46 enum { TemplateId = 57 };
73 :
Base(data, length, version)
75 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
76 assert(length >= minimalBlockLength(version));
90 resetVariableFields();
101 return enumeration<EventType>(offset);
110 setEnumeration<EventType>(offset, value);
122 return ordinary<Timestamp>(offset);
132 setOrdinary(offset, value.sinceEpoch());
144 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
145 minimalBlockLength(version);
159 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
169 return "InstrumentDefinitionFixedIncome57.EventsEntry";
203 :
Base(data, length, version)
205 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
206 assert(length >= minimalBlockLength(version));
220 resetVariableFields();
233 return fixedStr<length>(offset);
244 setFixedStr<length>(offset, value);
255 return ordinary<Int8>(offset);
264 setOrdinary(offset, value);
276 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
277 minimalBlockLength(version);
291 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
301 return "InstrumentDefinitionFixedIncome57.FeedTypesEntry";
335 :
Base(data, length, version)
337 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
338 assert(length >= minimalBlockLength(version));
352 resetVariableFields();
373 return ordinary<InstAttribValue>(offset);
383 setOrdinary(offset, value);
395 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
396 minimalBlockLength(version);
410 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
420 return "InstrumentDefinitionFixedIncome57.InstAttribEntry";
454 :
Base(data, length, version)
456 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
457 assert(length >= minimalBlockLength(version));
473 resetVariableFields();
485 return ordinary<Int8>(offset);
495 setOrdinary(offset, value);
523 setOrdinary(offset, value);
544 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
545 minimalBlockLength(version);
559 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
569 return "InstrumentDefinitionFixedIncome57.LotTypeRulesEntry";
588 checkVersion<Schema>(version);
589 checkLength(length, version);
590 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
604 checkVersion<Schema>(version);
605 checkLength(length, version);
606 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
607 resetVariableFields();
617 checkCompatibility();
626 assert(message.
valid());
628 checkCompatibility();
639 return ordinary<MatchEventIndicator>(offset);
651 setOrdinary(offset, value);
673 setOrdinary(offset, value);
696 return enumeration<SecurityUpdateAction>(offset);
709 setEnumeration<SecurityUpdateAction>(offset, value);
721 return ordinary<Timestamp>(offset);
731 setOrdinary(offset, value.sinceEpoch());
744 return enumeration<SecurityTradingStatus>(value, offset,
NullUInt8());
755 setEnumeration<SecurityTradingStatus>(offset, value);
775 return ordinary<Int16>(offset);
784 setOrdinary(offset, value);
796 return ordinary<UInt8>(offset);
806 setOrdinary(offset, value);
817 return ordinary<UInt8>(offset);
826 setOrdinary(offset, value);
838 return fixedStr<length>(offset);
848 setFixedStr<length>(offset, value);
860 return fixedStr<length>(offset);
870 setFixedStr<length>(offset, value);
882 return fixedStr<length>(offset);
892 setFixedStr<length>(offset, value);
904 return fixedStr<length>(offset);
914 setFixedStr<length>(offset, value);
925 return ordinary<Int32>(offset);
934 setOrdinary(offset, value);
955 return fixedStr<length>(offset);
965 setFixedStr<length>(offset, value);
977 return fixedStr<length>(offset);
987 setFixedStr<length>(offset, value);
999 return fixedStr<length>(offset);
1009 setFixedStr<length>(offset, value);
1022 return fixedStr<length>(offset);
1033 setFixedStr<length>(offset, value);
1044 return ordinary<CHAR>(offset);
1053 setOrdinary(offset, value);
1064 return ordinary<UInt32>(offset);
1073 setOrdinary(offset, value);
1084 return ordinary<UInt32>(offset);
1093 setOrdinary(offset, value);
1115 setOrdinary(offset, value);
1136 return decimal<Decimal9>(offset);
1146 setOrdinary(offset, value);
1157 return ordinary(value, offset,
NullUInt8());
1166 setOrdinary(offset, value);
1186 return ordinary(value, offset,
NullUInt8());
1195 setOrdinary(offset, value);
1215 return ordinary(value, offset,
NullUInt8());
1224 setOrdinary(offset, value);
1247 return fixedStr<length>(offset);
1259 setFixedStr<length>(offset, value);
1281 setOrdinary(offset, value);
1310 setOrdinary(offset, value);
1333 FieldValue fieldValue;
1379 setOrdinary(offset, value);
1408 setOrdinary(offset, value);
1437 setOrdinary(offset, value);
1468 setOrdinary(offset, value);
1490 FieldValue fieldValue;
1528 FieldValue fieldValue;
1566 FieldValue fieldValue;
1615 setOrdinary(offset, value);
1644 setOrdinary(offset, value);
1666 return fixedStr<length>(offset);
1677 setFixedStr<length>(offset, value);
1689 return ordinary(value, offset,
NullUInt16());
1699 setOrdinary(offset, value);
1721 return fixedStr<length>(offset);
1732 setFixedStr<length>(offset, value);
1744 return fixedStr<length>(offset);
1754 setFixedStr<length>(offset, value);
1767 return fixedStr<length>(offset);
1778 setFixedStr<length>(offset, value);
1790 return fixedStr<length>(offset);
1800 setFixedStr<length>(offset, value);
1813 return fixedStr<length>(offset);
1824 setFixedStr<length>(offset, value);
1838 return enumeration<SecurityAltIDSource>(value, offset,
NullUInt8());
1850 setEnumeration<SecurityAltIDSource>(offset, value);
1871 return fixedStr<length>(offset);
1881 setFixedStr<length>(offset, value);
1893 return fixedStr<length>(offset);
1903 setFixedStr<length>(offset, value);
1914 return ordinary<UserDefinedInstrument>(offset);
1925 setOrdinary(offset, value);
1938 return fixedStr<length>(offset);
1949 setFixedStr<length>(offset, value);
1962 return fixedStr<length>(offset);
1973 setFixedStr<length>(offset, value);
1984 return ordinary(value, offset,
NullUInt64());
1993 setOrdinary(offset, value);
2011 return getGroup<Events>(EventsAccess(), *
this);
2019 return getGroup<Events>(EventsAccess(), *
this);
2027 return constructGroup<Events>(
2040 return setupGroup<Events>(
2051 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
2059 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
2067 return constructGroup<FeedTypes>(
2080 return setupGroup<FeedTypes>(
2091 return getGroup<InstAttrib>(
2101 return getGroup<InstAttrib>(
2111 return constructGroup<InstAttrib>(
2124 return setupGroup<InstAttrib>(
2135 return getGroup<LotTypeRules>(
2136 LotTypeRulesAccess(),
2145 return getGroup<LotTypeRules>(
2146 LotTypeRulesAccess(),
2157 return constructGroup<LotTypeRules>(
2158 LotTypeRulesAccess(),
2170 return setupGroup<LotTypeRules>(
2171 LotTypeRulesAccess(),
2186 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2197 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2198 minimalBlockLength(version);
2211 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2212 static_cast<MessageSize>(Events::EmptySize) + static_cast<MessageSize>(FeedTypes::EmptySize) +
static_cast<MessageSize>(InstAttrib::EmptySize) + static_cast<MessageSize>(LotTypeRules::EmptySize);
2230 totNumReportsNull();
2231 securityTradingStatusNull();
2232 minPriceIncrementNull();
2235 priceDisplayFormatNull();
2236 unitOfMeasureQtyNull();
2237 tradingReferencePriceNull();
2238 tradingReferenceDateNull();
2239 highLimitPriceNull();
2240 lowLimitPriceNull();
2241 maxPriceVariationNull();
2242 minPriceIncrementAmountNull();
2248 couponFrequencyPeriodNull();
2249 securityAltIdSourceNull();
2250 instrumentGUIdNull();
2252 resetVariableFields();
2262 return "InstrumentDefinitionFixedIncome57";
2281 lotTypeRules().tail();
2290 SbeMessage::calculateBinarySize(tail());
2298 minimalBlockLength(version) +
2299 MessageHeader::Size +
2300 getMinimalVariableFieldsSize(version);
2303 *
this, length, minimalRequiredLength);
2307 void checkVarLenFields()
const 2310 checkTail<Events>().
2311 checkTail<FeedTypes>().
2312 checkTail<InstAttrib>().
2313 checkTail<LotTypeRules>();
2316 void checkCompatibility()
const 2318 assert(TemplateId == templateId());
2320 checkSchema<Schema>(schemaId(), version());
2321 checkLength(bufferSize(), version());
2322 checkVarLenFields();
2344 resetGroup<Events>(EventsAccess(), *
this);
2348 struct FeedTypesAccess
2364 void feedTypesNull()
2367 resetGroup<FeedTypes>(FeedTypesAccess(), *
this);
2371 struct InstAttribAccess
2388 void instAttribNull()
2391 resetGroup<InstAttrib>(
2397 struct LotTypeRulesAccess
2409 head<LotTypeRules>();
2415 void lotTypeRulesNull()
2418 resetGroup<LotTypeRules>(
2419 LotTypeRulesAccess(),
2436 enum { TemplateId = 58 };
2463 :
Base(data, length, version)
2465 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
2466 assert(length >= minimalBlockLength(version));
2480 resetVariableFields();
2491 return enumeration<EventType>(offset);
2500 setEnumeration<EventType>(offset, value);
2512 return ordinary<Timestamp>(offset);
2522 setOrdinary(offset, value.sinceEpoch());
2534 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2535 minimalBlockLength(version);
2549 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2559 return "InstrumentDefinitionRepo58.EventsEntry";
2593 :
Base(data, length, version)
2595 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
2596 assert(length >= minimalBlockLength(version));
2610 resetVariableFields();
2623 return fixedStr<length>(offset);
2634 setFixedStr<length>(offset, value);
2645 return ordinary<Int8>(offset);
2654 setOrdinary(offset, value);
2666 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2667 minimalBlockLength(version);
2681 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2691 return "InstrumentDefinitionRepo58.FeedTypesEntry";
2725 :
Base(data, length, version)
2727 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
2728 assert(length >= minimalBlockLength(version));
2742 resetVariableFields();
2762 return ordinary<InstAttribValue>(offset);
2771 setOrdinary(offset, value);
2783 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2784 minimalBlockLength(version);
2798 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2808 return "InstrumentDefinitionRepo58.InstAttribEntry";
2842 :
Base(data, length, version)
2844 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
2845 assert(length >= minimalBlockLength(version));
2861 resetVariableFields();
2873 return ordinary<Int8>(offset);
2883 setOrdinary(offset, value);
2911 setOrdinary(offset, value);
2932 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2933 minimalBlockLength(version);
2947 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
2957 return "InstrumentDefinitionRepo58.LotTypeRulesEntry";
2991 :
Base(data, length, version)
2993 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
2994 assert(length >= minimalBlockLength(version));
3008 underlyingSecurityIdNull();
3009 underlyingSecurityAltIdSourceNull();
3010 underlyingMaxLifeTimeNull();
3011 underlyingMinDaysToMaturityNull();
3012 underlyingInstrumentGUIdNull();
3013 underlyingMaturityDateNull();
3015 resetVariableFields();
3030 return fixedStr<length>(offset);
3043 setFixedStr<length>(offset, value);
3058 return ordinary(value, offset,
NullInt32());
3071 setOrdinary(offset, value);
3106 return fixedStr<length>(offset);
3120 setFixedStr<length>(offset, value);
3134 return enumeration<SecurityAltIDSource>(value, offset,
NullUInt8());
3146 setEnumeration<SecurityAltIDSource>(offset, value);
3170 return fixedStr<length>(offset);
3183 setFixedStr<length>(offset, value);
3195 return fixedStr<length>(offset);
3205 setFixedStr<length>(offset, value);
3218 return fixedStr<length>(offset);
3229 setFixedStr<length>(offset, value);
3242 return fixedStr<length>(offset);
3253 setFixedStr<length>(offset, value);
3266 return ordinary(value, offset,
NullUInt8());
3277 setOrdinary(offset, value);
3299 return ordinary(value, offset,
NullUInt16());
3310 setOrdinary(offset, value);
3331 return ordinary(value, offset,
NullUInt64());
3341 setOrdinary(offset, value);
3365 FieldValue fieldValue;
3404 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
3405 minimalBlockLength(version);
3419 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
3429 return "InstrumentDefinitionRepo58.UnderlyingsEntry";
3463 :
Base(data, length, version)
3465 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
3466 assert(length >= minimalBlockLength(version));
3480 relatedInstrumentGUIdNull();
3482 resetVariableFields();
3496 return ordinary<Int32>(offset);
3508 setOrdinary(offset, value);
3529 return fixedStr<length>(offset);
3539 setFixedStr<length>(offset, value);
3550 return ordinary(value, offset,
NullUInt64());
3559 setOrdinary(offset, value);
3580 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
3581 minimalBlockLength(version);
3595 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
3605 return "InstrumentDefinitionRepo58.RelatedInstrumentsEntry";
3637 enum { SinceVersion = 13 };
3645 :
Base(data, length, version)
3647 assert(version >= SinceVersion);
3648 assert(length >= minimalBlockLength(version));
3662 brokenDateStartNull();
3663 brokenDateEndNull();
3665 resetVariableFields();
3676 return ordinary<UInt64>(offset);
3685 setOrdinary(offset, value);
3696 return ordinary<Int32>(offset);
3705 setOrdinary(offset, value);
3718 FieldValue fieldValue;
3756 FieldValue fieldValue;
3793 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
3794 minimalBlockLength(version);
3808 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
3818 return "InstrumentDefinitionRepo58.BrokenDatesEntry";
3837 checkVersion<Schema>(version);
3838 checkLength(length, version);
3839 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3853 checkVersion<Schema>(version);
3854 checkLength(length, version);
3855 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
3856 resetVariableFields();
3866 checkCompatibility();
3875 assert(message.
valid());
3877 checkCompatibility();
3888 return ordinary<MatchEventIndicator>(offset);
3900 setOrdinary(offset, value);
3912 return ordinary(value, offset,
NullUInt32());
3922 setOrdinary(offset, value);
3945 return enumeration<SecurityUpdateAction>(offset);
3958 setEnumeration<SecurityUpdateAction>(offset, value);
3970 return ordinary<Timestamp>(offset);
3980 setOrdinary(offset, value.sinceEpoch());
3993 return enumeration<SecurityTradingStatus>(value, offset,
NullUInt8());
4004 setEnumeration<SecurityTradingStatus>(offset, value);
4024 return ordinary<Int16>(offset);
4033 setOrdinary(offset, value);
4045 return ordinary<UInt8>(offset);
4055 setOrdinary(offset, value);
4066 return ordinary<UInt8>(offset);
4075 setOrdinary(offset, value);
4087 return fixedStr<length>(offset);
4097 setFixedStr<length>(offset, value);
4109 return fixedStr<length>(offset);
4119 setFixedStr<length>(offset, value);
4131 return fixedStr<length>(offset);
4141 setFixedStr<length>(offset, value);
4153 return fixedStr<length>(offset);
4163 setFixedStr<length>(offset, value);
4174 return ordinary<Int32>(offset);
4183 setOrdinary(offset, value);
4205 return fixedStr<length>(offset);
4215 setFixedStr<length>(offset, value);
4227 return fixedStr<length>(offset);
4237 setFixedStr<length>(offset, value);
4249 return fixedStr<length>(offset);
4259 setFixedStr<length>(offset, value);
4271 return fixedStr<length>(offset);
4281 setFixedStr<length>(offset, value);
4292 return ordinary<CHAR>(offset);
4301 setOrdinary(offset, value);
4312 return ordinary<UInt32>(offset);
4321 setOrdinary(offset, value);
4332 return ordinary<UInt32>(offset);
4341 setOrdinary(offset, value);
4352 return decimal<PRICE9>(offset);
4361 setOrdinary(offset, value);
4373 return decimal<Decimal9>(offset);
4383 setOrdinary(offset, value);
4397 return fixedStr<length>(offset);
4409 setFixedStr<length>(offset, value);
4431 setOrdinary(offset, value);
4460 setOrdinary(offset, value);
4483 FieldValue fieldValue;
4529 setOrdinary(offset, value);
4558 setOrdinary(offset, value);
4587 setOrdinary(offset, value);
4608 return fixedStr<length>(offset);
4618 setFixedStr<length>(offset, value);
4630 return fixedStr<length>(offset);
4640 setFixedStr<length>(offset, value);
4654 FieldValue fieldValue;
4695 FieldValue fieldValue;
4735 return fixedStr<length>(offset);
4746 setFixedStr<length>(offset, value);
4757 return enumeration<RepoSubType>(offset);
4766 setEnumeration<RepoSubType>(offset, value);
4778 return enumeration<MoneyOrPar>(value, offset,
NullUInt8());
4788 setEnumeration<MoneyOrPar>(offset, value);
4809 return ordinary<UInt8>(offset);
4819 setOrdinary(offset, value);
4831 return fixedStr<length>(offset);
4841 setFixedStr<length>(offset, value);
4852 return ordinary<UserDefinedInstrument>(offset);
4863 setOrdinary(offset, value);
4876 return fixedStr<length>(offset);
4887 setFixedStr<length>(offset, value);
4900 return fixedStr<length>(offset);
4911 setFixedStr<length>(offset, value);
4922 return ordinary(value, offset,
NullUInt64());
4931 setOrdinary(offset, value);
4952 return fixedStr<length>(offset);
4962 setFixedStr<length>(offset, value);
4976 return ordinary(value, offset,
NullUInt8(), since);
4987 setOrdinary(offset, value, since);
4996 setOrdinary(offset,
NullUInt8(), since);
5005 return getGroup<Events>(EventsAccess(), *
this);
5013 return getGroup<Events>(EventsAccess(), *
this);
5021 return constructGroup<Events>(
5034 return setupGroup<Events>(
5045 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
5053 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
5061 return constructGroup<FeedTypes>(
5074 return setupGroup<FeedTypes>(
5085 return getGroup<InstAttrib>(
5095 return getGroup<InstAttrib>(
5105 return constructGroup<InstAttrib>(
5118 return setupGroup<InstAttrib>(
5129 return getGroup<LotTypeRules>(
5130 LotTypeRulesAccess(),
5139 return getGroup<LotTypeRules>(
5140 LotTypeRulesAccess(),
5151 return constructGroup<LotTypeRules>(
5152 LotTypeRulesAccess(),
5164 return setupGroup<LotTypeRules>(
5165 LotTypeRulesAccess(),
5175 return getGroup<Underlyings>(
5176 UnderlyingsAccess(),
5185 return getGroup<Underlyings>(
5186 UnderlyingsAccess(),
5195 return constructGroup<Underlyings>(
5196 UnderlyingsAccess(),
5208 return setupGroup<Underlyings>(
5209 UnderlyingsAccess(),
5219 return getGroup<RelatedInstruments>(
5220 RelatedInstrumentsAccess(),
5229 return getGroup<RelatedInstruments>(
5230 RelatedInstrumentsAccess(),
5241 return constructGroup<RelatedInstruments>(
5242 RelatedInstrumentsAccess(),
5254 return setupGroup<RelatedInstruments>(
5255 RelatedInstrumentsAccess(),
5267 return getGroup<BrokenDates>(
5268 BrokenDatesAccess(),
5280 return getGroup<BrokenDates>(
5281 BrokenDatesAccess(),
5293 return constructGroup<BrokenDates>(
5294 BrokenDatesAccess(),
5309 return setupGroup<BrokenDates>(
5310 BrokenDatesAccess(),
5323 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
5336 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
5337 minimalBlockLength(version);
5347 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
5349 ? static_cast<MessageSize>(Events::EmptySize) +
static_cast<MessageSize>(FeedTypes::EmptySize) + static_cast<MessageSize>(InstAttrib::EmptySize) +
static_cast<MessageSize>(LotTypeRules::EmptySize) + static_cast<MessageSize>(Underlyings::EmptySize) +
static_cast<MessageSize>(RelatedInstruments::EmptySize) + static_cast<MessageSize>(BrokenDates::EmptySize)
5350 :
static_cast<MessageSize>(Events::EmptySize) + static_cast<MessageSize>(FeedTypes::EmptySize) +
static_cast<MessageSize>(InstAttrib::EmptySize) + static_cast<MessageSize>(LotTypeRules::EmptySize) +
static_cast<MessageSize>(Underlyings::EmptySize) + static_cast<MessageSize>(RelatedInstruments::EmptySize);
5362 relatedInstrumentsNull();
5371 totNumReportsNull();
5372 securityTradingStatusNull();
5373 unitOfMeasureQtyNull();
5374 tradingReferencePriceNull();
5375 tradingReferenceDateNull();
5376 highLimitPriceNull();
5377 lowLimitPriceNull();
5378 maxPriceVariationNull();
5382 instrumentGUIdNull();
5384 if (version() >= 13)
5386 brokenDateTermTypeNull();
5389 resetVariableFields();
5399 return "InstrumentDefinitionRepo58";
5420 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
5425 relatedInstruments().tail();
5429 brokenDates().tail();
5438 SbeMessage::calculateBinarySize(tail());
5446 minimalBlockLength(version) +
5447 MessageHeader::Size +
5448 getMinimalVariableFieldsSize(version);
5451 *
this, length, minimalRequiredLength);
5455 void checkVarLenFields()
const 5460 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
5465 checkTail<Events>().
5466 checkTail<FeedTypes>().
5467 checkTail<InstAttrib>().
5468 checkTail<LotTypeRules>().
5469 checkTail<Underlyings>().
5470 checkTail<RelatedInstruments>();
5476 checkTail<Events>().
5477 checkTail<FeedTypes>().
5478 checkTail<InstAttrib>().
5479 checkTail<LotTypeRules>().
5480 checkTail<Underlyings>().
5481 checkTail<RelatedInstruments>().
5482 checkTail<BrokenDates>();
5485 void checkCompatibility()
const 5487 assert(TemplateId == templateId());
5489 checkSchema<Schema>(schemaId(), version());
5490 checkLength(bufferSize(), version());
5491 checkVarLenFields();
5513 resetGroup<Events>(EventsAccess(), *
this);
5517 struct FeedTypesAccess
5533 void feedTypesNull()
5536 resetGroup<FeedTypes>(FeedTypesAccess(), *
this);
5540 struct InstAttribAccess
5557 void instAttribNull()
5560 resetGroup<InstAttrib>(
5566 struct LotTypeRulesAccess
5578 head<LotTypeRules>();
5584 void lotTypeRulesNull()
5587 resetGroup<LotTypeRules>(
5588 LotTypeRulesAccess(),
5593 struct UnderlyingsAccess
5605 tail<LotTypeRules>().
5606 head<Underlyings>();
5612 void underlyingsNull()
5615 resetGroup<Underlyings>(
5616 UnderlyingsAccess(),
5621 struct RelatedInstrumentsAccess
5633 tail<LotTypeRules>().
5634 tail<Underlyings>().
5635 head<RelatedInstruments>();
5641 void relatedInstrumentsNull()
5644 resetGroup<RelatedInstruments>(
5645 RelatedInstrumentsAccess(),
5650 struct BrokenDatesAccess
5662 tail<LotTypeRules>().
5663 tail<Underlyings>().
5664 tail<RelatedInstruments>().
