B2BITS FIX Antenna HFT  1.0.15
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CMI Namespace Reference

Classes

struct  AcceptFloorTrade
 
struct  AcceptFloorTradeResponse
 
struct  AuctionNotification
 
struct  AuctionSubscription
 
struct  BusinessReject
 
struct  ClearQRMRequest
 
class  CommonFieldsIterator
 
struct  Decimal
 
struct  DeleteFloorTrade
 
struct  FieldDescriptor
 
class  FieldsIterator
 
class  FieldsSetIterator
 
struct  GetQRMProfileRequest
 
struct  GetQRMProfileResponse
 
struct  GetQRMStatusRequest
 
struct  GMDAcknowledgement
 
class  GroupsIterator
 
struct  Heartbeat
 
union  LargeSizeMessages
 
struct  Logon
 
struct  LogonResponse
 
struct  Logout
 
struct  MassQuote
 
struct  MassQuoteWithClearingInfo
 
struct  MessageField
 
struct  MessageType
 
union  MidSizeMessages
 
struct  OrderBustReinstateReport
 
struct  OrderBustReport
 
struct  OrderFillReport
 
struct  OrderFormat1
 
struct  OrderFormat1CancelReplace
 
struct  OrderFormat1CancelRequest
 
struct  OrderFormat2
 
struct  OrderFormat2Cancel
 
struct  OrderFormat2CancelReplace
 
struct  OrderFormat2Response
 
struct  OrderFormat3
 
struct  OrderFormat3CancelReplace
 
struct  OrderFormat3PartialCancel
 
struct  OrderResponse
 
struct  PairedOrder
 
struct  PairedStrategyOrder
 
struct  ProductDownloadForEquityClassResponse
 
struct  ProductDownloadForFutureClassResponse
 
struct  ProductDownloadForOptionClassResponse
 
struct  ProductDownloadForStrategyClassResponse
 
struct  ProductDownloadRequestForClass
 
struct  ProductDownloadRequestForTradingSession
 
struct  ProductDownloadRequestForTradingSessionWithUnderlying
 
struct  ProductDownloadResponseForTradingSession
 
struct  ProductDownloadResponseForTradingSessionWithUnderlying
 
struct  ProductStateUpdateResponse
 
struct  QRMControlUpdateInitialization
 
struct  QRMEnablementAndSettings
 
struct  QRMQueryResponse
 
struct  QRMStatusResponse
 
struct  QuoteAcknowledgement
 
struct  QuoteBustReport
 
struct  QuoteCancelRequest
 
struct  QuoteCancelResponse
 
struct  QuoteFillReport
 
struct  RateInfo
 
struct  RemoveQRMProfileByClassByTypeRequest
 
struct  RequestAcknowledgementMessage
 
struct  RequestForQuote
 
struct  SequenceReset
 
struct  SessionProfileResponse
 
struct  SessionReject
 
struct  SetQRMProfileRequest
 
struct  StandardHeader
 
struct  StrategyDefinitionRequest
 
struct  StrategyOrder
 
struct  StrategyOrderCancelReplace
 
struct  TextMessage
 
struct  TradingSessionBusinessDayRequest
 
struct  TradingSessionBusinessDayResponse
 
struct  TradingSessionStatusRequest
 
struct  TradingSessionStatusResponse
 

Typedefs

typedef char Alpha
 
typedef char Alpha10 [10]
 
typedef char Alpha15 [15]
 
typedef char Alpha2 [2]
 
typedef char Alpha20 [20]
 
typedef char Alpha3 [3]
 
typedef char Alpha4 [4]
 
typedef char Alpha8 [8]
 
typedef u8 Boolean
 
typedef i16 Int16
 
typedef i32 Int32
 
typedef i64 Int64
 
typedef i8 Int8
 
typedef u16 UInt16
 
typedef u32 UInt32
 
typedef u64 UInt64
 
typedef u8 UInt8
 

Enumerations

enum  AcceptFloorTrade_Fields {
  AcceptFloorTrade_tradingSessionId =0, AcceptFloorTrade_productKey =1, AcceptFloorTrade_quantity =2, AcceptFloorTrade_priceType =3,
  AcceptFloorTrade_price =4, AcceptFloorTrade_side =5, AcceptFloorTrade_account =6, AcceptFloorTrade_subAccount =7,
  AcceptFloorTrade_cmtaFirmNumber =8, AcceptFloorTrade_userAcronym =9, AcceptFloorTrade_executingGiveUpFirmNumber =10, AcceptFloorTrade_positionEffect =11,
  AcceptFloorTrade_contraUserAcronym =12, AcceptFloorTrade_contraFirmNumber =13, AcceptFloorTrade_millisTimeStamp =14, AcceptFloorTrade_optionalData =15
}
 
enum  AcceptFloorTradeResponse_Fields { AcceptFloorTradeResponse_referenceSequenceNumber =0, AcceptFloorTradeResponse_cboeHighId =1, AcceptFloorTradeResponse_cboeLowId =2 }
 
enum  AuctionNotification_Fields {
  AuctionNotification_productKey =0, AuctionNotification_classKey =1, AuctionNotification_productType =2, AuctionNotification_tradingSessionId =3,
  AuctionNotification_auctionIdHigh =4, AuctionNotification_auctionIdLow =5, AuctionNotification_auctionType =6, AuctionNotification_auctionState =7,
  AuctionNotification_side =8, AuctionNotification_auctionQuantity =9, AuctionNotification_priceType =10, AuctionNotification_startingPrice =11,
  AuctionNotification_contingencyType =12, AuctionNotification_timestamp =13, AuctionNotification_extensions =14
}
 
enum  AuctionSubscription_Fields { AuctionSubscription_classKey =0, AuctionSubscription_productType =1, AuctionSubscription_tradingSessionId =2, AuctionSubscription_auctionTypes =3 }
 
enum  BusinessReject_Fields { BusinessReject_referenceSequenceNumber =0, BusinessReject_referenceMessageType =1, BusinessReject_rejectReasonCode =2, BusinessReject_message =3 }
 
enum  ClearQRMRequest_Fields { ClearQRMRequest_userSessionKey =0, ClearQRMRequest_tradingSessionId =1 }
 
enum  DeleteFloorTrade_Fields {
  DeleteFloorTrade_tradingSessionId =0, DeleteFloorTrade_productKey =1, DeleteFloorTrade_cboeHighId =2, DeleteFloorTrade_cboeLowId =3,
  DeleteFloorTrade_userAcronym =4, DeleteFloorTrade_executingGiveUpFirmNumber =5, DeleteFloorTrade_reason =6
}
 
enum  FieldKind { ORDINARY_FIELD, BIT_FIELD, OPTIONAL_FIELD }
 
enum  FieldValueType {
  AlphaValueType, Alpha10ValueType, Alpha15ValueType, Alpha2ValueType,
  Alpha20ValueType, Alpha3ValueType, Alpha4ValueType, Alpha8ValueType,
  BooleanValueType, Int16ValueType, Int32ValueType, Int64ValueType,
  Int8ValueType, UInt16ValueType, UInt32ValueType, UInt64ValueType,
  UInt8ValueType, StringValueType, MessageTypeValueType, DecimalValueType,
  GroupValueType, LastValueType
}
 
enum  GetQRMProfileRequest_Fields {
  GetQRMProfileRequest_userSessionKey =0, GetQRMProfileRequest_tradingSessionId =1, GetQRMProfileRequest_qrmRequestId =2, GetQRMProfileRequest_classKey =3,
  GetQRMProfileRequest_qrmQueryType =4, GetQRMProfileRequest_qrmProfileType =5
}
 
enum  GetQRMProfileResponse_Fields {
  GetQRMProfileResponse_finalResponse =0, GetQRMProfileResponse_tradingSessionId =1, GetQRMProfileResponse_qrmRequestId =2, GetQRMProfileResponse_globalQRMEnabled =3,
  GetQRMProfileResponse_QRMs =4
}
 
enum  GetQRMStatusRequest_Fields { GetQRMStatusRequest_userSessionKey =0, GetQRMStatusRequest_qrmRequestId =1, GetQRMStatusRequest_tradingSessionId =2 }
 
enum  GMDAcknowledgement_Fields { GMDAcknowledgement_referenceSequenceNumber =0 }
 
enum  Heartbeat_Fields { Heartbeat_requestId =0, Heartbeat_millisTimeStamp =1 }
 
enum  Logon_Fields {
  Logon_userId =0, Logon_password =1, Logon_nextExpectedSequenceNumber =2, Logon_loginMode =3,
  Logon_sessionSettings =4, Logon_heartbeatInterval =5
}
 
enum  LogonResponse_Fields { LogonResponse_userSessionKey =0, LogonResponse_nextExpectedSequenceNumber =1 }
 
enum  Logout_Fields { Logout_millisTimeStamp =0, Logout_logoutReasonCode =1, Logout_messageDirection =2 }
 
enum  MassQuote_Fields {
  MassQuote_userSessionKey =0, MassQuote_classKey =1, MassQuote_quoteRequestId =2, MassQuote_tradingSessionId =3,
  MassQuote_priceScale =4, MassQuote_Quotes =5
}
 
enum  MassQuoteWithClearingInfo_Fields {
  MassQuoteWithClearingInfo_userSessionKey =0, MassQuoteWithClearingInfo_classKey =1, MassQuoteWithClearingInfo_quoteRequestId =2, MassQuoteWithClearingInfo_tradingSessionId =3,
  MassQuoteWithClearingInfo_priceScale =4, MassQuoteWithClearingInfo_Quotes =5, MassQuoteWithClearingInfo_clearingInfo =6
}
 
enum  OrderBustReinstateReport_Fields {
  OrderBustReinstateReport_updateStatusReason =0, OrderBustReinstateReport_cboeHighId =1, OrderBustReinstateReport_cboeLowId =2, OrderBustReinstateReport_branch =3,
  OrderBustReinstateReport_branchSequenceNumber =4, OrderBustReinstateReport_bustedQty =5, OrderBustReinstateReport_reinstateQty =6, OrderBustReinstateReport_totalRemainingQty =7,
  OrderBustReinstateReport_priceType =8, OrderBustReinstateReport_price =9, OrderBustReinstateReport_productKey =10, OrderBustReinstateReport_tradingSessionId =11,
  OrderBustReinstateReport_side =12, OrderBustReinstateReport_timestamp =13, OrderBustReinstateReport_userAssignedId =14
}
 
enum  OrderBustReport_Fields {
  OrderBustReport_updateStatusReason =0, OrderBustReport_originalOrderHighId =1, OrderBustReport_originalOrderLowId =2, OrderBustReport_branch =3,
  OrderBustReport_branchSequenceNumber =4, OrderBustReport_reportType =5, OrderBustReport_cboeHighId =6, OrderBustReport_cboeLowId =7,
  OrderBustReport_tradingSessionId =8, OrderBustReport_executingGiveUpFirmNumber =9, OrderBustReport_userId =10, OrderBustReport_bustQty =11,
  OrderBustReport_reinstateRequestQty =12, OrderBustReport_price =13, OrderBustReport_productKey =14, OrderBustReport_side =15,
  OrderBustReport_timestamp =16, OrderBustReport_userAssignedId =17
}
 
enum  OrderFillReport_Fields {
  OrderFillReport_tradingSessionId =0, OrderFillReport_tradeIdHigh =1, OrderFillReport_tradeIdLow =2, OrderFillReport_branch =3,
  OrderFillReport_branchSequenceNumber =4, OrderFillReport_year =5, OrderFillReport_month =6, OrderFillReport_day =7,
  OrderFillReport_orderHighId =8, OrderFillReport_orderLowId =9, OrderFillReport_side =10, OrderFillReport_billingType =11,
  OrderFillReport_leavesQuantity =12, OrderFillReport_tradedQuantity =13, OrderFillReport_canceledQuantity =14, OrderFillReport_tradedPrice =15,
  OrderFillReport_statusChange =16, OrderFillReport_activityReason =17, OrderFillReport_timestamp =18, OrderFillReport_productKey =19,
  OrderFillReport_reportType =20, OrderFillReport_userAssignedId =21, OrderFillReport_Contras =22, OrderFillReport_optionalData =23
}
 
enum  OrderFormat1_Fields {
  OrderFormat1_userSessionKey =0, OrderFormat1_productKey =1, OrderFormat1_branch =2, OrderFormat1_branchSequenceNumber =3,
  OrderFormat1_year =4, OrderFormat1_month =5, OrderFormat1_day =6, OrderFormat1_tradingSessionId =7,
  OrderFormat1_originalQuantity =8, OrderFormat1_priceType =9, OrderFormat1_price =10, OrderFormat1_side =11,
  OrderFormat1_positionEffect =12, OrderFormat1_coverage =13, OrderFormat1_nbboProtection =14, OrderFormat1_timeInForce =15,
  OrderFormat1_originType =16, OrderFormat1_account =17, OrderFormat1_executingGiveUpFirmNumber =18, OrderFormat1_optionalFieldIndicator =19,
  OrderFormat1_correspondentFirm =20, OrderFormat1_subAccount =21, OrderFormat1_cmtaFirmNumber =22, OrderFormat1_extensions =23,
  OrderFormat1_optionalData =24, OrderFormat1_userAssignedId =25, OrderFormat1_originatorFirmNumber =26, OrderFormat1_Contingency =27,
  OrderFormat1_preferred =28, OrderFormat1_AuctionId =29, OrderFormat1_clearingInfo =30
}
 
enum  OrderFormat1CancelReplace_Fields {
  OrderFormat1CancelReplace_userSessionKey =0, OrderFormat1CancelReplace_productKey =1, OrderFormat1CancelReplace_originalOrderTradingSessionId =2, OrderFormat1CancelReplace_originalOrderBranch =3,
  OrderFormat1CancelReplace_originalOrderBranchSequenceNumber =4, OrderFormat1CancelReplace_originalOrderYear =5, OrderFormat1CancelReplace_originalOrderMonth =6, OrderFormat1CancelReplace_originalOrderDay =7,
  OrderFormat1CancelReplace_originalOrderCorrespondentFirm =8, OrderFormat1CancelReplace_originalOrderHighId =9, OrderFormat1CancelReplace_originalOrderLowId =10, OrderFormat1CancelReplace_originalOrderExecutingGiveUpFirmNumber =11,
  OrderFormat1CancelReplace_originalUserAssignedId =12, OrderFormat1CancelReplace_branch =13, OrderFormat1CancelReplace_branchSequenceNumber =14, OrderFormat1CancelReplace_orderYear =15,
  OrderFormat1CancelReplace_orderMonth =16, OrderFormat1CancelReplace_orderDay =17, OrderFormat1CancelReplace_quantity =18, OrderFormat1CancelReplace_priceType =19,
  OrderFormat1CancelReplace_price =20, OrderFormat1CancelReplace_side =21, OrderFormat1CancelReplace_positionEffect =22, OrderFormat1CancelReplace_coverage =23,
  OrderFormat1CancelReplace_nbboProtection =24, OrderFormat1CancelReplace_timeInForce =25, OrderFormat1CancelReplace_originType =26, OrderFormat1CancelReplace_account =27,
  OrderFormat1CancelReplace_executingGiveUpFirmNumber =28, OrderFormat1CancelReplace_optionalFieldIndicator =29, OrderFormat1CancelReplace_correspondentFirm =30, OrderFormat1CancelReplace_subAccount =31,
  OrderFormat1CancelReplace_cmtaFirmNumber =32, OrderFormat1CancelReplace_extensions =33, OrderFormat1CancelReplace_optionalData =34, OrderFormat1CancelReplace_userAssignedId =35,
  OrderFormat1CancelReplace_originatorFirmNumber =36, OrderFormat1CancelReplace_Contingency =37, OrderFormat1CancelReplace_preferred =38, OrderFormat1CancelReplace_clearingInfo =39,
  OrderFormat1CancelReplace_quantityToCancel =40
}
 
enum  OrderFormat1CancelRequest_Fields {
  OrderFormat1CancelRequest_userSessionKey =0, OrderFormat1CancelRequest_originalOrderTradingSessionId =1, OrderFormat1CancelRequest_productKey =2, OrderFormat1CancelRequest_originalOrderBranch =3,
  OrderFormat1CancelRequest_originalOrderBranchSequenceNumber =4, OrderFormat1CancelRequest_originalOrderYear =5, OrderFormat1CancelRequest_originalOrderMonth =6, OrderFormat1CancelRequest_originalOrderDay =7,
  OrderFormat1CancelRequest_quantityToCancel =8, OrderFormat1CancelRequest_originalOrderCorrespondentFirm =9, OrderFormat1CancelRequest_originalOrderHighId =10, OrderFormat1CancelRequest_originalOrderLowId =11,
  OrderFormat1CancelRequest_originalOrderExecutingGiveUpFirmNumber =12, OrderFormat1CancelRequest_userAssignedId =13
}
 
enum  OrderFormat2_Fields {
  OrderFormat2_userSessionKey =0, OrderFormat2_productKey =1, OrderFormat2_branch =2, OrderFormat2_branchSequenceNumber =3,
  OrderFormat2_tradingSessionId =4, OrderFormat2_originalQuantity =5, OrderFormat2_price =6, OrderFormat2_side =7,
  OrderFormat2_positionEffect =8, OrderFormat2_coverage =9, OrderFormat2_nbboProtection =10, OrderFormat2_isIOC =11,
  OrderFormat2_originType =12, OrderFormat2_cmtaFirmNumber =13, OrderFormat2_userAssignedId =14, OrderFormat2_preferred =15
}
 
enum  OrderFormat2Cancel_Fields {
  OrderFormat2Cancel_userSessionKey =0, OrderFormat2Cancel_productKey =1, OrderFormat2Cancel_branch =2, OrderFormat2Cancel_branchSequenceNumber =3,
  OrderFormat2Cancel_originalOrderHighId =4, OrderFormat2Cancel_originalOrderLowId =5, OrderFormat2Cancel_tradingSessionId =6, OrderFormat2Cancel_userAssignedCancelId =7,
  OrderFormat2Cancel_filler =8
}
 
enum  OrderFormat2CancelReplace_Fields {
  OrderFormat2CancelReplace_userSessionKey =0, OrderFormat2CancelReplace_productKey =1, OrderFormat2CancelReplace_originalOrderHighId =2, OrderFormat2CancelReplace_originalOrderLowId =3,
  OrderFormat2CancelReplace_quantityToCancel =4, OrderFormat2CancelReplace_userAssignedCancelReplaceId =5, OrderFormat2CancelReplace_branch =6, OrderFormat2CancelReplace_branchSequenceNumber =7,
  OrderFormat2CancelReplace_tradingSessionId =8, OrderFormat2CancelReplace_quantity =9, OrderFormat2CancelReplace_price =10, OrderFormat2CancelReplace_side =11,
  OrderFormat2CancelReplace_positionEffect =12, OrderFormat2CancelReplace_coverage =13, OrderFormat2CancelReplace_nbboProtection =14, OrderFormat2CancelReplace_isIOC =15,
  OrderFormat2CancelReplace_originType =16, OrderFormat2CancelReplace_cmtaFirmNumber =17, OrderFormat2CancelReplace_preferred =18, OrderFormat2CancelReplace_userAssignedId =19
}
 
enum  OrderFormat2Response_Fields { OrderFormat2Response_timestamp =0, OrderFormat2Response_referenceMessageType =1, OrderFormat2Response_OrderResponse =2 }
 
enum  OrderFormat3_Fields {
  OrderFormat3_userSessionKey =0, OrderFormat3_productKey =1, OrderFormat3_branch =2, OrderFormat3_branchSequenceNumber =3,
  OrderFormat3_tradingSessionId =4, OrderFormat3_originalQuantity =5, OrderFormat3_price =6, OrderFormat3_side =7,
  OrderFormat3_positionEffect =8, OrderFormat3_coverage =9, OrderFormat3_nbboProtection =10, OrderFormat3_isIOC =11,
  OrderFormat3_originType =12, OrderFormat3_cmtaFirmNumber =13, OrderFormat3_userAssignedId =14, OrderFormat3_preferred =15,
  OrderFormat3_account =16, OrderFormat3_subAccount =17, OrderFormat3_optionalData =18
}
 
enum  OrderFormat3CancelReplace_Fields {
  OrderFormat3CancelReplace_userSessionKey =0, OrderFormat3CancelReplace_productKey =1, OrderFormat3CancelReplace_originalOrderHighId =2, OrderFormat3CancelReplace_originalOrderLowId =3,
  OrderFormat3CancelReplace_quantityToCancel =4, OrderFormat3CancelReplace_userAssignedCancelReplaceId =5, OrderFormat3CancelReplace_branch =6, OrderFormat3CancelReplace_branchSequenceNumber =7,
  OrderFormat3CancelReplace_tradingSessionId =8, OrderFormat3CancelReplace_quantity =9, OrderFormat3CancelReplace_price =10, OrderFormat3CancelReplace_side =11,
  OrderFormat3CancelReplace_positionEffect =12, OrderFormat3CancelReplace_coverage =13, OrderFormat3CancelReplace_nbboProtection =14, OrderFormat3CancelReplace_isIOC =15,
  OrderFormat3CancelReplace_originType =16, OrderFormat3CancelReplace_cmtaFirmNumber =17, OrderFormat3CancelReplace_preferred =18, OrderFormat3CancelReplace_userAssignedId =19,
  OrderFormat3CancelReplace_account =20, OrderFormat3CancelReplace_subAccount =21, OrderFormat3CancelReplace_optionalData =22
}
 
