massCancelResponse

RejectCode_t	massCancelRejectReason

Typedef Documentation

◆ ClientOrderID_t

using ClientOrderID_t = common::ClientOrderID_t

Definition at line 4 of file messages.hpp.

◆ Header_t

using Header_t = Header

Definition at line 0 of file messages.hpp.

◆ logon_args_t

using logon_args_t = common::logon_args_t

Definition at line 1 of file messages.hpp.

◆ MsgTypes_t

using MsgTypes_t = common::MsgType_t

Definition at line 6 of file messages.hpp.

◆ OrderID_t

using OrderID_t = common::OrderID_t

Definition at line 5 of file messages.hpp.

◆ RejectCode_t

using RejectCode_t = typename specific_t::RejectCode_t

Definition at line 1 of file messages.hpp.

◆ specific1_t

typedef Specific1 specific1_t

Definition at line 7 of file messages.hpp.

◆ specific2_t

typedef Specific2 specific2_t

Definition at line 8 of file messages.hpp.

◆ specific3_t

typedef Specific3 specific3_t

Definition at line 9 of file messages.hpp.

◆ specific_t

typedef Specific specific_t

Definition at line 7 of file messages.hpp.

Enumeration Type Documentation

◆ anonymous enum

anonymous enum : bool

Enumerator
has_static_size	The message is statically-sized, not dynamically, so sizeof(the derived message-type) is the amount to copy, i.e. length() returns sizeof(the derived message-type).

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 2 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 5 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 2 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 5 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 10 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 9 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 2 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 5 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ anonymous enum

anonymous enum : MsgType_t

Enumerator
static_type

Definition at line 1 of file messages.hpp.

◆ anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

◆ ResponseType [1/2]

enum class ResponseType : uint8_t

strong

Enumerator
Successful
RecoveryRequestlimitReached
InvalidAppID
ServiceUnavailable
DownloadComplete
MessageLimitReached
ServiceUnavailable

Definition at line 4 of file messages.hpp.

◆ ResponseType [2/2]

enum class ResponseType : int8_t

strong

Enumerator
Successful
RecoveryRequestlimitReached
InvalidAppID
ServiceUnavailable
DownloadComplete
MessageLimitReached
ServiceUnavailable

Definition at line 4 of file messages.hpp.

Function Documentation

◆ BusinessReject() [1/2]

__attribute__::BusinessReject ( )

noexcept

◆ BusinessReject() [2/2]

__attribute__::BusinessReject	(	SeqNum_t	seqNum,
		ClientOrderID_t const &	clID
	)

noexcept

◆ cancelRejectReason() [1/2]

RejectCode_t __attribute__::cancelRejectReason ( ) const

noexcept

Definition at line 26 of file messages.hpp.

◆ cancelRejectReason() [2/2]

void __attribute__::cancelRejectReason ( RejectCode_t r )

noexcept

Definition at line 29 of file messages.hpp.

◆ clientOrderID() [1/2]

ClientOrderID_t const& __attribute__::clientOrderID ( ) const

constexprnoexcept

Definition at line 19 of file messages.hpp.

◆ clientOrderID() [2/2]

void __attribute__::clientOrderID ( ClientOrderID_t const & clID )

noexcept

Definition at line 22 of file messages.hpp.

◆ execType() [1/2]

ExecType __attribute__::execType ( ) const

noexcept

Definition at line 37 of file messages.hpp.

◆ execType() [2/2]

void __attribute__::execType ( ExecType e )

noexcept

Definition at line 40 of file messages.hpp.

◆ executedPrice() [1/2]

Price_t __attribute__::executedPrice ( ) const

noexcept

Definition at line 58 of file messages.hpp.

◆ executedPrice() [2/2]

void __attribute__::executedPrice ( Price_t p )

noexcept

Definition at line 61 of file messages.hpp.

◆ executedQty() [1/2]

specific1_t::order_qty_t __attribute__::executedQty ( ) const

noexcept

Definition at line 72 of file messages.hpp.

◆ executedQty() [2/2]

void __attribute__::executedQty ( typename specific1_t::order_qty_t eq )

noexcept

Definition at line 75 of file messages.hpp.