5665 head<BrokenDates>();
5671 void brokenDatesNull()
5676 resetGroup<BrokenDates>(
5677 BrokenDatesAccess(),
5695 enum { TemplateId = 59 };
5722 :
Base(data, length, version)
5724 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
5725 assert(length >= minimalBlockLength(version));
5739 resetVariableFields();
5750 return ordinary<UInt64>(offset);
5759 setOrdinary(offset, value);
5770 return ordinary<UInt64>(offset);
5779 setOrdinary(offset, value);
5790 return decimal<PRICE9>(offset);
5799 setOrdinary(offset, value);
5810 return ordinary<Int32>(offset);
5819 setOrdinary(offset, value);
5830 return enumeration<EntryTypeBook>(offset);
5841 setEnumeration<EntryTypeBook>(offset, value);
5853 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
5854 minimalBlockLength(version);
5868 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
5878 return "SnapshotRefreshTopOrders59.Entry";
5897 checkVersion<Schema>(version);
5898 checkLength(length, version);
5899 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
5913 checkVersion<Schema>(version);
5914 checkLength(length, version);
5915 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
5916 resetVariableFields();
5926 checkCompatibility();
5935 assert(message.
valid());
5937 checkCompatibility();
5948 return ordinary<Timestamp>(offset);
5958 setOrdinary(offset, value.sinceEpoch());
5970 return ordinary<MatchEventIndicator>(offset);
5982 setOrdinary(offset, value);
5993 return ordinary<Int32>(offset);
6002 setOrdinary(offset, value);
6011 return getGroup<Entries>(EntriesAccess(), *
this);
6019 return getGroup<Entries>(EntriesAccess(), *
this);
6027 return constructGroup<Entries>(
6040 return setupGroup<Entries>(
6056 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
6067 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
6068 minimalBlockLength(version);
6081 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
6097 resetVariableFields();
6107 return "SnapshotRefreshTopOrders59";
6135 SbeMessage::calculateBinarySize(tail());
6143 minimalBlockLength(version) +
6144 MessageHeader::Size +
6145 getMinimalVariableFieldsSize(version);
6148 *
this, length, minimalRequiredLength);
6152 void checkVarLenFields()
const 6155 checkTail<Entries>();
6158 void checkCompatibility()
const 6160 assert(TemplateId == templateId());
6162 checkSchema<Schema>(schemaId(), version());
6163 checkLength(bufferSize(), version());
6164 checkVarLenFields();
6168 struct EntriesAccess
6186 resetGroup<Entries>(EntriesAccess(), *
this);
6202 enum { TemplateId = 60 };
6229 :
Base(data, length, version)
6231 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
6232 assert(length >= minimalBlockLength(version));
6246 aggressorIndicatorNull();
6248 resetVariableFields();
6259 return ordinary<UInt64>(offset);
6268 setOrdinary(offset, value);
6279 return enumeration<Side>(offset);
6288 setEnumeration<Side>(offset, value);
6301 return enumeration<AggressorFlag>(value, offset,
NullUInt8());
6312 setEnumeration<AggressorFlag>(offset, value);
6333 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
6334 minimalBlockLength(version);
6348 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
6358 return "SecurityStatusWorkup60.OrderIDEntry";
6377 checkVersion<Schema>(version);
6378 checkLength(length, version);
6379 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
6393 checkVersion<Schema>(version);
6394 checkLength(length, version);
6395 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
6396 resetVariableFields();
6406 checkCompatibility();
6415 assert(message.
valid());
6417 checkCompatibility();
6428 return ordinary<Timestamp>(offset);
6438 setOrdinary(offset, value.sinceEpoch());
6458 setOrdinary(offset, value);
6478 return ordinary<Int32>(offset);
6487 setOrdinary(offset, value);
6499 return ordinary<MatchEventIndicator>(offset);
6511 setOrdinary(offset, value);
6524 FieldValue fieldValue;
6560 return ordinary<UInt32>(offset);
6569 setOrdinary(offset, value);
6581 return enumeration<WorkupTradingStatus>(offset);
6592 setEnumeration<WorkupTradingStatus>(offset, value);
6603 return enumeration<HaltReason>(offset);
6612 setEnumeration<HaltReason>(offset, value);
6624 return enumeration<SecurityTradingEvent>(offset);
6635 setEnumeration<SecurityTradingEvent>(offset, value);
6644 return getGroup<OrderIDEntries>(
6645 OrderIDEntriesAccess(),
6654 return getGroup<OrderIDEntries>(
6655 OrderIDEntriesAccess(),
6666 return constructGroup<OrderIDEntries>(
6667 OrderIDEntriesAccess(),
6679 return setupGroup<OrderIDEntries>(
6680 OrderIDEntriesAccess(),
6695 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
6706 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
6707 minimalBlockLength(version);
6720 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
6721 static_cast<MessageSize>(OrderIDEntries::EmptySize);
6728 orderIdEntriesNull();
6739 resetVariableFields();
6749 return "SecurityStatusWorkup60";
6768 orderIdEntries().tail();
6777 SbeMessage::calculateBinarySize(tail());
6785 minimalBlockLength(version) +
6786 MessageHeader::Size +
6787 getMinimalVariableFieldsSize(version);
6790 *
this, length, minimalRequiredLength);
6794 void checkVarLenFields()
const 6797 checkTail<OrderIDEntries>();
6800 void checkCompatibility()
const 6802 assert(TemplateId == templateId());
6804 checkSchema<Schema>(schemaId(), version());
6805 checkLength(bufferSize(), version());
6806 checkVarLenFields();
6810 struct OrderIDEntriesAccess
6819 head<OrderIDEntries>();
6825 void orderIdEntriesNull()
6828 resetGroup<OrderIDEntries>(
6829 OrderIDEntriesAccess(),
6846 enum { TemplateId = 61 };
6873 :
Base(data, length, version)
6875 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
6876 assert(length >= minimalBlockLength(version));
6892 tradeableSizeNull();
6893 numberOfOrdersNull();
6895 openCloseSettlFlagNull();
6896 tradingReferenceDateNull();
6898 resetVariableFields();
6918 setOrdinary(offset, value);
6938 return ordinary(value, offset,
NullInt32());
6947 setOrdinary(offset, value);
6967 return ordinary(value, offset,
NullInt32());
6976 setOrdinary(offset, value);
6999 return ordinary(value, offset,
NullInt32());
7011 setOrdinary(offset, value);
7031 return ordinary(value, offset,
NullInt8());
7040 setOrdinary(offset, value);
7062 return enumeration<OpenCloseSettlFlag>(value, offset,
NullUInt8());
7073 setEnumeration<OpenCloseSettlFlag>(offset, value);
7093 return enumeration<EntryType>(offset);
7102 setEnumeration<EntryType>(offset, value);
7116 FieldValue fieldValue;
7154 return ordinary<SettlPriceType>(offset);
7164 setOrdinary(offset, value);
7176 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
7177 minimalBlockLength(version);
7191 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
7201 return "SnapshotFullRefreshTCP61.Entry";
7220 checkVersion<Schema>(version);
7221 checkLength(length, version);
7222 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
7236 checkVersion<Schema>(version);
7237 checkLength(length, version);
7238 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
7239 resetVariableFields();
7249 checkCompatibility();
7258 assert(message.
valid());
7260 checkCompatibility();
7271 return ordinary<Timestamp>(offset);
7281 setOrdinary(offset, value.sinceEpoch());
7293 return ordinary<MatchEventIndicator>(offset);
7305 setOrdinary(offset, value);
7316 return ordinary<Int32>(offset);
7325 setOrdinary(offset, value);
7347 setOrdinary(offset, value);
7378 setOrdinary(offset, value);
7407 setOrdinary(offset, value);
7425 return getGroup<Entries>(EntriesAccess(), *
this);
7433 return getGroup<Entries>(EntriesAccess(), *
this);
7441 return constructGroup<Entries>(
7454 return setupGroup<Entries>(
7470 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
7481 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
7482 minimalBlockLength(version);
7495 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
7511 highLimitPriceNull();
7512 lowLimitPriceNull();
7513 maxPriceVariationNull();
7515 resetVariableFields();
7525 return "SnapshotFullRefreshTCP61";
7553 SbeMessage::calculateBinarySize(tail());
7561 minimalBlockLength(version) +
7562 MessageHeader::Size +
7563 getMinimalVariableFieldsSize(version);
7566 *
this, length, minimalRequiredLength);
7570 void checkVarLenFields()
const 7573 checkTail<Entries>();
7576 void checkCompatibility()
const 7578 assert(TemplateId == templateId());
7580 checkSchema<Schema>(schemaId(), version());
7581 checkLength(bufferSize(), version());
7582 checkVarLenFields();
7586 struct EntriesAccess
7604 resetGroup<Entries>(EntriesAccess(), *
this);
7620 enum { TemplateId = 62 };
7647 :
Base(data, length, version)
7649 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
7650 assert(length >= minimalBlockLength(version));
7664 underlyingSecurityAltIdSourceNull();
7667 resetVariableFields();
7680 return fixedStr<length>(offset);
7691 setFixedStr<length>(offset, value);
7705 return enumeration<SecurityAltIDSource>(value, offset,
NullUInt8());
7717 setEnumeration<SecurityAltIDSource>(offset, value);
7739 return decimal<PRICE9>(offset);
7750 setOrdinary(offset, value);
7761 return decimal<PRICE9>(offset);
7770 setOrdinary(offset, value);
7782 return ordinary<UInt64>(offset);
7792 setOrdinary(offset, value);
7803 return enumeration<PriceSource>(value, offset,
NullUInt8());
7812 setEnumeration<PriceSource>(offset, value);
7836 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
7851 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
7861 return "CollateralMarketValue62.Entry";
7880 checkVersion<Schema>(version);
7881 checkLength(length, version);
7882 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
7896 checkVersion<Schema>(version);
7897 checkLength(length, version);
7898 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
7899 resetVariableFields();
7909 checkCompatibility();
7918 assert(message.
valid());
7920 checkCompatibility();
7930 return ordinary<Timestamp>(offset);
7939 setOrdinary(offset, value.sinceEpoch());
7951 return ordinary<MatchEventIndicator>(offset);
7963 setOrdinary(offset, value);
7972 return getGroup<Entries>(EntriesAccess(), *
this);
7980 return getGroup<Entries>(EntriesAccess(), *
this);
7988 return constructGroup<Entries>(
8001 return setupGroup<Entries>(
8017 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8031 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8045 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8061 resetVariableFields();
8071 return "CollateralMarketValue62";
8099 SbeMessage::calculateBinarySize(tail());
8107 minimalBlockLength(version) +
8108 MessageHeader::Size +
8109 getMinimalVariableFieldsSize(version);
8112 *
this, length, minimalRequiredLength);
8116 void checkVarLenFields()
const 8119 checkTail<Entries>();
8122 void checkCompatibility()
const 8124 assert(TemplateId == templateId());
8126 checkSchema<Schema>(schemaId(), version());
8127 checkLength(bufferSize(), version());
8128 checkVarLenFields();
8132 struct EntriesAccess
8150 resetGroup<Entries>(EntriesAccess(), *
this);
8166 enum { TemplateId = 63 };
8169 enum { SinceVersion = 12 };
8196 :
Base(data, length, version)
8198 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
8199 assert(length >= minimalBlockLength(version));
8213 resetVariableFields();
8224 return enumeration<EventType>(offset);
8233 setEnumeration<EventType>(offset, value);
8245 return ordinary<Timestamp>(offset);
8255 setOrdinary(offset, value.sinceEpoch());
8267 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8268 minimalBlockLength(version);
8282 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8292 return "InstrumentDefinitionFX63.EventsEntry";
8326 :
Base(data, length, version)
8328 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
8329 assert(length >= minimalBlockLength(version));
8343 resetVariableFields();
8355 return fixedStr<length>(offset);
8365 setFixedStr<length>(offset, value);
8376 return ordinary<Int8>(offset);
8385 setOrdinary(offset, value);
8397 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8398 minimalBlockLength(version);
8412 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8422 return "InstrumentDefinitionFX63.FeedTypesEntry";
8456 :
Base(data, length, version)
8458 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
8459 assert(length >= minimalBlockLength(version));
8473 resetVariableFields();
8494 return ordinary<InstAttribValue>(offset);
8504 setOrdinary(offset, value);
8516 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8517 minimalBlockLength(version);
8531 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8541 return "InstrumentDefinitionFX63.InstAttribEntry";
8575 :
Base(data, length, version)
8577 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
8578 assert(length >= minimalBlockLength(version));
8592 resetVariableFields();
8604 return ordinary<Int8>(offset);
8614 setOrdinary(offset, value);
8632 return ordinary<UInt64>(offset);
8648 setOrdinary(offset, value);
8660 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8661 minimalBlockLength(version);
8675 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8685 return "InstrumentDefinitionFX63.LotTypeRulesEntry";
8719 :
Base(data, length, version)
8721 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
8722 assert(length >= minimalBlockLength(version));
8740 resetVariableFields();
8753 FieldValue fieldValue;
8791 FieldValue fieldValue;
8832 FieldValue fieldValue;
8874 return fixedStr<length>(offset);
8886 setFixedStr<length>(offset, value);
8908 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8909 minimalBlockLength(version);
8923 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
8933 return "InstrumentDefinitionFX63.TradingSessionsEntry";
8952 checkVersion<Schema>(SinceVersion, version);
8953 checkLength(length, version);
8954 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
8968 checkVersion<Schema>(SinceVersion, version);
8969 checkLength(length, version);
8970 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
8971 resetVariableFields();
8981 assert(this->version() >= SinceVersion);
8982 checkCompatibility();
8991 assert(message.
valid());
8992 assert(this->version() >= SinceVersion);
8994 checkCompatibility();
9005 return ordinary<MatchEventIndicator>(offset);
9017 setOrdinary(offset, value);
9029 return ordinary(value, offset,
NullUInt32());
9039 setOrdinary(offset, value);
9062 return enumeration<SecurityUpdateAction>(offset);
9075 setEnumeration<SecurityUpdateAction>(offset, value);
9087 return ordinary<Timestamp>(offset);
9097 setOrdinary(offset, value.sinceEpoch());
9112 return enumeration<SecurityTradingStatus>(value, offset,
NullUInt8());
9125 setEnumeration<SecurityTradingStatus>(offset, value);
9145 return ordinary<Int16>(offset);
9154 setOrdinary(offset, value);
9166 return ordinary<UInt8>(offset);
9176 setOrdinary(offset, value);
9187 return ordinary<UInt8>(offset);
9196 setOrdinary(offset, value);
9208 return fixedStr<length>(offset);
9218 setFixedStr<length>(offset, value);
9230 return fixedStr<length>(offset);
9240 setFixedStr<length>(offset, value);
9252 return fixedStr<length>(offset);
9262 setFixedStr<length>(offset, value);
9274 return fixedStr<length>(offset);
9284 setFixedStr<length>(offset, value);
9295 return ordinary<Int32>(offset);
9304 setOrdinary(offset, value);
9325 return fixedStr<length>(offset);
9335 setFixedStr<length>(offset, value);
9347 return fixedStr<length>(offset);
9357 setFixedStr<length>(offset, value);
9369 return fixedStr<length>(offset);
9379 setFixedStr<length>(offset, value);
9392 return fixedStr<length>(offset);
9403 setFixedStr<length>(offset, value);
9415 return fixedStr<length>(offset);
9425 setFixedStr<length>(offset, value);
9436 return ordinary<CHAR>(offset);
9445 setOrdinary(offset, value);
9456 return ordinary<UInt32>(offset);
9465 setOrdinary(offset, value);
9476 return ordinary<UInt32>(offset);
9485 setOrdinary(offset, value);
9496 return decimal<PRICE9>(offset);
9505 setOrdinary(offset, value);
9517 return decimal<Decimal9>(offset);
9527 setOrdinary(offset, value);
9538 return ordinary<UInt8>(offset);
9547 setOrdinary(offset, value);
9561 return fixedStr<length>(offset);
9573 setFixedStr<length>(offset, value);
9595 setOrdinary(offset, value);
9624 setOrdinary(offset, value);
9653 setOrdinary(offset, value);
9682 setOrdinary(offset, value);
9702 return ordinary<UserDefinedInstrument>(offset);
9713 setOrdinary(offset, value);
9725 return fixedStr<length>(offset);
9735 setFixedStr<length>(offset, value);
9748 return fixedStr<length>(offset);
9759 setFixedStr<length>(offset, value);
9774 return fixedStr<length>(offset);
9787 setFixedStr<length>(offset, value);
9800 return ordinary<UInt16>(offset);
9811 setOrdinary(offset, value);
9823 return fixedStr<length>(offset);
9833 setFixedStr<length>(offset, value);
9845 return fixedStr<length>(offset);
9855 setFixedStr<length>(offset, value);
9867 return fixedStr<length>(offset);
9877 setFixedStr<length>(offset, value);
9890 return fixedStr<length>(offset);
9901 setFixedStr<length>(offset, value);
9912 return ordinary<UInt32>(offset);
9921 setOrdinary(offset, value);
9934 return decimal<PRICE9>(offset);
9945 setOrdinary(offset, value);
9956 return ordinary(value, offset,
NullUInt64());
9965 setOrdinary(offset, value);
9994 setOrdinary(offset, value);
10016 return fixedStr<length>(offset);
10027 setFixedStr<length>(offset, value);
10041 return decimal(value, offset,
NullPRICE9(), since);
10052 setOrdinary(offset, value, since);
10074 return ordinary(value, offset,
NullUInt32(), since);
10084 setOrdinary(offset, value, since);
10106 return decimal(value, offset,
NullPRICE9(), since);
10116 setOrdinary(offset, value, since);
10139 return decimal(value, offset,
NullPRICE9(), since);
10150 setOrdinary(offset, value, since);
10168 return getGroup<Events>(EventsAccess(), *
this);
10176 return getGroup<Events>(EventsAccess(), *
this);
10184 return constructGroup<Events>(
10197 return setupGroup<Events>(
10208 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
10216 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
10224 return constructGroup<FeedTypes>(
10237 return setupGroup<FeedTypes>(
10248 return getGroup<InstAttrib>(
10249 InstAttribAccess(),
10258 return getGroup<InstAttrib>(
10259 InstAttribAccess(),
10268 return constructGroup<InstAttrib>(
10269 InstAttribAccess(),
10281 return setupGroup<InstAttrib>(
10282 InstAttribAccess(),
10292 return getGroup<LotTypeRules>(
10293 LotTypeRulesAccess(),
10302 return getGroup<LotTypeRules>(
10303 LotTypeRulesAccess(),
10314 return constructGroup<LotTypeRules>(
10315 LotTypeRulesAccess(),
10327 return setupGroup<LotTypeRules>(
10328 LotTypeRulesAccess(),
10338 return getGroup<TradingSessions>(
10339 TradingSessionsAccess(),
10348 return getGroup<TradingSessions>(
10349 TradingSessionsAccess(),
10360 return constructGroup<TradingSessions>(
10361 TradingSessionsAccess(),
10373 return setupGroup<TradingSessions>(
10374 TradingSessionsAccess(),
10386 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
10399 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
10400 minimalBlockLength(version);
10413 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
10414 static_cast<MessageSize>(Events::EmptySize) + static_cast<MessageSize>(FeedTypes::EmptySize) +
static_cast<MessageSize>(InstAttrib::EmptySize) + static_cast<MessageSize>(LotTypeRules::EmptySize) +
static_cast<MessageSize>(TradingSessions::EmptySize);
10424 lotTypeRulesNull();
10425 tradingSessionsNull();
10433 totNumReportsNull();
10434 securityTradingStatusNull();
10435 unitOfMeasureQtyNull();
10436 highLimitPriceNull();
10437 lowLimitPriceNull();
10438 maxPriceVariationNull();
10439 instrumentGUIdNull();
10440 maturityMonthYearNull();
10442 if (version() >= 13)
10444 altMinPriceIncrementNull();
10445 altMinQuoteLifeNull();
10446 altPriceIncrementConstraintNull();
10447 maxBidAskConstraintNull();
10450 resetVariableFields();
10460 return "InstrumentDefinitionFX63";
10479 tradingSessions().tail();
10488 SbeMessage::calculateBinarySize(tail());
10496 minimalBlockLength(version) +
10497 MessageHeader::Size +
10498 getMinimalVariableFieldsSize(version);
10501 *
this, length, minimalRequiredLength);
10505 void checkVarLenFields()
const 10508 checkTail<Events>().
10509 checkTail<FeedTypes>().
10510 checkTail<InstAttrib>().
10511 checkTail<LotTypeRules>().
10512 checkTail<TradingSessions>();
10515 void checkCompatibility()
const 10517 assert(TemplateId == templateId());
10519 checkSchema<Schema>(schemaId(), version());
10520 checkLength(bufferSize(), version());
10521 checkVarLenFields();
10525 struct EventsAccess
10543 resetGroup<Events>(EventsAccess(), *
this);
10547 struct FeedTypesAccess
10563 void feedTypesNull()
10566 resetGroup<FeedTypes>(FeedTypesAccess(), *
this);
10570 struct InstAttribAccess
10581 head<InstAttrib>();
10587 void instAttribNull()
10590 resetGroup<InstAttrib>(
10591 InstAttribAccess(),
10596 struct LotTypeRulesAccess
10607 tail<InstAttrib>().
10608 head<LotTypeRules>();
10614 void lotTypeRulesNull()
10617 resetGroup<LotTypeRules>(
10618 LotTypeRulesAccess(),
10623 struct TradingSessionsAccess
10634 tail<InstAttrib>().
10635 tail<LotTypeRules>().
10636 head<TradingSessions>();
10642 void tradingSessionsNull()
10645 resetGroup<TradingSessions>(
10646 TradingSessionsAccess(),
10663 enum { TemplateId = 64 };
10666 enum { SinceVersion = 12 };
10693 :
Base(data, length, version)
10695 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
10696 assert(length >= minimalBlockLength(version));
10712 numberOfOrdersNull();
10714 resetVariableFields();
10725 return decimal(value, offset,
NullPRICE9());
10734 setOrdinary(offset, value);
10754 return ordinary(value, offset,
NullUInt64());
10763 setOrdinary(offset, value);
10783 return ordinary<Int32>(offset);
10792 setOrdinary(offset, value);
10803 return ordinary<UInt32>(offset);
10812 setOrdinary(offset, value);
10824 return ordinary(value, offset,
NullInt32());
10834 setOrdinary(offset, value);
10854 return ordinary<UInt8>(offset);
10863 setOrdinary(offset, value);
10874 return enumeration<UpdateAction>(offset);
10883 setEnumeration<UpdateAction>(offset, value);
10894 return enumeration<EntryTypeBook>(offset);
10905 setEnumeration<EntryTypeBook>(offset, value);
10920 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
10935 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
10945 return "IncrementalRefreshBookLongQty64.Entry";
10979 :
Base(data, length, version)
10981 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
10982 assert(length >= minimalBlockLength(version));
10996 orderPriorityNull();
11000 resetVariableFields();
11011 return ordinary<UInt64>(offset);
11020 setOrdinary(offset, value);
11031 return ordinary(value, offset,
NullUInt64());
11040 setOrdinary(offset, value);
11060 return ordinary(value, offset,
NullInt32());
11069 setOrdinary(offset, value);
11090 return ordinary(value, offset,
NullUInt8());
11100 setOrdinary(offset, value);
11121 return enumeration<OrderUpdateAction>(offset);
11133 setEnumeration<OrderUpdateAction>(offset, value);
11148 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
11163 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
11173 return "IncrementalRefreshBookLongQty64.OrderIDEntry";
11192 checkVersion<Schema>(SinceVersion, version);
11193 checkLength(length, version);
11194 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
11208 checkVersion<Schema>(SinceVersion, version);
11209 checkLength(length, version);
11210 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
11211 resetVariableFields();
11221 assert(this->version() >= SinceVersion);
11222 checkCompatibility();
11231 assert(message.
valid());
11232 assert(this->version() >= SinceVersion);
11234 checkCompatibility();
11245 return ordinary<Timestamp>(offset);
11255 setOrdinary(offset, value.sinceEpoch());
11267 return ordinary<MatchEventIndicator>(offset);
11279 setOrdinary(offset, value);
11288 return getGroup<Entries>(EntriesAccess(), *
this);
11296 return getGroup<Entries>(EntriesAccess(), *
this);
11304 return constructGroup<Entries>(
11317 return setupGroup<Entries>(
11328 return getGroup<OrderIDEntries>(
11329 OrderIDEntriesAccess(),
11338 return getGroup<OrderIDEntries>(
11339 OrderIDEntriesAccess(),
11350 return constructGroup<OrderIDEntries>(
11351 OrderIDEntriesAccess(),
11363 return setupGroup<OrderIDEntries>(
11364 OrderIDEntriesAccess(),
11379 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
11393 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
11407 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
11408 static_cast<MessageSize>(Entries::EmptySize) + static_cast<MessageSize>(OrderIDEntries::EmptySize);
11416 orderIdEntriesNull();
11424 resetVariableFields();
11434 return "IncrementalRefreshBookLongQty64";
11453 orderIdEntries().tail();
11462 SbeMessage::calculateBinarySize(tail());
11470 minimalBlockLength(version) +
11471 MessageHeader::Size +
11472 getMinimalVariableFieldsSize(version);
11475 *
this, length, minimalRequiredLength);
11479 void checkVarLenFields()
const 11482 checkTail<Entries>().