enum  OrderFormat3PartialCancel_Fields {
  OrderFormat3PartialCancel_userSessionKey =0, OrderFormat3PartialCancel_productKey =1, OrderFormat3PartialCancel_branch =2, OrderFormat3PartialCancel_branchSequenceNumber =3,
  OrderFormat3PartialCancel_originalOrderHighId =4, OrderFormat3PartialCancel_originalOrderLowId =5, OrderFormat3PartialCancel_tradingSessionId =6, OrderFormat3PartialCancel_userAssignedCancelId =7,
  OrderFormat3PartialCancel_quantityToCancel =8
}
 
enum  OrderResponse_Fields {
  OrderResponse_tradingSessionId =0, OrderResponse_reportType =1, OrderResponse_productKey =2, OrderResponse_branch =3,
  OrderResponse_branchSequenceNumber =4, OrderResponse_year =5, OrderResponse_month =6, OrderResponse_day =7,
  OrderResponse_orderHighId =8, OrderResponse_orderLowId =9, OrderResponse_side =10, OrderResponse_leavesQuantity =11,
  OrderResponse_tradedQuantity =12, OrderResponse_canceledQuantity =13, OrderResponse_priceType =14, OrderResponse_price =15,
  OrderResponse_statusChange =16, OrderResponse_timestamp =17, OrderResponse_activityReason =18, OrderResponse_userAssignedId =19,
  OrderResponse_executingGiveUpFirmNumber =20, OrderResponse_correspondentFirm =21, OrderResponse_LegOrderDetails =22
}
 
enum  PairedOrder_Fields { PairedOrder_userSessionKey =0, PairedOrder_tradingSessionId =1, PairedOrder_matchType =2, PairedOrder_PairedOrders =3 }
 
enum  PairedOrder_PairedOrders_Fields {
  PairedOrder_PairedOrders_productKey =0, PairedOrder_PairedOrders_branch =1, PairedOrder_PairedOrders_branchSequenceNumber =2, PairedOrder_PairedOrders_pairedOrderType =3,
  PairedOrder_PairedOrders_originalQuantity =4, PairedOrder_PairedOrders_priceType =5, PairedOrder_PairedOrders_price =6, PairedOrder_PairedOrders_side =7,
  PairedOrder_PairedOrders_positionEffect =8, PairedOrder_PairedOrders_coverage =9, PairedOrder_PairedOrders_nbboProtection =10, PairedOrder_PairedOrders_timeInForce =11,
  PairedOrder_PairedOrders_originType =12, PairedOrder_PairedOrders_account =13, PairedOrder_PairedOrders_crossIndicator =14, PairedOrder_PairedOrders_orderYear =15,
  PairedOrder_PairedOrders_orderMonth =16, PairedOrder_PairedOrders_orderDay =17, PairedOrder_PairedOrders_executingGiveUpFirmNumber =18, PairedOrder_PairedOrders_optionalFieldIndicator =19,
  PairedOrder_PairedOrders_correspondentFirm =20, PairedOrder_PairedOrders_subAccount =21, PairedOrder_PairedOrders_cmtaFirmNumber =22, PairedOrder_PairedOrders_extensions =23,
  PairedOrder_PairedOrders_optionalData =24, PairedOrder_PairedOrders_userAssignedId =25, PairedOrder_PairedOrders_originatorFirmNumber =26, PairedOrder_PairedOrders_Contingency =27
}
 
enum  PairedStrategyOrder_Fields { PairedStrategyOrder_userSessionKey =0, PairedStrategyOrder_tradingSessionId =1, PairedStrategyOrder_matchType =2, PairedStrategyOrder_PairedStrategyOrders =3 }
 
enum  PairedStrategyOrder_PairedStrategyOrders_Fields {
  PairedStrategyOrder_PairedStrategyOrders_productKey =0, PairedStrategyOrder_PairedStrategyOrders_branch =1, PairedStrategyOrder_PairedStrategyOrders_branchSequenceNumber =2, PairedStrategyOrder_PairedStrategyOrders_pairedOrderType =3,
  PairedStrategyOrder_PairedStrategyOrders_originalQuantity =4, PairedStrategyOrder_PairedStrategyOrders_priceType =5, PairedStrategyOrder_PairedStrategyOrders_price =6, PairedStrategyOrder_PairedStrategyOrders_side =7,
  PairedStrategyOrder_PairedStrategyOrders_positionEffect =8, PairedStrategyOrder_PairedStrategyOrders_coverage =9, PairedStrategyOrder_PairedStrategyOrders_nbboProtection =10, PairedStrategyOrder_PairedStrategyOrders_timeInForce =11,
  PairedStrategyOrder_PairedStrategyOrders_originType =12, PairedStrategyOrder_PairedStrategyOrders_account =13, PairedStrategyOrder_PairedStrategyOrders_crossIndicator =14, PairedStrategyOrder_PairedStrategyOrders_orderYear =15,
  PairedStrategyOrder_PairedStrategyOrders_orderMonth =16, PairedStrategyOrder_PairedStrategyOrders_orderDay =17, PairedStrategyOrder_PairedStrategyOrders_executingGiveUpFirmNumber =18, PairedStrategyOrder_PairedStrategyOrders_optionalFieldIndicator =19,
  PairedStrategyOrder_PairedStrategyOrders_correspondentFirm =20, PairedStrategyOrder_PairedStrategyOrders_subAccount =21, PairedStrategyOrder_PairedStrategyOrders_cmtaFirmNumber =22, PairedStrategyOrder_PairedStrategyOrders_extensions =23,
  PairedStrategyOrder_PairedStrategyOrders_optionalData =24, PairedStrategyOrder_PairedStrategyOrders_userAssignedId =25, PairedStrategyOrder_PairedStrategyOrders_originatorFirmNumber =26, PairedStrategyOrder_PairedStrategyOrders_Contingency =27,
  PairedStrategyOrder_PairedStrategyOrders_Legs =28
}
 
enum  ProductDownloadForEquityClassResponse_Fields {
  ProductDownloadForEquityClassResponse_requestId =0, ProductDownloadForEquityClassResponse_classSymbol =1, ProductDownloadForEquityClassResponse_classKey =2, ProductDownloadForEquityClassResponse_tradingSessionId =3,
  ProductDownloadForEquityClassResponse_productKey =4, ProductDownloadForEquityClassResponse_productState =5
}
 
enum  ProductDownloadForFutureClassResponse_Fields {
  ProductDownloadForFutureClassResponse_requestId =0, ProductDownloadForFutureClassResponse_classSymbol =1, ProductDownloadForFutureClassResponse_underlyingSymbol =2, ProductDownloadForFutureClassResponse_classKey =3,
  ProductDownloadForFutureClassResponse_tradingSessionId =4, ProductDownloadForFutureClassResponse_finalResponse =5, ProductDownloadForFutureClassResponse_Products =6
}
 
enum  ProductDownloadForOptionClassResponse_Fields {
  ProductDownloadForOptionClassResponse_requestId =0, ProductDownloadForOptionClassResponse_classSymbol =1, ProductDownloadForOptionClassResponse_underlyingSymbol =2, ProductDownloadForOptionClassResponse_classKey =3,
  ProductDownloadForOptionClassResponse_tradingSessionId =4, ProductDownloadForOptionClassResponse_finalResponse =5, ProductDownloadForOptionClassResponse_Products =6
}
 
enum  ProductDownloadForStrategyClassResponse_Fields {
  ProductDownloadForStrategyClassResponse_requestId =0, ProductDownloadForStrategyClassResponse_classSymbol =1, ProductDownloadForStrategyClassResponse_underlyingSymbol =2, ProductDownloadForStrategyClassResponse_classKey =3,
  ProductDownloadForStrategyClassResponse_tradingSessionId =4, ProductDownloadForStrategyClassResponse_finalResponse =5, ProductDownloadForStrategyClassResponse_Products =6
}
 
enum  ProductDownloadForStrategyClassResponse_Products_Fields { ProductDownloadForStrategyClassResponse_Products_strategyKey =0, ProductDownloadForStrategyClassResponse_Products_strategyType =1, ProductDownloadForStrategyClassResponse_Products_productState =2, ProductDownloadForStrategyClassResponse_Products_Legs =3 }
 
enum  ProductDownloadRequestForClass_Fields { ProductDownloadRequestForClass_requestId =0, ProductDownloadRequestForClass_tradingSessionId =1, ProductDownloadRequestForClass_subscriptionType =2, ProductDownloadRequestForClass_ClassKeys =3 }
 
enum  ProductDownloadRequestForTradingSession_Fields { ProductDownloadRequestForTradingSession_requestId =0, ProductDownloadRequestForTradingSession_tradingSessionId =1, ProductDownloadRequestForTradingSession_productType =2 }
 
enum  ProductDownloadRequestForTradingSessionWithUnderlying_Fields { ProductDownloadRequestForTradingSessionWithUnderlying_requestId =0, ProductDownloadRequestForTradingSessionWithUnderlying_tradingSessionId =1, ProductDownloadRequestForTradingSessionWithUnderlying_productType =2 }
 
enum  ProductDownloadResponseForTradingSession_Fields { ProductDownloadResponseForTradingSession_requestId =0, ProductDownloadResponseForTradingSession_tradingSessionId =1, ProductDownloadResponseForTradingSession_finalResponse =2, ProductDownloadResponseForTradingSession_ProductsForTradingSession =3 }
 
enum  ProductDownloadResponseForTradingSessionWithUnderlying_Fields { ProductDownloadResponseForTradingSessionWithUnderlying_requestId =0, ProductDownloadResponseForTradingSessionWithUnderlying_tradingSessionId =1, ProductDownloadResponseForTradingSessionWithUnderlying_finalResponse =2, ProductDownloadResponseForTradingSessionWithUnderlying_ProductsForTradingSession =3 }
 
enum  ProductStateUpdateResponse_Fields {
  ProductStateUpdateResponse_requestId =0, ProductStateUpdateResponse_tradingSessionId =1, ProductStateUpdateResponse_classKey =2, ProductStateUpdateResponse_finalResponse =3,
  ProductStateUpdateResponse_Products =4
}
 
enum  QRMControlUpdateInitialization_Fields {
  QRMControlUpdateInitialization_tradingSessionId =0, QRMControlUpdateInitialization_userSessionKey =1, QRMControlUpdateInitialization_classKey =2, QRMControlUpdateInitialization_quoteUpdateControl =3,
  QRMControlUpdateInitialization_filler =4
}
 
enum  QRMEnablementAndSettings_Fields { QRMEnablementAndSettings_tradingSessionId =0, QRMEnablementAndSettings_userSessionKey =1, QRMEnablementAndSettings_quoteRiskManagementEnabled =2, QRMEnablementAndSettings_QRMs =3 }
 
enum  QRMQueryResponse_Fields { QRMQueryResponse_finalResponse =0, QRMQueryResponse_QRMs =1 }
 
enum  QRMStatusResponse_Fields { QRMStatusResponse_finalResponse =0, QRMStatusResponse_qrmRequestId =1, QRMStatusResponse_QRMs =2 }
 
enum  QuoteAcknowledgement_Fields {
  QuoteAcknowledgement_classKey =0, QuoteAcknowledgement_quoteRequestId =1, QuoteAcknowledgement_timestamp =2, QuoteAcknowledgement_tradingSessionId =3,
  QuoteAcknowledgement_filler =4, QuoteAcknowledgement_QuotesStatus =5
}
 
enum  QuoteBustReport_Fields {
  QuoteBustReport_updateStatusReason =0, QuoteBustReport_quoteKey =1, QuoteBustReport_cboeHighId =2, QuoteBustReport_cboeLowId =3,
  QuoteBustReport_reportType =4, QuoteBustReport_tradingSessionId =5, QuoteBustReport_executingGiveUpFirmNumber =6, QuoteBustReport_userId =7,
  QuoteBustReport_bustQty =8, QuoteBustReport_price =9, QuoteBustReport_productKey =10, QuoteBustReport_side =11,
  QuoteBustReport_timestamp =12
}
 
enum  QuoteCancelRequest_Fields {
  QuoteCancelRequest_userSessionKey =0, QuoteCancelRequest_classKey =1, QuoteCancelRequest_quoteRequestId =2, QuoteCancelRequest_tradingSessionId =3,
  QuoteCancelRequest_isIncludeDetails =4, QuoteCancelRequest_Quotes =5
}
 
enum  QuoteCancelResponse_Fields {
  QuoteCancelResponse_classKey =0, QuoteCancelResponse_tradingSessionId =1, QuoteCancelResponse_quoteCancelId =2, QuoteCancelResponse_priceScale =3,
  QuoteCancelResponse_reasonCode =4, QuoteCancelResponse_timestamp =5, QuoteCancelResponse_CancelQuotes =6
}
 
enum  QuoteFillReport_Fields {
  QuoteFillReport_quoteKey =0, QuoteFillReport_productKey =1, QuoteFillReport_updateStatusReason =2, QuoteFillReport_cboeHighId =3,
  QuoteFillReport_cboeLowId =4, QuoteFillReport_tradingSessionId =5, QuoteFillReport_side =6, QuoteFillReport_billingType =7,
  QuoteFillReport_reportType =8, QuoteFillReport_executingGiveUpFirmNumber =9, QuoteFillReport_userAcronym =10, QuoteFillReport_leavesQuantity =11,
  QuoteFillReport_tradedQuantity =12, QuoteFillReport_tradedPrice =13, QuoteFillReport_timestamp =14, QuoteFillReport_account =15,
  QuoteFillReport_subAccount =16, QuoteFillReport_userAssignedId =17, QuoteFillReport_Contras =18, QuoteFillReport_optionalData =19
}
 
enum  RateInfo_Fields { RateInfo_tradingSessionId =0, RateInfo_rateType =1, RateInfo_rateWindow =2, RateInfo_timeWindow =3 }
 
enum  RemoveQRMProfileByClassByTypeRequest_Fields { RemoveQRMProfileByClassByTypeRequest_userSessionKey =0, RemoveQRMProfileByClassByTypeRequest_tradingSessionId =1, RemoveQRMProfileByClassByTypeRequest_classKey =2, RemoveQRMProfileByClassByTypeRequest_QRMs =3 }
 
enum  RequestAcknowledgementMessage_Fields { RequestAcknowledgementMessage_referenceSequenceNumber =0 }
 
enum  RequestForQuote_Fields {
  RequestForQuote_tradingSessionId =0, RequestForQuote_userSessionKey =1, RequestForQuote_productKey =2, RequestForQuote_quantity =3,
  RequestForQuote_timeToLive =4, RequestForQuote_rfqType =5, RequestForQuote_timestamp =6
}
 
enum  SequenceReset_Fields { SequenceReset_gapFillFlag =0, SequenceReset_resetSequenceNumber =1 }
 
enum  SessionProfileResponse_Fields {
  SessionProfileResponse_userAcronym =0, SessionProfileResponse_userId =1, SessionProfileResponse_exchange =2, SessionProfileResponse_firmNumber =3,
  SessionProfileResponse_userAssignedId =4, SessionProfileResponse_role =5, SessionProfileResponse_ExecutingGiveUpFirms =6, SessionProfileResponse_Accounts =7,
  SessionProfileResponse_AssignedClasses =8, SessionProfileResponse_DPMs =9, SessionProfileResponse_DefaultProfile =10, SessionProfileResponse_DefaultSessionProfile =11,
  SessionProfileResponse_Class_Profile =12
}
 
enum  SessionReject_Fields { SessionReject_referenceSequenceNumber =0, SessionReject_lastKnowSequenceNumber =1, SessionReject_rejectReasonCode =2 }
 
enum  SetQRMProfileRequest_Fields { SetQRMProfileRequest_userSessionKey =0, SetQRMProfileRequest_tradingSessionId =1, SetQRMProfileRequest_classKey =2, SetQRMProfileRequest_QRMs =3 }
 
enum  StrategyDefinitionRequest_Fields { StrategyDefinitionRequest_requestId =0, StrategyDefinitionRequest_classKey =1, StrategyDefinitionRequest_tradingSessionId =2, StrategyDefinitionRequest_Legs =3 }
 
enum  StrategyOrder_Fields {
  StrategyOrder_userSessionKey =0, StrategyOrder_productKey =1, StrategyOrder_branch =2, StrategyOrder_branchSequenceNumber =3,
  StrategyOrder_year =4, StrategyOrder_month =5, StrategyOrder_day =6, StrategyOrder_tradingSessionId =7,
  StrategyOrder_originalQuantity =8, StrategyOrder_priceType =9, StrategyOrder_price =10, StrategyOrder_side =11,
  StrategyOrder_positionEffect =12, StrategyOrder_coverage =13, StrategyOrder_nbboProtection =14, StrategyOrder_timeInForce =15,
  StrategyOrder_originType =16, StrategyOrder_account =17, StrategyOrder_executingGiveUpFirmNumber =18, StrategyOrder_optionalFieldIndicator =19,
  StrategyOrder_correspondentFirm =20, StrategyOrder_subAccount =21, StrategyOrder_cmtaFirmNumber =22, StrategyOrder_extensions =23,
  StrategyOrder_optionalData =24, StrategyOrder_userAssignedId =25, StrategyOrder_originatorFirmNumber =26, StrategyOrder_Contingency =27,
  StrategyOrder_preferred =28, StrategyOrder_AuctionId =29, StrategyOrder_clearingInfo =30, StrategyOrder_Legs =31
}
 
enum  StrategyOrderCancelReplace_Fields {
  StrategyOrderCancelReplace_userSessionKey =0, StrategyOrderCancelReplace_tradingSessionId =1, StrategyOrderCancelReplace_productKey =2, StrategyOrderCancelReplace_originalOrderBranch =3,
  StrategyOrderCancelReplace_originalOrderBranchSequenceNumber =4, StrategyOrderCancelReplace_originalOrderCorrespondentFirm =5, StrategyOrderCancelReplace_originalOrderYear =6, StrategyOrderCancelReplace_originalOrderMonth =7,
  StrategyOrderCancelReplace_originalOrderDay =8, StrategyOrderCancelReplace_originalOrderHighId =9, StrategyOrderCancelReplace_originalOrderLowId =10, StrategyOrderCancelReplace_originalOrderExecutingGiveUpFirmNumber =11,
  StrategyOrderCancelReplace_originalUserAssignedId =12, StrategyOrderCancelReplace_branch =13, StrategyOrderCancelReplace_branchSequenceNumber =14, StrategyOrderCancelReplace_orderYear =15,
  StrategyOrderCancelReplace_orderMonth =16, StrategyOrderCancelReplace_orderDay =17, StrategyOrderCancelReplace_quantity =18, StrategyOrderCancelReplace_priceType =19,
  StrategyOrderCancelReplace_price =20, StrategyOrderCancelReplace_side =21, StrategyOrderCancelReplace_positionEffect =22, StrategyOrderCancelReplace_coverage =23,
  StrategyOrderCancelReplace_nbboProtection =24, StrategyOrderCancelReplace_timeInForce =25, StrategyOrderCancelReplace_originType =26, StrategyOrderCancelReplace_account =27,
  StrategyOrderCancelReplace_executingGiveUpFirmNumber =28, StrategyOrderCancelReplace_optionalFieldIndicator =29, StrategyOrderCancelReplace_correspondentFirm =30, StrategyOrderCancelReplace_subAccount =31,
  StrategyOrderCancelReplace_cmtaFirmNumber =32, StrategyOrderCancelReplace_extensions =33, StrategyOrderCancelReplace_optionalData =34, StrategyOrderCancelReplace_userAssignedId =35,
  StrategyOrderCancelReplace_originatorFirmNumber =36, StrategyOrderCancelReplace_Contingency =37, StrategyOrderCancelReplace_preferred =38, StrategyOrderCancelReplace_clearingInfo =39,
  StrategyOrderCancelReplace_quantityToCancel =40, StrategyOrderCancelReplace_Legs =41
}
 
enum  TextMessage_Fields {
  TextMessage_sendingTime =0, TextMessage_textMessageId =1, TextMessage_originalTextMessageId =2, TextMessage_year =3,
  TextMessage_month =4, TextMessage_day =5, TextMessage_replyRequested =6, TextMessage_subject =7,
  TextMessage_message =8
}
 
enum  TradingSessionBusinessDayRequest_Fields { TradingSessionBusinessDayRequest_requestId =0, TradingSessionBusinessDayRequest_tradingSessionId =1, TradingSessionBusinessDayRequest_subscriptionType =2 }
 
enum  TradingSessionBusinessDayResponse_Fields {
  TradingSessionBusinessDayResponse_requestId =0, TradingSessionBusinessDayResponse_tradingSessionId =1, TradingSessionBusinessDayResponse_year =2, TradingSessionBusinessDayResponse_month =3,
  TradingSessionBusinessDayResponse_day =4
}
 
enum  TradingSessionStatusRequest_Fields { TradingSessionStatusRequest_requestId =0, TradingSessionStatusRequest_tradingSessionId =1, TradingSessionStatusRequest_subscriptionType =2 }
 
enum  TradingSessionStatusResponse_Fields {
  TradingSessionStatusResponse_requestId =0, TradingSessionStatusResponse_tradingSessionId =1, TradingSessionStatusResponse_sessionState =2, TradingSessionStatusResponse_startTime =3,
  TradingSessionStatusResponse_endTime =4
}
 