◆ ExecutionReport() [1/3]

constexpr __attribute__::ExecutionReport ( )

constexprnoexcept

◆ ExecutionReport() [2/3]

constexpr __attribute__::ExecutionReport	(	SeqNum_t	seqNum,
		ClientOrderID_t const &	clID,
		AppID	aID,
		ExecType	eT,
		Price_t const	price,
		SecurityID_t	instID,
		Side	s
	)

constexprnoexcept

◆ ExecutionReport() [3/3]

constexpr __attribute__::ExecutionReport	(	SeqNum_t	seqNum,
		ClientOrderID_t const &	clID,
		ExecType	eT,
		Price_t const	price,
		SecurityID_t	instID,
		Side	s,
		typename specific1_t::order_qty_t	execdQty,
		typename specific1_t::order_qty_t	leavesQty
	)

constexprnoexcept

◆ Header()

template<class MsgT >

constexpr __attribute__::Header ( MsgT const * )

explicitconstexprprotectednoexcept

◆ Heartbeat() [1/2]

constexpr __attribute__::Heartbeat ( )

constexprnoexcept

◆ Heartbeat() [2/2]

template<class SrcMsg >

constexpr __stdcall __attribute__::Heartbeat ( SrcMsg const & msg )

explicitconstexprdeletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

◆ instrumentID() [1/2]

SecurityID_t __attribute__::instrumentID ( ) const

constexprnoexcept

Definition at line 29 of file messages.hpp.

◆ instrumentID() [2/2]

void instrumentID ( SecurityID_t i )

noexcept

Definition at line 32 of file messages.hpp.

◆ is_valid()

bool __attribute__::is_valid ( ) const

constexprnoexcept

Verify that the referenced FIX message is valid.

Returns: True is the referenced FIX message is valid, false otherwise.

Definition at line 20 of file messages.hpp.

◆ leavesQty() [1/2]

specific1_t::order_qty_t __attribute__::leavesQty ( ) const

noexcept

Definition at line 79 of file messages.hpp.

◆ leavesQty() [2/2]

void __attribute__::leavesQty ( typename specific1_t::order_qty_t eq )

noexcept

Definition at line 82 of file messages.hpp.

◆ length()

std::uint16_t __attribute__::length ( ) const

constexprnoexcept

The actual, not the foolish BATSBOE-specified, length which excludes the start_of_message field.

Determine the total size of the referenced message.

Definition at line 15 of file messages.hpp.

◆ limitPrice() [1/2]

Price_t __attribute__::limitPrice ( ) const

constexprnoexcept

Definition at line 64 of file messages.hpp.

◆ limitPrice() [2/2]

void __attribute__::limitPrice ( Price_t p )

noexcept

Definition at line 67 of file messages.hpp.

◆ LogonReply()

__attribute__::LogonReply ( )

noexcept

◆ LogonRequest() [1/3]

constexpr __attribute__::LogonRequest	(	const logon_args_t::UserName_t &	UN,
		const logon_args_t::Password_t &	P,
		const logon_args_t::Password_t &	NP
	)

constexprnoexcept

◆ LogonRequest() [2/3]

constexpr __attribute__::LogonRequest ( logon_args_t const & a )

explicitconstexprnoexcept

◆ LogonRequest() [3/3]

template<class SrcMsg >

__stdcall __attribute__::LogonRequest ( SrcMsg const & msg )

explicitdeletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

◆ LogoutRequest() [1/4]

constexpr __attribute__::LogoutRequest ( )

explicitconstexprnoexcept

◆ LogoutRequest() [2/4]

constexpr __attribute__::LogoutRequest ( logoff_args_t const & a )

explicitconstexprnoexcept

◆ LogoutRequest() [3/4]

constexpr __attribute__::LogoutRequest ( Reason_t r )

explicitconstexprnoexcept

◆ LogoutRequest() [4/4]

template<class SrcMsg >

constexpr __stdcall __attribute__::LogoutRequest	(	SrcMsg const &	msg,
		Reason_t	r
	)

explicitconstexprdeletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

◆ MissedMessageReport()