11483 checkTail<OrderIDEntries>();
11486 void checkCompatibility()
const 11488 assert(TemplateId == templateId());
11490 checkSchema<Schema>(schemaId(), version());
11491 checkLength(bufferSize(), version());
11492 checkVarLenFields();
11496 struct EntriesAccess
11514 resetGroup<Entries>(EntriesAccess(), *
this);
11518 struct OrderIDEntriesAccess
11528 head<OrderIDEntries>();
11534 void orderIdEntriesNull()
11537 resetGroup<OrderIDEntries>(
11538 OrderIDEntriesAccess(),
11555 enum { TemplateId = 65 };
11558 enum { SinceVersion = 12 };
11585 :
Base(data, length, version)
11587 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
11588 assert(length >= minimalBlockLength(version));
11602 aggressorSideNull();
11604 resetVariableFields();
11615 return decimal<PRICE9>(offset);
11624 setOrdinary(offset, value);
11635 return ordinary<UInt64>(offset);
11644 setOrdinary(offset, value);
11655 return ordinary<Int32>(offset);
11664 setOrdinary(offset, value);
11676 return ordinary<UInt32>(offset);
11686 setOrdinary(offset, value);
11698 return ordinary<Int32>(offset);
11708 setOrdinary(offset, value);
11719 return ordinary<UInt32>(offset);
11728 setOrdinary(offset, value);
11742 return enumeration<AggressorSide>(value, offset,
NullUInt8());
11754 setEnumeration<AggressorSide>(offset, value);
11774 return enumeration<UpdateAction>(offset);
11783 setEnumeration<UpdateAction>(offset, value);
11807 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
11822 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
11832 return "IncrementalRefreshTradeSummaryLongQty65.Entry";
11867 :
Base(data, length, version)
11869 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
11870 assert(length >= minimalBlockLength(version));
11884 resetVariableFields();
11895 return ordinary<UInt64>(offset);
11904 setOrdinary(offset, value);
11915 return ordinary<Int32>(offset);
11924 setOrdinary(offset, value);
11939 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
11954 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
11964 return "IncrementalRefreshTradeSummaryLongQty65.OrderIDEntry";
11983 checkVersion<Schema>(SinceVersion, version);
11984 checkLength(length, version);
11985 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
11999 checkVersion<Schema>(SinceVersion, version);
12000 checkLength(length, version);
12001 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
12002 resetVariableFields();
12012 assert(this->version() >= SinceVersion);
12013 checkCompatibility();
12022 assert(message.
valid());
12023 assert(this->version() >= SinceVersion);
12025 checkCompatibility();
12036 return ordinary<Timestamp>(offset);
12046 setOrdinary(offset, value.sinceEpoch());
12058 return ordinary<MatchEventIndicator>(offset);
12070 setOrdinary(offset, value);
12079 return getGroup<Entries>(EntriesAccess(), *
this);
12087 return getGroup<Entries>(EntriesAccess(), *
this);
12095 return constructGroup<Entries>(
12108 return setupGroup<Entries>(
12119 return getGroup<OrderIDEntries>(
12120 OrderIDEntriesAccess(),
12129 return getGroup<OrderIDEntries>(
12130 OrderIDEntriesAccess(),
12141 return constructGroup<OrderIDEntries>(
12142 OrderIDEntriesAccess(),
12154 return setupGroup<OrderIDEntries>(
12155 OrderIDEntriesAccess(),
12170 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
12184 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
12198 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
12199 static_cast<MessageSize>(Entries::EmptySize) + static_cast<MessageSize>(OrderIDEntries::EmptySize);
12207 orderIdEntriesNull();
12215 resetVariableFields();
12225 return "IncrementalRefreshTradeSummaryLongQty65";
12244 orderIdEntries().tail();
12253 SbeMessage::calculateBinarySize(tail());
12261 minimalBlockLength(version) +
12262 MessageHeader::Size +
12263 getMinimalVariableFieldsSize(version);
12266 *
this, length, minimalRequiredLength);
12270 void checkVarLenFields()
const 12273 checkTail<Entries>().
12274 checkTail<OrderIDEntries>();
12277 void checkCompatibility()
const 12279 assert(TemplateId == templateId());
12281 checkSchema<Schema>(schemaId(), version());
12282 checkLength(bufferSize(), version());
12283 checkVarLenFields();
12287 struct EntriesAccess
12305 resetGroup<Entries>(EntriesAccess(), *
this);
12309 struct OrderIDEntriesAccess
12319 head<OrderIDEntries>();
12325 void orderIdEntriesNull()
12328 resetGroup<OrderIDEntries>(
12329 OrderIDEntriesAccess(),
12346 enum { TemplateId = 66 };
12349 enum { SinceVersion = 12 };
12376 :
Base(data, length, version)
12378 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
12379 assert(length >= minimalBlockLength(version));
12393 resetVariableFields();
12404 return ordinary<UInt64>(offset);
12413 setOrdinary(offset, value);
12424 return ordinary<Int32>(offset);
12433 setOrdinary(offset, value);
12444 return ordinary<UInt32>(offset);
12453 setOrdinary(offset, value);
12464 return enumeration<UpdateAction>(offset);
12473 setEnumeration<UpdateAction>(offset, value);
12498 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
12513 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
12523 return "IncrementalRefreshVolumeLongQty66.Entry";
12542 checkVersion<Schema>(SinceVersion, version);
12543 checkLength(length, version);
12544 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
12558 checkVersion<Schema>(SinceVersion, version);
12559 checkLength(length, version);
12560 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
12561 resetVariableFields();
12571 assert(this->version() >= SinceVersion);
12572 checkCompatibility();
12581 assert(message.
valid());
12582 assert(this->version() >= SinceVersion);
12584 checkCompatibility();
12595 return ordinary<Timestamp>(offset);
12605 setOrdinary(offset, value.sinceEpoch());
12617 return ordinary<MatchEventIndicator>(offset);
12629 setOrdinary(offset, value);
12638 return getGroup<Entries>(EntriesAccess(), *
this);
12646 return getGroup<Entries>(EntriesAccess(), *
this);
12654 return constructGroup<Entries>(
12667 return setupGroup<Entries>(
12683 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
12697 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
12711 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
12727 resetVariableFields();
12737 return "IncrementalRefreshVolumeLongQty66";
12765 SbeMessage::calculateBinarySize(tail());
12773 minimalBlockLength(version) +
12774 MessageHeader::Size +
12775 getMinimalVariableFieldsSize(version);
12778 *
this, length, minimalRequiredLength);
12782 void checkVarLenFields()
const 12785 checkTail<Entries>();
12788 void checkCompatibility()
const 12790 assert(TemplateId == templateId());
12792 checkSchema<Schema>(schemaId(), version());
12793 checkLength(bufferSize(), version());
12794 checkVarLenFields();
12798 struct EntriesAccess
12816 resetGroup<Entries>(EntriesAccess(), *
this);
12832 enum { TemplateId = 67 };
12835 enum { SinceVersion = 12 };
12862 :
Base(data, length, version)
12864 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
12865 assert(length >= minimalBlockLength(version));
12880 openCloseSettlFlagNull();
12882 resetVariableFields();
12893 return decimal<PRICE9>(offset);
12902 setOrdinary(offset, value);
12913 return ordinary(value, offset,
NullUInt64());
12922 setOrdinary(offset, value);
12942 return ordinary<Int32>(offset);
12951 setOrdinary(offset, value);
12962 return ordinary<UInt32>(offset);
12971 setOrdinary(offset, value);
12984 return enumeration<OpenCloseSettlFlag>(value, offset,
NullUInt8());
12995 setEnumeration<OpenCloseSettlFlag>(offset, value);
13015 return enumeration<UpdateAction>(offset);
13024 setEnumeration<UpdateAction>(offset, value);
13036 return enumeration<EntryTypeStatistics>(offset);
13047 setEnumeration<EntryTypeStatistics>(offset, value);
13062 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
13077 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
13087 return "IncrementalRefreshSessionStatisticsLongQty67.Entry";
13106 checkVersion<Schema>(SinceVersion, version);
13107 checkLength(length, version);
13108 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
13122 checkVersion<Schema>(SinceVersion, version);
13123 checkLength(length, version);
13124 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
13125 resetVariableFields();
13135 assert(this->version() >= SinceVersion);
13136 checkCompatibility();
13145 assert(message.
valid());
13146 assert(this->version() >= SinceVersion);
13148 checkCompatibility();
13159 return ordinary<Timestamp>(offset);
13169 setOrdinary(offset, value.sinceEpoch());
13181 return ordinary<MatchEventIndicator>(offset);
13193 setOrdinary(offset, value);
13202 return getGroup<Entries>(EntriesAccess(), *
this);
13210 return getGroup<Entries>(EntriesAccess(), *
this);
13218 return constructGroup<Entries>(
13231 return setupGroup<Entries>(
13247 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
13261 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
13275 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
13291 resetVariableFields();
13301 return "IncrementalRefreshSessionStatisticsLongQty67";
13329 SbeMessage::calculateBinarySize(tail());
13337 minimalBlockLength(version) +
13338 MessageHeader::Size +
13339 getMinimalVariableFieldsSize(version);
13342 *
this, length, minimalRequiredLength);
13346 void checkVarLenFields()
const 13349 checkTail<Entries>();
13352 void checkCompatibility()
const 13354 assert(TemplateId == templateId());
13356 checkSchema<Schema>(schemaId(), version());
13357 checkLength(bufferSize(), version());
13358 checkVarLenFields();
13362 struct EntriesAccess
13380 resetGroup<Entries>(EntriesAccess(), *
this);
13396 enum { TemplateId = 68 };
13399 enum { SinceVersion = 12 };
13426 :
Base(data, length, version)
13428 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
13429 assert(length >= minimalBlockLength(version));
13445 numberOfOrdersNull();
13447 openCloseSettlFlagNull();
13449 resetVariableFields();
13460 return decimal(value, offset,
NullPRICE9());
13469 setOrdinary(offset, value);
13489 return ordinary(value, offset,
NullUInt64());
13498 setOrdinary(offset, value);
13521 return ordinary(value, offset,
NullInt32());
13533 setOrdinary(offset, value);
13553 return ordinary(value, offset,
NullUInt8());
13562 setOrdinary(offset, value);
13584 return enumeration<OpenCloseSettlFlag>(value, offset,
NullUInt8());
13595 setEnumeration<OpenCloseSettlFlag>(offset, value);
13615 return enumeration<EntryType>(offset);
13624 setEnumeration<EntryType>(offset, value);
13636 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
13637 minimalBlockLength(version);
13651 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
13661 return "SnapshotFullRefreshTCPLongQty68.Entry";
13680 checkVersion<Schema>(SinceVersion, version);
13681 checkLength(length, version);
13682 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
13696 checkVersion<Schema>(SinceVersion, version);
13697 checkLength(length, version);
13698 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
13699 resetVariableFields();
13709 assert(this->version() >= SinceVersion);
13710 checkCompatibility();
13719 assert(message.
valid());
13720 assert(this->version() >= SinceVersion);
13722 checkCompatibility();
13733 return ordinary<Timestamp>(offset);
13743 setOrdinary(offset, value.sinceEpoch());
13757 return ordinary<MatchEventIndicator>(offset);
13771 setOrdinary(offset, value);
13782 return ordinary<Int32>(offset);
13791 setOrdinary(offset, value);
13803 return decimal(value, offset,
NullPRICE9());
13813 setOrdinary(offset, value);
13834 return decimal(value, offset,
NullPRICE9());
13844 setOrdinary(offset, value);
13864 return decimal(value, offset,
NullPRICE9());
13873 setOrdinary(offset, value);
13891 return getGroup<Entries>(EntriesAccess(), *
this);
13899 return getGroup<Entries>(EntriesAccess(), *
this);
13907 return constructGroup<Entries>(
13920 return setupGroup<Entries>(
13936 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
13947 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
13948 minimalBlockLength(version);
13961 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
13977 highLimitPriceNull();
13978 lowLimitPriceNull();
13979 maxPriceVariationNull();
13981 resetVariableFields();
13991 return "SnapshotFullRefreshTCPLongQty68";
14019 SbeMessage::calculateBinarySize(tail());
14027 minimalBlockLength(version) +
14028 MessageHeader::Size +
14029 getMinimalVariableFieldsSize(version);
14032 *
this, length, minimalRequiredLength);
14036 void checkVarLenFields()
const 14039 checkTail<Entries>();
14042 void checkCompatibility()
const 14044 assert(TemplateId == templateId());
14046 checkSchema<Schema>(schemaId(), version());
14047 checkLength(bufferSize(), version());
14048 checkVarLenFields();
14052 struct EntriesAccess
14070 resetGroup<Entries>(EntriesAccess(), *
this);
14086 enum { TemplateId = 69 };
14089 enum { SinceVersion = 12 };
14116 :
Base(data, length, version)
14118 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
14119 assert(length >= minimalBlockLength(version));
14135 numberOfOrdersNull();
14137 openCloseSettlFlagNull();
14139 resetVariableFields();
14150 return decimal(value, offset,
NullPRICE9());
14159 setOrdinary(offset, value);
14179 return ordinary(value, offset,
NullUInt64());
14188 setOrdinary(offset, value);
14211 return ordinary(value, offset,
NullInt32());
14223 setOrdinary(offset, value);
14243 return ordinary(value, offset,
NullUInt8());
14252 setOrdinary(offset, value);
14274 return enumeration<OpenCloseSettlFlag>(value, offset,
NullUInt8());
14285 setEnumeration<OpenCloseSettlFlag>(offset, value);
14305 return enumeration<EntryType>(offset);
14314 setEnumeration<EntryType>(offset, value);
14326 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
14327 minimalBlockLength(version);
14341 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
14351 return "SnapshotFullRefreshLongQty69.Entry";
14370 checkVersion<Schema>(SinceVersion, version);
14371 checkLength(length, version);
14372 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
14386 checkVersion<Schema>(SinceVersion, version);
14387 checkLength(length, version);
14388 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
14389 resetVariableFields();
14399 assert(this->version() >= SinceVersion);
14400 checkCompatibility();
14409 assert(message.
valid());
14410 assert(this->version() >= SinceVersion);
14412 checkCompatibility();
14424 return ordinary<UInt32>(offset);
14435 setOrdinary(offset, value);
14447 return ordinary<UInt32>(offset);
14457 setOrdinary(offset, value);
14468 return ordinary<Int32>(offset);
14477 setOrdinary(offset, value);
14489 return ordinary<UInt32>(offset);
14499 setOrdinary(offset, value);
14511 return ordinary<Timestamp>(offset);
14521 setOrdinary(offset, value.sinceEpoch());
14533 return ordinary<Timestamp>(offset);
14543 setOrdinary(offset, value.sinceEpoch());
14556 FieldValue fieldValue;
14594 return enumeration<SecurityTradingStatus>(value, offset,
NullUInt8());
14605 setEnumeration<SecurityTradingStatus>(offset, value);
14626 return decimal(value, offset,
NullPRICE9());
14636 setOrdinary(offset, value);
14657 return decimal(value, offset,
NullPRICE9());
14667 setOrdinary(offset, value);
14687 return decimal(value, offset,
NullPRICE9());
14696 setOrdinary(offset, value);
14714 return getGroup<Entries>(EntriesAccess(), *
this);
14722 return getGroup<Entries>(EntriesAccess(), *
this);
14730 return constructGroup<Entries>(
14743 return setupGroup<Entries>(
14759 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
14770 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
14771 minimalBlockLength(version);
14784 ONIXS_CONFLATEDTCP_ASSERT(version >= SinceVersion),
14801 securityTradingStatusNull();
14802 highLimitPriceNull();
14803 lowLimitPriceNull();
14804 maxPriceVariationNull();
14806 resetVariableFields();
14816 return "SnapshotFullRefreshLongQty69";
14844 SbeMessage::calculateBinarySize(tail());
14852 minimalBlockLength(version) +
14853 MessageHeader::Size +
14854 getMinimalVariableFieldsSize(version);
14857 *
this, length, minimalRequiredLength);
14861 void checkVarLenFields()
const 14864 checkTail<Entries>();
14867 void checkCompatibility()
const 14869 assert(TemplateId == templateId());
14871 checkSchema<Schema>(schemaId(), version());
14872 checkLength(bufferSize(), version());
14873 checkVarLenFields();
14877 struct EntriesAccess
14895 resetGroup<Entries>(EntriesAccess(), *
this);
14911 enum { TemplateId = 302 };
14923 checkVersion<Schema>(version);
14924 checkLength(length, version);
14925 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
14939 checkVersion<Schema>(version);
14940 checkLength(length, version);
14941 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
14942 resetVariableFields();
14952 checkCompatibility();
14961 assert(message.
valid());
14963 checkCompatibility();
14976 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
14987 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
14988 minimalBlockLength(version);
15001 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
15016 resetVariableFields();
15026 return "AdminHeartbeat302";
15048 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
15049 MessageHeader::Size));
15058 SbeMessage::calculateBinarySize(tail());
15066 minimalBlockLength(version) +
15067 MessageHeader::Size +
15068 getMinimalVariableFieldsSize(version);
15071 *
this, length, minimalRequiredLength);
15074 void checkCompatibility()
const 15076 assert(TemplateId == templateId());
15078 checkSchema<Schema>(schemaId(), version());
15079 checkLength(bufferSize(), version());
15095 enum { TemplateId = 303 };
15122 :
Base(data, length, version)
15124 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
15125 assert(length >= minimalBlockLength(version));
15142 resetVariableFields();
15162 return enumeration<SpectrumEntryType>(offset);
15173 setEnumeration<SpectrumEntryType>(offset, value);
15185 return fixedStr<length>(offset);
15195 setFixedStr<length>(offset, value);
15207 return fixedStr<length>(offset);
15217 setFixedStr<length>(offset, value);
15228 return ordinary<UInt64>(offset);
15237 setOrdinary(offset, value);
15248 return ordinary<Int32>(offset);
15257 setOrdinary(offset, value);
15268 return decimal(value, offset,
NullPRICE9());
15277 setOrdinary(offset, value);
15297 return ordinary(value, offset,
NullUInt64());
15306 setOrdinary(offset, value);
15327 return ordinary<Timestamp>(offset);
15337 setOrdinary(offset, value.sinceEpoch());
15349 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
15350 minimalBlockLength(version);
15364 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
15374 return "IncrementalRefreshSpectrum303.Entry";
15393 checkVersion<Schema>(version);
15394 checkLength(length, version);
15395 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
15409 checkVersion<Schema>(version);
15410 checkLength(length, version);
15411 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
15412 resetVariableFields();
15422 checkCompatibility();
15431 assert(message.
valid());
15433 checkCompatibility();
15444 return ordinary<Timestamp>(offset);
15454 setOrdinary(offset, value.sinceEpoch());
15469 return ordinary<EventIndicator>(offset);
15482 setOrdinary(offset, value);
15491 return getGroup<Entries>(EntriesAccess(), *
this);
15499 return getGroup<Entries>(EntriesAccess(), *
this);
15507 return constructGroup<Entries>(
15520 return setupGroup<Entries>(
15536 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
15547 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
15548 minimalBlockLength(version);
15561 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
15577 resetVariableFields();
15587 return "IncrementalRefreshSpectrum303";
15615 SbeMessage::calculateBinarySize(tail());
15623 minimalBlockLength(version) +
15624 MessageHeader::Size +
15625 getMinimalVariableFieldsSize(version);
15628 *
this, length, minimalRequiredLength);
15632 void checkVarLenFields()
const 15635 checkTail<Entries>();
15638 void checkCompatibility()
const 15640 assert(TemplateId == templateId());
15642 checkSchema<Schema>(schemaId(), version());
15643 checkLength(bufferSize(), version());
15644 checkVarLenFields();
15648 struct EntriesAccess
15666 resetGroup<Entries>(EntriesAccess(), *
this);
15682 enum { TemplateId = 304 };
15709 :
Base(data, length, version)
15711 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
15712 assert(length >= minimalBlockLength(version));
15728 tradingSessionIdNull();
15729 aggressorSideNull();
15731 resetVariableFields();
15751 return enumeration<TickerEntryType>(offset);
15762 setEnumeration<TickerEntryType>(offset, value);
15773 return ordinary<Int32>(offset);
15782 setOrdinary(offset, value);
15794 return fixedStr<length>(offset);
15804 setFixedStr<length>(offset, value);
15815 return ordinary<UInt64>(offset);
15824 setOrdinary(offset, value);
15836 return fixedStr<length>(offset);
15846 setFixedStr<length>(offset, value);
15857 return decimal(value, offset,
NullPRICE9());
15866 setOrdinary(offset, value);
15886 return ordinary(value, offset,
NullUInt64());
15895 setOrdinary(offset, value);
15916 return ordinary<Timestamp>(offset);
15926 setOrdinary(offset, value.sinceEpoch());
15938 return enumeration<PreviousDayFlag>(offset);
15950 setEnumeration<PreviousDayFlag>(offset, value);
15964 return enumeration<MarketHrs>(value, offset,
NullUInt8());
15976 setEnumeration<MarketHrs>(offset, value);
15998 return enumeration<AggressorSide>(value, offset,
NullUInt8());
16009 setEnumeration<AggressorSide>(offset, value);
16030 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
16031 minimalBlockLength(version);
16045 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
16055 return "IncrementalRefreshTicker304.Entry";
16074 checkVersion<Schema>(version);
16075 checkLength(length, version);
16076 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16090 checkVersion<Schema>(version);
16091 checkLength(length, version);
16092 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16093 resetVariableFields();
16103 checkCompatibility();
16112 assert(message.
valid());
16114 checkCompatibility();
16125 return ordinary<Timestamp>(offset);
16135 setOrdinary(offset, value.sinceEpoch());
16150 return ordinary<EventIndicator>(offset);
16163 setOrdinary(offset, value);
16172 return getGroup<Entries>(EntriesAccess(), *
this);
16180 return getGroup<Entries>(EntriesAccess(), *
this);
16188 return constructGroup<Entries>(
16201 return setupGroup<Entries>(
16217 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
16228 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
16229 minimalBlockLength(version);
16242 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
16258 resetVariableFields();
16268 return "IncrementalRefreshTicker304";
16296 SbeMessage::calculateBinarySize(tail());
16304 minimalBlockLength(version) +
16305 MessageHeader::Size +
16306 getMinimalVariableFieldsSize(version);
16309 *
this, length, minimalRequiredLength);
16313 void checkVarLenFields()
const 16316 checkTail<Entries>();
16319 void checkCompatibility()
const 16321 assert(TemplateId == templateId());
16323 checkSchema<Schema>(schemaId(), version());
16324 checkLength(bufferSize(), version());
16325 checkVarLenFields();
16329 struct EntriesAccess
16347 resetGroup<Entries>(EntriesAccess(), *
this);
16363 enum { TemplateId = 305 };
16390 :
Base(data, length, version)
16392 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
16393 assert(length >= minimalBlockLength(version));
16410 resetVariableFields();
16421 return enumeration<SpectrumEntryType>(offset);
16432 setEnumeration<SpectrumEntryType>(offset, value);
16443 return decimal(value, offset,
NullPRICE9());
16452 setOrdinary(offset, value);
16472 return ordinary(value, offset,
NullUInt64());
16481 setOrdinary(offset, value);
16502 return ordinary<Timestamp>(offset);
16512 setOrdinary(offset, value.sinceEpoch());
16524 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
16525 minimalBlockLength(version);
16539 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
16549 return "SnapshotRefreshSpectrum305.Entry";
16568 checkVersion<Schema>(version);
16569 checkLength(length, version);
16570 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16584 checkVersion<Schema>(version);
16585 checkLength(length, version);
16586 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
16587 resetVariableFields();
16597 checkCompatibility();
16606 assert(message.
valid());
16608 checkCompatibility();
16620 return ordinary<Timestamp>(offset);
16631 setOrdinary(offset, value.sinceEpoch());
16643 return ordinary<EventIndicator>(offset);
16653 setOrdinary(offset, value);
16665 return fixedStr<length>(offset);
16675 setFixedStr<length>(offset, value);
16687 return fixedStr<length>(offset);
16697 setFixedStr<length>(offset, value);
16708 return ordinary<UInt64>(offset);
16717 setOrdinary(offset, value);
16728 return ordinary<Int32>(offset);
16737 setOrdinary(offset, value);
16746 return getGroup<Entries>(EntriesAccess(), *
this);
16754 return getGroup<Entries>(EntriesAccess(), *
this);
16762 return constructGroup<Entries>(
16775 return setupGroup<Entries>(
16791 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
16802 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
16803 minimalBlockLength(version);
16816 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
16832 resetVariableFields();
16842 return "SnapshotRefreshSpectrum305";
16870 SbeMessage::calculateBinarySize(tail());
16878 minimalBlockLength(version) +
16879 MessageHeader::Size +
16880 getMinimalVariableFieldsSize(version);
16883 *
this, length, minimalRequiredLength);
16887 void checkVarLenFields()
const 16890 checkTail<Entries>();
16893 void checkCompatibility()
const 16895 assert(TemplateId == templateId());
16897 checkSchema<Schema>(schemaId(), version());
16898 checkLength(bufferSize(), version());
16899 checkVarLenFields();
16903 struct EntriesAccess
16921 resetGroup<Entries>(EntriesAccess(), *
this);
16937 enum { TemplateId = 306 };
16964 :
Base(data, length, version)
16966 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
16967 assert(length >= minimalBlockLength(version));
16983 tradingSessionIdNull();
16984 aggressorSideNull();
16986 resetVariableFields();
16997 return enumeration<TickerEntryType>(offset);
17008 setEnumeration<TickerEntryType>(offset, value);
17019 return decimal(value, offset,
NullPRICE9());
17028 setOrdinary(offset, value);
17048 return ordinary(value, offset,
NullUInt64());
17057 setOrdinary(offset, value);
17078 return ordinary<Timestamp>(offset);
17088 setOrdinary(offset, value.sinceEpoch());
17100 return enumeration<PreviousDayFlag>(offset);
17112 setEnumeration<PreviousDayFlag>(offset, value);
17124 return enumeration<MarketHrs>(value, offset,
NullUInt8());
17134 setEnumeration<MarketHrs>(offset, value);
17156 return enumeration<AggressorSide>(value, offset,
NullUInt8());
17167 setEnumeration<AggressorSide>(offset, value);
17188 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
17189 minimalBlockLength(version);
17203 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
17213 return "SnapshotRefreshTicker306.Entry";
17232 checkVersion<Schema>(version);
17233 checkLength(length, version);
17234 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17248 checkVersion<Schema>(version);
17249 checkLength(length, version);
17250 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17251 resetVariableFields();
17261 checkCompatibility();
17270 assert(message.