Functions

static unsigned short __builtin_bswap16 (unsigned short a)
 
std::ostream & Alpha10ToStream (std::ostream &os, const void *buffer)
 
std::ostream & Alpha15ToStream (std::ostream &os, const void *buffer)
 
std::ostream & Alpha20ToStream (std::ostream &os, const void *buffer)
 
std::ostream & Alpha2ToStream (std::ostream &os, const void *buffer)
 
std::ostream & Alpha3ToStream (std::ostream &os, const void *buffer)
 
std::ostream & Alpha4ToStream (std::ostream &os, const void *buffer)
 
std::ostream & Alpha8ToStream (std::ostream &os, const void *buffer)
 
std::ostream & AlphaToStream (std::ostream &os, const void *buffer)
 
std::ostream & BooleanToStream (std::ostream &os, const void *buffer)
 
static bool convertAppMsgToBinary (Parser::LiteFixMessage *ownerMsg, Utils::RawBuffer *binaryMsg, int *size, bool useHearbeatIfNoConversion=true)
 
static bool convertAppMsgToFix (Parser::LiteFixMessage *ownerMsg, const char *binaryMessage, int size, bool clearTheMessageBeforeUse, bool isMakeStandalone, Engine::FIXTagVisitor *callback, bool useHearbeatIfNoConversion=true)
 
static bool convertSessionLevelMsgToBinary (Parser::LiteFixMessage *ownerMsg, Utils::RawBuffer *binaryMsg, int *size, bool isIncoming, bool isInitiator, Engine::SessionExtraParametersImpl *params=NULL)
 
static bool convertSessionLevelMsgToFix (Parser::LiteFixMessage *ownerMsg, const char *binaryMessage, int size, bool clearTheMessageBeforeUse, bool isMakeStandalone, Engine::FIXTagVisitor *callback, bool isIncoming, bool isInitiator, Engine::SessionExtraParametersImpl *params=NULL)
 
static bool convertToHeartbeat (Parser::LiteFixMessage *ownerMsg, Utils::RawBuffer *binaryMsg, int *size, const AsciiString &type)
 
std::ostream & DecimalToStream (std::ostream &os, const void *buffer)
 
size_t getAlpha10FieldSize (const void *buffer)
 
const AsciiString getAlpha10FieldValue (const void *buffer)
 
size_t getAlpha15FieldSize (const void *buffer)
 
const AsciiString getAlpha15FieldValue (const void *buffer)
 
size_t getAlpha20FieldSize (const void *buffer)
 
const AsciiString getAlpha20FieldValue (const void *buffer)
 
size_t getAlpha2FieldSize (const void *buffer)
 
const AsciiString getAlpha2FieldValue (const void *buffer)
 
size_t getAlpha3FieldSize (const void *buffer)
 
const AsciiString getAlpha3FieldValue (const void *buffer)
 
size_t getAlpha4FieldSize (const void *buffer)
 
const AsciiString getAlpha4FieldValue (const void *buffer)
 
size_t getAlpha8FieldSize (const void *buffer)
 
const AsciiString getAlpha8FieldValue (const void *buffer)
 
size_t getAlphaFieldSize (const void *buffer)
 
Alpha getAlphaFieldValue (const void *buffer)
 
size_t getBooleanFieldSize (const void *buffer)
 
Boolean getBooleanFieldValue (const void *buffer)
 
static std::string getClordId (const StandardHeader *msgHdr)
 
size_t getDecimalFieldSize (const void *buffer)
 
const Decimal & getDecimalFieldValue (const void *buffer)
 
static void getFixLogConverterInfo (const StandardHeader *msgHdr, UInt32 &productKey, UInt8 &traderSessionId)
 
size_t getInt16FieldSize (const void *buffer)
 
Int16 getInt16FieldValue (const void *buffer)
 
size_t getInt32FieldSize (const void *buffer)
 
Int32 getInt32FieldValue (const void *buffer)
 
size_t getInt64FieldSize (const void *buffer)
 
Int64 getInt64FieldValue (const void *buffer)
 
size_t getInt8FieldSize (const void *buffer)
 
Int8 getInt8FieldValue (const void *buffer)
 
static std::string getOriginalClordId (const StandardHeader *msgHdr)
 
size_t getStringFieldSize (const void *buffer)
 
const AsciiString getStringFieldValue (const void *buffer)
 
size_t getUInt16FieldSize (const void *buffer)
 
UInt16 getUInt16FieldValue (const void *buffer)
 
size_t getUInt32FieldSize (const void *buffer)
 
UInt32 getUInt32FieldValue (const void *buffer)
 
size_t getUInt64FieldSize (const void *buffer)
 
UInt64 getUInt64FieldValue (const void *buffer)
 
size_t getUInt8FieldSize (const void *buffer)
 
UInt8 getUInt8FieldValue (const void *buffer)
 
std::ostream & Int16ToStream (std::ostream &os, const void *buffer)
 
std::ostream & Int32ToStream (std::ostream &os, const void *buffer)
 
std::ostream & Int64ToStream (std::ostream &os, const void *buffer)
 
std::ostream & Int8ToStream (std::ostream &os, const void *buffer)
 
static bool isBranchMessage (MessageType::Enum msgType)
 
static bool isLargeSizeMessage (MessageType::Enum msgType)
 
static bool isMidSizeMessage (MessageType::Enum msgType)
 
static bool isOriginalBranchMessage (MessageType::Enum msgType)
 
static bool isProductKeyMessage (MessageType::Enum msgType)
 
static Engine::AsciiString mapCmiMsgTypeToFixForJ (unsigned short msgType)
 
static Engine::AsciiString mapErrorReasonToString (unsigned short reason)
 
static Engine::AsciiString mapLogoutReasonToString (unsigned char reason)
 
static B2B_END_PACK std::ostream & messageToStream (std::ostream &os, const char *buf, size_t size)
 
static std::string messageToString (const char *buf, size_t size)
 
std::ostream & operator<< (std::ostream &os, const i8 &value)
 
std::ostream & operator<< (std::ostream &os, const u8 &value)
 
std::ostream & operator<< (std::ostream &os, const Decimal &cType)
 
void setAlpha10FieldValue (void *buffer, const AsciiString &val)
 
void setAlpha15FieldValue (void *buffer, const AsciiString &val)
 
void setAlpha20FieldValue (void *buffer, const AsciiString &val)
 
void setAlpha2FieldValue (void *buffer, const AsciiString &val)
 
void setAlpha3FieldValue (void *buffer, const AsciiString &val)
 
void setAlpha4FieldValue (void *buffer, const AsciiString &val)
 
void setAlpha8FieldValue (void *buffer, const AsciiString &val)
 
void setAlphaFieldValue (void *buffer, const Alpha value)
 
void setBooleanFieldValue (void *buffer, const Boolean value)
 
void setDecimalFieldValue (void *buffer, const Decimal &value)
 
void setInt16FieldValue (void *buffer, const Int16 value)
 
void setInt32FieldValue (void *buffer, const Int32 value)
 
void setInt64FieldValue (void *buffer, const Int64 value)
 
void setInt8FieldValue (void *buffer, const Int8 value)
 
void setStringFieldValue (void *buffer, const AsciiString &val)
 
void setUInt16FieldValue (void *buffer, const UInt16 value)
 
void setUInt32FieldValue (void *buffer, const UInt32 value)
 
void setUInt64FieldValue (void *buffer, const UInt64 value)
 
void setUInt8FieldValue (void *buffer, const UInt8 value)
 
static void StringCopy (char *dst, const AsciiString &src, size_t maxSize)
 
std::ostream & StringToStream (std::ostream &os, const void *buffer)
 
template<typename T >
std::string toStdString (const T &data)
 
template<>
std::string toStdString (const AsciiString &data)
 
template<>
std::string toStdString (const i8 &data)
 
template<>
std::string toStdString (const char &data)
 
std::ostream & UInt16ToStream (std::ostream &os, const void *buffer)
 
std::ostream & UInt32ToStream (std::ostream &os, const void *buffer)
 
std::ostream & UInt64ToStream (std::ostream &os, const void *buffer)
 
std::ostream & UInt8ToStream (std::ostream &os, const void *buffer)
 

Variables

static const FieldDescriptor AcceptFloorTrade_IteratorDefines []
 
static const FieldDescriptor AcceptFloorTradeResponse_IteratorDefines []
 
static const FieldDescriptor AuctionNotification_IteratorDefines []
 
static const FieldDescriptor AuctionSubscription_IteratorDefines []
 
static const FieldDescriptor BusinessReject_IteratorDefines []
 
static const FieldDescriptor ClearQRMRequest_IteratorDefines []
 
static const FieldDescriptor DeleteFloorTrade_IteratorDefines []
 
static const FieldDescriptor GetQRMProfileRequest_IteratorDefines []
 
static const FieldDescriptor GetQRMProfileResponse_IteratorDefines []
 
static const FieldDescriptor GetQRMStatusRequest_IteratorDefines []
 
static const FieldDescriptor GMDAcknowledgement_IteratorDefines []
 
static const FieldDescriptor Heartbeat_IteratorDefines []
 
static const FieldDescriptor Logon_IteratorDefines []
 
static const FieldDescriptor LogonResponse_IteratorDefines []
 
static const FieldDescriptor Logout_IteratorDefines []
 
static const FieldDescriptor MassQuote_IteratorDefines []
 
static const FieldDescriptor MassQuoteWithClearingInfo_IteratorDefines []
 
static const FieldDescriptor OrderBustReinstateReport_IteratorDefines []
 
static const FieldDescriptor OrderBustReport_IteratorDefines []
 
static const FieldDescriptor OrderFillReport_IteratorDefines []
 
static const FieldDescriptor OrderFormat1_IteratorDefines []
 
static const FieldDescriptor OrderFormat1CancelReplace_IteratorDefines []
 
static const FieldDescriptor OrderFormat1CancelRequest_IteratorDefines []
 
static const FieldDescriptor OrderFormat2_IteratorDefines []
 
static const FieldDescriptor OrderFormat2Cancel_IteratorDefines []
 
static const FieldDescriptor OrderFormat2CancelReplace_IteratorDefines []
 
static const FieldDescriptor OrderFormat2Response_IteratorDefines []
 
static const FieldDescriptor OrderFormat3_IteratorDefines []
 
static const FieldDescriptor OrderFormat3CancelReplace_IteratorDefines []
 
static const FieldDescriptor OrderFormat3PartialCancel_IteratorDefines []
 
static const FieldDescriptor OrderResponse_IteratorDefines []
 
static const FieldDescriptor PairedOrder_IteratorDefines []
 
static const FieldDescriptor PairedOrder_PairedOrders_IteratorDefines []
 
static const FieldDescriptor PairedStrategyOrder_IteratorDefines []
 
static const FieldDescriptor PairedStrategyOrder_PairedStrategyOrders_IteratorDefines []
 
static const FieldDescriptor ProductDownloadForEquityClassResponse_IteratorDefines []
 
static const FieldDescriptor ProductDownloadForFutureClassResponse_IteratorDefines []
 
static const FieldDescriptor ProductDownloadForOptionClassResponse_IteratorDefines []
 
static const FieldDescriptor ProductDownloadForStrategyClassResponse_IteratorDefines []
 
static const FieldDescriptor ProductDownloadForStrategyClassResponse_Products_IteratorDefines []
 
static const FieldDescriptor ProductDownloadRequestForClass_IteratorDefines []
 
static const FieldDescriptor ProductDownloadRequestForTradingSession_IteratorDefines []
 
static const FieldDescriptor ProductDownloadRequestForTradingSessionWithUnderlying_IteratorDefines []
 
static const FieldDescriptor ProductDownloadResponseForTradingSession_IteratorDefines []
 
static const FieldDescriptor ProductDownloadResponseForTradingSessionWithUnderlying_IteratorDefines []
 
static const FieldDescriptor ProductStateUpdateResponse_IteratorDefines []
 
static const FieldDescriptor QRMControlUpdateInitialization_IteratorDefines []
 
static const FieldDescriptor QRMEnablementAndSettings_IteratorDefines []
 
static const FieldDescriptor QRMQueryResponse_IteratorDefines []
 
static const FieldDescriptor QRMStatusResponse_IteratorDefines []
 
static const FieldDescriptor QuoteAcknowledgement_IteratorDefines []
 
static const FieldDescriptor QuoteBustReport_IteratorDefines []
 
static const FieldDescriptor QuoteCancelRequest_IteratorDefines []
 
static const FieldDescriptor QuoteCancelResponse_IteratorDefines []
 
static const FieldDescriptor QuoteFillReport_IteratorDefines []
 
static const FieldDescriptor RateInfo_IteratorDefines []
 
static const FieldDescriptor RemoveQRMProfileByClassByTypeRequest_IteratorDefines []
 
static const FieldDescriptor RequestAcknowledgementMessage_IteratorDefines []
 
static const FieldDescriptor RequestForQuote_IteratorDefines []
 
static const FieldDescriptor SequenceReset_IteratorDefines []
 
static const FieldDescriptor SessionProfileResponse_IteratorDefines []
 
static const FieldDescriptor SessionReject_IteratorDefines []
 
static const FieldDescriptor SetQRMProfileRequest_IteratorDefines []
 
static const FieldDescriptor StrategyDefinitionRequest_IteratorDefines []
 
static const FieldDescriptor StrategyOrder_IteratorDefines []
 
static const FieldDescriptor StrategyOrderCancelReplace_IteratorDefines []
 
static const FieldDescriptor TextMessage_IteratorDefines []
 
static const FieldDescriptor TradingSessionBusinessDayRequest_IteratorDefines []
 
static const FieldDescriptor TradingSessionBusinessDayResponse_IteratorDefines []
 
static const FieldDescriptor TradingSessionStatusRequest_IteratorDefines []
 
static const FieldDescriptor TradingSessionStatusResponse_IteratorDefines []
 
static const int UDP_MAX_PAYLOAD = 1460
 

Typedef Documentation

typedef char CMI::Alpha
typedef char CMI::Alpha10[10]
typedef char CMI::Alpha15[15]
typedef char CMI::Alpha2[2]
typedef char CMI::Alpha20[20]
typedef char CMI::Alpha3[3]
typedef char CMI::Alpha4[4]
typedef char CMI::Alpha8[8]
typedef u8 CMI::Boolean
typedef i16 CMI::Int16
typedef i32 CMI::Int32
typedef i64 CMI::Int64
typedef i8 CMI::Int8
typedef u16 CMI::UInt16
typedef u32 CMI::UInt32
typedef u64 CMI::UInt64
typedef u8 CMI::UInt8