__attribute__::MissedMessageReport ( )

noexcept

◆ MissedMessageRequest()

constexpr __attribute__::MissedMessageRequest	(	AppID	a,
		SeqNum_t	l
	)

constexprnoexcept

◆ MissedMessageRequestAck()

__attribute__::MissedMessageRequestAck ( )

noexcept

◆ NewOrder()

constexpr __stdcall __attribute__::NewOrder	(	SeqNum_t	seqNum,
		ClientOrderID_t const &	clID,
		OrderType const	oT,
		TIF const	t,
		Side const	s,
		SecurityID_t	instID,
		typename specific2_t::order_qty_t	ordQty,
		Price_t	p
	)

constexprnoexcept

◆ NewQuote()

constexpr __attribute__::NewQuote ( )

constexprnoexcept

◆ OrderCancelReject() [1/2]

__attribute__::OrderCancelReject ( )

noexcept

◆ OrderCancelReject() [2/2]

__attribute__::OrderCancelReject	(	SeqNum_t	seqNum,
		ClientOrderID_t const &	clID
	)

noexcept

◆ OrderCancelReplaceRequest()

constexpr __attribute__::OrderCancelReplaceRequest	(	common::ClientOrderID_t const &	clID,
		ClientOrderID_t const &	origclID,
		SecurityID_t	instID,
		typename specific2_t::order_qty_t	ordQty,
		Price_t const	p,
		TIF	t,
		Side	s
	)

constexprnoexcept

◆ OrderCancelRequest()

constexpr __attribute__::OrderCancelRequest	(	ClientOrderID_t const &	clID,
		ClientOrderID_t const &	origclID,
		SecurityID_t	instID,
		Side	side
	)

constexprnoexcept

◆ OrderMassCancelReport()

__attribute__::OrderMassCancelReport ( )

noexcept

◆ OrderMassCancelRequest()

constexpr __attribute__::OrderMassCancelRequest ( SecurityID_t instID )

explicitconstexprnoexcept

◆ orderQty() [1/2]

specific2_t::order_qty_t __attribute__::orderQty ( ) const

constexprnoexcept

Definition at line 36 of file messages.hpp.

◆ orderQty() [2/2]

void orderQty ( typename specific2_t::order_qty_t i )

noexcept

Definition at line 39 of file messages.hpp.

◆ orderRejectCode() [1/2]

RejectCode_t __attribute__::orderRejectCode ( ) const

noexcept

Definition at line 93 of file messages.hpp.

◆ orderRejectCode() [2/2]

void __attribute__::orderRejectCode ( RejectCode_t r )

noexcept

Definition at line 96 of file messages.hpp.

◆ orderStatus() [1/2]

OrderStatus __attribute__::orderStatus ( ) const

noexcept

Definition at line 65 of file messages.hpp.

◆ orderStatus() [2/2]

void __attribute__::orderStatus ( OrderStatus os )

noexcept

Definition at line 68 of file messages.hpp.

◆ orderType() [1/2]

OrderType __attribute__::orderType ( ) const

noexcept

Definition at line 43 of file messages.hpp.

◆ orderType() [2/2]

void __attribute__::orderType ( OrderType i )

noexcept

Definition at line 46 of file messages.hpp.

◆ originalClientOrderID() [1/2]

ClientOrderID_t const& __attribute__::originalClientOrderID ( ) const

noexcept

Definition at line 40 of file messages.hpp.

◆ originalClientOrderID() [2/2]

void __attribute__::originalClientOrderID ( ClientOrderID_t const & clID )

noexcept

Definition at line 43 of file messages.hpp.

◆ reason()

const Reason_t& __attribute__::reason ( ) const

noexcept

Definition at line 23 of file messages.hpp.

◆ Reject() [1/3]

__attribute__::Reject ( )

noexcept

◆ Reject() [2/3]

__attribute__::Reject	(	ClientOrderID_t const &	clID,
		RejectCode_t const	rc
	)

noexcept

◆ Reject() [3/3]

__attribute__::Reject ( RejectCode_t const rc )

explicitnoexcept

◆ rejectCode() [1/2]

RejectCode_t __attribute__::rejectCode ( ) const

noexcept

Definition at line 16 of file messages.hpp.