valid());
17272 checkCompatibility();
17284 return ordinary<Timestamp>(offset);
17295 setOrdinary(offset, value.sinceEpoch());
17307 return ordinary<EventIndicator>(offset);
17317 setOrdinary(offset, value);
17329 return fixedStr<length>(offset);
17339 setFixedStr<length>(offset, value);
17351 return fixedStr<length>(offset);
17361 setFixedStr<length>(offset, value);
17372 return ordinary<UInt64>(offset);
17381 setOrdinary(offset, value);
17392 return ordinary<Int32>(offset);
17401 setOrdinary(offset, value);
17410 return getGroup<Entries>(EntriesAccess(), *
this);
17418 return getGroup<Entries>(EntriesAccess(), *
this);
17426 return constructGroup<Entries>(
17439 return setupGroup<Entries>(
17455 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
17466 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
17467 minimalBlockLength(version);
17480 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
17496 resetVariableFields();
17506 return "SnapshotRefreshTicker306";
17534 SbeMessage::calculateBinarySize(tail());
17542 minimalBlockLength(version) +
17543 MessageHeader::Size +
17544 getMinimalVariableFieldsSize(version);
17547 *
this, length, minimalRequiredLength);
17551 void checkVarLenFields()
const 17554 checkTail<Entries>();
17557 void checkCompatibility()
const 17559 assert(TemplateId == templateId());
17561 checkSchema<Schema>(schemaId(), version());
17562 checkLength(bufferSize(), version());
17563 checkVarLenFields();
17567 struct EntriesAccess
17585 resetGroup<Entries>(EntriesAccess(), *
this);
17601 enum { TemplateId = 307 };
17613 checkVersion<Schema>(version);
17614 checkLength(length, version);
17615 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17629 checkVersion<Schema>(version);
17630 checkLength(length, version);
17631 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17632 resetVariableFields();
17642 checkCompatibility();
17651 assert(message.
valid());
17653 checkCompatibility();
17663 return ordinary<Timestamp>(offset);
17672 setOrdinary(offset, value.sinceEpoch());
17685 return enumeration<SpectrumSecurityTradingEvent>(offset);
17697 setEnumeration<SpectrumSecurityTradingEvent>(offset, value);
17711 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
17722 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
17723 minimalBlockLength(version);
17736 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
17751 resetVariableFields();
17761 return "GlobalDayRoll307";
17783 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
17784 MessageHeader::Size));
17793 SbeMessage::calculateBinarySize(tail());
17801 minimalBlockLength(version) +
17802 MessageHeader::Size +
17803 getMinimalVariableFieldsSize(version);
17806 *
this, length, minimalRequiredLength);
17809 void checkCompatibility()
const 17811 assert(TemplateId == templateId());
17813 checkSchema<Schema>(schemaId(), version());
17814 checkLength(bufferSize(), version());
17830 enum { TemplateId = 4 };
17857 :
Base(data, length, version)
17859 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
17860 assert(length >= minimalBlockLength(version));
17874 resetVariableFields();
17904 return ordinary<Int16>(offset);
17914 setOrdinary(offset, value);
17926 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
17927 minimalBlockLength(version);
17941 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
17951 return "ChannelReset4.Entry";
17970 checkVersion<Schema>(version);
17971 checkLength(length, version);
17972 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17986 checkVersion<Schema>(version);
17987 checkLength(length, version);
17988 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
17989 resetVariableFields();
17999 checkCompatibility();
18008 assert(message.
valid());
18010 checkCompatibility();
18021 return ordinary<Timestamp>(offset);
18031 setOrdinary(offset, value.sinceEpoch());
18043 return ordinary<MatchEventIndicator>(offset);
18055 setOrdinary(offset, value);
18064 return getGroup<Entries>(EntriesAccess(), *
this);
18072 return getGroup<Entries>(EntriesAccess(), *
this);
18080 return constructGroup<Entries>(
18093 return setupGroup<Entries>(
18109 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18120 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18121 minimalBlockLength(version);
18134 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18150 resetVariableFields();
18160 return "ChannelReset4";
18188 SbeMessage::calculateBinarySize(tail());
18196 minimalBlockLength(version) +
18197 MessageHeader::Size +
18198 getMinimalVariableFieldsSize(version);
18201 *
this, length, minimalRequiredLength);
18205 void checkVarLenFields()
const 18208 checkTail<Entries>();
18211 void checkCompatibility()
const 18213 assert(TemplateId == templateId());
18215 checkSchema<Schema>(schemaId(), version());
18216 checkLength(bufferSize(), version());
18217 checkVarLenFields();
18221 struct EntriesAccess
18237 resetGroup<Entries>(EntriesAccess(), *
this);
18253 enum { TemplateId = 12 };
18265 checkVersion<Schema>(version);
18266 checkLength(length, version);
18267 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18281 checkVersion<Schema>(version);
18282 checkLength(length, version);
18283 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18284 resetVariableFields();
18294 checkCompatibility();
18303 assert(message.
valid());
18305 checkCompatibility();
18318 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18329 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18330 minimalBlockLength(version);
18343 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18358 resetVariableFields();
18368 return "AdminHeartbeat12";
18390 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
18391 MessageHeader::Size));
18400 SbeMessage::calculateBinarySize(tail());
18408 minimalBlockLength(version) +
18409 MessageHeader::Size +
18410 getMinimalVariableFieldsSize(version);
18413 *
this, length, minimalRequiredLength);
18416 void checkCompatibility()
const 18418 assert(TemplateId == templateId());
18420 checkSchema<Schema>(schemaId(), version());
18421 checkLength(bufferSize(), version());
18437 enum { TemplateId = 15 };
18449 checkVersion<Schema>(version);
18450 checkLength(length, version);
18451 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18465 checkVersion<Schema>(version);
18466 checkLength(length, version);
18467 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18468 resetVariableFields();
18478 checkCompatibility();
18487 assert(message.
valid());
18489 checkCompatibility();
18499 return ordinary<Int8>(offset);
18508 setOrdinary(offset, value);
18522 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18533 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18534 minimalBlockLength(version);
18547 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18562 resetVariableFields();
18572 return "AdminLogin15";
18594 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
18595 MessageHeader::Size));
18604 SbeMessage::calculateBinarySize(tail());
18612 minimalBlockLength(version) +
18613 MessageHeader::Size +
18614 getMinimalVariableFieldsSize(version);
18617 *
this, length, minimalRequiredLength);
18620 void checkCompatibility()
const 18622 assert(TemplateId == templateId());
18624 checkSchema<Schema>(schemaId(), version());
18625 checkLength(bufferSize(), version());
18641 enum { TemplateId = 16 };
18653 checkVersion<Schema>(version);
18654 checkLength(length, version);
18655 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18669 checkVersion<Schema>(version);
18670 checkLength(length, version);
18671 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
18672 resetVariableFields();
18682 checkCompatibility();
18691 assert(message.
valid());
18693 checkCompatibility();
18705 return fixedStr<length>(offset);
18716 setFixedStr<length>(offset, value);
18730 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18741 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18742 minimalBlockLength(version);
18755 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18770 resetVariableFields();
18780 return "AdminLogout16";
18802 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
18803 MessageHeader::Size));
18812 SbeMessage::calculateBinarySize(tail());
18820 minimalBlockLength(version) +
18821 MessageHeader::Size +
18822 getMinimalVariableFieldsSize(version);
18825 *
this, length, minimalRequiredLength);
18828 void checkCompatibility()
const 18830 assert(TemplateId == templateId());
18832 checkSchema<Schema>(schemaId(), version());
18833 checkLength(bufferSize(), version());
18849 enum { TemplateId = 54 };
18876 :
Base(data, length, version)
18878 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
18879 assert(length >= minimalBlockLength(version));
18893 resetVariableFields();
18904 return enumeration<EventType>(offset);
18913 setEnumeration<EventType>(offset, value);
18925 return ordinary<Timestamp>(offset);
18935 setOrdinary(offset, value.sinceEpoch());
18947 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18948 minimalBlockLength(version);
18962 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
18972 return "InstrumentDefinitionFuture54.EventsEntry";
19006 :
Base(data, length, version)
19008 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
19009 assert(length >= minimalBlockLength(version));
19023 resetVariableFields();
19036 return fixedStr<length>(offset);
19047 setFixedStr<length>(offset, value);
19058 return ordinary<Int8>(offset);
19067 setOrdinary(offset, value);
19079 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
19080 minimalBlockLength(version);
19094 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
19104 return "InstrumentDefinitionFuture54.FeedTypesEntry";
19138 :
Base(data, length, version)
19140 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
19141 assert(length >= minimalBlockLength(version));
19155 resetVariableFields();
19176 return ordinary<InstAttribValue>(offset);
19186 setOrdinary(offset, value);
19198 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
19199 minimalBlockLength(version);
19213 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
19223 return "InstrumentDefinitionFuture54.InstAttribEntry";
19257 :
Base(data, length, version)
19259 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
19260 assert(length >= minimalBlockLength(version));
19276 resetVariableFields();
19288 return ordinary<Int8>(offset);
19298 setOrdinary(offset, value);
19324 setOrdinary(offset, value);
19345 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
19346 minimalBlockLength(version);
19360 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
19370 return "InstrumentDefinitionFuture54.LotTypeRulesEntry";
19389 checkVersion<Schema>(version);
19390 checkLength(length, version);
19391 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
19405 checkVersion<Schema>(version);
19406 checkLength(length, version);
19407 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
19408 resetVariableFields();
19418 checkCompatibility();
19427 assert(message.
valid());
19429 checkCompatibility();
19440 return ordinary<MatchEventIndicator>(offset);
19452 setOrdinary(offset, value);
19464 return ordinary(value, offset,
NullUInt32());
19474 setOrdinary(offset, value);
19497 return enumeration<SecurityUpdateAction>(offset);
19510 setEnumeration<SecurityUpdateAction>(offset, value);
19522 return ordinary<Timestamp>(offset);
19532 setOrdinary(offset, value.sinceEpoch());
19547 return enumeration<SecurityTradingStatus>(value, offset,
NullUInt8());
19560 setEnumeration<SecurityTradingStatus>(offset, value);
19580 return ordinary<Int16>(offset);
19589 setOrdinary(offset, value);
19601 return ordinary<UInt8>(offset);
19611 setOrdinary(offset, value);
19622 return ordinary<UInt8>(offset);
19631 setOrdinary(offset, value);
19643 return fixedStr<length>(offset);
19653 setFixedStr<length>(offset, value);
19665 return fixedStr<length>(offset);
19675 setFixedStr<length>(offset, value);
19687 return fixedStr<length>(offset);
19697 setFixedStr<length>(offset, value);
19709 return fixedStr<length>(offset);
19719 setFixedStr<length>(offset, value);
19730 return ordinary<Int32>(offset);
19739 setOrdinary(offset, value);
19760 return fixedStr<length>(offset);
19770 setFixedStr<length>(offset, value);
19782 return fixedStr<length>(offset);
19792 setFixedStr<length>(offset, value);
19814 setOrdinary(offset, value);
19835 return fixedStr<length>(offset);
19845 setFixedStr<length>(offset, value);
19858 return fixedStr<length>(offset);
19869 setFixedStr<length>(offset, value);
19880 return ordinary<CHAR>(offset);
19889 setOrdinary(offset, value);
19900 return ordinary<UInt32>(offset);
19909 setOrdinary(offset, value);
19920 return ordinary<UInt32>(offset);
19929 setOrdinary(offset, value);
19941 return decimal<PRICE9>(offset);
19951 setOrdinary(offset, value);
19963 return decimal<Decimal9>(offset);
19973 setOrdinary(offset, value);
19984 return ordinary(value, offset,
NullUInt8());
19993 setOrdinary(offset, value);
20013 return ordinary(value, offset,
NullUInt8());
20022 setOrdinary(offset, value);
20042 return ordinary(value, offset,
NullUInt8());
20051 setOrdinary(offset, value);
20074 return fixedStr<length>(offset);
20086 setFixedStr<length>(offset, value);
20108 setOrdinary(offset, value);
20130 return decimal(value, offset,
NullPRICE9());
20141 setOrdinary(offset, value);
20162 return ordinary<SettlPriceType>(offset);
20172 setOrdinary(offset, value);
20184 return ordinary(value, offset,
NullInt32());
20194 setOrdinary(offset, value);
20215 return ordinary(value, offset,
NullInt32());
20225 setOrdinary(offset, value);
20245 return decimal(value, offset,
NullPRICE9());
20254 setOrdinary(offset, value);
20274 return decimal(value, offset,
NullPRICE9());
20283 setOrdinary(offset, value);
20303 return decimal(value, offset,
NullPRICE9());
20312 setOrdinary(offset, value);
20333 return ordinary(value, offset,
NullInt32());
20343 setOrdinary(offset, value);
20366 FieldValue fieldValue;
20403 return ordinary(value, offset,
NullInt32());
20412 setOrdinary(offset, value);
20434 return ordinary(value, offset,
NullInt32());
20445 setOrdinary(offset, value);
20467 return ordinary(value, offset,
NullInt8());
20478 setOrdinary(offset, value);
20502 return ordinary(value, offset,
NullInt8());
20515 setOrdinary(offset, value);
20535 return decimal(value, offset,
NullPRICE9());
20544 setOrdinary(offset, value);
20564 return ordinary<UserDefinedInstrument>(offset);
20575 setOrdinary(offset, value);
20589 FieldValue fieldValue;
20626 return ordinary(value, offset,
NullUInt64());
20635 setOrdinary(offset, value);
20653 return getGroup<Events>(EventsAccess(), *
this);
20661 return getGroup<Events>(EventsAccess(), *
this);
20669 return constructGroup<Events>(
20682 return setupGroup<Events>(
20693 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
20701 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
20709 return constructGroup<FeedTypes>(
20722 return setupGroup<FeedTypes>(
20733 return getGroup<InstAttrib>(
20734 InstAttribAccess(),
20743 return getGroup<InstAttrib>(
20744 InstAttribAccess(),
20753 return constructGroup<InstAttrib>(
20754 InstAttribAccess(),
20766 return setupGroup<InstAttrib>(
20767 InstAttribAccess(),
20777 return getGroup<LotTypeRules>(
20778 LotTypeRulesAccess(),
20787 return getGroup<LotTypeRules>(
20788 LotTypeRulesAccess(),
20799 return constructGroup<LotTypeRules>(
20800 LotTypeRulesAccess(),
20812 return setupGroup<LotTypeRules>(
20813 LotTypeRulesAccess(),
20828 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
20839 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
20840 minimalBlockLength(version);
20853 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
20854 static_cast<MessageSize>(Events::EmptySize) + static_cast<MessageSize>(FeedTypes::EmptySize) +
static_cast<MessageSize>(InstAttrib::EmptySize) + static_cast<MessageSize>(LotTypeRules::EmptySize);
20864 lotTypeRulesNull();
20872 totNumReportsNull();
20873 securityTradingStatusNull();
20874 maturityMonthYearNull();
20875 mainFractionNull();
20877 priceDisplayFormatNull();
20878 unitOfMeasureQtyNull();
20879 tradingReferencePriceNull();
20880 openInterestQtyNull();
20881 clearedVolumeNull();
20882 highLimitPriceNull();
20883 lowLimitPriceNull();
20884 maxPriceVariationNull();
20885 decayQuantityNull();
20886 decayStartDateNull();
20887 originalContractSizeNull();
20888 contractMultiplierNull();
20889 contractMultiplierUnitNull();
20890 flowScheduleTypeNull();
20891 minPriceIncrementAmountNull();
20892 tradingReferenceDateNull();
20893 instrumentGUIdNull();
20895 resetVariableFields();
20905 return "InstrumentDefinitionFuture54";
20924 lotTypeRules().tail();
20933 SbeMessage::calculateBinarySize(tail());
20941 minimalBlockLength(version) +
20942 MessageHeader::Size +
20943 getMinimalVariableFieldsSize(version);
20946 *
this, length, minimalRequiredLength);
20950 void checkVarLenFields()
const 20953 checkTail<Events>().
20954 checkTail<FeedTypes>().
20955 checkTail<InstAttrib>().
20956 checkTail<LotTypeRules>();
20959 void checkCompatibility()
const 20961 assert(TemplateId == templateId());
20963 checkSchema<Schema>(schemaId(), version());
20964 checkLength(bufferSize(), version());
20965 checkVarLenFields();
20969 struct EventsAccess
20987 resetGroup<Events>(EventsAccess(), *
this);
20991 struct FeedTypesAccess
21007 void feedTypesNull()
21010 resetGroup<FeedTypes>(FeedTypesAccess(), *
this);
21014 struct InstAttribAccess
21025 head<InstAttrib>();
21031 void instAttribNull()
21034 resetGroup<InstAttrib>(
21035 InstAttribAccess(),
21040 struct LotTypeRulesAccess
21051 tail<InstAttrib>().
21052 head<LotTypeRules>();
21058 void lotTypeRulesNull()
21061 resetGroup<LotTypeRules>(
21062 LotTypeRulesAccess(),
21079 enum { TemplateId = 56 };
21106 :
Base(data, length, version)
21108 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
21109 assert(length >= minimalBlockLength(version));
21123 resetVariableFields();
21134 return enumeration<EventType>(offset);
21143 setEnumeration<EventType>(offset, value);
21155 return ordinary<Timestamp>(offset);
21165 setOrdinary(offset, value.sinceEpoch());
21177 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
21178 minimalBlockLength(version);
21192 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
21202 return "InstrumentDefinitionSpread56.EventsEntry";
21236 :
Base(data, length, version)
21238 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
21239 assert(length >= minimalBlockLength(version));
21253 resetVariableFields();
21266 return fixedStr<length>(offset);
21277 setFixedStr<length>(offset, value);
21288 return ordinary<Int8>(offset);
21297 setOrdinary(offset, value);
21309 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
21310 minimalBlockLength(version);
21324 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
21334 return "InstrumentDefinitionSpread56.FeedTypesEntry";
21368 :
Base(data, length, version)
21370 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
21371 assert(length >= minimalBlockLength(version));
21385 resetVariableFields();
21406 return ordinary<InstAttribValue>(offset);
21416 setOrdinary(offset, value);
21428 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
21429 minimalBlockLength(version);
21443 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
21453 return "InstrumentDefinitionSpread56.InstAttribEntry";
21487 :
Base(data, length, version)
21489 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
21490 assert(length >= minimalBlockLength(version));
21506 resetVariableFields();
21518 return ordinary<Int8>(offset);
21528 setOrdinary(offset, value);
21554 setOrdinary(offset, value);
21575 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
21576 minimalBlockLength(version);
21590 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
21600 return "InstrumentDefinitionSpread56.LotTypeRulesEntry";
21634 :
Base(data, length, version)
21636 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
21637 assert(length >= minimalBlockLength(version));
21652 legOptionDeltaNull();
21654 resetVariableFields();
21665 return ordinary<Int32>(offset);
21674 setOrdinary(offset, value);
21694 return enumeration<LegSide>(offset);
21703 setEnumeration<LegSide>(offset, value);
21715 return ordinary<Int8>(offset);
21725 setOrdinary(offset, value);
21736 return decimal(value, offset,
NullPRICE9());
21745 setOrdinary(offset, value);
21776 setOrdinary(offset, value);
21797 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
21798 minimalBlockLength(version);
21812 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
21822 return "InstrumentDefinitionSpread56.LegsEntry";
21841 checkVersion<Schema>(version);
21842 checkLength(length, version);
21843 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
21857 checkVersion<Schema>(version);
21858 checkLength(length, version);
21859 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
21860 resetVariableFields();
21870 checkCompatibility();
21879 assert(message.
valid());
21881 checkCompatibility();
21892 return ordinary<MatchEventIndicator>(offset);
21904 setOrdinary(offset, value);
21916 return ordinary(value, offset,
NullUInt32());
21926 setOrdinary(offset, value);
21949 return enumeration<SecurityUpdateAction>(offset);
21962 setEnumeration<SecurityUpdateAction>(offset, value);
21974 return ordinary<Timestamp>(offset);
21984 setOrdinary(offset, value.sinceEpoch());
21998 return enumeration<SecurityTradingStatus>(value, offset,
NullUInt8());
22010 setEnumeration<SecurityTradingStatus>(offset, value);
22030 return ordinary<Int16>(offset);
22039 setOrdinary(offset, value);
22051 return ordinary<UInt8>(offset);
22061 setOrdinary(offset, value);
22072 return ordinary(value, offset,
NullUInt8());
22081 setOrdinary(offset, value);
22102 return fixedStr<length>(offset);
22112 setFixedStr<length>(offset, value);
22124 return fixedStr<length>(offset);
22134 setFixedStr<length>(offset, value);
22146 return fixedStr<length>(offset);
22156 setFixedStr<length>(offset, value);
22168 return fixedStr<length>(offset);
22178 setFixedStr<length>(offset, value);
22189 return ordinary<Int32>(offset);
22198 setOrdinary(offset, value);
22220 return fixedStr<length>(offset);
22230 setFixedStr<length>(offset, value);
22242 return fixedStr<length>(offset);
22252 setFixedStr<length>(offset, value);
22274 setOrdinary(offset, value);
22295 return fixedStr<length>(offset);
22305 setFixedStr<length>(offset, value);
22317 return fixedStr<length>(offset);
22327 setFixedStr<length>(offset, value);
22338 return ordinary<UserDefinedInstrument>(offset);
22349 setOrdinary(offset, value);
22360 return ordinary<CHAR>(offset);
22369 setOrdinary(offset, value);
22380 return ordinary<UInt32>(offset);
22389 setOrdinary(offset, value);
22400 return ordinary<UInt32>(offset);
22409 setOrdinary(offset, value);
22421 return decimal(value, offset,
NullPRICE9());
22431 setOrdinary(offset, value);
22452 return decimal<Decimal9>(offset);
22462 setOrdinary(offset, value);
22473 return ordinary(value, offset,
NullUInt8());
22482 setOrdinary(offset, value);
22502 return decimal(value, offset,
NullPRICE9());
22511 setOrdinary(offset, value);
22531 return ordinary(value, offset,
NullInt8());
22540 setOrdinary(offset, value);
22561 return fixedStr<length>(offset);
22571 setFixedStr<length>(offset, value);
22584 return decimal(value, offset,
NullPRICE9());
22595 setOrdinary(offset, value);
22616 return ordinary<SettlPriceType>(offset);
22626 setOrdinary(offset, value);
22638 return ordinary(value, offset,
NullInt32());
22648 setOrdinary(offset, value);
22669 return ordinary(value, offset,
NullInt32());
22679 setOrdinary(offset, value);
22699 return decimal(value, offset,
NullPRICE9());
22708 setOrdinary(offset, value);
22728 return decimal(value, offset,
NullPRICE9());
22737 setOrdinary(offset, value);
22757 return decimal(value, offset,
NullPRICE9());
22766 setOrdinary(offset, value);
22786 return ordinary(value, offset,
NullUInt8());
22795 setOrdinary(offset, value);
22815 return ordinary(value, offset,
NullUInt8());
22824 setOrdinary(offset, value);
22847 FieldValue fieldValue;
22885 return fixedStr<length>(offset);
22895 setFixedStr<length>(offset, value);
22908 return fixedStr<length>(offset);
22919 setFixedStr<length>(offset, value);
22932 return fixedStr<length>(offset);
22943 setFixedStr<length>(offset, value);
22954 return ordinary(value, offset,
NullUInt64());
22963 setOrdinary(offset, value);
22984 return fixedStr<length>(offset);
22994 setFixedStr<length>(offset, value);
23003 return getGroup<Events>(EventsAccess(), *
this);
23011 return getGroup<Events>(EventsAccess(), *
this);
23019 return constructGroup<Events>(
23032 return setupGroup<Events>(
23043 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
23051 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
23059 return constructGroup<FeedTypes>(
23072 return setupGroup<FeedTypes>(
23083 return getGroup<InstAttrib>(
23084 InstAttribAccess(),
23093 return getGroup<InstAttrib>(
23094 InstAttribAccess(),
23103 return constructGroup<InstAttrib>(
23104 InstAttribAccess(),
23116 return setupGroup<InstAttrib>(
23117 InstAttribAccess(),
23127 return getGroup<LotTypeRules>(
23128 LotTypeRulesAccess(),
23137 return getGroup<LotTypeRules>(
23138 LotTypeRulesAccess(),
23149 return constructGroup<LotTypeRules>(
23150 LotTypeRulesAccess(),
23162 return setupGroup<LotTypeRules>(
23163 LotTypeRulesAccess(),
23173 return getGroup<Legs>(LegsAccess(), *
this);
23181 return getGroup<Legs>(LegsAccess(), *
this);
23189 return constructGroup<Legs>(
23202 return setupGroup<Legs>(
23218 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
23229 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
23230 minimalBlockLength(version);
23243 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
23244 static_cast<MessageSize>(Events::EmptySize) + static_cast<MessageSize>(FeedTypes::EmptySize) +
static_cast<MessageSize>(InstAttrib::EmptySize) + static_cast<MessageSize>(LotTypeRules::EmptySize) +
static_cast<MessageSize>(Legs::EmptySize);
23254 lotTypeRulesNull();
23263 totNumReportsNull();
23264 securityTradingStatusNull();
23265 underlyingProductNull();
23266 maturityMonthYearNull();
23267 minPriceIncrementNull();
23268 priceDisplayFormatNull();
23271 tradingReferencePriceNull();
23272 openInterestQtyNull();
23273 clearedVolumeNull();
23274 highLimitPriceNull();
23275 lowLimitPriceNull();
23276 maxPriceVariationNull();
23277 mainFractionNull();
23279 tradingReferenceDateNull();
23280 instrumentGUIdNull();
23282 resetVariableFields();
23292 return "InstrumentDefinitionSpread56";
23320 SbeMessage::calculateBinarySize(tail());
23328 minimalBlockLength(version) +
23329 MessageHeader::Size +
23330 getMinimalVariableFieldsSize(version);
23333 *
this, length, minimalRequiredLength);
23337 void checkVarLenFields()
const 23340 checkTail<Events>().