Enumeration Type Documentation

enum CMI::AcceptFloorTrade_Fields
Enumerator
AcceptFloorTrade_tradingSessionId 
AcceptFloorTrade_productKey 
AcceptFloorTrade_quantity 
AcceptFloorTrade_priceType 
AcceptFloorTrade_price 
AcceptFloorTrade_side 
AcceptFloorTrade_account 
AcceptFloorTrade_subAccount 
AcceptFloorTrade_cmtaFirmNumber 
AcceptFloorTrade_userAcronym 
AcceptFloorTrade_executingGiveUpFirmNumber 
AcceptFloorTrade_positionEffect 
AcceptFloorTrade_contraUserAcronym 
AcceptFloorTrade_contraFirmNumber 
AcceptFloorTrade_millisTimeStamp 
AcceptFloorTrade_optionalData 
enum CMI::AcceptFloorTradeResponse_Fields
Enumerator
AcceptFloorTradeResponse_referenceSequenceNumber 
AcceptFloorTradeResponse_cboeHighId 
AcceptFloorTradeResponse_cboeLowId 
enum CMI::AuctionNotification_Fields
Enumerator
AuctionNotification_productKey 
AuctionNotification_classKey 
AuctionNotification_productType 
AuctionNotification_tradingSessionId 
AuctionNotification_auctionIdHigh 
AuctionNotification_auctionIdLow 
AuctionNotification_auctionType 
AuctionNotification_auctionState 
AuctionNotification_side 
AuctionNotification_auctionQuantity 
AuctionNotification_priceType 
AuctionNotification_startingPrice 
AuctionNotification_contingencyType 
AuctionNotification_timestamp 
AuctionNotification_extensions 
enum CMI::AuctionSubscription_Fields
Enumerator
AuctionSubscription_classKey 
AuctionSubscription_productType 
AuctionSubscription_tradingSessionId 
AuctionSubscription_auctionTypes 
enum CMI::BusinessReject_Fields
Enumerator
BusinessReject_referenceSequenceNumber 
BusinessReject_referenceMessageType 
BusinessReject_rejectReasonCode 
BusinessReject_message 
enum CMI::ClearQRMRequest_Fields
Enumerator
ClearQRMRequest_userSessionKey 
ClearQRMRequest_tradingSessionId 
enum CMI::DeleteFloorTrade_Fields
Enumerator
DeleteFloorTrade_tradingSessionId 
DeleteFloorTrade_productKey 
DeleteFloorTrade_cboeHighId 
DeleteFloorTrade_cboeLowId 
DeleteFloorTrade_userAcronym 
DeleteFloorTrade_executingGiveUpFirmNumber 
DeleteFloorTrade_reason 
enum CMI::FieldKind
Enumerator
ORDINARY_FIELD 
BIT_FIELD 
OPTIONAL_FIELD 
enum CMI::FieldValueType
Enumerator
AlphaValueType 
Alpha10ValueType 
Alpha15ValueType 
Alpha2ValueType 
Alpha20ValueType 
Alpha3ValueType 
Alpha4ValueType 
Alpha8ValueType 
BooleanValueType 
Int16ValueType 
Int32ValueType 
Int64ValueType 
Int8ValueType 
UInt16ValueType 
UInt32ValueType 
UInt64ValueType 
UInt8ValueType 
StringValueType 
MessageTypeValueType 
DecimalValueType 
GroupValueType 
LastValueType 
enum CMI::GetQRMProfileRequest_Fields
Enumerator
GetQRMProfileRequest_userSessionKey 
GetQRMProfileRequest_tradingSessionId 
GetQRMProfileRequest_qrmRequestId 
GetQRMProfileRequest_classKey 
GetQRMProfileRequest_qrmQueryType 
GetQRMProfileRequest_qrmProfileType 
enum CMI::GetQRMProfileResponse_Fields
Enumerator
GetQRMProfileResponse_finalResponse 
GetQRMProfileResponse_tradingSessionId 
GetQRMProfileResponse_qrmRequestId 
GetQRMProfileResponse_globalQRMEnabled 
GetQRMProfileResponse_QRMs 
enum CMI::GetQRMStatusRequest_Fields
Enumerator
GetQRMStatusRequest_userSessionKey 
GetQRMStatusRequest_qrmRequestId 
GetQRMStatusRequest_tradingSessionId 
enum CMI::GMDAcknowledgement_Fields
Enumerator
GMDAcknowledgement_referenceSequenceNumber 
enum CMI::Heartbeat_Fields
Enumerator
Heartbeat_requestId 
Heartbeat_millisTimeStamp 
enum CMI::Logon_Fields
Enumerator
Logon_userId 
Logon_password 
Logon_nextExpectedSequenceNumber 
Logon_loginMode 
Logon_sessionSettings 
Logon_heartbeatInterval 
enum CMI::LogonResponse_Fields
Enumerator
LogonResponse_userSessionKey 
LogonResponse_nextExpectedSequenceNumber 
enum CMI::Logout_Fields
Enumerator
Logout_millisTimeStamp 
Logout_logoutReasonCode 
Logout_messageDirection 
enum CMI::MassQuote_Fields
Enumerator
MassQuote_userSessionKey 
MassQuote_classKey 
MassQuote_quoteRequestId 
MassQuote_tradingSessionId 
MassQuote_priceScale 
MassQuote_Quotes 
enum CMI::MassQuoteWithClearingInfo_Fields
Enumerator
MassQuoteWithClearingInfo_userSessionKey 
MassQuoteWithClearingInfo_classKey 
MassQuoteWithClearingInfo_quoteRequestId 
MassQuoteWithClearingInfo_tradingSessionId 
MassQuoteWithClearingInfo_priceScale 
MassQuoteWithClearingInfo_Quotes 
MassQuoteWithClearingInfo_clearingInfo 
enum CMI::OrderBustReinstateReport_Fields
Enumerator
OrderBustReinstateReport_updateStatusReason 
OrderBustReinstateReport_cboeHighId 
OrderBustReinstateReport_cboeLowId 
OrderBustReinstateReport_branch 
OrderBustReinstateReport_branchSequenceNumber 
OrderBustReinstateReport_bustedQty 
OrderBustReinstateReport_reinstateQty 
OrderBustReinstateReport_totalRemainingQty 
OrderBustReinstateReport_priceType 
OrderBustReinstateReport_price 
OrderBustReinstateReport_productKey 
OrderBustReinstateReport_tradingSessionId 
OrderBustReinstateReport_side 
OrderBustReinstateReport_timestamp 
OrderBustReinstateReport_userAssignedId 
enum CMI::OrderBustReport_Fields
Enumerator
OrderBustReport_updateStatusReason 
OrderBustReport_originalOrderHighId 
OrderBustReport_originalOrderLowId 
OrderBustReport_branch 
OrderBustReport_branchSequenceNumber 
OrderBustReport_reportType 
OrderBustReport_cboeHighId 
OrderBustReport_cboeLowId 
OrderBustReport_tradingSessionId 
OrderBustReport_executingGiveUpFirmNumber 
OrderBustReport_userId 
OrderBustReport_bustQty 
OrderBustReport_reinstateRequestQty 
OrderBustReport_price 
OrderBustReport_productKey 
OrderBustReport_side 
OrderBustReport_timestamp 
OrderBustReport_userAssignedId 
enum CMI::OrderFillReport_Fields
Enumerator
OrderFillReport_tradingSessionId 
OrderFillReport_tradeIdHigh 
OrderFillReport_tradeIdLow 
OrderFillReport_branch 
OrderFillReport_branchSequenceNumber 
OrderFillReport_year 
OrderFillReport_month 
OrderFillReport_day 
OrderFillReport_orderHighId 
OrderFillReport_orderLowId 
OrderFillReport_side 
OrderFillReport_billingType 
OrderFillReport_leavesQuantity 
OrderFillReport_tradedQuantity 
OrderFillReport_canceledQuantity 
OrderFillReport_tradedPrice 
OrderFillReport_statusChange 
OrderFillReport_activityReason 
OrderFillReport_timestamp 
OrderFillReport_productKey 
OrderFillReport_reportType 
OrderFillReport_userAssignedId 
OrderFillReport_Contras 
OrderFillReport_optionalData 
enum CMI::OrderFormat1_Fields
Enumerator
OrderFormat1_userSessionKey 
OrderFormat1_productKey 
OrderFormat1_branch 
OrderFormat1_branchSequenceNumber 
OrderFormat1_year 
OrderFormat1_month 
OrderFormat1_day 
OrderFormat1_tradingSessionId 
OrderFormat1_originalQuantity 
OrderFormat1_priceType 
OrderFormat1_price 
OrderFormat1_side 
OrderFormat1_positionEffect 
OrderFormat1_coverage 
OrderFormat1_nbboProtection 
OrderFormat1_timeInForce 
OrderFormat1_originType 
OrderFormat1_account 
OrderFormat1_executingGiveUpFirmNumber 
OrderFormat1_optionalFieldIndicator 
OrderFormat1_correspondentFirm 
OrderFormat1_subAccount 
OrderFormat1_cmtaFirmNumber 
OrderFormat1_extensions 
OrderFormat1_optionalData 
OrderFormat1_userAssignedId 
OrderFormat1_originatorFirmNumber 
OrderFormat1_Contingency 
OrderFormat1_preferred 
OrderFormat1_AuctionId 
OrderFormat1_clearingInfo 
enum CMI::OrderFormat1CancelReplace_Fields
Enumerator
OrderFormat1CancelReplace_userSessionKey 
OrderFormat1CancelReplace_productKey 
OrderFormat1CancelReplace_originalOrderTradingSessionId 
OrderFormat1CancelReplace_originalOrderBranch 
OrderFormat1CancelReplace_originalOrderBranchSequenceNumber 
OrderFormat1CancelReplace_originalOrderYear 
OrderFormat1CancelReplace_originalOrderMonth 
OrderFormat1CancelReplace_originalOrderDay 
OrderFormat1CancelReplace_originalOrderCorrespondentFirm 
OrderFormat1CancelReplace_originalOrderHighId 
OrderFormat1CancelReplace_originalOrderLowId 
OrderFormat1CancelReplace_originalOrderExecutingGiveUpFirmNumber 
OrderFormat1CancelReplace_originalUserAssignedId 
OrderFormat1CancelReplace_branch 
OrderFormat1CancelReplace_branchSequenceNumber 
OrderFormat1CancelReplace_orderYear 
OrderFormat1CancelReplace_orderMonth 
OrderFormat1CancelReplace_orderDay 
OrderFormat1CancelReplace_quantity 
OrderFormat1CancelReplace_priceType 
OrderFormat1CancelReplace_price 
OrderFormat1CancelReplace_side 
OrderFormat1CancelReplace_positionEffect 
OrderFormat1CancelReplace_coverage 
OrderFormat1CancelReplace_nbboProtection 
OrderFormat1CancelReplace_timeInForce 
OrderFormat1CancelReplace_originType 
OrderFormat1CancelReplace_account 
OrderFormat1CancelReplace_executingGiveUpFirmNumber 
OrderFormat1CancelReplace_optionalFieldIndicator 
OrderFormat1CancelReplace_correspondentFirm 
OrderFormat1CancelReplace_subAccount 
OrderFormat1CancelReplace_cmtaFirmNumber 
OrderFormat1CancelReplace_extensions 
OrderFormat1CancelReplace_optionalData 
OrderFormat1CancelReplace_userAssignedId 
OrderFormat1CancelReplace_originatorFirmNumber 
OrderFormat1CancelReplace_Contingency 
OrderFormat1CancelReplace_preferred 
OrderFormat1CancelReplace_clearingInfo 
OrderFormat1CancelReplace_quantityToCancel 
enum CMI::OrderFormat1CancelRequest_Fields
Enumerator
OrderFormat1CancelRequest_userSessionKey 
OrderFormat1CancelRequest_originalOrderTradingSessionId 
OrderFormat1CancelRequest_productKey 
OrderFormat1CancelRequest_originalOrderBranch 
OrderFormat1CancelRequest_originalOrderBranchSequenceNumber 
OrderFormat1CancelRequest_originalOrderYear 
OrderFormat1CancelRequest_originalOrderMonth 
OrderFormat1CancelRequest_originalOrderDay 
OrderFormat1CancelRequest_quantityToCancel 
OrderFormat1CancelRequest_originalOrderCorrespondentFirm 
OrderFormat1CancelRequest_originalOrderHighId 
OrderFormat1CancelRequest_originalOrderLowId 
OrderFormat1CancelRequest_originalOrderExecutingGiveUpFirmNumber 
OrderFormat1CancelRequest_userAssignedId 
enum CMI::OrderFormat2_Fields
Enumerator
OrderFormat2_userSessionKey 
OrderFormat2_productKey 
OrderFormat2_branch 
OrderFormat2_branchSequenceNumber 
OrderFormat2_tradingSessionId 
OrderFormat2_originalQuantity 
OrderFormat2_price 
OrderFormat2_side 
OrderFormat2_positionEffect 
OrderFormat2_coverage 
OrderFormat2_nbboProtection 
OrderFormat2_isIOC 
OrderFormat2_originType 
OrderFormat2_cmtaFirmNumber 
OrderFormat2_userAssignedId 
OrderFormat2_preferred 
enum CMI::OrderFormat2Cancel_Fields
Enumerator
OrderFormat2Cancel_userSessionKey 
OrderFormat2Cancel_productKey 
OrderFormat2Cancel_branch 
OrderFormat2Cancel_branchSequenceNumber 
OrderFormat2Cancel_originalOrderHighId 
OrderFormat2Cancel_originalOrderLowId 
OrderFormat2Cancel_tradingSessionId 
OrderFormat2Cancel_userAssignedCancelId 
OrderFormat2Cancel_filler 
enum CMI::OrderFormat2CancelReplace_Fields
Enumerator
OrderFormat2CancelReplace_userSessionKey 
OrderFormat2CancelReplace_productKey 
OrderFormat2CancelReplace_originalOrderHighId 
OrderFormat2CancelReplace_originalOrderLowId 
OrderFormat2CancelReplace_quantityToCancel 
OrderFormat2CancelReplace_userAssignedCancelReplaceId 
OrderFormat2CancelReplace_branch 
OrderFormat2CancelReplace_branchSequenceNumber 
OrderFormat2CancelReplace_tradingSessionId 
OrderFormat2CancelReplace_quantity 
OrderFormat2CancelReplace_price 
OrderFormat2CancelReplace_side 
OrderFormat2CancelReplace_positionEffect 
OrderFormat2CancelReplace_coverage 
OrderFormat2CancelReplace_nbboProtection 
OrderFormat2CancelReplace_isIOC 
OrderFormat2CancelReplace_originType 
OrderFormat2CancelReplace_cmtaFirmNumber 
OrderFormat2CancelReplace_preferred 
OrderFormat2CancelReplace_userAssignedId 
enum CMI::OrderFormat2Response_Fields
Enumerator
OrderFormat2Response_timestamp 
OrderFormat2Response_referenceMessageType 
OrderFormat2Response_OrderResponse 
enum CMI::OrderFormat3_Fields
Enumerator
OrderFormat3_userSessionKey 
OrderFormat3_productKey 
OrderFormat3_branch 
OrderFormat3_branchSequenceNumber 
OrderFormat3_tradingSessionId 
OrderFormat3_originalQuantity 
OrderFormat3_price 
OrderFormat3_side 
OrderFormat3_positionEffect 
OrderFormat3_coverage 
OrderFormat3_nbboProtection 
OrderFormat3_isIOC 
OrderFormat3_originType 
OrderFormat3_cmtaFirmNumber 
OrderFormat3_userAssignedId 
OrderFormat3_preferred 
OrderFormat3_account 
OrderFormat3_subAccount 
OrderFormat3_optionalData 
enum CMI::OrderFormat3CancelReplace_Fields
Enumerator
OrderFormat3CancelReplace_userSessionKey 
OrderFormat3CancelReplace_productKey 
OrderFormat3CancelReplace_originalOrderHighId 
OrderFormat3CancelReplace_originalOrderLowId 
OrderFormat3CancelReplace_quantityToCancel 
OrderFormat3CancelReplace_userAssignedCancelReplaceId 
OrderFormat3CancelReplace_branch 
OrderFormat3CancelReplace_branchSequenceNumber 
OrderFormat3CancelReplace_tradingSessionId 
OrderFormat3CancelReplace_quantity 
OrderFormat3CancelReplace_price 
OrderFormat3CancelReplace_side 
OrderFormat3CancelReplace_positionEffect 
OrderFormat3CancelReplace_coverage 
OrderFormat3CancelReplace_nbboProtection 
OrderFormat3CancelReplace_isIOC 
OrderFormat3CancelReplace_originType 
OrderFormat3CancelReplace_cmtaFirmNumber 
OrderFormat3CancelReplace_preferred 
OrderFormat3CancelReplace_userAssignedId 
OrderFormat3CancelReplace_account 
OrderFormat3CancelReplace_subAccount 
OrderFormat3CancelReplace_optionalData 
enum CMI::OrderFormat3PartialCancel_Fields
Enumerator
OrderFormat3PartialCancel_userSessionKey 
OrderFormat3PartialCancel_productKey 
OrderFormat3PartialCancel_branch 
OrderFormat3PartialCancel_branchSequenceNumber 
OrderFormat3PartialCancel_originalOrderHighId 
OrderFormat3PartialCancel_originalOrderLowId 
OrderFormat3PartialCancel_tradingSessionId 
OrderFormat3PartialCancel_userAssignedCancelId 
OrderFormat3PartialCancel_quantityToCancel 
enum CMI::OrderResponse_Fields
Enumerator
OrderResponse_tradingSessionId 
OrderResponse_reportType 
OrderResponse_productKey 
OrderResponse_branch 
OrderResponse_branchSequenceNumber 
OrderResponse_year 
OrderResponse_month 
OrderResponse_day 
OrderResponse_orderHighId 
OrderResponse_orderLowId 
OrderResponse_side 
OrderResponse_leavesQuantity 
OrderResponse_tradedQuantity 
OrderResponse_canceledQuantity 
OrderResponse_priceType 
OrderResponse_price 
OrderResponse_statusChange 
OrderResponse_timestamp 
OrderResponse_activityReason 
OrderResponse_userAssignedId 
OrderResponse_executingGiveUpFirmNumber 
OrderResponse_correspondentFirm 
OrderResponse_LegOrderDetails 
enum CMI::PairedOrder_Fields
Enumerator
PairedOrder_userSessionKey 
PairedOrder_tradingSessionId 
PairedOrder_matchType 
PairedOrder_PairedOrders 
enum CMI::PairedOrder_PairedOrders_Fields
Enumerator
PairedOrder_PairedOrders_productKey 
PairedOrder_PairedOrders_branch 
PairedOrder_PairedOrders_branchSequenceNumber 
PairedOrder_PairedOrders_pairedOrderType 
PairedOrder_PairedOrders_originalQuantity 
PairedOrder_PairedOrders_priceType 
PairedOrder_PairedOrders_price 
PairedOrder_PairedOrders_side 
PairedOrder_PairedOrders_positionEffect 
PairedOrder_PairedOrders_coverage 
PairedOrder_PairedOrders_nbboProtection 
PairedOrder_PairedOrders_timeInForce 
PairedOrder_PairedOrders_originType 
PairedOrder_PairedOrders_account 
PairedOrder_PairedOrders_crossIndicator 
PairedOrder_PairedOrders_orderYear 
PairedOrder_PairedOrders_orderMonth 
PairedOrder_PairedOrders_orderDay 
PairedOrder_PairedOrders_executingGiveUpFirmNumber 
PairedOrder_PairedOrders_optionalFieldIndicator 
PairedOrder_PairedOrders_correspondentFirm 
PairedOrder_PairedOrders_subAccount 
PairedOrder_PairedOrders_cmtaFirmNumber 
PairedOrder_PairedOrders_extensions 
PairedOrder_PairedOrders_optionalData 
PairedOrder_PairedOrders_userAssignedId 
PairedOrder_PairedOrders_originatorFirmNumber 
PairedOrder_PairedOrders_Contingency 
enum CMI::PairedStrategyOrder_Fields
Enumerator
PairedStrategyOrder_userSessionKey 
PairedStrategyOrder_tradingSessionId 
PairedStrategyOrder_matchType 
PairedStrategyOrder_PairedStrategyOrders 
enum CMI::PairedStrategyOrder_PairedStrategyOrders_Fields
Enumerator
PairedStrategyOrder_PairedStrategyOrders_productKey 
PairedStrategyOrder_PairedStrategyOrders_branch 
PairedStrategyOrder_PairedStrategyOrders_branchSequenceNumber 
PairedStrategyOrder_PairedStrategyOrders_pairedOrderType 
PairedStrategyOrder_PairedStrategyOrders_originalQuantity 
PairedStrategyOrder_PairedStrategyOrders_priceType 
PairedStrategyOrder_PairedStrategyOrders_price 
PairedStrategyOrder_PairedStrategyOrders_side 
PairedStrategyOrder_PairedStrategyOrders_positionEffect 
PairedStrategyOrder_PairedStrategyOrders_coverage 
PairedStrategyOrder_PairedStrategyOrders_nbboProtection 
PairedStrategyOrder_PairedStrategyOrders_timeInForce 
PairedStrategyOrder_PairedStrategyOrders_originType 
PairedStrategyOrder_PairedStrategyOrders_account 
PairedStrategyOrder_PairedStrategyOrders_crossIndicator 
PairedStrategyOrder_PairedStrategyOrders_orderYear 
PairedStrategyOrder_PairedStrategyOrders_orderMonth 
PairedStrategyOrder_PairedStrategyOrders_orderDay 
PairedStrategyOrder_PairedStrategyOrders_executingGiveUpFirmNumber 
PairedStrategyOrder_PairedStrategyOrders_optionalFieldIndicator 
PairedStrategyOrder_PairedStrategyOrders_correspondentFirm 
PairedStrategyOrder_PairedStrategyOrders_subAccount 
PairedStrategyOrder_PairedStrategyOrders_cmtaFirmNumber 
PairedStrategyOrder_PairedStrategyOrders_extensions 
PairedStrategyOrder_PairedStrategyOrders_optionalData 
PairedStrategyOrder_PairedStrategyOrders_userAssignedId 
PairedStrategyOrder_PairedStrategyOrders_originatorFirmNumber 
PairedStrategyOrder_PairedStrategyOrders_Contingency 
PairedStrategyOrder_PairedStrategyOrders_Legs 
enum CMI::ProductDownloadForEquityClassResponse_Fields
Enumerator
ProductDownloadForEquityClassResponse_requestId 
ProductDownloadForEquityClassResponse_classSymbol 
ProductDownloadForEquityClassResponse_classKey 
ProductDownloadForEquityClassResponse_tradingSessionId 
ProductDownloadForEquityClassResponse_productKey 
ProductDownloadForEquityClassResponse_productState 
enum CMI::ProductDownloadForFutureClassResponse_Fields
Enumerator
ProductDownloadForFutureClassResponse_requestId 
ProductDownloadForFutureClassResponse_classSymbol 
ProductDownloadForFutureClassResponse_underlyingSymbol 
ProductDownloadForFutureClassResponse_classKey 
ProductDownloadForFutureClassResponse_tradingSessionId 
ProductDownloadForFutureClassResponse_finalResponse 
ProductDownloadForFutureClassResponse_Products 
enum CMI::ProductDownloadForOptionClassResponse_Fields
Enumerator
ProductDownloadForOptionClassResponse_requestId 
ProductDownloadForOptionClassResponse_classSymbol 
ProductDownloadForOptionClassResponse_underlyingSymbol 
ProductDownloadForOptionClassResponse_classKey 
ProductDownloadForOptionClassResponse_tradingSessionId 
ProductDownloadForOptionClassResponse_finalResponse 
ProductDownloadForOptionClassResponse_Products 
enum CMI::ProductDownloadForStrategyClassResponse_Fields
Enumerator
ProductDownloadForStrategyClassResponse_requestId 
ProductDownloadForStrategyClassResponse_classSymbol 
ProductDownloadForStrategyClassResponse_underlyingSymbol 
ProductDownloadForStrategyClassResponse_classKey 
ProductDownloadForStrategyClassResponse_tradingSessionId 
ProductDownloadForStrategyClassResponse_finalResponse 
ProductDownloadForStrategyClassResponse_Products 
enum CMI::ProductDownloadForStrategyClassResponse_Products_Fields
Enumerator
ProductDownloadForStrategyClassResponse_Products_strategyKey 
ProductDownloadForStrategyClassResponse_Products_strategyType 
ProductDownloadForStrategyClassResponse_Products_productState 
ProductDownloadForStrategyClassResponse_Products_Legs 
enum CMI::ProductDownloadRequestForClass_Fields
Enumerator
ProductDownloadRequestForClass_requestId 
ProductDownloadRequestForClass_tradingSessionId 
ProductDownloadRequestForClass_subscriptionType 
ProductDownloadRequestForClass_ClassKeys 
enum CMI::ProductDownloadRequestForTradingSession_Fields
Enumerator
ProductDownloadRequestForTradingSession_requestId 
ProductDownloadRequestForTradingSession_tradingSessionId 
ProductDownloadRequestForTradingSession_productType 
enum CMI::ProductDownloadRequestForTradingSessionWithUnderlying_Fields
Enumerator
ProductDownloadRequestForTradingSessionWithUnderlying_requestId 
ProductDownloadRequestForTradingSessionWithUnderlying_tradingSessionId 
ProductDownloadRequestForTradingSessionWithUnderlying_productType 
enum CMI::ProductDownloadResponseForTradingSession_Fields
Enumerator
ProductDownloadResponseForTradingSession_requestId 
ProductDownloadResponseForTradingSession_tradingSessionId 
ProductDownloadResponseForTradingSession_finalResponse 
ProductDownloadResponseForTradingSession_ProductsForTradingSession 
enum CMI::ProductDownloadResponseForTradingSessionWithUnderlying_Fields
Enumerator
ProductDownloadResponseForTradingSessionWithUnderlying_requestId 
ProductDownloadResponseForTradingSessionWithUnderlying_tradingSessionId 
ProductDownloadResponseForTradingSessionWithUnderlying_finalResponse 
ProductDownloadResponseForTradingSessionWithUnderlying_ProductsForTradingSession 
enum CMI::ProductStateUpdateResponse_Fields
Enumerator
ProductStateUpdateResponse_requestId 
ProductStateUpdateResponse_tradingSessionId 
ProductStateUpdateResponse_classKey 
ProductStateUpdateResponse_finalResponse 
ProductStateUpdateResponse_Products 
enum CMI::QRMControlUpdateInitialization_Fields
Enumerator
QRMControlUpdateInitialization_tradingSessionId 
QRMControlUpdateInitialization_userSessionKey 
QRMControlUpdateInitialization_classKey 
QRMControlUpdateInitialization_quoteUpdateControl 
QRMControlUpdateInitialization_filler 
enum CMI::QRMEnablementAndSettings_Fields
Enumerator
QRMEnablementAndSettings_tradingSessionId 
QRMEnablementAndSettings_userSessionKey 
QRMEnablementAndSettings_quoteRiskManagementEnabled 
QRMEnablementAndSettings_QRMs 
enum CMI::QRMQueryResponse_Fields
Enumerator
QRMQueryResponse_finalResponse 
QRMQueryResponse_QRMs 
enum CMI::QRMStatusResponse_Fields
Enumerator
QRMStatusResponse_finalResponse 
QRMStatusResponse_qrmRequestId 
QRMStatusResponse_QRMs 
enum CMI::QuoteAcknowledgement_Fields
Enumerator
QuoteAcknowledgement_classKey 
QuoteAcknowledgement_quoteRequestId 
QuoteAcknowledgement_timestamp 
QuoteAcknowledgement_tradingSessionId 
QuoteAcknowledgement_filler 
QuoteAcknowledgement_QuotesStatus 
enum CMI::QuoteBustReport_Fields
Enumerator
QuoteBustReport_updateStatusReason 
QuoteBustReport_quoteKey 
QuoteBustReport_cboeHighId 
QuoteBustReport_cboeLowId 
QuoteBustReport_reportType 
QuoteBustReport_tradingSessionId 
QuoteBustReport_executingGiveUpFirmNumber 
QuoteBustReport_userId 
QuoteBustReport_bustQty 
QuoteBustReport_price 
QuoteBustReport_productKey 
QuoteBustReport_side 
QuoteBustReport_timestamp 
enum CMI::QuoteCancelRequest_Fields
Enumerator
QuoteCancelRequest_userSessionKey 
QuoteCancelRequest_classKey 
QuoteCancelRequest_quoteRequestId 
QuoteCancelRequest_tradingSessionId 
QuoteCancelRequest_isIncludeDetails 
QuoteCancelRequest_Quotes 
enum CMI::QuoteCancelResponse_Fields
Enumerator
QuoteCancelResponse_classKey 
QuoteCancelResponse_tradingSessionId 
QuoteCancelResponse_quoteCancelId 
QuoteCancelResponse_priceScale 
QuoteCancelResponse_reasonCode 
QuoteCancelResponse_timestamp 
QuoteCancelResponse_CancelQuotes 
enum CMI::QuoteFillReport_Fields
Enumerator
QuoteFillReport_quoteKey 
QuoteFillReport_productKey 
QuoteFillReport_updateStatusReason 
QuoteFillReport_cboeHighId 
QuoteFillReport_cboeLowId 
QuoteFillReport_tradingSessionId 
QuoteFillReport_side 
QuoteFillReport_billingType 
QuoteFillReport_reportType 
QuoteFillReport_executingGiveUpFirmNumber 
QuoteFillReport_userAcronym 
QuoteFillReport_leavesQuantity 
QuoteFillReport_tradedQuantity 
QuoteFillReport_tradedPrice 
QuoteFillReport_timestamp 
QuoteFillReport_account 
QuoteFillReport_subAccount 
QuoteFillReport_userAssignedId 
QuoteFillReport_Contras 
QuoteFillReport_optionalData 
enum CMI::RateInfo_Fields
Enumerator
RateInfo_tradingSessionId 
RateInfo_rateType 
RateInfo_rateWindow 
RateInfo_timeWindow 
enum CMI::RemoveQRMProfileByClassByTypeRequest_Fields
Enumerator
RemoveQRMProfileByClassByTypeRequest_userSessionKey 
RemoveQRMProfileByClassByTypeRequest_tradingSessionId 
RemoveQRMProfileByClassByTypeRequest_classKey 
RemoveQRMProfileByClassByTypeRequest_QRMs 
enum CMI::RequestAcknowledgementMessage_Fields
Enumerator
RequestAcknowledgementMessage_referenceSequenceNumber 
enum CMI::RequestForQuote_Fields
Enumerator
RequestForQuote_tradingSessionId 
RequestForQuote_userSessionKey 
RequestForQuote_productKey 
RequestForQuote_quantity 
RequestForQuote_timeToLive 
RequestForQuote_rfqType 
RequestForQuote_timestamp 
enum CMI::SequenceReset_Fields
Enumerator
SequenceReset_gapFillFlag 
SequenceReset_resetSequenceNumber 
enum CMI::SessionProfileResponse_Fields
Enumerator
SessionProfileResponse_userAcronym 
SessionProfileResponse_userId 
SessionProfileResponse_exchange 
SessionProfileResponse_firmNumber 
SessionProfileResponse_userAssignedId 
SessionProfileResponse_role 
SessionProfileResponse_ExecutingGiveUpFirms 
SessionProfileResponse_Accounts 
SessionProfileResponse_AssignedClasses 
SessionProfileResponse_DPMs 
SessionProfileResponse_DefaultProfile 
SessionProfileResponse_DefaultSessionProfile 
SessionProfileResponse_Class_Profile 
enum CMI::SessionReject_Fields
Enumerator
SessionReject_referenceSequenceNumber 
SessionReject_lastKnowSequenceNumber 
SessionReject_rejectReasonCode 
enum CMI::SetQRMProfileRequest_Fields
Enumerator
SetQRMProfileRequest_userSessionKey 
SetQRMProfileRequest_tradingSessionId 
SetQRMProfileRequest_classKey 
SetQRMProfileRequest_QRMs 
enum CMI::StrategyDefinitionRequest_Fields
Enumerator
StrategyDefinitionRequest_requestId 
StrategyDefinitionRequest_classKey 
StrategyDefinitionRequest_tradingSessionId 
StrategyDefinitionRequest_Legs 
enum CMI::StrategyOrder_Fields
Enumerator
StrategyOrder_userSessionKey 
StrategyOrder_productKey 
StrategyOrder_branch 
StrategyOrder_branchSequenceNumber 
StrategyOrder_year 
StrategyOrder_month 
StrategyOrder_day 
StrategyOrder_tradingSessionId 
StrategyOrder_originalQuantity 
StrategyOrder_priceType 
StrategyOrder_price 
StrategyOrder_side 
StrategyOrder_positionEffect 
StrategyOrder_coverage 
StrategyOrder_nbboProtection 
StrategyOrder_timeInForce 
StrategyOrder_originType 
StrategyOrder_account 
StrategyOrder_executingGiveUpFirmNumber 
StrategyOrder_optionalFieldIndicator 
StrategyOrder_correspondentFirm 
StrategyOrder_subAccount 
StrategyOrder_cmtaFirmNumber 
StrategyOrder_extensions 
StrategyOrder_optionalData 
StrategyOrder_userAssignedId 
StrategyOrder_originatorFirmNumber 
StrategyOrder_Contingency 
StrategyOrder_preferred 
StrategyOrder_AuctionId 
StrategyOrder_clearingInfo 
StrategyOrder_Legs 
enum CMI::StrategyOrderCancelReplace_Fields
Enumerator
StrategyOrderCancelReplace_userSessionKey 
StrategyOrderCancelReplace_tradingSessionId 
StrategyOrderCancelReplace_productKey 
StrategyOrderCancelReplace_originalOrderBranch 
StrategyOrderCancelReplace_originalOrderBranchSequenceNumber 
StrategyOrderCancelReplace_originalOrderCorrespondentFirm 
StrategyOrderCancelReplace_originalOrderYear 
StrategyOrderCancelReplace_originalOrderMonth 
StrategyOrderCancelReplace_originalOrderDay 
StrategyOrderCancelReplace_originalOrderHighId 
StrategyOrderCancelReplace_originalOrderLowId 
StrategyOrderCancelReplace_originalOrderExecutingGiveUpFirmNumber 
StrategyOrderCancelReplace_originalUserAssignedId 
StrategyOrderCancelReplace_branch 
StrategyOrderCancelReplace_branchSequenceNumber 
StrategyOrderCancelReplace_orderYear 
StrategyOrderCancelReplace_orderMonth 
StrategyOrderCancelReplace_orderDay 
StrategyOrderCancelReplace_quantity 
StrategyOrderCancelReplace_priceType 
StrategyOrderCancelReplace_price 
StrategyOrderCancelReplace_side 
StrategyOrderCancelReplace_positionEffect 
StrategyOrderCancelReplace_coverage 
StrategyOrderCancelReplace_nbboProtection 
StrategyOrderCancelReplace_timeInForce 
StrategyOrderCancelReplace_originType 
StrategyOrderCancelReplace_account 
StrategyOrderCancelReplace_executingGiveUpFirmNumber 
StrategyOrderCancelReplace_optionalFieldIndicator 
StrategyOrderCancelReplace_correspondentFirm 
StrategyOrderCancelReplace_subAccount 
StrategyOrderCancelReplace_cmtaFirmNumber 
StrategyOrderCancelReplace_extensions 
StrategyOrderCancelReplace_optionalData 
StrategyOrderCancelReplace_userAssignedId 
StrategyOrderCancelReplace_originatorFirmNumber 
StrategyOrderCancelReplace_Contingency 
StrategyOrderCancelReplace_preferred 
StrategyOrderCancelReplace_clearingInfo 
StrategyOrderCancelReplace_quantityToCancel 
StrategyOrderCancelReplace_Legs 
enum CMI::TextMessage_Fields
Enumerator
TextMessage_sendingTime 
TextMessage_textMessageId 
TextMessage_originalTextMessageId 
TextMessage_year 
TextMessage_month 
TextMessage_day 
TextMessage_replyRequested 
TextMessage_subject 
TextMessage_message 
enum CMI::TradingSessionBusinessDayRequest_Fields
Enumerator
TradingSessionBusinessDayRequest_requestId 
TradingSessionBusinessDayRequest_tradingSessionId 
TradingSessionBusinessDayRequest_subscriptionType 
enum CMI::TradingSessionBusinessDayResponse_Fields
Enumerator
TradingSessionBusinessDayResponse_requestId 
TradingSessionBusinessDayResponse_tradingSessionId 
TradingSessionBusinessDayResponse_year 
TradingSessionBusinessDayResponse_month 
TradingSessionBusinessDayResponse_day 
enum CMI::TradingSessionStatusRequest_Fields
Enumerator
TradingSessionStatusRequest_requestId 
TradingSessionStatusRequest_tradingSessionId 
TradingSessionStatusRequest_subscriptionType 
enum CMI::TradingSessionStatusResponse_Fields
Enumerator
TradingSessionStatusResponse_requestId 
TradingSessionStatusResponse_tradingSessionId 
TradingSessionStatusResponse_sessionState 
TradingSessionStatusResponse_startTime 
TradingSessionStatusResponse_endTime 