◆ rejectCode() [2/2]

void rejectCode ( RejectCode_t const & rc )

noexcept

Definition at line 19 of file messages.hpp.

◆ side() [1/2]

Side __attribute__::side ( ) const

constexprnoexcept

Definition at line 50 of file messages.hpp.

◆ side() [2/2]

void __attribute__::side ( Side i )

noexcept

Definition at line 53 of file messages.hpp.

References isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Header::has_static_size.

◆ SystemStatus()

__attribute__::SystemStatus ( )

noexcept

◆ tif() [1/2]

TIF __attribute__::tif ( ) const

noexcept

Definition at line 71 of file messages.hpp.

◆ tif() [2/2]

void __attribute__::tif ( TIF t )

noexcept

Definition at line 74 of file messages.hpp.

◆ type()

MsgType_t __attribute__::type ( ) const

noexcept

Definition at line 12 of file messages.hpp.

Variable Documentation

◆ account

common::Account_t account {"\0\0\0\0\0\0\0\0\0"}

Definition at line 13 of file messages.hpp.

◆ appID

AppID appID

Definition at line 8 of file messages.hpp.

◆ appStatus

AppStatus appStatus

Definition at line 9 of file messages.hpp.

◆ autoCancel

AutoCancel autoCancel =AutoCancel::Cancel

Definition at line 23 of file messages.hpp.

◆ capacity

Capacity capacity =Capacity::Principal

Definition at line 22 of file messages.hpp.

◆ clearingAccount

ClearingAccount clearingAccount =ClearingAccount::Client

Definition at line 14 of file messages.hpp.

◆ clientOrderID_

ClientOrderID_t clientOrderID_

Definition at line 13 of file messages.hpp.

◆ counterparty

Counterparty_t counterparty

Definition at line 27 of file messages.hpp.

◆ execType_

ExecType execType_

Definition at line 16 of file messages.hpp.

◆ executedPrice_

Price_t executedPrice_

Definition at line 20 of file messages.hpp.

◆ executionID

ExecutionID_t executionID

Definition at line 13 of file messages.hpp.

◆ executionReportRefID

ExecutionReportRefID_t executionReportRefID

Definition at line 17 of file messages.hpp.

◆ expireDateTime

ExpireDateTime_t expireDateTime =0

Definition at line 18 of file messages.hpp.

◆ instrumentID_

SecurityID_t instrumentID_

Definition at line 13 of file messages.hpp.

◆ lastMsgSeqNum

const SeqNum_t lastMsgSeqNum

Definition at line 9 of file messages.hpp.

◆ length_

const std::int16_t length_

Definition at line 9 of file messages.hpp.

◆ limitPrice_

common::Price_t limitPrice_

Definition at line 21 of file messages.hpp.

◆ massCancelRejectReason

RejectCode_t massCancelRejectReason

Definition at line 14 of file messages.hpp.

◆ massCancelRequestType

MassCancelRequestType massCancelRequestType

Definition at line 11 of file messages.hpp.

◆ massCancelResponse

MassCancelResponse massCancelResponse

Definition at line 13 of file messages.hpp.

◆ messageVersion

const std::uint8_t messageVersion =1

Definition at line 12 of file messages.hpp.

◆ newPassword

const logon_args_t::Password_t newPassword

Definition at line 11 of file messages.hpp.

◆ orderID

OrderID_t orderID

Definition at line 13 of file messages.hpp.

◆ orderRejectCode_

RejectCode_t orderRejectCode_

Definition at line 19 of file messages.hpp.

◆ orderStatus_

OrderStatus orderStatus_

Definition at line 18 of file messages.hpp.

◆ orderSubType

OrderSubType orderSubType =OrderSubType::Order

Definition at line 24 of file messages.hpp.

◆ orderType_

common::OrderType orderType_ {}

Definition at line 16 of file messages.hpp.

◆ originalClientOrderID_

ClientOrderID_t originalClientOrderID_

Definition at line 12 of file messages.hpp.

◆ password

const logon_args_t::Password_t password

Definition at line 10 of file messages.hpp.