23341 checkTail<FeedTypes>().
23342 checkTail<InstAttrib>().
23343 checkTail<LotTypeRules>().
23347 void checkCompatibility()
const 23349 assert(TemplateId == templateId());
23351 checkSchema<Schema>(schemaId(), version());
23352 checkLength(bufferSize(), version());
23353 checkVarLenFields();
23357 struct EventsAccess
23375 resetGroup<Events>(EventsAccess(), *
this);
23379 struct FeedTypesAccess
23395 void feedTypesNull()
23398 resetGroup<FeedTypes>(FeedTypesAccess(), *
this);
23402 struct InstAttribAccess
23413 head<InstAttrib>();
23419 void instAttribNull()
23422 resetGroup<InstAttrib>(
23423 InstAttribAccess(),
23428 struct LotTypeRulesAccess
23439 tail<InstAttrib>().
23440 head<LotTypeRules>();
23446 void lotTypeRulesNull()
23449 resetGroup<LotTypeRules>(
23450 LotTypeRulesAccess(),
23466 tail<InstAttrib>().
23467 tail<LotTypeRules>().
23477 resetGroup<Legs>(LegsAccess(), *
this);
23493 enum { TemplateId = 30 };
23505 checkVersion<Schema>(version);
23506 checkLength(length, version);
23507 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
23521 checkVersion<Schema>(version);
23522 checkLength(length, version);
23523 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
23524 resetVariableFields();
23534 checkCompatibility();
23543 assert(message.
valid());
23545 checkCompatibility();
23556 return ordinary<Timestamp>(offset);
23566 setOrdinary(offset, value.sinceEpoch());
23578 return fixedStr<length>(offset);
23588 setFixedStr<length>(offset, value);
23600 return fixedStr<length>(offset);
23610 setFixedStr<length>(offset, value);
23622 return ordinary(value, offset,
NullInt32());
23632 setOrdinary(offset, value);
23654 FieldValue fieldValue;
23691 return ordinary<MatchEventIndicator>(offset);
23703 setOrdinary(offset, value);
23717 return enumeration<SecurityTradingStatus>(value, offset,
NullUInt8());
23729 setEnumeration<SecurityTradingStatus>(offset, value);
23749 return enumeration<HaltReason>(offset);
23758 setEnumeration<HaltReason>(offset, value);
23771 return enumeration<SecurityTradingEvent>(offset);
23783 setEnumeration<SecurityTradingEvent>(offset, value);
23797 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
23808 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
23809 minimalBlockLength(version);
23822 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
23839 securityTradingStatusNull();
23841 resetVariableFields();
23851 return "SecurityStatus30";
23873 static_cast<ptrdiff_t>(SbeMessage::blockLength()) +
23874 MessageHeader::Size));
23883 SbeMessage::calculateBinarySize(tail());
23891 minimalBlockLength(version) +
23892 MessageHeader::Size +
23893 getMinimalVariableFieldsSize(version);
23896 *
this, length, minimalRequiredLength);
23899 void checkCompatibility()
const 23901 assert(TemplateId == templateId());
23903 checkSchema<Schema>(schemaId(), version());
23904 checkLength(bufferSize(), version());
23920 enum { TemplateId = 46 };
23947 :
Base(data, length, version)
23949 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
23950 assert(length >= minimalBlockLength(version));
23966 numberOfOrdersNull();
23967 tradeableSizeNull();
23969 resetVariableFields();
23980 return decimal(value, offset,
NullPRICE9());
23989 setOrdinary(offset, value);
24009 return ordinary(value, offset,
NullInt32());
24018 setOrdinary(offset, value);
24038 return ordinary<Int32>(offset);
24047 setOrdinary(offset, value);
24058 return ordinary<UInt32>(offset);
24067 setOrdinary(offset, value);
24079 return ordinary(value, offset,
NullInt32());
24089 setOrdinary(offset, value);
24109 return ordinary<UInt8>(offset);
24118 setOrdinary(offset, value);
24129 return enumeration<UpdateAction>(offset);
24138 setEnumeration<UpdateAction>(offset, value);
24149 return enumeration<EntryTypeBook>(offset);
24160 setEnumeration<EntryTypeBook>(offset, value);
24171 return ordinary(value, offset,
NullInt32());
24180 setOrdinary(offset, value);
24204 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
24219 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
24229 return "IncrementalRefreshBook46.Entry";
24263 :
Base(data, length, version)
24265 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
24266 assert(length >= minimalBlockLength(version));
24280 orderPriorityNull();
24284 resetVariableFields();
24295 return ordinary<UInt64>(offset);
24304 setOrdinary(offset, value);
24315 return ordinary(value, offset,
NullUInt64());
24324 setOrdinary(offset, value);
24344 return ordinary(value, offset,
NullInt32());
24353 setOrdinary(offset, value);
24374 return ordinary(value, offset,
NullUInt8());
24384 setOrdinary(offset, value);
24405 return enumeration<OrderUpdateAction>(offset);
24417 setEnumeration<OrderUpdateAction>(offset, value);
24432 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
24447 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
24457 return "IncrementalRefreshBook46.OrderIDEntry";
24476 checkVersion<Schema>(version);
24477 checkLength(length, version);
24478 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
24492 checkVersion<Schema>(version);
24493 checkLength(length, version);
24494 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
24495 resetVariableFields();
24505 checkCompatibility();
24514 assert(message.
valid());
24516 checkCompatibility();
24527 return ordinary<Timestamp>(offset);
24537 setOrdinary(offset, value.sinceEpoch());
24549 return ordinary<MatchEventIndicator>(offset);
24561 setOrdinary(offset, value);
24570 return getGroup<Entries>(EntriesAccess(), *
this);
24578 return getGroup<Entries>(EntriesAccess(), *
this);
24586 return constructGroup<Entries>(
24599 return setupGroup<Entries>(
24610 return getGroup<OrderIDEntries>(
24611 OrderIDEntriesAccess(),
24620 return getGroup<OrderIDEntries>(
24621 OrderIDEntriesAccess(),
24632 return constructGroup<OrderIDEntries>(
24633 OrderIDEntriesAccess(),
24645 return setupGroup<OrderIDEntries>(
24646 OrderIDEntriesAccess(),
24661 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
24675 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
24689 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
24690 static_cast<MessageSize>(Entries::EmptySize) + static_cast<MessageSize>(OrderIDEntries::EmptySize);
24698 orderIdEntriesNull();
24706 resetVariableFields();
24716 return "IncrementalRefreshBook46";
24735 orderIdEntries().tail();
24744 SbeMessage::calculateBinarySize(tail());
24752 minimalBlockLength(version) +
24753 MessageHeader::Size +
24754 getMinimalVariableFieldsSize(version);
24757 *
this, length, minimalRequiredLength);
24761 void checkVarLenFields()
const 24764 checkTail<Entries>().
24765 checkTail<OrderIDEntries>();
24768 void checkCompatibility()
const 24770 assert(TemplateId == templateId());
24772 checkSchema<Schema>(schemaId(), version());
24773 checkLength(bufferSize(), version());
24774 checkVarLenFields();
24778 struct EntriesAccess
24796 resetGroup<Entries>(EntriesAccess(), *
this);
24800 struct OrderIDEntriesAccess
24810 head<OrderIDEntries>();
24816 void orderIdEntriesNull()
24819 resetGroup<OrderIDEntries>(
24820 OrderIDEntriesAccess(),
24837 enum { TemplateId = 49 };
24864 :
Base(data, length, version)
24866 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
24867 assert(length >= minimalBlockLength(version));
24883 tradingReferenceDateNull();
24885 resetVariableFields();
24896 return decimal(value, offset,
NullPRICE9());
24905 setOrdinary(offset, value);
24925 return ordinary(value, offset,
NullInt32());
24934 setOrdinary(offset, value);
24954 return ordinary<Int32>(offset);
24963 setOrdinary(offset, value);
24974 return ordinary<UInt32>(offset);
24983 setOrdinary(offset, value);
24997 FieldValue fieldValue;
25035 return ordinary<SettlPriceType>(offset);
25045 setOrdinary(offset, value);
25056 return enumeration<UpdateAction>(offset);
25065 setEnumeration<UpdateAction>(offset, value);
25077 return enumeration<EntryTypeDailyStatistics>(offset);
25088 setEnumeration<EntryTypeDailyStatistics>(offset, value);
25103 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
25118 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
25128 return "IncrementalRefreshDailyStatistics49.Entry";
25147 checkVersion<Schema>(version);
25148 checkLength(length, version);
25149 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25163 checkVersion<Schema>(version);
25164 checkLength(length, version);
25165 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25166 resetVariableFields();
25176 checkCompatibility();
25185 assert(message.
valid());
25187 checkCompatibility();
25198 return ordinary<Timestamp>(offset);
25208 setOrdinary(offset, value.sinceEpoch());
25220 return ordinary<MatchEventIndicator>(offset);
25232 setOrdinary(offset, value);
25241 return getGroup<Entries>(EntriesAccess(), *
this);
25249 return getGroup<Entries>(EntriesAccess(), *
this);
25257 return constructGroup<Entries>(
25270 return setupGroup<Entries>(
25286 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
25300 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
25314 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
25330 resetVariableFields();
25340 return "IncrementalRefreshDailyStatistics49";
25368 SbeMessage::calculateBinarySize(tail());
25376 minimalBlockLength(version) +
25377 MessageHeader::Size +
25378 getMinimalVariableFieldsSize(version);
25381 *
this, length, minimalRequiredLength);
25385 void checkVarLenFields()
const 25388 checkTail<Entries>();
25391 void checkCompatibility()
const 25393 assert(TemplateId == templateId());
25395 checkSchema<Schema>(schemaId(), version());
25396 checkLength(bufferSize(), version());
25397 checkVarLenFields();
25401 struct EntriesAccess
25419 resetGroup<Entries>(EntriesAccess(), *
this);
25435 enum { TemplateId = 50 };
25462 :
Base(data, length, version)
25464 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
25465 assert(length >= minimalBlockLength(version));
25479 highLimitPriceNull();
25480 lowLimitPriceNull();
25481 maxPriceVariationNull();
25483 resetVariableFields();
25494 return decimal(value, offset,
NullPRICE9());
25503 setOrdinary(offset, value);
25523 return decimal(value, offset,
NullPRICE9());
25532 setOrdinary(offset, value);
25552 return decimal(value, offset,
NullPRICE9());
25561 setOrdinary(offset, value);
25581 return ordinary<Int32>(offset);
25590 setOrdinary(offset, value);
25601 return ordinary<UInt32>(offset);
25610 setOrdinary(offset, value);
25642 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
25643 minimalBlockLength(version);
25657 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
25667 return "IncrementalRefreshLimitsBanding50.Entry";
25686 checkVersion<Schema>(version);
25687 checkLength(length, version);
25688 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25702 checkVersion<Schema>(version);
25703 checkLength(length, version);
25704 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
25705 resetVariableFields();
25715 checkCompatibility();
25724 assert(message.
valid());
25726 checkCompatibility();
25737 return ordinary<Timestamp>(offset);
25747 setOrdinary(offset, value.sinceEpoch());
25759 return ordinary<MatchEventIndicator>(offset);
25771 setOrdinary(offset, value);
25780 return getGroup<Entries>(EntriesAccess(), *
this);
25788 return getGroup<Entries>(EntriesAccess(), *
this);
25796 return constructGroup<Entries>(
25809 return setupGroup<Entries>(
25825 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
25839 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
25853 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
25869 resetVariableFields();
25879 return "IncrementalRefreshLimitsBanding50";
25907 SbeMessage::calculateBinarySize(tail());
25915 minimalBlockLength(version) +
25916 MessageHeader::Size +
25917 getMinimalVariableFieldsSize(version);
25920 *
this, length, minimalRequiredLength);
25924 void checkVarLenFields()
const 25927 checkTail<Entries>();
25930 void checkCompatibility()
const 25932 assert(TemplateId == templateId());
25934 checkSchema<Schema>(schemaId(), version());
25935 checkLength(bufferSize(), version());
25936 checkVarLenFields();
25940 struct EntriesAccess
25958 resetGroup<Entries>(EntriesAccess(), *
this);
25974 enum { TemplateId = 51 };
26001 :
Base(data, length, version)
26003 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
26004 assert(length >= minimalBlockLength(version));
26018 openCloseSettlFlagNull();
26021 resetVariableFields();
26032 return decimal<PRICE9>(offset);
26041 setOrdinary(offset, value);
26052 return ordinary<Int32>(offset);
26061 setOrdinary(offset, value);
26072 return ordinary<UInt32>(offset);
26081 setOrdinary(offset, value);
26094 return enumeration<OpenCloseSettlFlag>(value, offset,
NullUInt8());
26105 setEnumeration<OpenCloseSettlFlag>(offset, value);
26125 return enumeration<UpdateAction>(offset);
26134 setEnumeration<UpdateAction>(offset, value);
26146 return enumeration<EntryTypeStatistics>(offset);
26157 setEnumeration<EntryTypeStatistics>(offset, value);
26168 return ordinary(value, offset,
NullInt32());
26177 setOrdinary(offset, value);
26201 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
26216 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
26226 return "IncrementalRefreshSessionStatistics51.Entry";
26245 checkVersion<Schema>(version);
26246 checkLength(length, version);
26247 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
26261 checkVersion<Schema>(version);
26262 checkLength(length, version);
26263 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
26264 resetVariableFields();
26274 checkCompatibility();
26283 assert(message.
valid());
26285 checkCompatibility();
26296 return ordinary<Timestamp>(offset);
26306 setOrdinary(offset, value.sinceEpoch());
26318 return ordinary<MatchEventIndicator>(offset);
26330 setOrdinary(offset, value);
26339 return getGroup<Entries>(EntriesAccess(), *
this);
26347 return getGroup<Entries>(EntriesAccess(), *
this);
26355 return constructGroup<Entries>(
26368 return setupGroup<Entries>(
26384 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
26398 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
26412 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
26428 resetVariableFields();
26438 return "IncrementalRefreshSessionStatistics51";
26466 SbeMessage::calculateBinarySize(tail());
26474 minimalBlockLength(version) +
26475 MessageHeader::Size +
26476 getMinimalVariableFieldsSize(version);
26479 *
this, length, minimalRequiredLength);
26483 void checkVarLenFields()
const 26486 checkTail<Entries>();
26489 void checkCompatibility()
const 26491 assert(TemplateId == templateId());
26493 checkSchema<Schema>(schemaId(), version());
26494 checkLength(bufferSize(), version());
26495 checkVarLenFields();
26499 struct EntriesAccess
26517 resetGroup<Entries>(EntriesAccess(), *
this);
26533 enum { TemplateId = 37 };
26560 :
Base(data, length, version)
26562 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
26563 assert(length >= minimalBlockLength(version));
26577 resetVariableFields();
26588 return ordinary<Int32>(offset);
26597 setOrdinary(offset, value);
26608 return ordinary<Int32>(offset);
26617 setOrdinary(offset, value);
26628 return ordinary<UInt32>(offset);
26637 setOrdinary(offset, value);
26648 return enumeration<UpdateAction>(offset);
26657 setEnumeration<UpdateAction>(offset, value);
26682 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
26697 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
26707 return "IncrementalRefreshVolume37.Entry";
26726 checkVersion<Schema>(version);
26727 checkLength(length, version);
26728 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
26742 checkVersion<Schema>(version);
26743 checkLength(length, version);
26744 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
26745 resetVariableFields();
26755 checkCompatibility();
26764 assert(message.
valid());
26766 checkCompatibility();
26777 return ordinary<Timestamp>(offset);
26787 setOrdinary(offset, value.sinceEpoch());
26799 return ordinary<MatchEventIndicator>(offset);
26811 setOrdinary(offset, value);
26820 return getGroup<Entries>(EntriesAccess(), *
this);
26828 return getGroup<Entries>(EntriesAccess(), *
this);
26836 return constructGroup<Entries>(
26849 return setupGroup<Entries>(
26865 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
26879 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
26893 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
26909 resetVariableFields();
26919 return "IncrementalRefreshVolume37";
26947 SbeMessage::calculateBinarySize(tail());
26955 minimalBlockLength(version) +
26956 MessageHeader::Size +
26957 getMinimalVariableFieldsSize(version);
26960 *
this, length, minimalRequiredLength);
26964 void checkVarLenFields()
const 26967 checkTail<Entries>();
26970 void checkCompatibility()
const 26972 assert(TemplateId == templateId());
26974 checkSchema<Schema>(schemaId(), version());
26975 checkLength(bufferSize(), version());
26976 checkVarLenFields();
26980 struct EntriesAccess
26998 resetGroup<Entries>(EntriesAccess(), *
this);
27014 enum { TemplateId = 52 };
27041 :
Base(data, length, version)
27043 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
27044 assert(length >= minimalBlockLength(version));
27060 numberOfOrdersNull();
27062 tradingReferenceDateNull();
27063 openCloseSettlFlagNull();
27065 resetVariableFields();
27076 return decimal(value, offset,
NullPRICE9());
27085 setOrdinary(offset, value);
27105 return ordinary(value, offset,
NullInt32());
27114 setOrdinary(offset, value);
27134 return ordinary(value, offset,
NullInt32());
27143 setOrdinary(offset, value);
27163 return ordinary(value, offset,
NullInt8());
27172 setOrdinary(offset, value);
27195 FieldValue fieldValue;
27234 return enumeration<OpenCloseSettlFlag>(value, offset,
NullUInt8());
27245 setEnumeration<OpenCloseSettlFlag>(offset, value);
27266 return ordinary<SettlPriceType>(offset);
27276 setOrdinary(offset, value);
27287 return enumeration<EntryType>(offset);
27296 setEnumeration<EntryType>(offset, value);
27308 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
27309 minimalBlockLength(version);
27323 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
27333 return "SnapshotFullRefresh52.Entry";
27352 checkVersion<Schema>(version);
27353 checkLength(length, version);
27354 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
27368 checkVersion<Schema>(version);
27369 checkLength(length, version);
27370 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
27371 resetVariableFields();
27381 checkCompatibility();
27390 assert(message.
valid());
27392 checkCompatibility();
27404 return ordinary<UInt32>(offset);
27415 setOrdinary(offset, value);
27426 return ordinary<UInt32>(offset);
27435 setOrdinary(offset, value);
27446 return ordinary<Int32>(offset);
27455 setOrdinary(offset, value);
27467 return ordinary<UInt32>(offset);
27477 setOrdinary(offset, value);
27489 return ordinary<Timestamp>(offset);
27499 setOrdinary(offset, value.sinceEpoch());
27511 return ordinary<Timestamp>(offset);
27521 setOrdinary(offset, value.sinceEpoch());
27534 FieldValue fieldValue;
27572 return enumeration<SecurityTradingStatus>(value, offset,
NullUInt8());
27583 setEnumeration<SecurityTradingStatus>(offset, value);
27603 return decimal(value, offset,
NullPRICE9());
27612 setOrdinary(offset, value);
27632 return decimal(value, offset,
NullPRICE9());
27641 setOrdinary(offset, value);
27661 return decimal(value, offset,
NullPRICE9());
27670 setOrdinary(offset, value);
27688 return getGroup<Entries>(EntriesAccess(), *
this);
27696 return getGroup<Entries>(EntriesAccess(), *
this);
27704 return constructGroup<Entries>(
27717 return setupGroup<Entries>(
27733 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
27744 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
27745 minimalBlockLength(version);
27758 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
27775 securityTradingStatusNull();
27776 highLimitPriceNull();
27777 lowLimitPriceNull();
27778 maxPriceVariationNull();
27780 resetVariableFields();
27790 return "SnapshotFullRefresh52";
27818 SbeMessage::calculateBinarySize(tail());
27826 minimalBlockLength(version) +
27827 MessageHeader::Size +
27828 getMinimalVariableFieldsSize(version);
27831 *
this, length, minimalRequiredLength);
27835 void checkVarLenFields()
const 27838 checkTail<Entries>();
27841 void checkCompatibility()
const 27843 assert(TemplateId == templateId());
27845 checkSchema<Schema>(schemaId(), version());
27846 checkLength(bufferSize(), version());
27847 checkVarLenFields();
27851 struct EntriesAccess
27869 resetGroup<Entries>(EntriesAccess(), *
this);
27885 enum { TemplateId = 39 };
27912 :
Base(data, length, version)
27914 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
27915 assert(length >= minimalBlockLength(version));
27932 resetVariableFields();
27944 return fixedStr<length>(offset);
27954 setFixedStr<length>(offset, value);
27965 return ordinary<Int32>(offset);
27974 setOrdinary(offset, value);
27985 return ordinary(value, offset,
NullInt32());
27994 setOrdinary(offset, value);
28014 return ordinary<Int8>(offset);
28023 setOrdinary(offset, value);
28034 return ordinary(value, offset,
NullInt8());
28043 setOrdinary(offset, value);
28067 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28082 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28092 return "QuoteRequest39.RelatedSymEntry";
28111 checkVersion<Schema>(version);
28112 checkLength(length, version);
28113 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
28127 checkVersion<Schema>(version);
28128 checkLength(length, version);
28129 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
28130 resetVariableFields();
28140 checkCompatibility();
28149 assert(message.
valid());
28151 checkCompatibility();
28162 return ordinary<Timestamp>(offset);
28172 setOrdinary(offset, value.sinceEpoch());
28184 return fixedStr<length>(offset);
28194 setFixedStr<length>(offset, value);
28206 return ordinary<MatchEventIndicator>(offset);
28218 setOrdinary(offset, value);
28227 return getGroup<RelatedSym>(
28228 RelatedSymAccess(),
28237 return getGroup<RelatedSym>(
28238 RelatedSymAccess(),
28247 return constructGroup<RelatedSym>(
28248 RelatedSymAccess(),
28260 return setupGroup<RelatedSym>(
28261 RelatedSymAccess(),
28276 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28290 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28304 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28320 resetVariableFields();
28330 return "QuoteRequest39";
28349 relatedSym().tail();
28358 SbeMessage::calculateBinarySize(tail());
28366 minimalBlockLength(version) +
28367 MessageHeader::Size +
28368 getMinimalVariableFieldsSize(version);
28371 *
this, length, minimalRequiredLength);
28375 void checkVarLenFields()
const 28378 checkTail<RelatedSym>();
28381 void checkCompatibility()
const 28383 assert(TemplateId == templateId());
28385 checkSchema<Schema>(schemaId(), version());
28386 checkLength(bufferSize(), version());
28387 checkVarLenFields();
28391 struct RelatedSymAccess
28400 head<RelatedSym>();
28406 void relatedSymNull()
28409 resetGroup<RelatedSym>(
28410 RelatedSymAccess(),
28427 enum { TemplateId = 55 };
28454 :
Base(data, length, version)
28456 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
28457 assert(length >= minimalBlockLength(version));
28471 resetVariableFields();
28482 return enumeration<EventType>(offset);
28491 setEnumeration<EventType>(offset, value);
28503 return ordinary<Timestamp>(offset);
28513 setOrdinary(offset, value.sinceEpoch());
28525 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28526 minimalBlockLength(version);
28540 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28550 return "InstrumentDefinitionOption55.EventsEntry";
28584 :
Base(data, length, version)
28586 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
28587 assert(length >= minimalBlockLength(version));
28601 resetVariableFields();
28614 return fixedStr<length>(offset);
28625 setFixedStr<length>(offset, value);
28636 return ordinary<Int8>(offset);
28645 setOrdinary(offset, value);
28657 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28658 minimalBlockLength(version);
28672 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28682 return "InstrumentDefinitionOption55.FeedTypesEntry";
28716 :
Base(data, length, version)
28718 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
28719 assert(length >= minimalBlockLength(version));
28733 resetVariableFields();
28754 return ordinary<InstAttribValue>(offset);
28764 setOrdinary(offset, value);
28776 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28777 minimalBlockLength(version);
28791 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28801 return "InstrumentDefinitionOption55.InstAttribEntry";
28835 :
Base(data, length, version)
28837 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
28838 assert(length >= minimalBlockLength(version));
28854 resetVariableFields();
28866 return ordinary<Int8>(offset);
28876 setOrdinary(offset, value);
28902 setOrdinary(offset, value);
28923 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28924 minimalBlockLength(version);
28938 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
28948 return "InstrumentDefinitionOption55.LotTypeRulesEntry";
28982 :
Base(data, length, version)
28984 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
28985 assert(length >= minimalBlockLength(version));
28999 resetVariableFields();
29011 return ordinary<Int32>(offset);
29021 setOrdinary(offset, value);
29042 return fixedStr<length>(offset);
29052 setFixedStr<length>(offset, value);
29064 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
29065 minimalBlockLength(version);
29079 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
29089 return "InstrumentDefinitionOption55.UnderlyingsEntry";
29123 :
Base(data, length, version)
29125 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
29126 assert(length >= minimalBlockLength(version));
29140 resetVariableFields();
29151 return ordinary<Int32>(offset);
29160 setOrdinary(offset, value);
29181 return fixedStr<length>(offset);
29191 setFixedStr<length>(offset, value);
29203 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
29204 minimalBlockLength(version);
29218 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
29228 return "InstrumentDefinitionOption55.RelatedInstrumentsEntry";
29247 checkVersion<Schema>(version);
29248 checkLength(length, version);
29249 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
29263 checkVersion<Schema>(version);
29264 checkLength(length, version);
29265 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
29266 resetVariableFields();
29276 checkCompatibility();
29285 assert(message.