Function Documentation

static unsigned short CMI::__builtin_bswap16 ( unsigned short  a)
inlinestatic
std::ostream& CMI::Alpha10ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getAlpha10FieldValue().

std::ostream& CMI::Alpha15ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getAlpha15FieldValue().

std::ostream& CMI::Alpha20ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getAlpha20FieldValue().

std::ostream& CMI::Alpha2ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getAlpha2FieldValue().

std::ostream& CMI::Alpha3ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getAlpha3FieldValue().

std::ostream& CMI::Alpha4ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getAlpha4FieldValue().

std::ostream& CMI::Alpha8ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getAlpha8FieldValue().

std::ostream& CMI::AlphaToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getAlphaFieldValue().

std::ostream& CMI::BooleanToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getBooleanFieldValue().

static bool CMI::convertAppMsgToBinary ( Parser::LiteFixMessage *  ownerMsg,
Utils::RawBuffer *  binaryMsg,
int *  size,
bool  useHearbeatIfNoConversion = true 
)
inlinestatic

References convertToHeartbeat(), Parser::LiteFixMessage::getAsString(), and Engine::MemBlock< T >::size().

static bool CMI::convertAppMsgToFix ( Parser::LiteFixMessage *  ownerMsg,
const char *  binaryMessage,
int  size,
bool  clearTheMessageBeforeUse,
bool  isMakeStandalone,
Engine::FIXTagVisitor *  callback,
bool  useHearbeatIfNoConversion = true 
)
inlinestatic

References Parser::LiteFixMessage::clear(), CMI::StandardHeader::getMessageSequenceNumber(), Parser::LiteFixMessage::set(), and Parser::LiteFixMessage::setNoPadding().

static bool CMI::convertSessionLevelMsgToBinary ( Parser::LiteFixMessage *  ownerMsg,
Utils::RawBuffer *  binaryMsg,
int *  size,
bool  isIncoming,
bool  isInitiator,
Engine::SessionExtraParametersImpl *  params = NULL 
)
inlinestatic

References Utils::RawBuffer::alloc(), BusinessReject_message, CMI::StandardHeader::cmiMarker, convertToHeartbeat(), Parser::LiteFixMessage::getAsString(), Parser::LiteFixMessage::getAsTimestamp(), Parser::LiteFixMessage::getAsUInt32(), CMI::StandardHeader::getMessageLength(), CMI::BusinessReject::getSetIterator(), CMI::CommonFieldsIterator::next(), CMI::StandardHeader::reserved2, CMI::Logon::setHeartbeatInterval(), CMI::Logon::setLoginMode(), CMI::Logout::setLogoutReasonCode(), CMI::Logout::setMessageDirection(), CMI::StandardHeader::setMessageLength(), CMI::StandardHeader::setMessageSequenceNumber(), CMI::StandardHeader::setMessageType(), CMI::Logout::setMillisTimeStamp(), CMI::Logon::setNextExpectedSequenceNumber(), CMI::LogonResponse::setNextExpectedSequenceNumber(), CMI::Logon::setPassword(), CMI::BusinessReject::setReferenceMessageType(), CMI::BusinessReject::setReferenceSequenceNumber(), CMI::SessionReject::setReferenceSequenceNumber(), CMI::BusinessReject::setRejectReasonCode(), CMI::SessionReject::setRejectReasonCode(), CMI::Logon::setSessionSettings(), CMI::FieldsSetIterator::setStringFieldValue(), CMI::Logon::setUserId(), CMI::LogonResponse::setUserSessionKey(), Engine::MemBlock< T >::size(), toMillisSinceMidnight(), CMI::BusinessReject::TYPE, CMI::Logon::TYPE, CMI::LogonResponse::TYPE, CMI::Logout::TYPE, CMI::SessionReject::TYPE, and CMI::BusinessReject::updateMessageLength().

Referenced by fix_algo::CmiFixConverter::convertSessionLevelMsgToBinary().

static bool CMI::convertSessionLevelMsgToFix ( Parser::LiteFixMessage *  ownerMsg,
const char *  binaryMessage,
int  size,
bool  clearTheMessageBeforeUse,
bool  isMakeStandalone,
Engine::FIXTagVisitor *  callback,
bool  isIncoming,
bool  isInitiator,
Engine::SessionExtraParametersImpl *  params = NULL 
)
inlinestatic

References ShortStr< StringLength >::append(), ShortStr< StringLength >::assign(), BusinessReject_message, Parser::LiteFixMessage::clear(), FIXFields::CMIUserSessionKey, CMI::Logon::getHeartbeatInterval(), CMI::BusinessReject::getIterator(), CMI::Logout::getLogoutReasonCode(), CMI::Logout::getMessageDirection(), CMI::StandardHeader::getMessageSequenceNumber(), CMI::Logon::getPassword(), CMI::BusinessReject::getReferenceMessageType(), CMI::BusinessReject::getReferenceSequenceNumber(), CMI::SessionReject::getReferenceSequenceNumber(), CMI::BusinessReject::getRejectReasonCode(), CMI::SessionReject::getRejectReasonCode(), CMI::Heartbeat::getRequestId(), CMI::CommonFieldsIterator::getStringFieldValue(), CMI::Logon::getUserId(), CMI::LogonResponse::getUserSessionKey(), mapCmiMsgTypeToFixForJ(), mapErrorReasonToString(), mapLogoutReasonToString(), CMI::MessageType::MessageType_BusinessReject, CMI::MessageType::MessageType_Heartbeat, CMI::MessageType::MessageType_Logon, CMI::MessageType::MessageType_LogonResponse, CMI::MessageType::MessageType_Logout, CMI::MessageType::MessageType_SessionReject, CMI::CommonFieldsIterator::next(), Parser::LiteFixMessage::set(), and Parser::LiteFixMessage::setNoPadding().

Referenced by fix_algo::CmiFixConverter::convertSessionLevelMsgToFix().

static bool CMI::convertToHeartbeat ( Parser::LiteFixMessage *  ownerMsg,
Utils::RawBuffer *  binaryMsg,
int *  size,
const AsciiString &  type 
)
inlinestatic

References Utils::RawBuffer::alloc(), CMI::StandardHeader::cmiMarker, Parser::LiteFixMessage::getAsTimestamp(), Parser::LiteFixMessage::getAsUInt32(), CMI::StandardHeader::reserved2, CMI::StandardHeader::setMessageLength(), CMI::StandardHeader::setMessageSequenceNumber(), CMI::StandardHeader::setMessageType(), CMI::Heartbeat::setMillisTimeStamp(), CMI::Heartbeat::setRequestId(), toMillisSinceMidnight(), and CMI::Heartbeat::TYPE.

Referenced by convertAppMsgToBinary(), and convertSessionLevelMsgToBinary().

std::ostream& CMI::DecimalToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getDecimalFieldValue().

size_t CMI::getAlpha10FieldSize ( const void *  buffer)
inline
const AsciiString CMI::getAlpha10FieldValue ( const void *  buffer)
inline

Referenced by Alpha10ToStream(), and CMI::CommonFieldsIterator::getAlpha10FieldValue().

size_t CMI::getAlpha15FieldSize ( const void *  buffer)
inline
const AsciiString CMI::getAlpha15FieldValue ( const void *  buffer)
inline

Referenced by Alpha15ToStream(), and CMI::CommonFieldsIterator::getAlpha15FieldValue().

size_t CMI::getAlpha20FieldSize ( const void *  buffer)
inline
const AsciiString CMI::getAlpha20FieldValue ( const void *  buffer)
inline

Referenced by Alpha20ToStream(), fix_algo::CmiFixConverter::convertAppMsgToFix(), and CMI::CommonFieldsIterator::getAlpha20FieldValue().

size_t CMI::getAlpha2FieldSize ( const void *  buffer)
inline
const AsciiString CMI::getAlpha2FieldValue ( const void *  buffer)
inline

Referenced by Alpha2ToStream(), and CMI::CommonFieldsIterator::getAlpha2FieldValue().

size_t CMI::getAlpha3FieldSize ( const void *  buffer)
inline
const AsciiString CMI::getAlpha3FieldValue ( const void *  buffer)
inline

Referenced by Alpha3ToStream(), and CMI::CommonFieldsIterator::getAlpha3FieldValue().

size_t CMI::getAlpha4FieldSize ( const void *  buffer)
inline
const AsciiString CMI::getAlpha4FieldValue ( const void *  buffer)
inline

Referenced by Alpha4ToStream(), fix_algo::CmiFixConverter::convertAppMsgToFix(), and CMI::CommonFieldsIterator::getAlpha4FieldValue().

size_t CMI::getAlpha8FieldSize ( const void *  buffer)
inline
const AsciiString CMI::getAlpha8FieldValue ( const void *  buffer)
inline

Referenced by Alpha8ToStream(), fix_algo::CmiFixConverter::convertAppMsgToFix(), and CMI::CommonFieldsIterator::getAlpha8FieldValue().

size_t CMI::getAlphaFieldSize ( const void *  buffer)
inline
Alpha CMI::getAlphaFieldValue ( const void *  buffer)
inline

Referenced by AlphaToStream(), and CMI::CommonFieldsIterator::getAlphaFieldValue().

size_t CMI::getBooleanFieldSize ( const void *  buffer)
inline
Boolean CMI::getBooleanFieldValue ( const void *  buffer)
inline

Referenced by BooleanToStream(), and CMI::CommonFieldsIterator::getBooleanFieldValue().

static std::string CMI::getClordId ( const StandardHeader *  msgHdr)
inlinestatic

References CMI::StandardHeader::getMessageType(), CMI::MessageType::MessageType_OrderFillReport, CMI::MessageType::MessageType_OrderFormat1, CMI::MessageType::MessageType_OrderResponse, and CMI::MessageType::MessageType_StrategyOrder.

size_t CMI::getDecimalFieldSize ( const void *  buffer)
inline
const Decimal& CMI::getDecimalFieldValue ( const void *  buffer)
inline

Referenced by DecimalToStream(), and CMI::CommonFieldsIterator::getDecimalFieldValue().

static void CMI::getFixLogConverterInfo ( const StandardHeader *  msgHdr,
UInt32 &  productKey,
UInt8 &  traderSessionId 
)
inlinestatic

References CMI::StandardHeader::getMessageType(), CMI::MessageType::MessageType_AcceptFloorTrade, CMI::MessageType::MessageType_AuctionNotification, CMI::MessageType::MessageType_DeleteFloorTrade, CMI::MessageType::MessageType_OrderBustReinstateReport, CMI::MessageType::MessageType_OrderBustReport, CMI::MessageType::MessageType_OrderFillReport, CMI::MessageType::MessageType_OrderFormat1, CMI::MessageType::MessageType_OrderFormat2, CMI::MessageType::MessageType_OrderFormat2Cancel, CMI::MessageType::MessageType_OrderFormat2CancelReplace, CMI::MessageType::MessageType_OrderFormat3, CMI::MessageType::MessageType_OrderFormat3CancelReplace, CMI::MessageType::MessageType_OrderFormat3PartialCancel, CMI::MessageType::MessageType_OrderResponse, CMI::MessageType::MessageType_ProductDownloadForEquityClassResponse, CMI::MessageType::MessageType_QuoteBustReport, CMI::MessageType::MessageType_QuoteFillReport, CMI::MessageType::MessageType_RequestForQuote, CMI::MessageType::MessageType_StrategyOrder, and CMI::MessageType::MessageType_StrategyOrderCancelReplace.

size_t CMI::getInt16FieldSize ( const void *  buffer)
inline
Int16 CMI::getInt16FieldValue ( const void *  buffer)
inline

References BSWAP16.

Referenced by CMI::CommonFieldsIterator::getInt16FieldValue(), and Int16ToStream().

size_t CMI::getInt32FieldSize ( const void *  buffer)
inline
Int32 CMI::getInt32FieldValue ( const void *  buffer)
inline

References BSWAP32.

Referenced by CMI::CommonFieldsIterator::getInt32FieldValue(), and Int32ToStream().

size_t CMI::getInt64FieldSize ( const void *  buffer)
inline
Int64 CMI::getInt64FieldValue ( const void *  buffer)
inline

References BSWAP64.