◆ passwordExpiryDayCount

PasswordExpiryDayCount_t passwordExpiryDayCount

Definition at line 12 of file messages.hpp.

◆ reason_

const Reason_t reason_

Definition at line 8 of file messages.hpp.

◆ rejectCode_

RejectCode_t rejectCode_

Definition at line 11 of file messages.hpp.

◆ rejectedMessageType

MsgType_t rejectedMessageType

Definition at line 12 of file messages.hpp.

◆ rejectReason

RejectReason_t rejectReason

Definition at line 11 of file messages.hpp.

◆ reservedField

ReservedField10_t reservedField

Definition at line 1 of file messages.hpp.

◆ reservedField2

const std::int8_t reservedField2 =0

Definition at line 24 of file messages.hpp.

◆ responseType

ResponseType responseType

Definition at line 14 of file messages.hpp.

◆ restatementReason

RestatementReason restatementReason

Definition at line 23 of file messages.hpp.

◆ secondaryOrderID

uint64_t secondaryOrderID =0

Definition at line 26 of file messages.hpp.

◆ sequenceNumber

SeqNum_t sequenceNumber

Definition at line 12 of file messages.hpp.

◆ side_

Side side_

Definition at line 19 of file messages.hpp.

◆ specific

specific_t specific

Definition at line 14 of file messages.hpp.

◆ specific1

specific1_t specific1

Definition at line 15 of file messages.hpp.

◆ specific2

specific2_t specific2

Definition at line 20 of file messages.hpp.

◆ specific3

specific3_t specific3

Definition at line 25 of file messages.hpp.

◆ start_of_message

const std::int8_t start_of_message =2

Definition at line 8 of file messages.hpp.

◆ stoppedPrice

Price_t stoppedPrice

Definition at line 21 of file messages.hpp.

◆ targetBook

common::TargetBook targetBook =TargetBook::DarkMidpointOrderBook

Definition at line 0 of file messages.hpp.

◆ tif_

common::TIF tif_

Definition at line 17 of file messages.hpp.

◆ totalAffectedOrders

int32_t totalAffectedOrders

Definition at line 2 of file messages.hpp.

◆ tradeLiquidityIndicator

TradeLiquidityIndicator tradeLiquidityIndicator

Definition at line 28 of file messages.hpp.

◆ tradeMatchID

uint64_t tradeMatchID

Definition at line 29 of file messages.hpp.

◆ traderID

TraderID_t traderID {"\0\0\0\0\0\0\0\0\0\0"}

Definition at line 12 of file messages.hpp.

◆ transactTime

common::TransactTime_t transactTime

Definition at line 30 of file messages.hpp.

◆ type_

const MsgType_t type_

Definition at line 10 of file messages.hpp.

◆ userName

const logon_args_t::UserName_t userName

Definition at line 9 of file messages.hpp.

Classes

Namespaces

Typedefs

Enumerations

Functions

Variables

Typedef Documentation

◆ ClientOrderID_t

◆ Header_t

◆ logon_args_t

◆ MsgTypes_t

◆ OrderID_t

◆ RejectCode_t

◆ specific1_t

◆ specific2_t

◆ specific3_t

◆ specific_t

Enumeration Type Documentation

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ anonymous enum

◆ ResponseType [1/2]

◆ ResponseType [2/2]

Function Documentation

◆ BusinessReject() [1/2]

◆ BusinessReject() [2/2]

◆ cancelRejectReason() [1/2]

◆ cancelRejectReason() [2/2]

◆ clientOrderID() [1/2]

◆ clientOrderID() [2/2]

◆ execType() [1/2]

◆ execType() [2/2]

◆ executedPrice() [1/2]

◆ executedPrice() [2/2]

◆ executedQty() [1/2]

◆ executedQty() [2/2]

◆ ExecutionReport() [1/3]

◆ ExecutionReport() [2/3]

◆ ExecutionReport() [3/3]

◆ Header()

◆ Heartbeat() [1/2]

◆ Heartbeat() [2/2]

◆ instrumentID() [1/2]

◆ instrumentID() [2/2]

◆ is_valid()

◆ leavesQty() [1/2]