valid());
29287 checkCompatibility();
29298 return ordinary<MatchEventIndicator>(offset);
29310 setOrdinary(offset, value);
29322 return ordinary(value, offset,
NullUInt32());
29332 setOrdinary(offset, value);
29355 return enumeration<SecurityUpdateAction>(offset);
29368 setEnumeration<SecurityUpdateAction>(offset, value);
29380 return ordinary<Timestamp>(offset);
29390 setOrdinary(offset, value.sinceEpoch());
29404 return enumeration<SecurityTradingStatus>(value, offset,
NullUInt8());
29416 setEnumeration<SecurityTradingStatus>(offset, value);
29436 return ordinary<Int16>(offset);
29445 setOrdinary(offset, value);
29457 return ordinary<UInt8>(offset);
29467 setOrdinary(offset, value);
29478 return ordinary<UInt8>(offset);
29487 setOrdinary(offset, value);
29499 return fixedStr<length>(offset);
29509 setFixedStr<length>(offset, value);
29521 return fixedStr<length>(offset);
29531 setFixedStr<length>(offset, value);
29543 return fixedStr<length>(offset);
29553 setFixedStr<length>(offset, value);
29566 return fixedStr<length>(offset);
29577 setFixedStr<length>(offset, value);
29588 return ordinary<Int32>(offset);
29597 setOrdinary(offset, value);
29618 return fixedStr<length>(offset);
29628 setFixedStr<length>(offset, value);
29640 return fixedStr<length>(offset);
29650 setFixedStr<length>(offset, value);
29661 return enumeration<PutOrCall>(offset);
29670 setEnumeration<PutOrCall>(offset, value);
29692 setOrdinary(offset, value);
29713 return fixedStr<length>(offset);
29723 setFixedStr<length>(offset, value);
29734 return decimal(value, offset,
NullPRICE9());
29743 setOrdinary(offset, value);
29764 return fixedStr<length>(offset);
29774 setFixedStr<length>(offset, value);
29787 return fixedStr<length>(offset);
29798 setFixedStr<length>(offset, value);
29809 return decimal(value, offset,
NullPRICE9());
29818 setOrdinary(offset, value);
29838 return ordinary<CHAR>(offset);
29847 setOrdinary(offset, value);
29858 return ordinary<UInt32>(offset);
29867 setOrdinary(offset, value);
29878 return ordinary<UInt32>(offset);
29887 setOrdinary(offset, value);
29898 return decimal(value, offset,
NullPRICE9());
29907 setOrdinary(offset, value);
29927 return decimal(value, offset,
NullPRICE9());
29936 setOrdinary(offset, value);
29957 return decimal<Decimal9>(offset);
29967 setOrdinary(offset, value);
29978 return ordinary(value, offset,
NullInt8());
29987 setOrdinary(offset, value);
30007 return ordinary(value, offset,
NullUInt8());
30016 setOrdinary(offset, value);
30036 return ordinary(value, offset,
NullUInt8());
30045 setOrdinary(offset, value);
30065 return ordinary(value, offset,
NullUInt8());
30074 setOrdinary(offset, value);
30097 return fixedStr<length>(offset);
30109 setFixedStr<length>(offset, value);
30131 setOrdinary(offset, value);
30153 return decimal(value, offset,
NullPRICE9());
30164 setOrdinary(offset, value);
30185 return ordinary<SettlPriceType>(offset);
30195 setOrdinary(offset, value);
30207 return ordinary(value, offset,
NullInt32());
30217 setOrdinary(offset, value);
30238 return ordinary(value, offset,
NullInt32());
30248 setOrdinary(offset, value);
30268 return decimal(value, offset,
NullPRICE9());
30277 setOrdinary(offset, value);
30297 return decimal(value, offset,
NullPRICE9());
30306 setOrdinary(offset, value);
30326 return ordinary<UserDefinedInstrument>(offset);
30337 setOrdinary(offset, value);
30351 FieldValue fieldValue;
30388 return ordinary(value, offset,
NullUInt64());
30397 setOrdinary(offset, value);
30415 return getGroup<Events>(EventsAccess(), *
this);
30423 return getGroup<Events>(EventsAccess(), *
this);
30431 return constructGroup<Events>(
30444 return setupGroup<Events>(
30455 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
30463 return getGroup<FeedTypes>(FeedTypesAccess(), *
this);
30471 return constructGroup<FeedTypes>(
30484 return setupGroup<FeedTypes>(
30495 return getGroup<InstAttrib>(
30496 InstAttribAccess(),
30505 return getGroup<InstAttrib>(
30506 InstAttribAccess(),
30515 return constructGroup<InstAttrib>(
30516 InstAttribAccess(),
30528 return setupGroup<InstAttrib>(
30529 InstAttribAccess(),
30539 return getGroup<LotTypeRules>(
30540 LotTypeRulesAccess(),
30549 return getGroup<LotTypeRules>(
30550 LotTypeRulesAccess(),
30561 return constructGroup<LotTypeRules>(
30562 LotTypeRulesAccess(),
30574 return setupGroup<LotTypeRules>(
30575 LotTypeRulesAccess(),
30585 return getGroup<Underlyings>(
30586 UnderlyingsAccess(),
30595 return getGroup<Underlyings>(
30596 UnderlyingsAccess(),
30605 return constructGroup<Underlyings>(
30606 UnderlyingsAccess(),
30618 return setupGroup<Underlyings>(
30619 UnderlyingsAccess(),
30629 return getGroup<RelatedInstruments>(
30630 RelatedInstrumentsAccess(),
30639 return getGroup<RelatedInstruments>(
30640 RelatedInstrumentsAccess(),
30651 return constructGroup<RelatedInstruments>(
30652 RelatedInstrumentsAccess(),
30664 return setupGroup<RelatedInstruments>(
30665 RelatedInstrumentsAccess(),
30680 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
30691 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
30692 minimalBlockLength(version);
30705 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
30706 static_cast<MessageSize>(Events::EmptySize) + static_cast<MessageSize>(FeedTypes::EmptySize) +
static_cast<MessageSize>(InstAttrib::EmptySize) + static_cast<MessageSize>(LotTypeRules::EmptySize) +
static_cast<MessageSize>(Underlyings::EmptySize) + static_cast<MessageSize>(RelatedInstruments::EmptySize);
30716 lotTypeRulesNull();
30718 relatedInstrumentsNull();
30726 totNumReportsNull();
30727 securityTradingStatusNull();
30728 maturityMonthYearNull();
30731 minPriceIncrementNull();
30732 minPriceIncrementAmountNull();
30734 mainFractionNull();
30736 priceDisplayFormatNull();
30737 unitOfMeasureQtyNull();
30738 tradingReferencePriceNull();
30739 clearedVolumeNull();
30740 openInterestQtyNull();
30741 lowLimitPriceNull();
30742 highLimitPriceNull();
30743 tradingReferenceDateNull();
30744 instrumentGUIdNull();
30746 resetVariableFields();
30756 return "InstrumentDefinitionOption55";
30775 relatedInstruments().tail();
30784 SbeMessage::calculateBinarySize(tail());
30792 minimalBlockLength(version) +
30793 MessageHeader::Size +
30794 getMinimalVariableFieldsSize(version);
30797 *
this, length, minimalRequiredLength);
30801 void checkVarLenFields()
const 30804 checkTail<Events>().
30805 checkTail<FeedTypes>().
30806 checkTail<InstAttrib>().
30807 checkTail<LotTypeRules>().
30808 checkTail<Underlyings>().
30809 checkTail<RelatedInstruments>();
30812 void checkCompatibility()
const 30814 assert(TemplateId == templateId());
30816 checkSchema<Schema>(schemaId(), version());
30817 checkLength(bufferSize(), version());
30818 checkVarLenFields();
30822 struct EventsAccess
30840 resetGroup<Events>(EventsAccess(), *
this);
30844 struct FeedTypesAccess
30860 void feedTypesNull()
30863 resetGroup<FeedTypes>(FeedTypesAccess(), *
this);
30867 struct InstAttribAccess
30878 head<InstAttrib>();
30884 void instAttribNull()
30887 resetGroup<InstAttrib>(
30888 InstAttribAccess(),
30893 struct LotTypeRulesAccess
30904 tail<InstAttrib>().
30905 head<LotTypeRules>();
30911 void lotTypeRulesNull()
30914 resetGroup<LotTypeRules>(
30915 LotTypeRulesAccess(),
30920 struct UnderlyingsAccess
30931 tail<InstAttrib>().
30932 tail<LotTypeRules>().
30933 head<Underlyings>();
30939 void underlyingsNull()
30942 resetGroup<Underlyings>(
30943 UnderlyingsAccess(),
30948 struct RelatedInstrumentsAccess
30959 tail<InstAttrib>().
30960 tail<LotTypeRules>().
30961 tail<Underlyings>().
30962 head<RelatedInstruments>();
30968 void relatedInstrumentsNull()
30971 resetGroup<RelatedInstruments>(
30972 RelatedInstrumentsAccess(),
30989 enum { TemplateId = 48 };
31016 :
Base(data, length, version)
31018 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
31019 assert(length >= minimalBlockLength(version));
31033 aggressorSideNull();
31034 tradeEntryIdNull();
31036 resetVariableFields();
31047 return decimal<PRICE9>(offset);
31056 setOrdinary(offset, value);
31067 return ordinary<Int32>(offset);
31076 setOrdinary(offset, value);
31087 return ordinary<Int32>(offset);
31096 setOrdinary(offset, value);
31107 return ordinary<UInt32>(offset);
31116 setOrdinary(offset, value);
31128 return ordinary<Int32>(offset);
31138 setOrdinary(offset, value);
31152 return enumeration<AggressorSide>(value, offset,
NullUInt8());
31164 setEnumeration<AggressorSide>(offset, value);
31184 return enumeration<UpdateAction>(offset);
31193 setEnumeration<UpdateAction>(offset, value);
31213 return ordinary(value, offset,
NullUInt32());
31222 setOrdinary(offset, value);
31246 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
31261 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
31271 return "IncrementalRefreshTradeSummary48.Entry";
31305 :
Base(data, length, version)
31307 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
31308 assert(length >= minimalBlockLength(version));
31322 resetVariableFields();
31333 return ordinary<UInt64>(offset);
31342 setOrdinary(offset, value);
31353 return ordinary<Int32>(offset);
31362 setOrdinary(offset, value);
31377 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
31392 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
31402 return "IncrementalRefreshTradeSummary48.OrderIDEntry";
31421 checkVersion<Schema>(version);
31422 checkLength(length, version);
31423 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
31437 checkVersion<Schema>(version);
31438 checkLength(length, version);
31439 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
31440 resetVariableFields();
31450 checkCompatibility();
31459 assert(message.
valid());
31461 checkCompatibility();
31472 return ordinary<Timestamp>(offset);
31482 setOrdinary(offset, value.sinceEpoch());
31494 return ordinary<MatchEventIndicator>(offset);
31506 setOrdinary(offset, value);
31515 return getGroup<Entries>(EntriesAccess(), *
this);
31523 return getGroup<Entries>(EntriesAccess(), *
this);
31531 return constructGroup<Entries>(
31544 return setupGroup<Entries>(
31555 return getGroup<OrderIDEntries>(
31556 OrderIDEntriesAccess(),
31565 return getGroup<OrderIDEntries>(
31566 OrderIDEntriesAccess(),
31577 return constructGroup<OrderIDEntries>(
31578 OrderIDEntriesAccess(),
31590 return setupGroup<OrderIDEntries>(
31591 OrderIDEntriesAccess(),
31606 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
31620 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
31634 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
31635 static_cast<MessageSize>(Entries::EmptySize) + static_cast<MessageSize>(OrderIDEntries::EmptySize);
31643 orderIdEntriesNull();
31651 resetVariableFields();
31661 return "IncrementalRefreshTradeSummary48";
31680 orderIdEntries().tail();
31689 SbeMessage::calculateBinarySize(tail());
31697 minimalBlockLength(version) +
31698 MessageHeader::Size +
31699 getMinimalVariableFieldsSize(version);
31702 *
this, length, minimalRequiredLength);
31706 void checkVarLenFields()
const 31709 checkTail<Entries>().
31710 checkTail<OrderIDEntries>();
31713 void checkCompatibility()
const 31715 assert(TemplateId == templateId());
31717 checkSchema<Schema>(schemaId(), version());
31718 checkLength(bufferSize(), version());
31719 checkVarLenFields();
31723 struct EntriesAccess
31741 resetGroup<Entries>(EntriesAccess(), *
this);
31745 struct OrderIDEntriesAccess
31755 head<OrderIDEntries>();
31761 void orderIdEntriesNull()
31764 resetGroup<OrderIDEntries>(
31765 OrderIDEntriesAccess(),
31782 enum { TemplateId = 47 };
31809 :
Base(data, length, version)
31811 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
31812 assert(length >= minimalBlockLength(version));
31827 orderPriorityNull();
31831 resetVariableFields();
31842 return ordinary(value, offset,
NullUInt64());
31851 setOrdinary(offset, value);
31871 return ordinary(value, offset,
NullUInt64());
31880 setOrdinary(offset, value);
31900 return decimal(value, offset,
NullPRICE9());
31909 setOrdinary(offset, value);
31929 return ordinary(value, offset,
NullInt32());
31938 setOrdinary(offset, value);
31958 return ordinary<Int32>(offset);
31967 setOrdinary(offset, value);
31979 return enumeration<UpdateAction>(offset);
31989 setEnumeration<UpdateAction>(offset, value);
32000 return enumeration<EntryTypeBook>(offset);
32011 setEnumeration<EntryTypeBook>(offset, value);
32026 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
32041 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
32051 return "IncrementalRefreshOrderBook47.Entry";
32070 checkVersion<Schema>(version);
32071 checkLength(length, version);
32072 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
32086 checkVersion<Schema>(version);
32087 checkLength(length, version);
32088 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
32089 resetVariableFields();
32099 checkCompatibility();
32108 assert(message.
valid());
32110 checkCompatibility();
32121 return ordinary<Timestamp>(offset);
32131 setOrdinary(offset, value.sinceEpoch());
32143 return ordinary<MatchEventIndicator>(offset);
32155 setOrdinary(offset, value);
32164 return getGroup<Entries>(EntriesAccess(), *
this);
32172 return getGroup<Entries>(EntriesAccess(), *
this);
32180 return constructGroup<Entries>(
32193 return setupGroup<Entries>(
32209 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
32223 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
32237 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
32253 resetVariableFields();
32263 return "IncrementalRefreshOrderBook47";
32291 SbeMessage::calculateBinarySize(tail());
32299 minimalBlockLength(version) +
32300 MessageHeader::Size +
32301 getMinimalVariableFieldsSize(version);
32304 *
this, length, minimalRequiredLength);
32308 void checkVarLenFields()
const 32311 checkTail<Entries>();
32314 void checkCompatibility()
const 32316 assert(TemplateId == templateId());
32318 checkSchema<Schema>(schemaId(), version());
32319 checkLength(bufferSize(), version());
32320 checkVarLenFields();
32324 struct EntriesAccess
32342 resetGroup<Entries>(EntriesAccess(), *
this);
32358 enum { TemplateId = 53 };
32385 :
Base(data, length, version)
32387 assert(static_cast<Int16>(version) >= Schema::MinimalVersion);
32388 assert(length >= minimalBlockLength(version));
32402 orderPriorityNull();
32404 resetVariableFields();
32415 return ordinary<UInt64>(offset);
32424 setOrdinary(offset, value);
32435 return ordinary(value, offset,
NullUInt64());
32444 setOrdinary(offset, value);
32464 return decimal<PRICE9>(offset);
32473 setOrdinary(offset, value);
32484 return ordinary<Int32>(offset);
32493 setOrdinary(offset, value);
32504 return enumeration<EntryTypeBook>(offset);
32515 setEnumeration<EntryTypeBook>(offset, value);
32527 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
32528 minimalBlockLength(version);
32542 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
32552 return "SnapshotFullRefreshOrderBook53.Entry";
32571 checkVersion<Schema>(version);
32572 checkLength(length, version);
32573 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
32587 checkVersion<Schema>(version);
32588 checkLength(length, version);
32589 init(TemplateId, minimalBlockLength(version), blockLength(version), Schema::Id);
32590 resetVariableFields();
32600 checkCompatibility();
32609 assert(message.
valid());
32611 checkCompatibility();
32623 return ordinary<UInt32>(offset);
32634 setOrdinary(offset, value);
32645 return ordinary<UInt32>(offset);
32654 setOrdinary(offset, value);
32665 return ordinary<Int32>(offset);
32674 setOrdinary(offset, value);
32686 return ordinary<UInt32>(offset);
32696 setOrdinary(offset, value);
32707 return ordinary<UInt32>(offset);
32716 setOrdinary(offset, value);
32728 return ordinary<Timestamp>(offset);
32738 setOrdinary(offset, value.sinceEpoch());
32747 return getGroup<Entries>(EntriesAccess(), *
this);
32755 return getGroup<Entries>(EntriesAccess(), *
this);
32763 return constructGroup<Entries>(
32776 return setupGroup<Entries>(
32792 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
32803 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
32804 minimalBlockLength(version);
32817 ONIXS_CONFLATEDTCP_ASSERT(static_cast<Int16>(version) >= Schema::MinimalVersion),
32833 resetVariableFields();
32843 return "SnapshotFullRefreshOrderBook53";
32871 SbeMessage::calculateBinarySize(tail());
32879 minimalBlockLength(version) +
32880 MessageHeader::Size +
32881 getMinimalVariableFieldsSize(version);
32884 *
this, length, minimalRequiredLength);
32888 void checkVarLenFields()
const 32891 checkTail<Entries>();
32894 void checkCompatibility()
const 32896 assert(TemplateId == templateId());
32898 checkSchema<Schema>(schemaId(), version());
32899 checkLength(bufferSize(), version());
32900 checkVarLenFields();
32904 struct EntriesAccess
32922 resetGroup<Entries>(EntriesAccess(), *
this);
OrderIDEntries orderIdEntries() noexcept
bool brokenDateEnd(Timestamp &value) const noexcept
End date of a broken date period.
static constexpr const Char * className()
Entity class name.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setSecurityGroup(StrRef value) noexcept
Security Group Code.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
FeedTypes feedTypes(FeedTypes::Size length)
Setup repeating group with the given number of entries.
ThisType & openInterestQtyNull() noexcept
bool startDate(Timestamp &value) const noexcept
Start date of a financing deal, i.e.
bool streamId(PriceSource::Enum &value) const noexcept
Source of the Clean Price.
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Allowable high limit price for the trading day.
AdminLogin15 ThisType
This type alias.
SbeGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Entries entries() noexcept
Entries entries() noexcept
ThisType & setTransactTime(Timestamp value) noexcept
Time of execution/order creation; expressed in UTC.
ThisType & tradingReferenceDateNull() noexcept
Attributes of SBE message schema.
ThisType & mainFractionNull() noexcept
ThisType & priceLevelNull() noexcept
Entries::Size Size
Number of entries in the group.
ThisType & setEntryTime(Timestamp value) noexcept
Time of the last market event that contributed to element calculation or publication.
static constexpr const Char * className()
ThisType & setTotNumReports(UInt32 value) noexcept
Total number of instruments in the Replay loop.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SnapshotRefreshTopOrders59(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
GlobalDayRoll307(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & displayQtyNull() noexcept
bool securityId(Int32 &value) const noexcept
If this tag is present, 35=f message is sent for the instrument.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setRptSeq(UInt32 value) noexcept
Sequence number per instrument update.
ThisType & setSecurityType(StrRef value) noexcept
Security Type.
ThisType & setEntryTime(Timestamp value) noexcept
Time of the last market event that contributed to element calculation or publication.
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
bool altMinQuoteLife(UInt32 &value) const noexcept
MQL duration in number of microseconds applied to orders at AltMinPriceIncrement. ...
const void * tail() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
SchemaTraits Schema
Used template schema.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setLastUpdateTime(Timestamp value) noexcept
Timestamp of when the instrument was last added, modified or deleted.
EncodedLength calculateBinarySize() const noexcept
static constexpr const Char * className()
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & lowLimitPriceNull() noexcept
ThisType & highLimitPriceNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt32 maxTradeVol() const noexcept
The maximum trading volume for a security.
InstAttrib instAttrib(InstAttrib::Size length)
Setup repeating group with the given number of entries.
ThisType & priceDisplayFormatNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
FeedTypesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SBE-encoded repeating group.
ThisType & setSymbol(StrRef value) noexcept
Instrument Name or Symbol.
bool openCloseSettlFlag(OpenCloseSettlFlag::Enum &value) const noexcept
Flag that identifies a market data entry.
ThisType & setSecurityId(Int32 value) noexcept
Unique instrument ID.
ThisType & couponFrequencyPeriodNull() noexcept
StrRef underlyingSecurityType() const noexcept
Underlying Security Type.
Int32 securityId() const noexcept
Unique instrument ID.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
Entity class name.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
bool aggressorIndicator(AggressorFlag::Enum &value) const noexcept
Aggressor Indicator 1=Aggressor Order 0=Passive Order.
bool entryPx(PRICE9 &value) const noexcept
Market Data entry price.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setUnderlyingSecurityId(Int32 value) noexcept
Underlying Security ID as qualified by tag 305-UnderlyingSecurityIDSource.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
StrRef marketSet() const noexcept
Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible ma...
ThisType & setUserDefinedInstrument(UserDefinedInstrument value) noexcept
User-defined Instrument flag.
UpdateAction::Enum updateAction() const noexcept
Market Data update action.
ThisType & setAggressorSide(AggressorSide::Enum value) noexcept
Indicates which side is aggressor of the trade.
ThisType & setClearedVolume(Int32 value) noexcept
The total cleared volume of instrument traded during the prior trading session.
bool decayQuantity(Int32 &value) const noexcept
Indicates the quantity that a contract will decay daily by once the decay start date is reached...
ThisType & setApplId(Int16 value) noexcept
The channel ID as defined in the XML Configuration file.
ThisType & settlDateNull() noexcept
GlobalDayRoll307(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
SchemaTraitsForSpectrum Schema
Used template schema.
LotTypeRules lotTypeRules(LotTypeRules::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
RelatedSym relatedSym(RelatedSym::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
bool unitOfMeasureQty(Decimal9 &value) const noexcept
This field contains the contract size for each instrument.
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
ThisType & setUnderlyingProduct(UInt8 value) noexcept
Product complex.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setBrokenDateEnd(Timestamp value) noexcept
End date of a broken date period.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
bool priceDisplayFormat(UInt8 &value) const noexcept
Number of Decimals in Displayed Price.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & unitOfMeasureQtyNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
Entity class name.
Events events(Events::Size length)
Setup repeating group with the given number of entries.
SbeGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
ThisType & setRptSeq(UInt32 value) noexcept
Market Data entry sequence number per instrument update.
MDIncrementalRefreshSessionStatisticsLongQty.
SnapshotRefreshTopOrders.
MDInstrumentDefinitionRepo.
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
UpdateAction::Enum updateAction() const noexcept
Market Data update action.
StrRef asset() const noexcept
Product Code within Security Group specified.
bool displayQty(Int32 &value) const noexcept
Visible order qty.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
InstrumentDefinitionFixedIncome57(const SbeMessage &message)
Creates an instance over the given SBE message.
Timestamp transactTime() const noexcept
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch...
Underlyings underlyings(Underlyings::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
SbeGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Int16 applId() const noexcept
MD channel ID as defined in the XML Configuration file.
Entries entries() const noexcept
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Allowable high limit price for the trading day.
UpdateAction::Enum updateAction() const noexcept
Market Data update action.
ThisType & setMarketSet(StrRef value) noexcept
MarketSet defines the bilateral relationship and Self Match Prevention configuration for eligible mar...
ThisType & highLimitPriceNull() noexcept
Number of repeating FeedType repeating group entries.