Referenced by CMI::CommonFieldsIterator::getInt64FieldValue(), and Int64ToStream().

size_t CMI::getInt8FieldSize ( const void *  buffer)
inline
Int8 CMI::getInt8FieldValue ( const void *  buffer)
inline

Referenced by CMI::CommonFieldsIterator::getInt8FieldValue(), and Int8ToStream().

static std::string CMI::getOriginalClordId ( const StandardHeader *  msgHdr)
inlinestatic

References CMI::StandardHeader::getMessageType(), CMI::MessageType::MessageType_OrderFormat1CancelReplace, CMI::MessageType::MessageType_OrderFormat1CancelRequest, and CMI::MessageType::MessageType_StrategyOrderCancelReplace.

size_t CMI::getStringFieldSize ( const void *  buffer)
inline
const AsciiString CMI::getStringFieldValue ( const void *  buffer)
inline

Referenced by fix_algo::CmiFixConverter::convertAppMsgToFix(), CMI::CommonFieldsIterator::getStringFieldValue(), and StringToStream().

size_t CMI::getUInt16FieldSize ( const void *  buffer)
inline
UInt16 CMI::getUInt16FieldValue ( const void *  buffer)
inline

References BSWAP16.

Referenced by CMI::GetQRMProfileResponse::QRMs::getElementsCount(), CMI::MassQuote::Quotes::getElementsCount(), CMI::MassQuoteWithClearingInfo::Quotes::getElementsCount(), CMI::OrderFillReport::Contras::getElementsCount(), CMI::OrderFormat2Response::OrderResponse::getElementsCount(), CMI::OrderResponse::LegOrderDetails::getElementsCount(), CMI::PairedOrder::PairedOrders::getElementsCount(), CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::Legs::getElementsCount(), CMI::PairedStrategyOrder::PairedStrategyOrders::getElementsCount(), CMI::ProductDownloadForFutureClassResponse::Products::getElementsCount(), CMI::ProductDownloadForOptionClassResponse::Products::getElementsCount(), CMI::ProductDownloadForStrategyClassResponse::Products::ProductsElement::Legs::getElementsCount(), CMI::ProductDownloadForStrategyClassResponse::Products::getElementsCount(), CMI::ProductDownloadRequestForClass::ClassKeys::getElementsCount(), CMI::ProductDownloadResponseForTradingSession::ProductsForTradingSession::getElementsCount(), CMI::ProductDownloadResponseForTradingSessionWithUnderlying::ProductsForTradingSession::getElementsCount(), CMI::ProductStateUpdateResponse::Products::getElementsCount(), CMI::QRMEnablementAndSettings::QRMs::getElementsCount(), CMI::QRMQueryResponse::QRMs::getElementsCount(), CMI::QRMStatusResponse::QRMs::getElementsCount(), CMI::QuoteAcknowledgement::QuotesStatus::getElementsCount(), CMI::QuoteCancelRequest::Quotes::getElementsCount(), CMI::QuoteCancelResponse::CancelQuotes::getElementsCount(), CMI::QuoteFillReport::Contras::getElementsCount(), CMI::RemoveQRMProfileByClassByTypeRequest::QRMs::getElementsCount(), CMI::SessionProfileResponse::ExecutingGiveUpFirms::getElementsCount(), CMI::SessionProfileResponse::Accounts::getElementsCount(), CMI::SessionProfileResponse::AssignedClasses::getElementsCount(), CMI::SessionProfileResponse::DPMs::getElementsCount(), CMI::SessionProfileResponse::DefaultProfile::getElementsCount(), CMI::SessionProfileResponse::DefaultSessionProfile::getElementsCount(), CMI::SessionProfileResponse::Class_Profile::getElementsCount(), CMI::SetQRMProfileRequest::QRMs::getElementsCount(), CMI::StrategyDefinitionRequest::Legs::getElementsCount(), CMI::StrategyOrder::Legs::getElementsCount(), CMI::StrategyOrderCancelReplace::Legs::getElementsCount(), CMI::CommonFieldsIterator::getUInt16FieldValue(), CMI::CommonFieldsIterator::processBitField(), and UInt16ToStream().

size_t CMI::getUInt32FieldSize ( const void *  buffer)
inline
UInt32 CMI::getUInt32FieldValue ( const void *  buffer)
inline

References BSWAP32.

Referenced by CMI::CommonFieldsIterator::getUInt32FieldValue(), CMI::CommonFieldsIterator::processBitField(), and UInt32ToStream().

size_t CMI::getUInt64FieldSize ( const void *  buffer)
inline
UInt64 CMI::getUInt64FieldValue ( const void *  buffer)
inline

References BSWAP64.

Referenced by CMI::CommonFieldsIterator::getUInt64FieldValue(), and UInt64ToStream().

size_t CMI::getUInt8FieldSize ( const void *  buffer)
inline
UInt8 CMI::getUInt8FieldValue ( const void *  buffer)
inline

Referenced by CMI::CommonFieldsIterator::getUInt8FieldValue(), CMI::CommonFieldsIterator::processBitField(), and UInt8ToStream().

std::ostream& CMI::Int16ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getInt16FieldValue().

std::ostream& CMI::Int32ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getInt32FieldValue().

std::ostream& CMI::Int64ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getInt64FieldValue().

std::ostream& CMI::Int8ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getInt8FieldValue().

static bool CMI::isBranchMessage ( MessageType::Enum  msgType)
inlinestatic

References CMI::MessageType::MessageType_OrderFillReport, CMI::MessageType::MessageType_OrderFormat1, CMI::MessageType::MessageType_OrderResponse, and CMI::MessageType::MessageType_StrategyOrder.

static bool CMI::isLargeSizeMessage ( MessageType::Enum  msgType)
inlinestatic

References CMI::MessageType::MessageType_AcceptFloorTrade, CMI::MessageType::MessageType_AuctionNotification, CMI::MessageType::MessageType_BusinessReject, CMI::MessageType::MessageType_DeleteFloorTrade, CMI::MessageType::MessageType_GetQRMProfileResponse, CMI::MessageType::MessageType_MassQuote, CMI::MessageType::MessageType_MassQuoteWithClearingInfo, CMI::MessageType::MessageType_OrderFillReport, CMI::MessageType::MessageType_OrderFormat1, CMI::MessageType::MessageType_OrderFormat1CancelReplace, CMI::MessageType::MessageType_OrderFormat2Response, CMI::MessageType::MessageType_OrderFormat3, CMI::MessageType::MessageType_OrderFormat3CancelReplace, CMI::MessageType::MessageType_OrderResponse, CMI::MessageType::MessageType_PairedOrder, CMI::MessageType::MessageType_PairedStrategyOrder, CMI::MessageType::MessageType_ProductDownloadForFutureClassResponse, CMI::MessageType::MessageType_ProductDownloadForOptionClassResponse, CMI::MessageType::MessageType_ProductDownloadForStrategyClassResponse, CMI::MessageType::MessageType_ProductDownloadRequestForClass, CMI::MessageType::MessageType_ProductDownloadResponseForTradingSession, CMI::MessageType::MessageType_ProductDownloadResponseForTradingSessionWithUnderlying, CMI::MessageType::MessageType_ProductStateUpdateResponse, CMI::MessageType::MessageType_QRMEnablementAndSettings, CMI::MessageType::MessageType_QRMQueryResponse, CMI::MessageType::MessageType_QRMStatusResponse, CMI::MessageType::MessageType_QuoteAcknowledgement, CMI::MessageType::MessageType_QuoteCancelRequest, CMI::MessageType::MessageType_QuoteCancelResponse, CMI::MessageType::MessageType_QuoteFillReport, CMI::MessageType::MessageType_RemoveQRMProfileByClassByTypeRequest, CMI::MessageType::MessageType_SessionProfileResponse, CMI::MessageType::MessageType_SetQRMProfileRequest, CMI::MessageType::MessageType_StrategyDefinitionRequest, CMI::MessageType::MessageType_StrategyOrder, CMI::MessageType::MessageType_StrategyOrderCancelReplace, and CMI::MessageType::MessageType_TextMessage.

Referenced by isMidSizeMessage().

static bool CMI::isMidSizeMessage ( MessageType::Enum  msgType)
inlinestatic

References isLargeSizeMessage().

static bool CMI::isOriginalBranchMessage ( MessageType::Enum  msgType)
inlinestatic

References CMI::MessageType::MessageType_OrderFormat1CancelReplace, CMI::MessageType::MessageType_OrderFormat1CancelRequest, and CMI::MessageType::MessageType_StrategyOrderCancelReplace.

static bool CMI::isProductKeyMessage ( MessageType::Enum  msgType)
inlinestatic

References CMI::MessageType::MessageType_AcceptFloorTrade, CMI::MessageType::MessageType_AuctionNotification, CMI::MessageType::MessageType_DeleteFloorTrade, CMI::MessageType::MessageType_OrderBustReinstateReport, CMI::MessageType::MessageType_OrderBustReport, CMI::MessageType::MessageType_OrderFillReport, CMI::MessageType::MessageType_OrderFormat1, CMI::MessageType::MessageType_OrderFormat2, CMI::MessageType::MessageType_OrderFormat2Cancel, CMI::MessageType::MessageType_OrderFormat2CancelReplace, CMI::MessageType::MessageType_OrderFormat3, CMI::MessageType::MessageType_OrderFormat3CancelReplace, CMI::MessageType::MessageType_OrderFormat3PartialCancel, CMI::MessageType::MessageType_OrderResponse, CMI::MessageType::MessageType_ProductDownloadForEquityClassResponse, CMI::MessageType::MessageType_QuoteBustReport, CMI::MessageType::MessageType_QuoteFillReport, CMI::MessageType::MessageType_RequestForQuote, CMI::MessageType::MessageType_StrategyOrder, and CMI::MessageType::MessageType_StrategyOrderCancelReplace.

static Engine::AsciiString CMI::mapCmiMsgTypeToFixForJ ( unsigned short  msgType)
inlinestatic

References CMIERR_MAP_ENTRY, CMI::MessageType::MessageType_BusinessReject, CMI::MessageType::MessageType_Heartbeat, CMI::MessageType::MessageType_Logon, CMI::MessageType::MessageType_LogonResponse, CMI::MessageType::MessageType_Logout, CMI::MessageType::MessageType_OrderFormat1, CMI::MessageType::MessageType_OrderFormat1CancelReplace, CMI::MessageType::MessageType_OrderFormat1CancelRequest, CMI::MessageType::MessageType_ProductDownloadRequestForTradingSession, CMI::MessageType::MessageType_SequenceReset, and CMI::MessageType::MessageType_SessionReject.

Referenced by convertSessionLevelMsgToFix().

static Engine::AsciiString CMI::mapErrorReasonToString ( unsigned short  reason)
inlinestatic

References CMIERR_MAP_ENTRY.

Referenced by convertSessionLevelMsgToFix().

static Engine::AsciiString CMI::mapLogoutReasonToString ( unsigned char  reason)
inlinestatic

References CMIERR_MAP_ENTRY.

Referenced by convertSessionLevelMsgToFix().

static B2B_END_PACK std::ostream& CMI::messageToStream ( std::ostream &  os,
const char *  buf,
size_t  size 
)
inlinestatic

References CMI::StandardHeader::getMessageLength(), CMI::StandardHeader::getMessageSequenceNumber(), CMI::StandardHeader::getMessageType(), CMI::MessageType::MessageType_AcceptFloorTrade, CMI::MessageType::MessageType_AcceptFloorTradeResponse, CMI::MessageType::MessageType_AuctionNotification, CMI::MessageType::MessageType_AuctionSubscription, CMI::MessageType::MessageType_BusinessReject, CMI::MessageType::MessageType_ClearQRMRequest, CMI::MessageType::MessageType_DeleteFloorTrade, CMI::MessageType::MessageType_GetQRMProfileRequest, CMI::MessageType::MessageType_GetQRMProfileResponse, CMI::MessageType::MessageType_GetQRMStatusRequest, CMI::MessageType::MessageType_GMDAcknowledgement, CMI::MessageType::MessageType_Heartbeat, CMI::MessageType::MessageType_Logon, CMI::MessageType::MessageType_LogonResponse, CMI::MessageType::MessageType_Logout, CMI::MessageType::MessageType_MassQuote, CMI::MessageType::MessageType_MassQuoteWithClearingInfo, CMI::MessageType::MessageType_OrderBustReinstateReport, CMI::MessageType::MessageType_OrderBustReport, CMI::MessageType::MessageType_OrderFillReport, CMI::MessageType::MessageType_OrderFormat1, CMI::MessageType::MessageType_OrderFormat1CancelReplace, CMI::MessageType::MessageType_OrderFormat1CancelRequest, CMI::MessageType::MessageType_OrderFormat2, CMI::MessageType::MessageType_OrderFormat2Cancel, CMI::MessageType::MessageType_OrderFormat2CancelReplace, CMI::MessageType::MessageType_OrderFormat2Response, CMI::MessageType::MessageType_OrderFormat3, CMI::MessageType::MessageType_OrderFormat3CancelReplace, CMI::MessageType::MessageType_OrderFormat3PartialCancel, CMI::MessageType::MessageType_OrderResponse, CMI::MessageType::MessageType_PairedOrder, CMI::MessageType::MessageType_PairedStrategyOrder, CMI::MessageType::MessageType_ProductDownloadForEquityClassResponse, CMI::MessageType::MessageType_ProductDownloadForFutureClassResponse, CMI::MessageType::MessageType_ProductDownloadForOptionClassResponse, CMI::MessageType::MessageType_ProductDownloadForStrategyClassResponse, CMI::MessageType::MessageType_ProductDownloadRequestForClass, CMI::MessageType::MessageType_ProductDownloadRequestForTradingSession, CMI::MessageType::MessageType_ProductDownloadRequestForTradingSessionWithUnderlying, CMI::MessageType::MessageType_ProductDownloadResponseForTradingSession, CMI::MessageType::MessageType_ProductDownloadResponseForTradingSessionWithUnderlying, CMI::MessageType::MessageType_ProductStateUpdateResponse, CMI::MessageType::MessageType_QRMControlUpdateInitialization, CMI::MessageType::MessageType_QRMEnablementAndSettings, CMI::MessageType::MessageType_QRMQueryResponse, CMI::MessageType::MessageType_QRMStatusResponse, CMI::MessageType::MessageType_QuoteAcknowledgement, CMI::MessageType::MessageType_QuoteBustReport, CMI::MessageType::MessageType_QuoteCancelRequest, CMI::MessageType::MessageType_QuoteCancelResponse, CMI::MessageType::MessageType_QuoteFillReport, CMI::MessageType::MessageType_RateInfo, CMI::MessageType::MessageType_RemoveQRMProfileByClassByTypeRequest, CMI::MessageType::MessageType_RequestAcknowledgementMessage, CMI::MessageType::MessageType_RequestForQuote, CMI::MessageType::MessageType_SequenceReset, CMI::MessageType::MessageType_SessionProfileResponse, CMI::MessageType::MessageType_SessionReject, CMI::MessageType::MessageType_SetQRMProfileRequest, CMI::MessageType::MessageType_StrategyDefinitionRequest, CMI::MessageType::MessageType_StrategyOrder, CMI::MessageType::MessageType_StrategyOrderCancelReplace, CMI::MessageType::MessageType_TextMessage, CMI::MessageType::MessageType_TradingSessionBusinessDayRequest, CMI::MessageType::MessageType_TradingSessionBusinessDayResponse, CMI::MessageType::MessageType_TradingSessionStatusRequest, CMI::MessageType::MessageType_TradingSessionStatusResponse, CMI::AcceptFloorTrade::toStream(), CMI::AcceptFloorTradeResponse::toStream(), CMI::AuctionNotification::toStream(), CMI::AuctionSubscription::toStream(), CMI::BusinessReject::toStream(), CMI::ClearQRMRequest::toStream(), CMI::DeleteFloorTrade::toStream(), CMI::GMDAcknowledgement::toStream(), CMI::GetQRMProfileRequest::toStream(), CMI::GetQRMProfileResponse::toStream(), CMI::GetQRMStatusRequest::toStream(), CMI::Heartbeat::toStream(), CMI::Logon::toStream(), CMI::LogonResponse::toStream(), CMI::Logout::toStream(), CMI::MassQuote::toStream(), CMI::MassQuoteWithClearingInfo::toStream(), CMI::OrderBustReinstateReport::toStream(), CMI::OrderBustReport::toStream(), CMI::OrderFillReport::toStream(), CMI::OrderFormat1::toStream(), CMI::OrderFormat1CancelReplace::toStream(), CMI::OrderFormat1CancelRequest::toStream(), CMI::OrderFormat2::toStream(), CMI::OrderFormat2Cancel::toStream(), CMI::OrderFormat2CancelReplace::toStream(), CMI::OrderFormat2Response::toStream(), CMI::OrderFormat3::toStream(), CMI::OrderFormat3CancelReplace::toStream(), CMI::OrderFormat3PartialCancel::toStream(), CMI::OrderResponse::toStream(), CMI::PairedOrder::toStream(), CMI::PairedStrategyOrder::toStream(), CMI::ProductDownloadForEquityClassResponse::toStream(), CMI::ProductDownloadForFutureClassResponse::toStream(), CMI::ProductDownloadForOptionClassResponse::toStream(), CMI::ProductDownloadForStrategyClassResponse::toStream(), CMI::ProductDownloadRequestForClass::toStream(), CMI::ProductDownloadRequestForTradingSession::toStream(), CMI::ProductDownloadRequestForTradingSessionWithUnderlying::toStream(), CMI::ProductDownloadResponseForTradingSession::toStream(), CMI::ProductDownloadResponseForTradingSessionWithUnderlying::toStream(), CMI::ProductStateUpdateResponse::toStream(), CMI::QRMControlUpdateInitialization::toStream(), CMI::QRMEnablementAndSettings::toStream(), CMI::QRMQueryResponse::toStream(), CMI::QRMStatusResponse::toStream(), CMI::QuoteAcknowledgement::toStream(), CMI::QuoteBustReport::toStream(), CMI::QuoteCancelRequest::toStream(), CMI::QuoteCancelResponse::toStream(), CMI::QuoteFillReport::toStream(), CMI::RateInfo::toStream(), CMI::RemoveQRMProfileByClassByTypeRequest::toStream(), CMI::RequestAcknowledgementMessage::toStream(), CMI::RequestForQuote::toStream(), CMI::SequenceReset::toStream(), CMI::SessionProfileResponse::toStream(), CMI::SessionReject::toStream(), CMI::SetQRMProfileRequest::toStream(), CMI::StrategyDefinitionRequest::toStream(), CMI::StrategyOrder::toStream(), CMI::StrategyOrderCancelReplace::toStream(), CMI::TextMessage::toStream(), CMI::TradingSessionBusinessDayRequest::toStream(), CMI::TradingSessionBusinessDayResponse::toStream(), CMI::TradingSessionStatusRequest::toStream(), and CMI::TradingSessionStatusResponse::toStream().

Referenced by messageToString().

static std::string CMI::messageToString ( const char *  buf,
size_t  size 
)
inlinestatic

References messageToStream().

std::ostream& CMI::operator<< ( std::ostream &  os,
const i8 &  value 
)
inline
std::ostream& CMI::operator<< ( std::ostream &  os,
const u8 &  value 
)
inline
std::ostream& CMI::operator<< ( std::ostream &  os,
const Decimal &  cType 
)
inline

References CMI::Decimal::toStream().

void CMI::setAlpha10FieldValue ( void *  buffer,
const AsciiString &  val 
)
inline

References StringCopy().

Referenced by CMI::FieldsSetIterator::setAlpha10FieldValue().

void CMI::setAlpha15FieldValue ( void *  buffer,
const AsciiString &  val 
)
inline

References StringCopy().

Referenced by CMI::FieldsSetIterator::setAlpha15FieldValue().

void CMI::setAlpha20FieldValue ( void *  buffer,
const AsciiString &  val 
)
inline

References StringCopy().

Referenced by CMI::FieldsSetIterator::setAlpha20FieldValue().

void CMI::setAlpha2FieldValue ( void *  buffer,
const AsciiString &  val 
)
inline

References StringCopy().

Referenced by CMI::FieldsSetIterator::setAlpha2FieldValue().

void CMI::setAlpha3FieldValue ( void *  buffer,
const AsciiString &  val 
)
inline

References StringCopy().

Referenced by CMI::FieldsSetIterator::setAlpha3FieldValue().

void CMI::setAlpha4FieldValue ( void *  buffer,
const AsciiString &  val 
)
inline

References StringCopy().

Referenced by CMI::FieldsSetIterator::setAlpha4FieldValue().

void CMI::setAlpha8FieldValue ( void *  buffer,
const AsciiString &  val 
)
inline

References StringCopy().

Referenced by CMI::FieldsSetIterator::setAlpha8FieldValue().

void CMI::setAlphaFieldValue ( void *  buffer,
const Alpha  value 
)
inline

Referenced by CMI::FieldsSetIterator::setAlphaFieldValue().

void CMI::setBooleanFieldValue ( void *  buffer,
const Boolean  value 
)
inline

Referenced by CMI::FieldsSetIterator::setBooleanFieldValue().

void CMI::setDecimalFieldValue ( void *  buffer,
const Decimal &  value 
)
inline

Referenced by CMI::FieldsSetIterator::setDecimalFieldValue().

void CMI::setInt16FieldValue ( void *  buffer,
const Int16  value 
)
inline

References BSWAP16.

Referenced by CMI::FieldsSetIterator::setInt16FieldValue().

void CMI::setInt32FieldValue ( void *  buffer,
const Int32  value 
)
inline

References BSWAP32.

Referenced by CMI::FieldsSetIterator::setInt32FieldValue().

void CMI::setInt64FieldValue ( void *  buffer,
const Int64  value 
)
inline

References BSWAP64.

Referenced by CMI::FieldsSetIterator::setInt64FieldValue().

void CMI::setInt8FieldValue ( void *  buffer,
const Int8  value 
)
inline

Referenced by CMI::FieldsSetIterator::setInt8FieldValue().

void CMI::setStringFieldValue ( void *  buffer,
const AsciiString &  val 
)
inline

References Engine::MemBlock< T >::size(), and StringCopy().

Referenced by CMI::FieldsSetIterator::setStringFieldValue().

void CMI::setUInt16FieldValue ( void *  buffer,
const UInt16  value 
)
inline

References BSWAP16.

Referenced by CMI::FieldsSetIterator::markExist(), CMI::GetQRMProfileResponse::QRMs::setElementsCount(), CMI::MassQuote::Quotes::setElementsCount(), CMI::MassQuoteWithClearingInfo::Quotes::setElementsCount(), CMI::OrderFillReport::Contras::setElementsCount(), CMI::OrderFormat2Response::OrderResponse::setElementsCount(), CMI::OrderResponse::LegOrderDetails::setElementsCount(), CMI::PairedOrder::PairedOrders::setElementsCount(), CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::Legs::setElementsCount(), CMI::PairedStrategyOrder::PairedStrategyOrders::setElementsCount(), CMI::ProductDownloadForFutureClassResponse::Products::setElementsCount(), CMI::ProductDownloadForOptionClassResponse::Products::setElementsCount(), CMI::ProductDownloadForStrategyClassResponse::Products::ProductsElement::Legs::setElementsCount(), CMI::ProductDownloadForStrategyClassResponse::Products::setElementsCount(), CMI::ProductDownloadRequestForClass::ClassKeys::setElementsCount(), CMI::ProductDownloadResponseForTradingSession::ProductsForTradingSession::setElementsCount(), CMI::ProductDownloadResponseForTradingSessionWithUnderlying::ProductsForTradingSession::setElementsCount(), CMI::ProductStateUpdateResponse::Products::setElementsCount(), CMI::QRMEnablementAndSettings::QRMs::setElementsCount(), CMI::QRMQueryResponse::QRMs::setElementsCount(), CMI::QRMStatusResponse::QRMs::setElementsCount(), CMI::QuoteAcknowledgement::QuotesStatus::setElementsCount(), CMI::QuoteCancelRequest::Quotes::setElementsCount(), CMI::QuoteCancelResponse::CancelQuotes::setElementsCount(), CMI::QuoteFillReport::Contras::setElementsCount(), CMI::RemoveQRMProfileByClassByTypeRequest::QRMs::setElementsCount(), CMI::SessionProfileResponse::ExecutingGiveUpFirms::setElementsCount(), CMI::SessionProfileResponse::Accounts::setElementsCount(), CMI::SessionProfileResponse::AssignedClasses::setElementsCount(), CMI::SessionProfileResponse::DPMs::setElementsCount(), CMI::SessionProfileResponse::DefaultProfile::setElementsCount(), CMI::SessionProfileResponse::DefaultSessionProfile::setElementsCount(), CMI::SessionProfileResponse::Class_Profile::setElementsCount(), CMI::SetQRMProfileRequest::QRMs::setElementsCount(), CMI::StrategyDefinitionRequest::Legs::setElementsCount(), CMI::StrategyOrder::Legs::setElementsCount(), CMI::StrategyOrderCancelReplace::Legs::setElementsCount(), and CMI::FieldsSetIterator::setUInt16FieldValue().

void CMI::setUInt32FieldValue ( void *  buffer,
const UInt32  value 
)
inline

References BSWAP32.

Referenced by CMI::FieldsSetIterator::markExist(), and CMI::FieldsSetIterator::setUInt32FieldValue().

void CMI::setUInt64FieldValue ( void *  buffer,
const UInt64  value 
)
inline

References BSWAP64.

Referenced by CMI::FieldsSetIterator::setUInt64FieldValue().

void CMI::setUInt8FieldValue ( void *  buffer,
const UInt8  value 
)
inline

Referenced by CMI::FieldsSetIterator::markExist(), and CMI::FieldsSetIterator::setUInt8FieldValue().

static void CMI::StringCopy ( char *  dst,
const AsciiString &  src,
size_t  maxSize 
)
inlinestatic

References Engine::MemBlock< T >::data(), and Engine::MemBlock< T >::size().

Referenced by CMI::AcceptFloorTrade::setAccount(), CMI::OrderFormat1::setAccount(), CMI::OrderFormat1CancelReplace::setAccount(), CMI::OrderFormat3::setAccount(), CMI::OrderFormat3CancelReplace::setAccount(), CMI::PairedOrder::PairedOrders::PairedOrdersElement::setAccount(), CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::setAccount(), CMI::QuoteFillReport::setAccount(), CMI::SessionProfileResponse::Accounts::AccountsElement::setAccount(), CMI::SessionProfileResponse::DefaultProfile::DefaultProfileElement::setAccount(), CMI::SessionProfileResponse::DefaultSessionProfile::DefaultSessionProfileElement::setAccount(), CMI::SessionProfileResponse::Class_Profile::Class_ProfileElement::setAccount(), CMI::StrategyOrder::setAccount(), CMI::StrategyOrderCancelReplace::setAccount(), setAlpha10FieldValue(), setAlpha15FieldValue(), setAlpha20FieldValue(), setAlpha2FieldValue(), setAlpha3FieldValue(), setAlpha4FieldValue(), setAlpha8FieldValue(), CMI::OrderBustReinstateReport::setBranch(), CMI::OrderBustReport::setBranch(), CMI::OrderFillReport::setBranch(), CMI::OrderFormat1::setBranch(), CMI::OrderFormat1CancelReplace::setBranch(), CMI::OrderFormat2::setBranch(), CMI::OrderFormat2Cancel::setBranch(), CMI::OrderFormat2CancelReplace::setBranch(), CMI::OrderFormat2Response::OrderResponse::OrderResponseElement::setBranch(), CMI::OrderFormat3::setBranch(), CMI::OrderFormat3CancelReplace::setBranch(), CMI::OrderFormat3PartialCancel::setBranch(), CMI::OrderResponse::setBranch(), CMI::PairedOrder::PairedOrders::PairedOrdersElement::setBranch(), CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::setBranch(), CMI::StrategyOrder::setBranch(), CMI::StrategyOrderCancelReplace::setBranch(), CMI::ProductDownloadForEquityClassResponse::setClassSymbol(), CMI::ProductDownloadForFutureClassResponse::setClassSymbol(), CMI::ProductDownloadForOptionClassResponse::setClassSymbol(), CMI::ProductDownloadForStrategyClassResponse::setClassSymbol(), CMI::ProductDownloadResponseForTradingSession::ProductsForTradingSession::ProductsForTradingSessionElement::setClassSymbol(), CMI::ProductDownloadResponseForTradingSessionWithUnderlying::ProductsForTradingSession::ProductsForTradingSessionElement::setClassSymbol(), CMI::OrderResponse::LegOrderDetails::LegOrderDetailsElement::setClearingFirmNumber(), CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::Legs::LegsElement::setClearingFirmNumber(), CMI::StrategyOrder::Legs::LegsElement::setClearingFirmNumber(), CMI::StrategyOrderCancelReplace::Legs::LegsElement::setClearingFirmNumber(), CMI::AcceptFloorTrade::setCMTAFirmNumber(), CMI::OrderFormat2::setCMTAFirmNumber(), CMI::OrderFormat2CancelReplace::setCMTAFirmNumber(), CMI::OrderFormat3::setCMTAFirmNumber(), CMI::OrderFormat3CancelReplace::setCMTAFirmNumber(), CMI::AcceptFloorTrade::setContraFirmNumber(), CMI::OrderFillReport::Contras::ContrasElement::setContraFirmNumber(), CMI::QuoteFillReport::Contras::ContrasElement::setContraFirmNumber(), CMI::AcceptFloorTrade::setContraUserAcronym(), CMI::OrderFillReport::Contras::ContrasElement::setContraUserAcronym(), CMI::QuoteFillReport::Contras::ContrasElement::setContraUserAcronym(), CMI::OrderResponse::setCorrespondentFirm(), CMI::ProductDownloadForStrategyClassResponse::Products::ProductsElement::Legs::LegsElement::setEquitySymbol(), CMI::SessionProfileResponse::setExchange(), CMI::SessionProfileResponse::ExecutingGiveUpFirms::ExecutingGiveUpFirmsElement::setExecutingGiveUpFirmExchange(), CMI::SessionProfileResponse::Accounts::AccountsElement::setExecutingGiveUpFirmExchange(), CMI::SessionProfileResponse::DefaultProfile::DefaultProfileElement::setExecutingGiveUpFirmExchange(), CMI::SessionProfileResponse::DefaultSessionProfile::DefaultSessionProfileElement::setExecutingGiveUpFirmExchange(), CMI::SessionProfileResponse::Class_Profile::Class_ProfileElement::setExecutingGiveUpFirmExchange(), CMI::AcceptFloorTrade::setExecutingGiveUpFirmNumber(), CMI::DeleteFloorTrade::setExecutingGiveUpFirmNumber(), CMI::OrderBustReport::setExecutingGiveUpFirmNumber(), CMI::OrderFormat1::setExecutingGiveUpFirmNumber(), CMI::OrderFormat1CancelReplace::setExecutingGiveUpFirmNumber(), CMI::OrderResponse::setExecutingGiveUpFirmNumber(), CMI::PairedOrder::PairedOrders::PairedOrdersElement::setExecutingGiveUpFirmNumber(), CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::setExecutingGiveUpFirmNumber(), CMI::QuoteBustReport::setExecutingGiveUpFirmNumber(), CMI::QuoteFillReport::setExecutingGiveUpFirmNumber(), CMI::SessionProfileResponse::ExecutingGiveUpFirms::ExecutingGiveUpFirmsElement::setExecutingGiveUpFirmNumber(), CMI::SessionProfileResponse::Accounts::AccountsElement::setExecutingGiveUpFirmNumber(), CMI::SessionProfileResponse::DefaultProfile::DefaultProfileElement::setExecutingGiveUpFirmNumber(), CMI::SessionProfileResponse::DefaultSessionProfile::DefaultSessionProfileElement::setExecutingGiveUpFirmNumber(), CMI::SessionProfileResponse::Class_Profile::Class_ProfileElement::setExecutingGiveUpFirmNumber(), CMI::StrategyOrder::setExecutingGiveUpFirmNumber(), CMI::StrategyOrderCancelReplace::setExecutingGiveUpFirmNumber(), CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::Legs::LegsElement::setExtensions(), CMI::StrategyOrder::Legs::LegsElement::setExtensions(), CMI::StrategyOrderCancelReplace::Legs::LegsElement::setExtensions(), CMI::OrderFormat2Cancel::setFiller(), CMI::QRMStatusResponse::QRMs::QRMsElement::setFirmNumber(), CMI::SessionProfileResponse::setFirmNumber(), CMI::OrderFormat1CancelReplace::setOriginalOrderBranch(), CMI::OrderFormat1CancelRequest::setOriginalOrderBranch(), CMI::StrategyOrderCancelReplace::setOriginalOrderBranch(), CMI::OrderFormat1CancelReplace::setOriginalOrderCorrespondentFirm(), CMI::OrderFormat1CancelRequest::setOriginalOrderCorrespondentFirm(), CMI::StrategyOrderCancelReplace::setOriginalOrderCorrespondentFirm(), CMI::OrderFormat1CancelReplace::setOriginalOrderExecutingGiveUpFirmNumber(), CMI::OrderFormat1CancelRequest::setOriginalOrderExecutingGiveUpFirmNumber(), CMI::StrategyOrderCancelReplace::setOriginalOrderExecutingGiveUpFirmNumber(), CMI::OrderFormat1CancelReplace::setOriginalUserAssignedId(), CMI::StrategyOrderCancelReplace::setOriginalUserAssignedId(), CMI::Logon::setPassword(), CMI::OrderFormat2::setPreferred(), CMI::OrderFormat2CancelReplace::setPreferred(), CMI::OrderFormat3::setPreferred(), CMI::OrderFormat3CancelReplace::setPreferred(), CMI::ProductDownloadForFutureClassResponse::Products::ProductsElement::setReportingClass(), CMI::ProductDownloadForOptionClassResponse::Products::ProductsElement::setReportingClass(), CMI::ProductDownloadForStrategyClassResponse::Products::ProductsElement::Legs::LegsElement::setReportingClass(), CMI::ProductDownloadForEquityClassResponse::setRequestId(), CMI::ProductDownloadForFutureClassResponse::setRequestId(), CMI::ProductDownloadForOptionClassResponse::setRequestId(), CMI::ProductDownloadForStrategyClassResponse::setRequestId(), CMI::ProductDownloadRequestForClass::setRequestId(), CMI::ProductDownloadRequestForTradingSession::setRequestId(), CMI::ProductDownloadRequestForTradingSessionWithUnderlying::setRequestId(), CMI::ProductDownloadResponseForTradingSession::setRequestId(), CMI::ProductDownloadResponseForTradingSessionWithUnderlying::setRequestId(), CMI::ProductStateUpdateResponse::setRequestId(), CMI::StrategyDefinitionRequest::setRequestId(), CMI::TradingSessionBusinessDayRequest::setRequestId(), CMI::TradingSessionBusinessDayResponse::setRequestId(), CMI::TradingSessionStatusRequest::setRequestId(), CMI::TradingSessionStatusResponse::setRequestId(), setStringFieldValue(), CMI::AcceptFloorTrade::setSubAccount(), CMI::OrderFormat3::setSubAccount(), CMI::OrderFormat3CancelReplace::setSubAccount(), CMI::QuoteFillReport::setSubAccount(), CMI::SessionProfileResponse::DefaultProfile::DefaultProfileElement::setSubAccount(), CMI::SessionProfileResponse::DefaultSessionProfile::DefaultSessionProfileElement::setSubAccount(), CMI::SessionProfileResponse::Class_Profile::Class_ProfileElement::setSubAccount(), CMI::ProductDownloadResponseForTradingSession::ProductsForTradingSession::ProductsForTradingSessionElement::setTargetLocationId(), CMI::ProductDownloadResponseForTradingSessionWithUnderlying::ProductsForTradingSession::ProductsForTradingSessionElement::setTargetLocationId(), CMI::ProductDownloadForFutureClassResponse::setUnderlyingSymbol(), CMI::ProductDownloadForOptionClassResponse::setUnderlyingSymbol(), CMI::ProductDownloadForStrategyClassResponse::setUnderlyingSymbol(), CMI::ProductDownloadResponseForTradingSessionWithUnderlying::ProductsForTradingSession::ProductsForTradingSessionElement::setUnderlyingSymbol(), CMI::AcceptFloorTrade::setUserAcronym(), CMI::DeleteFloorTrade::setUserAcronym(), CMI::QRMStatusResponse::QRMs::QRMsElement::setUserAcronym(), CMI::QuoteFillReport::setUserAcronym(), CMI::SessionProfileResponse::setUserAcronym(), CMI::OrderFormat2Cancel::setUserAssignedCancelId(), CMI::OrderFormat3PartialCancel::setUserAssignedCancelId(), CMI::OrderFormat2CancelReplace::setUserAssignedCancelReplaceId(), CMI::OrderFormat3CancelReplace::setUserAssignedCancelReplaceId(), CMI::MassQuote::Quotes::QuotesElement::setUserAssignedId(), CMI::MassQuoteWithClearingInfo::Quotes::QuotesElement::setUserAssignedId(), CMI::OrderBustReinstateReport::setUserAssignedId(), CMI::OrderBustReport::setUserAssignedId(), CMI::OrderFillReport::setUserAssignedId(), CMI::OrderFormat1CancelRequest::setUserAssignedId(), CMI::OrderFormat2::setUserAssignedId(), CMI::OrderFormat2CancelReplace::setUserAssignedId(), CMI::OrderFormat2Response::OrderResponse::OrderResponseElement::setUserAssignedId(), CMI::OrderFormat3::setUserAssignedId(), CMI::OrderFormat3CancelReplace::setUserAssignedId(), CMI::OrderResponse::setUserAssignedId(), CMI::QuoteFillReport::setUserAssignedId(), CMI::SessionProfileResponse::setUserAssignedId(), CMI::Logon::setUserId(), CMI::OrderBustReport::setUserId(), CMI::QuoteBustReport::setUserId(), CMI::SessionProfileResponse::DPMs::DPMsElement::setUserId(), and CMI::SessionProfileResponse::setUserId().

std::ostream& CMI::StringToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getStringFieldValue().

template<typename T >
std::string CMI::toStdString ( const T &  data)
inline

Referenced by binToFix_Decimal32NULL(), binToFix_Decimal64NULL(), binToFix_PRICE9(), binToFix_PRICENULL9(), CMI::MassQuote::Quotes::QuotesElement::toStream(), CMI::MassQuoteWithClearingInfo::Quotes::QuotesElement::toStream(), CMI::OrderFillReport::Contras::ContrasElement::toStream(), CMI::OrderFormat2Response::OrderResponse::OrderResponseElement::toStream(), CMI::OrderResponse::LegOrderDetails::LegOrderDetailsElement::toStream(), CMI::PairedOrder::PairedOrders::PairedOrdersElement::toStream(), CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::toStream(), CMI::PairedStrategyOrder::PairedStrategyOrders::PairedStrategyOrdersElement::Legs::LegsElement::toStream(), CMI::ProductDownloadForFutureClassResponse::Products::ProductsElement::toStream(), CMI::ProductDownloadForOptionClassResponse::Products::ProductsElement::toStream(), CMI::ProductDownloadForStrategyClassResponse::Products::ProductsElement::Legs::LegsElement::toStream(), CMI::ProductDownloadResponseForTradingSession::ProductsForTradingSession::ProductsForTradingSessionElement::toStream(), CMI::ProductDownloadResponseForTradingSessionWithUnderlying::ProductsForTradingSession::ProductsForTradingSessionElement::toStream(), CMI::QRMStatusResponse::QRMs::QRMsElement::toStream(), CMI::QuoteFillReport::Contras::ContrasElement::toStream(), CMI::SessionProfileResponse::ExecutingGiveUpFirms::ExecutingGiveUpFirmsElement::toStream(), CMI::SessionProfileResponse::Accounts::AccountsElement::toStream(), CMI::SessionProfileResponse::DPMs::DPMsElement::toStream(), CMI::SessionProfileResponse::DefaultProfile::DefaultProfileElement::toStream(), CMI::SessionProfileResponse::DefaultSessionProfile::DefaultSessionProfileElement::toStream(), CMI::SessionProfileResponse::Class_Profile::Class_ProfileElement::toStream(), CMI::StrategyOrder::Legs::LegsElement::toStream(), and CMI::StrategyOrderCancelReplace::Legs::LegsElement::toStream().

template<>
std::string CMI::toStdString ( const AsciiString &  data)
inline

References Engine::BasicString< CharType >::toStdString().

template<>
std::string CMI::toStdString ( const i8 &  data)
inline
template<>
std::string CMI::toStdString ( const char &  data)
inline
std::ostream& CMI::UInt16ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getUInt16FieldValue().

std::ostream& CMI::UInt32ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getUInt32FieldValue().

std::ostream& CMI::UInt64ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getUInt64FieldValue().

std::ostream& CMI::UInt8ToStream ( std::ostream &  os,
const void *  buffer 
)
inline

References getUInt8FieldValue().