LotTypeRules lotTypeRules() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setEventTime(Timestamp value) noexcept
Date and time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
UInt64 orderId() const noexcept
Unique order identifier as assigned by the exchange.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
OrderIDEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
StrRef cfiCode() const noexcept
ISO standard instrument categorization code.
ThisType & subFractionNull() noexcept
ThisType & setFinancialInstrumentFullName(StrRef value) noexcept
Financial instrument long name.
ThisType & entrySizeNull() noexcept
static constexpr SecurityIDSource securityIdSource() noexcept
Identifies class or source of the SecurityID (Tag 48) value.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
Int32 securityId() const noexcept
Unique instrument ID.
static constexpr SecurityIDSource securityIdSource() noexcept
Identifies class or source of Tag 48-SecurityID value.
ThisType & setCouponFrequencyPeriod(UInt16 value) noexcept
Time unit multiplier for the frequency of the bond's coupon payment.
TradingSessions tradingSessions() const noexcept
Entry ThisType
This type alias.
static constexpr InstAttribType instAttribType() noexcept
Instrument eligibility attributes.
CHAR matchAlgorithm() const noexcept
Matching algorithm.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setSettlCurrency(StrRef value) noexcept
Identifies currency used for settlement, if different from trade price currency.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setFixRateLocalTime(StrRef value) noexcept
Fixing Rate Local Time, denoted in HH:MM:SS format.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
IncrementalRefreshVolume37(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setEntrySize(UInt64 value) noexcept
Market Data entry size.
bool minPriceIncrementAmount(PRICE9 &value) const noexcept
Monetary value equivalent to the minimum price fluctuation.
bool numberOfOrders(Int32 &value) const noexcept
In Book entry - aggregate number of orders at given price level.
ThisType & originalContractSizeNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
StrRef securityType() const noexcept
Security Type.
bool entryPx(PRICE9 &value) const noexcept
Market Data entry price.
static constexpr const Char * className()
Entity class name.
ThisType & altPriceIncrementConstraintNull()
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setStartDate(Timestamp value) noexcept
Start date of a financing deal, i.e.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSymbol(StrRef value) noexcept
Unique instrument Symbol.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifies the current trading state of the instrument.
SecurityStatus30(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
bool highLimitPrice(PRICE9 &value) const noexcept
Allowable high limit price for the trading day.
ThisType & setTotNumReports(UInt32 value) noexcept
Total number of instruments in the Replay loop.
ThisType & setSubFraction(UInt8 value) noexcept
Price Denominator of Sub Fraction.
OrderIDEntries orderIdEntries(OrderIDEntries::Size length)
Setup repeating group with the given number of entries.
LotTypeRules lotTypeRules(LotTypeRules::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setPriceLevel(Int8 value) noexcept
Aggregate book price level, number from 1 to 10.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr const Char * className()
Entity class name.
Number of repeating InstrAttribType entries.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & highLimitPriceNull() noexcept
StrRef financialInstrumentFullName() const noexcept
EBS instrument long name.
ThisType & setHaltReason(HaltReason::Enum value) noexcept
Indicates halt reason status due to surveillance activity.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Timestamp lastUpdateTime() const noexcept
UTC Date and time of last Security Definition add, update or delete on a given Market Data channel...
static constexpr const Char * className()
bool subFraction(UInt8 &value) const noexcept
Price Denominator of Sub Fraction.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
EventType::Enum eventType() const noexcept
Code to represent the type of event.
ThisType & setTerminationType(StrRef value) noexcept
For Repos the timing or method for terminating the agreement.
static constexpr InstAttribType instAttribType() noexcept
Instrument eligibility attributes.
IncrementalRefreshTradeSummary48(const SbeMessage &message)
Creates an instance over the given SBE message.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
bool unitOfMeasureQty(Decimal9 &value) const noexcept
This field contains the contract size for each instrument.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setRelatedSecurityId(Int32 value) noexcept
Related Security ID.
static constexpr StrRef fixType() noexcept
FIX message type.
Entries entries() const noexcept
ThisType & entrySizeNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & unitOfMeasureQtyNull() noexcept
Number of InstrAttribType entries.
static constexpr const Char * className()
Entity class name.
ThisType & setOpenCloseSettlFlag(OpenCloseSettlFlag::Enum value) noexcept
Flag describing Open Price entry.
ThisType & setSecurityTradingStatus(WorkupTradingStatus::Enum value) noexcept
Identifies the trading status applicable to the instrument.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr const Char * className()
Entity class name.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
#define ONIXS_CONFLATEDTCP_LTWT_EXPORTED
ThisType & maxPriceVariationNull() noexcept
ThisType & setUnitOfMeasure(StrRef value) noexcept
Unit of measure for the products' original contract size.
ThisType & setUpdateAction(UpdateAction::Enum value) noexcept
Order book update action to be applied to the order referenced by OrderID.
Timestamp eventTime() const noexcept
Date and time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
IncrementalRefreshDailyStatistics49(const SbeMessage &message)
Creates an instance over the given SBE message.
Entries entries() noexcept
ThisType & setEntryTime(Timestamp value) noexcept
Time of the last market event that contributed to element calculation or publication.
ThisType & setOrderId(UInt64 value) noexcept
Order ID.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & openCloseSettlFlagNull() noexcept
OrderIDEntries orderIdEntries() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
OrderIDEntries orderIdEntries(OrderIDEntries::Size length)
Setup repeating group with the given number of entries.
ThisType & setCollateralMarketPrice(PRICE9 value) noexcept
Market price of the collateral, either from external market sources or a result of trading activity o...
ThisType & entryPxNull() noexcept
StrRef underlyingIssuer() const noexcept
Underlying Security's Issuer.
InstAttrib instAttrib() const noexcept
ThisType & setMainFraction(UInt8 value) noexcept
Price Denominator of Main Fraction.
UInt32 rptSeq() const noexcept
Market Data entry sequence number per instrument update.
static constexpr UpdateActionNew updateAction() noexcept
Market Data update action.
StrRef settlCurrency() const noexcept
Identifies currency used for settlement, if different from trade price currency.
ThisType & setMatchAlgorithm(CHAR value) noexcept
Matching algorithm.
UInt8 pricePrecision() const noexcept
Specifies price decimal precision for EBS instrument.
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Allowable low limit price for the trading day.
ThisType & tradingReferenceDateNull() noexcept
ThisType & setOpenCloseSettlFlag(OpenCloseSettlFlag::Enum value) noexcept
Flag that additionally describes a market data entry.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
EventType::Enum eventType() const noexcept
Code to represent the type of event.
ThisType & setRptSeq(UInt32 value) noexcept
Market Data entry sequence number per instrument update.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr SecurityIDSource securityIdSource() noexcept
Identifies class or source of tag 48-SecurityID value.
ThisType & lowLimitPriceNull() noexcept
InstAttrib instAttrib(InstAttrib::Size length)
Setup repeating group with the given number of entries.
bool unitOfMeasureQty(Decimal9 &value) const noexcept
This field contains the contract size for each instrument.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
EventType::Enum eventType() const noexcept
Code to represent the type of event.
static constexpr const Char * className()
Entity class name.
ThisType & setMinPriceIncrementAmount(PRICE9 value) noexcept
Monetary value equivalent to the minimum price fluctuation.
ThisType & setLegPrice(PRICE9 value) noexcept
Price for the future leg of a UDS Covered instrument.
InstAttrib instAttrib() noexcept
Int32 numberOfOrders() const noexcept
The total number of real orders per instrument that participated in a match step within a match event...
ThisType & setUnderlyingProduct(UInt8 value) noexcept
Product complex.
Events events() const noexcept
Events events(Events::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & lowLimitPriceNull() noexcept
ThisType & setFlowScheduleType(Int8 value) noexcept
The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef settlType() const noexcept
For SPOTs will contain 0.
ThisType & setUnderlyingProduct(UInt8 value) noexcept
Product complex.
ThisType & tradingReferenceDateNull() noexcept
Events events() const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool numberOfOrders(Int32 &value) const noexcept
In Book entry - aggregate number of orders at given price level.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Legs legs(Legs::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setUnderlyingSecurityAltIdSource(SecurityAltIDSource::Enum value) noexcept
Identifies class or source of the UnderlyingSecurityAltID (458) value.
ThisType & setUnderlyingFinancialInstrumentFullName(StrRef value) noexcept
Long Name of the Underlying Instrument.
ThisType & entrySizeNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & numberOfOrdersNull() noexcept
static constexpr const Char * className()
Entity class name.
Number of related instruments group.
ThisType & underlyingSecurityIdNull() noexcept
ThisType & setUnitOfMeasure(StrRef value) noexcept
Unit of measure for the products' original contract size.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
Entries entries() noexcept
bool maxPriceVariation(PRICE9 &value) const noexcept
Differential static value for price banding.
EncodedLength calculateBinarySize() const noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
RelatedSymEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UpdateAction::Enum updateAction() const noexcept
Market Data update action.
Number of entries in Market Data message.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
StrRef fxBenchmarkRateFix() const noexcept
Fixing Rate Description.
SbeGroup< RelatedSymEntry, GroupSize, MessageSize > RelatedSym
Repeating group containing RelatedSymEntry entries.
StrRef securityType() const noexcept
Security Type.
bool tradingReferencePrice(PRICE9 &value) const noexcept
Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.
ThisType & setTradingReferenceDate(Timestamp value) noexcept
Indicates trade session date corresponding to a statistic entry.
ThisType & setTradeDate(Timestamp value) noexcept
Trade session date sent as number of days since Unix epoch.
ThisType & setTickRule(Int8 value) noexcept
VTT code referencing variable tick table.
ThisType & setTradingReferencePrice(PRICE9 value) noexcept
Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool totNumReports(UInt32 &value) const noexcept
Total number of instruments in the Replay loop.
Legs legs(Legs::Size length)
Setup repeating group with the given number of entries.
Int32 securityId() const noexcept
Security ID.
ThisType & underlyingSecurityAltIdSourceNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SbeGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
FeedTypes feedTypes() noexcept
bool entryPx(PRICE9 &value) const noexcept
Market Data entry price.
ThisType & setEntryPx(PRICE9 value) noexcept
Order price.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
LegsEntry ThisType
This type alias.
StrRef currency() const noexcept
Identifies currency used for price.
bool underlyingSecurityAltIdSource(SecurityAltIDSource::Enum &value) const noexcept
Identifies class or source of the UnderlyingSecurityAltID (458) value.
SbeGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr const Char * className()
Entity class name.
ThisType & referenceIdNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef securityExchange() const noexcept
Exchange used to identify a security.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
InstAttrib instAttrib(InstAttrib::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
InstrumentDefinitionFixedIncome57 ThisType
This type alias.
Number of repeating InstrAttribType entries.
SchemaTraits Schema
Used template schema.
ChannelReset4(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Number of entries in Market Data message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
StrRef strikeCurrency() const noexcept
Currency in which the StrikePrice is denominated.
OrderIDEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
AdminHeartbeat302(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setUpdateAction(UpdateAction::Enum value) noexcept
Market Data update action.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
InstAttrib instAttrib(InstAttrib::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setEntryPx(PRICE9 value) noexcept
Trade price.
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
static constexpr const Char * className()
Entity class name.
Number of data blocks listed in the Incremental message.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Number of repeating EventType entries.
ThisType & openInterestQtyNull() noexcept
UInt64 orderId() const noexcept
Unique Order ID.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef securitySubType() const noexcept
Strategy type.
ThisType & setQuoteReqId(StrRef value) noexcept
Quote Request ID defined by the exchange.
IncrementalRefreshTicker304(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
AdminLogin15(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool priceDisplayFormat(UInt8 &value) const noexcept
Number of decimals in fractional display price.
Entries entries() const noexcept
Indicates the number of repeating symbols specified.
SchemaTraits Schema
Used template schema.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
bool priceLevel(Int8 &value) const noexcept
Aggregate book position.
LotTypeRules lotTypeRules(LotTypeRules::Size length)
Setup repeating group with the given number of entries.
ThisType & setDisplayFactor(Decimal9 value) noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
ThisType & priceDisplayFormatNull() noexcept
IncrementalRefreshVolume37 ThisType
This type alias.
ThisType & setEntrySize(UInt64 value) noexcept
Consolidated trade quantity, notional.
StrRef settlementLocale() const noexcept
Settlement Locale.
ThisType & setPriceQuoteCurrency(StrRef value) noexcept
Local (counter) currency.
LotTypeRulesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
CollateralMarketValue62(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setTradingReferenceDate(Timestamp value) noexcept
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
Int8 marketDepth() const noexcept
Book depth.
StrRef relatedSymbol() const noexcept
Related instrument Symbol.
Timestamp entryTime() const noexcept
Time of the last market event that contributed to element calculation or publication.
ThisType & securityAltIdSourceNull() noexcept
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
EncodedLength calculateBinarySize() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
EntryType::Enum entryType() const noexcept
Market Data entry type.
ThisType & setEntryType(EntryTypeStatistics::Enum value) noexcept
Market Data entry type.
SchemaTraitsForSpectrum Schema
Used template schema.
Number of entries in Market Data message.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Timestamp lastUpdateTime() const noexcept
Timestamp of when the instrument was last added, modified or deleted.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifies the current state of the instrument.
#define ONIXS_CONFLATEDTCP_NOTHROW
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr const Char * className()
Entity class name.
bool lowLimitPrice(PRICE9 &value) const noexcept
Lower price threshold for the instrument.
SecurityUpdateAction::Enum securityUpdateAction() const noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
bool entrySize(UInt64 &value) const noexcept
Indicative Opening Quantity.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Number of EventType entries.
ThisType & setCouponRate(Decimal9 value) noexcept
The rate of interest that, when multiplied by the principal, par value, or face value of a bond...
ThisType & setEntryPx(PRICE9 value) noexcept
Order price.
ThisType & setDisplayQty(Int32 value) noexcept
Visible qty of order.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setSecurityType(StrRef value) noexcept
Security Type.
const void * tail() const noexcept
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
ThisType & setAggressorIndicator(AggressorFlag::Enum value) noexcept
Aggressor Indicator 1=Aggressor Order 0=Passive Order.
UInt32 rptSeq() const noexcept
MD Entry sequence number per instrument update.
bool underlyingMaxLifeTime(UInt8 &value) const noexcept
Max life time of the underlying instruments qualifying for the GC basket in number of year...
FeedTypes feedTypes() const noexcept
Int32 securityId() const noexcept
Security ID.
Entries entries() const noexcept
LotTypeRules lotTypeRules() noexcept
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for an optional LocalMktDate field.
Timestamp transactTime() const noexcept
Event time, sent in number of nanoseconds since Unix epoch.
EventIndicator matchEventIndicator() const noexcept
End of updates indicator.
Events events(Events::Size length)
Setup repeating group with the given number of entries.
ThisType & setClearedVolume(Int32 value) noexcept
The total cleared volume of instrument traded during the prior trading session.
bool lowLimitPrice(PRICE9 &value) const noexcept
Allowable low limit price for the trading day.
IncrementalRefreshSessionStatistics51 ThisType
This type alias.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
InstAttrib instAttrib() noexcept
UInt32 tradeEntryId() const noexcept
Market Data Trade Entry ID.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifies the current state of the instrument.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Allowable high limit price for the trading day.
ThisType & setRelatedSymbol(StrRef value) noexcept
Related instrument Symbol.
ThisType & setTradeableSize(Int32 value) noexcept
Tradeable qty.
ThisType & setUnderlyingProduct(UInt8 value) noexcept
Indicates the product complex.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & highLimitPriceNull() noexcept
FeedTypesEntry ThisType
This type alias.
SbeGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
static constexpr StrRef fixType() noexcept
FIX message type.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
IncrementalRefreshTradeSummary48(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
const void * tail() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
StrRef cfiCode() const noexcept
ISO standard instrument categorization code.
ThisType & setDecayStartDate(Timestamp value) noexcept
Indicates the date at which a decaying contract will begin to decay.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr const Char * className()
Entity class name.
FeedTypes feedTypes() noexcept
bool maxPriceVariation(PRICE9 &value) const noexcept
Differential value for price banding.
static constexpr EntryTypeVol entryType() noexcept
Electronic Volume entry provides cumulative session trade volume updated with the event...
ThisType & setSymbol(StrRef value) noexcept
Unique instrument symbol.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & instrumentGUIdNull() noexcept
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
IntegralConstant< Char, 'e'> EntryTypeVol
MDEntryTypeVol.
PRICE9 entryPx() const noexcept
Trade price.
bool tradeDate(Timestamp &value) const noexcept
Trade Date.
SbeGroup< BrokenDatesEntry, GroupSize, MessageSize > BrokenDates
Repeating group containing BrokenDatesEntry entries.
InstAttribEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setPriceQuoteMethod(StrRef value) noexcept
Price quotation method.
MDInstrumentDefinitionFixedIncome.
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Lower price threshold for the instrument.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setPriceDisplayFormat(UInt8 value) noexcept
Number of decimals in fractional display price.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
CHAR matchAlgorithm() const noexcept
Matching Algorithm - CME assigned values.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SchemaTraits Schema
Used template schema.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setUnderlyingSymbol(StrRef value) noexcept
Underlying Instrument Symbol (Contract Name).
ThisType & setMarketDepth(Int8 value) noexcept
Book depth.
bool underlyingMaturityDate(Timestamp &value) const noexcept
Underlying Security's Maturity Date.
ThisType & decayQuantityNull() noexcept
const void * tail() const noexcept
ThisType & setMarketDepth(Int8 value) noexcept
Identifies the depth of book.
ThisType & setMinPriceIncrement(PRICE9 value) noexcept
Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) el...
ThisType & setMarketSegmentId(UInt8 value) noexcept
Identifies the market segment, populated for all CME Globex instruments.
EventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Entries entries() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & numberOfOrdersNull() noexcept
ThisType & maxPriceVariationNull() noexcept
ThisType & setInstAttribValue(InstAttribValue value) noexcept
Bitmap field of 32 Boolean type instrument eligibility flags.
ThisType & setDisplayQty(Int32 value) noexcept
Visible order qty.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setEventTime(Timestamp value) noexcept
Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
bool legOptionDelta(DecimalQty &value) const noexcept
Delta used to calculate the quantity of futures used to cover the option or option strategy...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
EntryTypeDailyStatistics::Enum entryType() const noexcept
Market Data entry type.
Entry ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setRptSeq(UInt32 value) noexcept
MD Entry sequence number per instrument update.
LotTypeRules lotTypeRules() const noexcept
Underlyings underlyings() noexcept
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Allowable high limit price for the trading day.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
bool orderQty(Int32 &value) const noexcept
Quantity requested.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
FeedTypes feedTypes(FeedTypes::Size length)
Setup repeating group with the given number of entries.
bool lowLimitPrice(PRICE9 &value) const noexcept
Lower price threshold for the instrument.
ThisType & entrySizeNull() noexcept
ThisType & setMaxPriceVariation(PRICE9 value) noexcept
Differential value for price banding.
const void * tail() const noexcept
ThisType & setDisplayQty(Int32 value) noexcept
Visible qty of order.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
EntryTypeBook::Enum entryType() const noexcept
Market Data entry type.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Int32 securityId() const noexcept
SecurityID.
UInt8 marketSegmentId() const noexcept
Identifies the market segment for all CME Globex instruments.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setOrderPriority(UInt64 value) noexcept
Order priority for execution on the order book.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setCouponDayCount(StrRef value) noexcept
The day count convention used in interest calculations for a bond or an interest bearing security...
FeedTypes feedTypes(FeedTypes::Size length)
Setup repeating group with the given number of entries.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & minPriceIncrementAmountNull() noexcept
IncrementalRefreshTradeSummaryLongQty65(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & openInterestQtyNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
bool highLimitPrice(PRICE9 &value) const noexcept
Allowable high limit price for the trading day.
bool entrySize(UInt64 &value) const noexcept
Market Data entry size.
bool altPriceIncrementConstraint(PRICE9 &value) const noexcept
Minimum price offset better than the best Standard Tick order for an order to be allowed into the mar...
bool underlyingSecurityId(Int32 &value) const noexcept
Underlying Security ID as qualified by tag 305-UnderlyingSecurityIDSource.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSettlCurrency(StrRef value) noexcept
Identifies currency used for settlement.
ThisType & setRptSeq(UInt32 value) noexcept
Sequence number of the last Market Data entry processed for the instrument.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setMaturityMonthYear(MaturityMonthYear value) noexcept
This field provides the actual calendar date for contract maturity.
bool maxPriceVariation(PRICE9 &value) const noexcept
Differential value for price banding.
ThisType & issueDateNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setTradeableSize(Int32 value) noexcept
Tradeable qty.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
UInt8 marketSegmentId() const noexcept
Identifies the market segment, populated for all CME Globex instruments.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
bool securityAltIdSource(SecurityAltIDSource::Enum &value) const noexcept
Identifies class or source of the SecurityAltID (455) value.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SettlPriceType settlPriceType() const noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
ThisType & totNumReportsNull() noexcept
static constexpr InstAttribType instAttribType() noexcept
Instrument Eligibility Attributes.
ThisType & setOrderUpdateAction(OrderUpdateAction::Enum value) noexcept
Order book update action to be applied to the order referenced by OrderID.
EncodedLength calculateBinarySize() const noexcept
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setEntryType(EntryTypeBook::Enum value) noexcept
Market Data entry type.
bool maxPriceVariation(PRICE9 &value) const noexcept
Differential static value for price banding.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setReferenceId(UInt8 value) noexcept
Reference to corresponding Price and SecurityID, sequence of MD entry in the message.
UnderlyingsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
IncrementalRefreshSpectrum303(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool underlyingProduct(UInt8 &value) const noexcept
Product complex.
ThisType & setInterveningDays(UInt16 value) noexcept
For SPOT, number of business days between trade date and value (settlement) date. ...
ThisType & setSecuritySubType(StrRef value) noexcept
Strategy type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr UpdateTypeNew updateAction() noexcept
Market Data update action.
SecurityStatus30(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setTransactTime(Timestamp value) noexcept
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch...
SchemaTraits Schema
Used template schema.
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Allowable low limit price for the trading day.
RelatedSym relatedSym() noexcept
ThisType & setTransactTime(Timestamp value) noexcept
Event time, sent in number of nanoseconds since Unix epoch.
ThisType & mainFractionNull() noexcept
SchemaTraits Schema
Used template schema.
SchemaTraits Schema
Used template schema.
ThisType & setTotNumReports(UInt32 value) noexcept
Total number of instruments in the Replay loop.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
StrRef riskSet() const noexcept
Risk Set identifies the list of instruments sharing credit limits set up.
UInt64 brokenDateGUId() const noexcept
External unique broken date Instrument ID.
ThisType & setSecurityAltIdSource(SecurityAltIDSource::Enum value) noexcept
Identifies class or source of the SecurityAltID (455) value.
StrRef cfiCode() const noexcept
ISO standard instrument categorization code.
ThisType & setOrderId(UInt64 value) noexcept
Unique Order ID.
EventType::Enum eventType() const noexcept
Code to represent the type of event.
bool referenceId(UInt8 &value) const noexcept
Reference to corresponding Price and SecurityID, sequence of MD entry in the message.
HaltReason::Enum haltReason() const noexcept
Indicates halt reason status due to surveillance activity.
SecurityStatus30 ThisType
This type alias.
ThisType & flowScheduleTypeNull() noexcept
StrRef financialInstrumentFullName() const noexcept
Long name of the instrument.
SbeGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Entry ThisType
This type alias.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setSettlPriceType(SettlPriceType value) noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
IncrementalRefreshTradeSummaryLongQty65(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setSubFraction(UInt8 value) noexcept
Price Denominator of Sub Fraction.
SnapshotRefreshSpectrum305 ThisType
This type alias.
bool aggressorSide(AggressorSide::Enum &value) const noexcept
Indicates which side is the aggressor or if there is no aggressor.
bool underlyingSecurityAltIdSource(SecurityAltIDSource::Enum &value) const noexcept
Identifies class or source of the UnderlyingSecurityAltID (458) value.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Entries entries() const noexcept
static constexpr const Char * className()
Entity class name.
IncrementalRefreshTradeSummaryLongQty65 ThisType
This type alias.
UInt32 rptSeq() const noexcept
Sequence number of the last Market Data entry processed for the instrument.
StrRef securityGroup() const noexcept
Security Group.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool tradeableSize(Int32 &value) const noexcept
Tradeable qty.
ThisType & setPriceQuoteMethod(StrRef value) noexcept
Price quotation method.
Entries entries() const noexcept
Entries entries() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SnapshotRefreshSpectrum305(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
RelatedInstruments relatedInstruments() const noexcept
Number of OrderID entries.
Number of entries in Market Data message.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & orderPriorityNull() noexcept
Int32 brokenDateSecurityId() const noexcept
Broken date Instrument Globex Security ID.
ThisType & priceLevelNull() noexcept
GlobalDayRoll307 ThisType
This type alias.
MDInstrumentDefinitionSpread.
UpdateAction::Enum updateAction() const noexcept
Market Data update action.
StrRef securityExchange() const noexcept
Exchange used to identify a security.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & subFractionNull() noexcept
bool referenceId(UInt8 &value) const noexcept
Reference to corresponding Price and Security ID, sequence of MD entry in the message.