Variable Documentation

const FieldDescriptor CMI::AcceptFloorTrade_IteratorDefines[]
static

Referenced by CMI::AcceptFloorTrade::getIterator(), and CMI::AcceptFloorTrade::getSetIterator().

const FieldDescriptor CMI::AcceptFloorTradeResponse_IteratorDefines[]
static
Initial value:
= {
{
0,
"referenceSequenceNumber",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
1,
"cboeHighId",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
2,
"cboeLowId",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
}
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693

Referenced by CMI::AcceptFloorTradeResponse::getIterator(), and CMI::AcceptFloorTradeResponse::getSetIterator().

const FieldDescriptor CMI::AuctionNotification_IteratorDefines[]
static

Referenced by CMI::AuctionNotification::getIterator(), and CMI::AuctionNotification::getSetIterator().

const FieldDescriptor CMI::AuctionSubscription_IteratorDefines[]
static

Referenced by CMI::AuctionSubscription::getIterator(), and CMI::AuctionSubscription::getSetIterator().

const FieldDescriptor CMI::BusinessReject_IteratorDefines[]
static

Referenced by CMI::BusinessReject::getIterator(), and CMI::BusinessReject::getSetIterator().

const FieldDescriptor CMI::ClearQRMRequest_IteratorDefines[]
static
Initial value:
= {
{
0,
"userSessionKey",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
1,
"tradingSessionId",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
}
CMI::UInt8ToStream
std::ostream & UInt8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:638
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::getUInt8FieldSize
size_t getUInt8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:355
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::UInt8ValueType
Definition: CmiBinaryMessages.h:678

Referenced by CMI::ClearQRMRequest::getIterator(), and CMI::ClearQRMRequest::getSetIterator().

const FieldDescriptor CMI::DeleteFloorTrade_IteratorDefines[]
static

Referenced by CMI::DeleteFloorTrade::getIterator(), and CMI::DeleteFloorTrade::getSetIterator().

const FieldDescriptor CMI::GetQRMProfileRequest_IteratorDefines[]
static

Referenced by CMI::GetQRMProfileRequest::getIterator(), and CMI::GetQRMProfileRequest::getSetIterator().

const FieldDescriptor CMI::GetQRMProfileResponse_IteratorDefines[]
static

Referenced by CMI::GetQRMProfileResponse::getIterator(), and CMI::GetQRMProfileResponse::getSetIterator().

const FieldDescriptor CMI::GetQRMStatusRequest_IteratorDefines[]
static
Initial value:
= {
{
0,
"userSessionKey",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
1,
"qrmRequestId",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
2,
"tradingSessionId",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
}
CMI::UInt8ToStream
std::ostream & UInt8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:638
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::getUInt8FieldSize
size_t getUInt8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:355
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::UInt8ValueType
Definition: CmiBinaryMessages.h:678

Referenced by CMI::GetQRMStatusRequest::getIterator(), and CMI::GetQRMStatusRequest::getSetIterator().

const FieldDescriptor CMI::GMDAcknowledgement_IteratorDefines[]
static
Initial value:
= {
{
0,
"referenceSequenceNumber",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
}
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693

Referenced by CMI::GMDAcknowledgement::getIterator(), and CMI::GMDAcknowledgement::getSetIterator().

const FieldDescriptor CMI::Heartbeat_IteratorDefines[]
static
Initial value:
= {
{
0,
"requestId",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
1,
"millisTimeStamp",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
}
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693

Referenced by CMI::Heartbeat::getIterator(), and CMI::Heartbeat::getSetIterator().

const FieldDescriptor CMI::Logon_IteratorDefines[]
static

Referenced by CMI::Logon::getIterator(), and CMI::Logon::getSetIterator().

const FieldDescriptor CMI::LogonResponse_IteratorDefines[]
static
Initial value:
= {
{
0,
"userSessionKey",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
1,
"nextExpectedSequenceNumber",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
}
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693

Referenced by CMI::LogonResponse::getIterator(), and CMI::LogonResponse::getSetIterator().

const FieldDescriptor CMI::Logout_IteratorDefines[]
static
Initial value:
= {
{
0,
"millisTimeStamp",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
1,
"logoutReasonCode",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
{
2,
"messageDirection",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
}
CMI::UInt8ToStream
std::ostream & UInt8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:638
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::getUInt8FieldSize
size_t getUInt8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:355
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::UInt8ValueType
Definition: CmiBinaryMessages.h:678

Referenced by CMI::Logout::getIterator(), and CMI::Logout::getSetIterator().

const FieldDescriptor CMI::MassQuote_IteratorDefines[]
static

Referenced by CMI::MassQuote::getIterator(), and CMI::MassQuote::getSetIterator().

const FieldDescriptor CMI::MassQuoteWithClearingInfo_IteratorDefines[]
static

Referenced by CMI::MassQuoteWithClearingInfo::getIterator(), and CMI::MassQuoteWithClearingInfo::getSetIterator().

const FieldDescriptor CMI::OrderBustReinstateReport_IteratorDefines[]
static

Referenced by CMI::OrderBustReinstateReport::getIterator(), and CMI::OrderBustReinstateReport::getSetIterator().

const FieldDescriptor CMI::OrderBustReport_IteratorDefines[]
static

Referenced by CMI::OrderBustReport::getIterator(), and CMI::OrderBustReport::getSetIterator().

const FieldDescriptor CMI::OrderFillReport_IteratorDefines[]
static

Referenced by CMI::OrderFillReport::getIterator(), and CMI::OrderFillReport::getSetIterator().

const FieldDescriptor CMI::OrderFormat1_IteratorDefines[]
static

Referenced by CMI::OrderFormat1::getIterator(), and CMI::OrderFormat1::getSetIterator().

const FieldDescriptor CMI::OrderFormat1CancelReplace_IteratorDefines[]
static

Referenced by CMI::OrderFormat1CancelReplace::getIterator(), and CMI::OrderFormat1CancelReplace::getSetIterator().

const FieldDescriptor CMI::OrderFormat1CancelRequest_IteratorDefines[]
static

Referenced by CMI::OrderFormat1CancelRequest::getIterator(), and CMI::OrderFormat1CancelRequest::getSetIterator().

const FieldDescriptor CMI::OrderFormat2_IteratorDefines[]
static

Referenced by CMI::OrderFormat2::getIterator(), and CMI::OrderFormat2::getSetIterator().

const FieldDescriptor CMI::OrderFormat2Cancel_IteratorDefines[]
static

Referenced by CMI::OrderFormat2Cancel::getIterator(), and CMI::OrderFormat2Cancel::getSetIterator().

const FieldDescriptor CMI::OrderFormat2CancelReplace_IteratorDefines[]
static

Referenced by CMI::OrderFormat2CancelReplace::getIterator(), and CMI::OrderFormat2CancelReplace::getSetIterator().

const FieldDescriptor CMI::OrderFormat2Response_IteratorDefines[]
static
Initial value:
= {
{
0,
"timestamp",
ORDINARY_FIELD,
UInt64ValueType,
getUInt64FieldSize,
UInt64ToStream
},
{
1,
"referenceMessageType",
ORDINARY_FIELD,
UInt16ValueType,
getUInt16FieldSize,
UInt16ToStream
},
{
2,
"OrderResponse",
ORDINARY_FIELD,
GroupValueType,
OrderFormat2Response::OrderResponse::getGroupSize,
OrderFormat2Response::OrderResponse::toStream
},
}
CMI::UInt16ToStream
std::ostream & UInt16ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:623
CMI::UInt16ValueType
Definition: CmiBinaryMessages.h:675
CMI::getUInt16FieldSize
size_t getUInt16FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:340
CMI::UInt64ValueType
Definition: CmiBinaryMessages.h:677
CMI::GroupValueType
Definition: CmiBinaryMessages.h:687
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::getUInt64FieldSize
size_t getUInt64FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:350
CMI::UInt64ToStream
std::ostream & UInt64ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:633

Referenced by CMI::OrderFormat2Response::getIterator(), and CMI::OrderFormat2Response::getSetIterator().

const FieldDescriptor CMI::OrderFormat3_IteratorDefines[]
static

Referenced by CMI::OrderFormat3::getIterator(), and CMI::OrderFormat3::getSetIterator().

const FieldDescriptor CMI::OrderFormat3CancelReplace_IteratorDefines[]
static

Referenced by CMI::OrderFormat3CancelReplace::getIterator(), and CMI::OrderFormat3CancelReplace::getSetIterator().

const FieldDescriptor CMI::OrderFormat3PartialCancel_IteratorDefines[]
static

Referenced by CMI::OrderFormat3PartialCancel::getIterator(), and CMI::OrderFormat3PartialCancel::getSetIterator().

const FieldDescriptor CMI::OrderResponse_IteratorDefines[]
static

Referenced by CMI::OrderResponse::getIterator(), and CMI::OrderResponse::getSetIterator().

const FieldDescriptor CMI::PairedOrder_IteratorDefines[]
static

Referenced by CMI::PairedOrder::getIterator(), and CMI::PairedOrder::getSetIterator().

const FieldDescriptor CMI::PairedOrder_PairedOrders_IteratorDefines[]
static

Referenced by CMI::PairedOrder::PairedOrders::getElementsIterator().

const FieldDescriptor CMI::PairedStrategyOrder_IteratorDefines[]
static

Referenced by CMI::PairedStrategyOrder::getIterator(), and CMI::PairedStrategyOrder::getSetIterator().

const FieldDescriptor CMI::PairedStrategyOrder_PairedStrategyOrders_IteratorDefines[]
static

Referenced by CMI::PairedStrategyOrder::PairedStrategyOrders::getElementsIterator().

const FieldDescriptor CMI::ProductDownloadForEquityClassResponse_IteratorDefines[]
static

Referenced by CMI::ProductDownloadForEquityClassResponse::getIterator(), and CMI::ProductDownloadForEquityClassResponse::getSetIterator().

const FieldDescriptor CMI::ProductDownloadForFutureClassResponse_IteratorDefines[]
static

Referenced by CMI::ProductDownloadForFutureClassResponse::getIterator(), and CMI::ProductDownloadForFutureClassResponse::getSetIterator().

const FieldDescriptor CMI::ProductDownloadForOptionClassResponse_IteratorDefines[]
static

Referenced by CMI::ProductDownloadForOptionClassResponse::getIterator(), and CMI::ProductDownloadForOptionClassResponse::getSetIterator().

const FieldDescriptor CMI::ProductDownloadForStrategyClassResponse_IteratorDefines[]
static

Referenced by CMI::ProductDownloadForStrategyClassResponse::getIterator(), and CMI::ProductDownloadForStrategyClassResponse::getSetIterator().

const FieldDescriptor CMI::ProductDownloadForStrategyClassResponse_Products_IteratorDefines[]
static

Referenced by CMI::ProductDownloadForStrategyClassResponse::Products::getElementsIterator().

const FieldDescriptor CMI::ProductDownloadRequestForClass_IteratorDefines[]
static

Referenced by CMI::ProductDownloadRequestForClass::getIterator(), and CMI::ProductDownloadRequestForClass::getSetIterator().

const FieldDescriptor CMI::ProductDownloadRequestForTradingSession_IteratorDefines[]
static
Initial value:
= {
{
0,
"requestId",
ORDINARY_FIELD,
Alpha8ValueType,
getAlpha8FieldSize,
Alpha8ToStream
},
{
1,
"tradingSessionId",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
{
2,
"productType",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
}
CMI::UInt8ToStream
std::ostream & UInt8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:638
CMI::Alpha8ToStream
std::ostream & Alpha8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:593
CMI::Alpha8ValueType
Definition: CmiBinaryMessages.h:669
CMI::getUInt8FieldSize
size_t getUInt8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:355
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::getAlpha8FieldSize
size_t getAlpha8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:310
CMI::UInt8ValueType
Definition: CmiBinaryMessages.h:678

Referenced by CMI::ProductDownloadRequestForTradingSession::getIterator(), and CMI::ProductDownloadRequestForTradingSession::getSetIterator().

const FieldDescriptor CMI::ProductDownloadRequestForTradingSessionWithUnderlying_IteratorDefines[]
static
Initial value:
= {
{
0,
"requestId",
ORDINARY_FIELD,
Alpha8ValueType,
getAlpha8FieldSize,
Alpha8ToStream
},
{
1,
"tradingSessionId",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
{
2,
"productType",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
}
CMI::UInt8ToStream
std::ostream & UInt8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:638
CMI::Alpha8ToStream
std::ostream & Alpha8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:593
CMI::Alpha8ValueType
Definition: CmiBinaryMessages.h:669
CMI::getUInt8FieldSize
size_t getUInt8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:355
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::getAlpha8FieldSize
size_t getAlpha8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:310
CMI::UInt8ValueType
Definition: CmiBinaryMessages.h:678

Referenced by CMI::ProductDownloadRequestForTradingSessionWithUnderlying::getIterator(), and CMI::ProductDownloadRequestForTradingSessionWithUnderlying::getSetIterator().

const FieldDescriptor CMI::ProductDownloadResponseForTradingSession_IteratorDefines[]
static

Referenced by CMI::ProductDownloadResponseForTradingSession::getIterator(), and CMI::ProductDownloadResponseForTradingSession::getSetIterator().

const FieldDescriptor CMI::ProductDownloadResponseForTradingSessionWithUnderlying_IteratorDefines[]
static

Referenced by CMI::ProductDownloadResponseForTradingSessionWithUnderlying::getIterator(), and CMI::ProductDownloadResponseForTradingSessionWithUnderlying::getSetIterator().

const FieldDescriptor CMI::ProductStateUpdateResponse_IteratorDefines[]
static

Referenced by CMI::ProductStateUpdateResponse::getIterator(), and CMI::ProductStateUpdateResponse::getSetIterator().

const FieldDescriptor CMI::QRMControlUpdateInitialization_IteratorDefines[]
static

Referenced by CMI::QRMControlUpdateInitialization::getIterator(), and CMI::QRMControlUpdateInitialization::getSetIterator().

const FieldDescriptor CMI::QRMEnablementAndSettings_IteratorDefines[]
static

Referenced by CMI::QRMEnablementAndSettings::getIterator(), and CMI::QRMEnablementAndSettings::getSetIterator().

const FieldDescriptor CMI::QRMQueryResponse_IteratorDefines[]
static
Initial value:
= {
{
0,
"finalResponse",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
{
1,
"QRMs",
ORDINARY_FIELD,
GroupValueType,
QRMQueryResponse::QRMs::getGroupSize,
QRMQueryResponse::QRMs::toStream
},
}
CMI::UInt8ToStream
std::ostream & UInt8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:638
CMI::GroupValueType
Definition: CmiBinaryMessages.h:687
CMI::getUInt8FieldSize
size_t getUInt8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:355
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::UInt8ValueType
Definition: CmiBinaryMessages.h:678

Referenced by CMI::QRMQueryResponse::getIterator(), and CMI::QRMQueryResponse::getSetIterator().

const FieldDescriptor CMI::QRMStatusResponse_IteratorDefines[]
static
Initial value:
= {
{
0,
"finalResponse",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
{
1,
"qrmRequestId",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
2,
"QRMs",
ORDINARY_FIELD,
GroupValueType,
QRMStatusResponse::QRMs::getGroupSize,
QRMStatusResponse::QRMs::toStream
},
}
CMI::UInt8ToStream
std::ostream & UInt8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:638
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::GroupValueType
Definition: CmiBinaryMessages.h:687
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::getUInt8FieldSize
size_t getUInt8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:355
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::UInt8ValueType
Definition: CmiBinaryMessages.h:678

Referenced by CMI::QRMStatusResponse::getIterator(), and CMI::QRMStatusResponse::getSetIterator().

const FieldDescriptor CMI::QuoteAcknowledgement_IteratorDefines[]
static

Referenced by CMI::QuoteAcknowledgement::getIterator(), and CMI::QuoteAcknowledgement::getSetIterator().

const FieldDescriptor CMI::QuoteBustReport_IteratorDefines[]
static

Referenced by CMI::QuoteBustReport::getIterator(), and CMI::QuoteBustReport::getSetIterator().

const FieldDescriptor CMI::QuoteCancelRequest_IteratorDefines[]
static

Referenced by CMI::QuoteCancelRequest::getIterator(), and CMI::QuoteCancelRequest::getSetIterator().

const FieldDescriptor CMI::QuoteCancelResponse_IteratorDefines[]
static

Referenced by CMI::QuoteCancelResponse::getIterator(), and CMI::QuoteCancelResponse::getSetIterator().

const FieldDescriptor CMI::QuoteFillReport_IteratorDefines[]
static

Referenced by CMI::QuoteFillReport::getIterator(), and CMI::QuoteFillReport::getSetIterator().

const FieldDescriptor CMI::RateInfo_IteratorDefines[]
static

Referenced by CMI::RateInfo::getIterator(), and CMI::RateInfo::getSetIterator().

const FieldDescriptor CMI::RemoveQRMProfileByClassByTypeRequest_IteratorDefines[]
static

Referenced by CMI::RemoveQRMProfileByClassByTypeRequest::getIterator(), and CMI::RemoveQRMProfileByClassByTypeRequest::getSetIterator().

const FieldDescriptor CMI::RequestAcknowledgementMessage_IteratorDefines[]
static
Initial value:
= {
{
0,
"referenceSequenceNumber",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
}
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693

Referenced by CMI::RequestAcknowledgementMessage::getIterator(), and CMI::RequestAcknowledgementMessage::getSetIterator().

const FieldDescriptor CMI::RequestForQuote_IteratorDefines[]
static

Referenced by CMI::RequestForQuote::getIterator(), and CMI::RequestForQuote::getSetIterator().

const FieldDescriptor CMI::SequenceReset_IteratorDefines[]
static
Initial value:
= {
{
0,
"gapFillFlag",
ORDINARY_FIELD,
BooleanValueType,
getBooleanFieldSize,
BooleanToStream
},
{
1,
"resetSequenceNumber",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
}
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::BooleanToStream
std::ostream & BooleanToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:598
CMI::getBooleanFieldSize
size_t getBooleanFieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:315
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::BooleanValueType
Definition: CmiBinaryMessages.h:670

Referenced by CMI::SequenceReset::getIterator(), and CMI::SequenceReset::getSetIterator().

const FieldDescriptor CMI::SessionProfileResponse_IteratorDefines[]
static

Referenced by CMI::SessionProfileResponse::getIterator(), and CMI::SessionProfileResponse::getSetIterator().

const FieldDescriptor CMI::SessionReject_IteratorDefines[]
static
Initial value:
= {
{
0,
"referenceSequenceNumber",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
1,
"lastKnowSequenceNumber",
ORDINARY_FIELD,
UInt32ValueType,
getUInt32FieldSize,
UInt32ToStream
},
{
2,
"rejectReasonCode",
ORDINARY_FIELD,
UInt16ValueType,
getUInt16FieldSize,
UInt16ToStream
},
}
CMI::UInt16ToStream
std::ostream & UInt16ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:623
CMI::UInt32ValueType
Definition: CmiBinaryMessages.h:676
CMI::UInt16ValueType
Definition: CmiBinaryMessages.h:675
CMI::getUInt16FieldSize
size_t getUInt16FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:340
CMI::UInt32ToStream
std::ostream & UInt32ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:628
CMI::getUInt32FieldSize
size_t getUInt32FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:345
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693

Referenced by CMI::SessionReject::getIterator(), and CMI::SessionReject::getSetIterator().

const FieldDescriptor CMI::SetQRMProfileRequest_IteratorDefines[]
static

Referenced by CMI::SetQRMProfileRequest::getIterator(), and CMI::SetQRMProfileRequest::getSetIterator().

const FieldDescriptor CMI::StrategyDefinitionRequest_IteratorDefines[]
static

Referenced by CMI::StrategyDefinitionRequest::getIterator(), and CMI::StrategyDefinitionRequest::getSetIterator().

const FieldDescriptor CMI::StrategyOrder_IteratorDefines[]
static

Referenced by CMI::StrategyOrder::getIterator(), and CMI::StrategyOrder::getSetIterator().

const FieldDescriptor CMI::StrategyOrderCancelReplace_IteratorDefines[]
static

Referenced by CMI::StrategyOrderCancelReplace::getIterator(), and CMI::StrategyOrderCancelReplace::getSetIterator().

const FieldDescriptor CMI::TextMessage_IteratorDefines[]
static

Referenced by CMI::TextMessage::getIterator(), and CMI::TextMessage::getSetIterator().

const FieldDescriptor CMI::TradingSessionBusinessDayRequest_IteratorDefines[]
static
Initial value:
= {
{
0,
"requestId",
ORDINARY_FIELD,
Alpha8ValueType,
getAlpha8FieldSize,
Alpha8ToStream
},
{
1,
"tradingSessionId",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
{
2,
"subscriptionType",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
}
CMI::UInt8ToStream
std::ostream & UInt8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:638
CMI::Alpha8ToStream
std::ostream & Alpha8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:593
CMI::Alpha8ValueType
Definition: CmiBinaryMessages.h:669
CMI::getUInt8FieldSize
size_t getUInt8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:355
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::getAlpha8FieldSize
size_t getAlpha8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:310
CMI::UInt8ValueType
Definition: CmiBinaryMessages.h:678

Referenced by CMI::TradingSessionBusinessDayRequest::getIterator(), and CMI::TradingSessionBusinessDayRequest::getSetIterator().

const FieldDescriptor CMI::TradingSessionBusinessDayResponse_IteratorDefines[]
static

Referenced by CMI::TradingSessionBusinessDayResponse::getIterator(), and CMI::TradingSessionBusinessDayResponse::getSetIterator().

const FieldDescriptor CMI::TradingSessionStatusRequest_IteratorDefines[]
static
Initial value:
= {
{
0,
"requestId",
ORDINARY_FIELD,
Alpha8ValueType,
getAlpha8FieldSize,
Alpha8ToStream
},
{
1,
"tradingSessionId",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
{
2,
"subscriptionType",
ORDINARY_FIELD,
UInt8ValueType,
getUInt8FieldSize,
UInt8ToStream
},
}
CMI::UInt8ToStream
std::ostream & UInt8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:638
CMI::Alpha8ToStream
std::ostream & Alpha8ToStream(std::ostream &os, const void *buffer)
Definition: CmiBinaryMessages.h:593
CMI::Alpha8ValueType
Definition: CmiBinaryMessages.h:669
CMI::getUInt8FieldSize
size_t getUInt8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:355
CMI::ORDINARY_FIELD
Definition: CmiBinaryMessages.h:693
CMI::getAlpha8FieldSize
size_t getAlpha8FieldSize(const void *buffer)
Definition: CmiBinaryMessages.h:310
CMI::UInt8ValueType
Definition: CmiBinaryMessages.h:678

Referenced by CMI::TradingSessionStatusRequest::getIterator(), and CMI::TradingSessionStatusRequest::getSetIterator().

const FieldDescriptor CMI::TradingSessionStatusResponse_IteratorDefines[]
static

Referenced by CMI::TradingSessionStatusResponse::getIterator(), and CMI::TradingSessionStatusResponse::getSetIterator().

const int CMI::UDP_MAX_PAYLOAD = 1460
static
Generated on Thu Nov 3 2022 19:33:05 for B2BITS FIX Antenna HFT by   doxygen 1.8.5