ThisType & setInstAttribValue(InstAttribValue value) noexcept
Bitmap field of 32 Boolean type Instrument eligibility flags.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
AdminHeartbeat302 ThisType
This type alias.
bool tradingReferenceDate(Timestamp &value) const noexcept
Indicates session date corresponding to the price in tag 1150-TradingReferencePrice.
Entries entries() noexcept
ThisType & entrySizeNull() noexcept
Int32 numberOfOrders() const noexcept
The total number of real orders per instrument that participated in a match step within a match event...
TradingSessions tradingSessions() noexcept
bool highLimitPrice(PRICE9 &value) const noexcept
Allowable high limit price for the trading day.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
static constexpr InstAttribType instAttribType() noexcept
Instrument Eligibility Attributes.
Int16 applId() const noexcept
The channel ID as defined in the XML Configuration file.
StrRef securityType() const noexcept
Security Type.
IntegralConstant< Int8, 127 > NullInt8
Null value for an optional Int8 field.
PRICE9 minPriceIncrement() const noexcept
Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) el...
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & instrumentGUIdNull() noexcept
Entry ThisType
This type alias.
ThisType & setCountryOfIssue(StrRef value) noexcept
Country of Origin, ISO alpha-2 country code.
OrderIDEntry ThisType
This type alias.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
IntegralConstant< Char, '8'> SecurityIDSource
SecurityIDSource.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSecurityExchange(StrRef value) noexcept
Exchange used to identify a security.
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
InstAttribEntry ThisType
This type alias.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
const void * tail() const noexcept
InstrumentDefinitionOption55 ThisType
This type alias.
ThisType & setMainFraction(UInt8 value) noexcept
Price Denominator of Main Fraction.
bool originalContractSize(Int32 &value) const noexcept
Fixed contract value assigned to each product.
ThisType & setUnderlyingIssuer(StrRef value) noexcept
Underlying Security's Issuer.
StrRef currency() const noexcept
Identifies currency used for price.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & highLimitPriceNull() noexcept
static constexpr const Char * className()
Entity class name.
ThisType & mainFractionNull() noexcept
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifies the current state of the instrument.
ThisType & setUnderlyingCountryOfIssue(StrRef value) noexcept
Underlying Security's CountryOfIssue.
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Allowable high limit price for the trading day.
ThisType & subFractionNull() noexcept
InstAttrib instAttrib() noexcept
SnapshotFullRefreshTCP61 ThisType
This type alias.
RelatedSym relatedSym(RelatedSym::Size length)
Setup repeating group with the given number of entries.
ThisType & setNumberOfOrders(Int32 value) noexcept
Aggregate number of orders at the given price level.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
IncrementalRefreshSessionStatisticsLongQty67(const SbeMessage &message)
Creates an instance over the given SBE message.
SbeGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
OrderIDEntries orderIdEntries(OrderIDEntries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
EncodedLength calculateBinarySize() const noexcept
UInt32 minTradeVol() const noexcept
The minimum trading volume for a security.
ThisType & setCfiCode(StrRef value) noexcept
ISO standard instrument categorization code.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifies the current market state of the instrument.
HaltReason::Enum haltReason() const noexcept
Identifies the reason for the status change.
ThisType & setEntrySize(Int32 value) noexcept
Market Data entry size.
bool entrySize(UInt64 &value) const noexcept
Market Data entry size.
ThisType & maturityMonthYearNull() noexcept
const void * tail() const noexcept
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
ThisType & setNumberOfOrders(Int32 value) noexcept
In Book entry - aggregate number of orders at given price level.
InstrumentDefinitionRepo58(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
MDInstrumentDefinitionFX.
StrRef symbol() const noexcept
Instrument Name or Symbol.
AdminHeartbeat302(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
static constexpr const Char * className()
static constexpr const Char * className()
Entity class name.
static constexpr const Char * className()
Entity class name.
SbeGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
bool minLotSize(DecimalQty &value) const noexcept
Minimum quantity accepted for order entry.
bool minCabPrice(PRICE9 &value) const noexcept
Defines cabinet price for outright options products.
StrRef settlCurrency() const noexcept
Identifies currency used for settlement, if different from trading currency.
SnapshotFullRefreshTCP61(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr StrRef fixType() noexcept
FIX message type.
IncrementalRefreshOrderBook47(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
StrRef feedType() const noexcept
Describes a class of service for a given data feed.
static constexpr const Char * className()
Entity class name.
SnapshotFullRefreshLongQty69(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setAltMinQuoteLife(UInt32 value)
MQL duration in number of microseconds applied to orders at AltMinPriceIncrement. ...
const void * tail() const noexcept
Timestamp lastUpdateTime() const noexcept
Timestamp of when the instrument was last added, modified or deleted.
SbeGroupEntry< GroupSize8Byte::BlockLength > Base
Base class type.
IncrementalRefreshSessionStatisticsLongQty67(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setOrderPriority(UInt64 value) noexcept
Order priority for execution on the order book.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
#define ONIXS_CONFLATEDTCP_CONST_OR_CONSTEXPR
ThisType & tradeDateNull() noexcept
ThisType & setLotType(Int8 value) noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
SnapshotRefreshTopOrders59(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
SbeGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
bool subFraction(UInt8 &value) const noexcept
Price Denominator of Sub Fraction.
static constexpr const Char * className()
Entity class name.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Decimal9 displayFactor() const noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setRptSeq(UInt32 value) noexcept
MD Entry sequence number per instrument update.
EntryTypeBook::Enum entryType() const noexcept
Market Data entry type.
EncodedLength calculateBinarySize() const noexcept
ThisType & tradingReferenceDateNull() noexcept
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
bool priceDisplayFormat(UInt8 &value) const noexcept
Number of decimals in fractional display price.
ThisType & setUpdateAction(UpdateAction::Enum value) noexcept
Market Data update action.
SnapshotFullRefreshOrderBook.
ThisType & instrumentGUIdNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
ThisType & setMarketDepth(Int8 value) noexcept
book depth.
QuoteRequest39 ThisType
This type alias.
ThisType & entryPxNull() noexcept
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifies the current state of the instrument.
ThisType & setIssueDate(Timestamp value) noexcept
Issue Date.
bool openInterestQty(Int32 &value) const noexcept
The total open interest for the market at the close of the prior trading session. ...
const void * tail() const noexcept
ThisType & setTradingReferencePrice(PRICE9 value) noexcept
Trading Reference price.
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Lower price threshold for the instrument.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
InstAttrib instAttrib() const noexcept
bool priceLevel(Int8 &value) const noexcept
Aggregate book price level, number from 1 to 10.
InstAttrib instAttrib(InstAttrib::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
EntryTypeStatistics::Enum entryType() const noexcept
Market Data entry type.
const void * tail() const noexcept
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ChannelReset4 ThisType
This type alias.
ThisType & aggressorIndicatorNull() noexcept
Int32 securityId() const noexcept
SecurityID as referenced in MDP3 and Ilink3 protocols.
const void * tail() const noexcept
ThisType & setFinancialInstrumentFullName(StrRef value) noexcept
Financial instrument long name.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UnderlyingsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const noexcept
MD Entry sequence number per instrument update.
Entries entries() noexcept
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
Char UserDefinedInstrument
Type alias for the UserDefinedInstrument.
StrRef fixRateLocalTimeZone() const noexcept
Fixing Rate Local Time Zone corresponding to Fixing Local Time.
PRICE9 entryPx() const noexcept
Order Price.
ThisType & setSecurityId(Int32 value) noexcept
Unique instrument ID.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setNumberOfOrders(Int32 value) noexcept
In Book entry - aggregate number of orders at given price level.
ThisType & setAltPriceIncrementConstraint(PRICE9 value)
Minimum price offset better than the best Standard Tick order for an order to be allowed into the mar...
const void * tail() const noexcept
StrRef securityExchange() const noexcept
Exchange used to identify a security.
EntryTypeBook::Enum entryType() const noexcept
Market Data entry type.
SecurityUpdateAction::Enum securityUpdateAction() const noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
Int32 securityId() const noexcept
Unique Instrument ID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Allowable low limit price for the trading day.
bool endDate(Timestamp &value) const noexcept
End date of a financing deal, i.e.
LotTypeRulesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
InstAttrib instAttrib(InstAttrib::Size length)
Setup repeating group with the given number of entries.
ThisType & setSymbol(StrRef value) noexcept
Unique instrument Symbol.
Int32 underlyingSecurityId() const noexcept
Unique Instrument ID as qualified by the exchange per tag 305-UnderlyingSecurityIDSource.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Entry ThisType
This type alias.
ThisType & setSymbol(StrRef value) noexcept
Unique instrument Symbol.
ThisType & underlyingProductNull() noexcept
bool displayQty(Int32 &value) const noexcept
Visible qty of order.
Entry ThisType
This type alias.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setInstrumentGUId(UInt64 value) noexcept
External unique instrument ID.
Int32 displayQty() const noexcept
Visible qty of order.
StrRef asset() const noexcept
The underlying asset code also known as Product Code.
ThisType & setInstrumentGUId(UInt64 value) noexcept
External unique instrument ID.
SchemaTraits Schema
Used template schema.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setInstrumentGUId(UInt64 value) noexcept
External unique instrument ID.
bool instrumentGUId(UInt64 &value) const noexcept
External unique instrument ID.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
EntryType::Enum entryType() const noexcept
Market Data entry type.
ThisType & setEventTime(Timestamp value) noexcept
Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
static constexpr EntryTypeLimits entryType() noexcept
Market Data entry type.
bool tradingReferencePrice(PRICE9 &value) const noexcept
Trading Reference Price.
ThisType & setEntryPx(PRICE9 value) noexcept
Price of the Market Data Entry.
UInt8 underlyingProduct() const noexcept
Product complex.
static constexpr const Char * className()
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
OrderIDEntry ThisType
This type alias.
FeedTypesEntry ThisType
This type alias.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setTradeEntryId(UInt32 value) noexcept
Market Data Trade entry ID.
SbeGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
MessageSize EncodedLength
Length of the message binary data.
ThisType & setStreamId(PriceSource::Enum value) noexcept
Source of the Clean Price.
SpectrumEntryType::Enum entryType() const noexcept
Market Data entry type, identifies the element.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & maxPriceVariationNull() noexcept
ThisType & setUnderlyingSecurityAltIdSource(SecurityAltIDSource::Enum value) noexcept
Identifies class or source of the UnderlyingSecurityAltID (458) value.
RelatedInstruments relatedInstruments() noexcept
ThisType & setSecuritySubType(RepoSubType::Enum value) noexcept
Repo Sub Security Type.
ThisType & setTradingReferencePrice(PRICE9 value) noexcept
Trading Reference Price.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
const void * tail() const noexcept
SchemaTraitsForSpectrum Schema
Used template schema.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
LotTypeRulesEntry ThisType
This type alias.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
StrRef securityGroup() const noexcept
Security Group Code.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setSecurityId(Int32 value) noexcept
SecurityID as referenced in MDP3 and Ilink3 protocols.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
StrRef underlyingCountryOfIssue() const noexcept
Underlying Security's CountryOfIssue.
static constexpr const Char * className()
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Allowable low limit price for the trading day.
StrRef couponFrequencyUnit() const noexcept
Time unit associated with the frequency of the bond's coupon payment.
ThisType & setMinTradeVol(UInt32 value) noexcept
The minimum trading volume for a security.
ThisType & tradeDateNull() noexcept
StrRef financialInstrumentFullName() const noexcept
Financial Instrument long name.
ThisType & underlyingMinDaysToMaturityNull() noexcept
Int8 lotType() const noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
ThisType & priceDisplayFormatNull() noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
RepoSubType::Enum securitySubType() const noexcept
Repo Sub Security Type.
bool highLimitPrice(PRICE9 &value) const noexcept
Allowable high limit price for the trading day.
ThisType & minLotSizeNull() noexcept
EntryType::Enum entryType() const noexcept
Market Data Entry Type.
SbeGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
LotTypeRules lotTypeRules() const noexcept
bool totNumReports(UInt32 &value) const noexcept
Total number of instruments in the Replay loop.
StrRef underlyingSymbol() const noexcept
Underlying Instrument Symbol (Contract Name).
IncrementalRefreshBook46(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Allowable low limit price for the trading day.
IncrementalRefreshDailyStatistics49(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SecurityStatusWorkup60 ThisType
This type alias.
bool entryPx(PRICE9 &value) const noexcept
Market Data entry price.
AdminLogout16(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setBrokenDateStart(Timestamp value) noexcept
Start date of a broken date period.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMarketSegmentId(UInt8 value) noexcept
Identifies the market segment, populated for all CME Globex instruments.
FeedTypesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
StrRef symbol() const noexcept
Instrument Name or Symbol.
StrRef financialInstrumentFullName() const noexcept
Financial instrument long name.
OrderIDEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SecurityUpdateAction::Enum securityUpdateAction() const noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Int32 securityId() const noexcept
Security ID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMinPriceIncrement(PRICE9 value) noexcept
Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) el...
static constexpr const Char * className()
Int32 securityId() const noexcept
Security ID.
EntryTypeBook::Enum entryType() const noexcept
Market Data entry type.
SchemaTraits Schema
Used template schema.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool tickRule(Int8 &value) const noexcept
VTT code referencing variable tick table.
Entries entries() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
EventType::Enum eventType() const noexcept
Code to represent the type of event.
ThisType & setSecurityType(StrRef value) noexcept
Security Type.
ThisType & setOrderId(UInt64 value) noexcept
Unique Order ID.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
SbeGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
bool totNumReports(UInt32 &value) const noexcept
Total number of instruments in the Replay loop.
Timestamp eventTime() const noexcept
Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setPriceRatio(PRICE9 value) noexcept
Used for price calculation in spread and leg pricing.
ChannelReset4(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & aggressorSideNull() noexcept
ThisType & setOpenCloseSettlFlag(PreviousDayFlag::Enum value) noexcept
Previous day elements, Global or Regional, will contain the value 4 - entry from previous business da...
ThisType & setUserDefinedInstrument(UserDefinedInstrument value) noexcept
User-defined instrument flag.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SnapshotRefreshTopOrders59(const SbeMessage &message)
Creates an instance over the given SBE message.
FeedTypesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
bool entryPx(PRICE9 &value) const noexcept
Workup price.
ThisType & setUnitOfMeasure(StrRef value) noexcept
Unit of measure for the products' original contract size.
Entry ThisType
This type alias.
ThisType & entryPxNull() noexcept
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
bool highLimitPrice(PRICE9 &value) const noexcept
Upper price threshold for the instrument.
Number of repeating FeedType entries.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
Timestamp transactTime() const noexcept
Timestamp of the last publication event instrument participated in, sent in number of nanoseconds sin...
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr StrRef fixType() noexcept
FIX message type.
UInt32 totNumReports() const noexcept
Total number of instruments in the Replay loop.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Events events(Events::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setCfiCode(StrRef value) noexcept
ISO standard instrument categorization code.
EventsEntry ThisType
This type alias.
ThisType & brokenDateEndNull() noexcept
UInt32 currentChunk() const noexcept
Chunk sequence.
SbeGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
OrderIDEntries orderIdEntries() const noexcept
#define ONIXS_CONFLATEDTCP_UNUSED
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
IncrementalRefreshBook46(const SbeMessage &message)
Creates an instance over the given SBE message.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
UInt32 maxTradeVol() const noexcept
The maximum trading volume for a security.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Entries entries() const noexcept
ThisType & setTradeDate(Timestamp value) noexcept
Trade session date sent as number of days since Unix epoch.
bool priceRatio(PRICE9 &value) const noexcept
Used for price calculation in spread and leg pricing.
CollateralMarketValue62(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
StrRef securityAltId() const noexcept
ISIN value as provided by ANNA, Association of National Numbering Agencies.
UInt32 maxTradeVol() const noexcept
The maximum trading volume for a security.
ThisType & setFinancialInstrumentFullName(StrRef value) noexcept
EBS instrument long name.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr const Char * className()
ThisType & setSecurityGroup(StrRef value) noexcept
Security Group Code.
Legs legs() const noexcept
LotTypeRulesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SbeGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
InstAttribEntry ThisType
This type alias.
ThisType & setMainFraction(UInt8 value) noexcept
Price Denominator of Main Fraction.
FeedTypes feedTypes() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & datedDateNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr InstAttribType instAttribType() noexcept
Instrument eligibility attributes.
SbeGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for an optional UInt64 field.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setOpenInterestQty(Int32 value) noexcept
The total open interest for the market at the close of the prior trading session. ...
SnapshotFullRefreshOrderBook53(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
LotTypeRules lotTypeRules() const noexcept
ThisType & setSymbol(StrRef value) noexcept
Instrument Name or Symbol. Previously used as Group Code.
ThisType & setUnitOfMeasure(StrRef value) noexcept
Unit of measure for the products' original contract size.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setSecurityUpdateAction(SecurityUpdateAction::Enum value) noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
IncrementalRefreshOrderBook47(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
FeedTypes feedTypes() const noexcept
bool instrumentGUId(UInt64 &value) const noexcept
External unique instrument ID.
static constexpr SecurityIDSource securityIdSource() noexcept
Identifies class or source of tag 48-SecurityID value.
Timestamp entryTime() const noexcept
Time of the last market event that contributed to element calculation or publication.
EntryTypeBook::Enum entryType() const noexcept
Market Data entry type.
UInt32 maxTradeVol() const noexcept
The maximum trading volume for a security.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
InstrumentDefinitionFX63 ThisType
This type alias.
StrRef fxCurrencySymbol() const noexcept
Base/Local.
ThisType & entrySizeNull() noexcept
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setMaturityDate(Timestamp value) noexcept
For Spot instruments will not contain the value.
FeedTypes feedTypes() const noexcept
SnapshotFullRefreshLongQty69 ThisType
This type alias.
ThisType & setCfiCode(StrRef value) noexcept
ISO standard instrument categorization code.
StrRef settlCurrency() const noexcept
Identifies currency used for settlement.
ThisType & setOrderId(UInt64 value) noexcept
Unique order identifier as assigned by the exchange.
Decimal9 displayFactor() const noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setMatchEventIndicator(EventIndicator value) noexcept
End of updates indicator.
PRICE9 dirtyPrice() const noexcept
Dirty Price.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
static constexpr StrRef fixType() noexcept
FIX message type.
UInt32 rptSeq() const noexcept
MD Entry sequence number per instrument update.
ThisType & sideNull() noexcept
LotTypeRules lotTypeRules(LotTypeRules::Size length)
Setup repeating group with the given number of entries.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UpdateAction::Enum updateAction() const noexcept
Market Data update action.
UserDefinedInstrument userDefinedInstrument() const noexcept
User-defined instruments flag.
ThisType & setInstrumentGUId(UInt64 value) noexcept
External unique instrument ID.
UInt16 BlockLength
Length.
ThisType & setEventTime(Timestamp value) noexcept
Date and Time of instrument Activation or Expiration event sent as number of nanoseconds since Unix e...
ThisType & setLastMsgSeqNumProcessed(UInt32 value) noexcept
Sequence number of the last Incremental feed packet processed.
bool legPrice(PRICE9 &value) const noexcept
Price for the future leg of a UDS Covered instrument.
Entries entries() noexcept
StrRef feedType() const noexcept
Describes a class of service for a given data feed.
FeedTypesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool highLimitPrice(PRICE9 &value) const noexcept
Allowable high limit price for the trading day.
StrRef priceQuoteMethod() const noexcept
Price quotation method.
ThisType & setMarketSet(StrRef value) noexcept
Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible ma...
LotTypeRulesEntry ThisType
This type alias.
ThisType & setSecurityId(Int32 value) noexcept
SecurityID as referenced in MDP3 and Ilink3 protocols.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setEntrySize(UInt64 value) noexcept
Cumulative traded volume, notional.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr SecurityIDSource securityIdSource() noexcept
Identifies class or source of tag 48-SecurityID value.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr const Char * className()
static constexpr const Char * className()
static constexpr const Char * className()
Entity class name.
bool entryPx(PRICE9 &value) const noexcept
Market Data entry price.
Number of FeedType entries.
FeedTypesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static constexpr const Char * className()
Entity class name.
ThisType & numberOfOrdersNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
InstAttribEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const noexcept
Sequence number per instrument update.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setMaturityMonthYear(MaturityMonthYear value) noexcept
This field provides the actual calendar date for contract maturity.
UInt64 orderId() const noexcept
Unique Order ID.
ThisType & maxPriceVariationNull() noexcept
ThisType & setMinCabPrice(PRICE9 value) noexcept
Defines cabinet price for outright options products.
ThisType & setLastUpdateTime(Timestamp value) noexcept
Timestamp of when the instrument was last added, modified or deleted.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Timestamp lastUpdateTime() const noexcept
Timestamp of when the instrument was last added, modified or deleted.
bool totNumReports(UInt32 &value) const noexcept
Total number of instruments in the Replay loop.
ThisType & tradeableSizeNull() noexcept
ThisType & lowLimitPriceNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_BEGIN
bool priceLevel(UInt8 &value) const noexcept
Aggregate book level.
ThisType & setSymbol(StrRef value) noexcept
Instrument Name or Symbol.
bool openCloseSettlFlag(OpenCloseSettlFlag::Enum &value) const noexcept
Flag that additionally describes market data entry type.
InstrumentDefinitionFX63(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
Entries entries() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
StrRef symbol() const noexcept
Unique instrument symbol.
ThisType & openCloseSettlFlagNull() noexcept
StrRef securityType() const noexcept
Security Type.
static constexpr const Char * className()
Entity class name.
BrokenDatesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
OrderIDEntries orderIdEntries(OrderIDEntries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Number of repeating EventType entries.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
SbeGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
ThisType & setOrderId(UInt64 value) noexcept
Unique order identifier as assigned by the exchange.
Entry ThisType
This type alias.
ThisType & setSecurityId(Int32 value) noexcept
Unique instrument ID.
bool lowLimitPrice(PRICE9 &value) const noexcept
Allowable low limit price for the trading day.
IncrementalRefreshSessionStatisticsLongQty67 ThisType
This type alias.
ThisType & setTradingReferenceDate(Timestamp value) noexcept
Indicates session date corresponding to the reference price in tag 1150-TradingReferencePrice.
static constexpr SecurityIDSource underlyingSecurityIdSource() noexcept
This value is always '8' for CME.
ThisType & setSecurityId(Int32 value) noexcept
Security ID as defined by CME.
InstAttrib instAttrib(InstAttrib::Size length)
Setup repeating group with the given number of entries.
bool entryPx(PRICE9 &value) const noexcept
Price of the Market Data Entry.
Timestamp transactTime() const noexcept
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch...
Entries entries() noexcept
ThisType & setPriceDisplayFormat(UInt8 value) noexcept
Number of decimals in fractional display price.
bool totNumReports(UInt32 &value) const noexcept
Total number of instruments in the Replay loop.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
IncrementalRefreshLimitsBanding50 ThisType
This type alias.
ThisType & setDisplayFactor(Decimal9 value) noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
ThisType & orderPriorityNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setEntrySize(Int32 value) noexcept
Consolidated trade quantity.
ThisType & maturityMonthYearNull() noexcept
bool settlDate(Timestamp &value) const noexcept
Settle (Value) Date corresponding to Trade Date.
SchemaTraits Schema
Used template schema.
Timestamp eventTime() const noexcept
Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
ThisType & setSettlementLocale(StrRef value) noexcept
Settlement Locale.
ThisType & setEntrySize(UInt64 value) noexcept
Market Data entry size.
ThisType & setUserDefinedInstrument(UserDefinedInstrument value) noexcept
User-defined instruments flag.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & tickRuleNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Int32 lastQty() const noexcept
Quantity bought or sold on this last fill.
ThisType & referenceIdNull() noexcept
LotTypeRulesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setMaxNoOfSubstitutions(UInt8 value) noexcept
Max number of substitutions allowed.
ThisType & instrumentGUIdNull() noexcept
ThisType & altMinPriceIncrementNull()
UInt8 marketSegmentId() const noexcept
Identifies the market segment for all CME Globex instruments.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
const void * tail() const noexcept
QuoteRequest39(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setEntryType(EntryTypeBook::Enum value) noexcept
Market Data entry type.
StrRef riskSet() const noexcept
Risk Set identifies the list of instruments sharing credit limits set up.
Number of entries in Market Data message.
ThisType & setSubFraction(UInt8 value) noexcept
Price Denominator of Sub Fraction.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt8 marketSegmentId() const noexcept
Identifies the market segment, populated for all CME Globex instruments.
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
bool entryPx(PRICE9 &value) const noexcept
Market Data entry price.
Entry ThisType
This type alias.
ThisType & setPriceDisplayFormat(UInt8 value) noexcept
Number of decimals in fractional display price.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
IntegralConstant< UInt8, 4 > SecurityAltIDSourceISIN
Type alias for the SecurityAltIDSourceISIN.
InstAttrib instAttrib(InstAttrib::Size length)
Setup repeating group with the given number of entries.
bool parValue(PRICE9 &value) const noexcept
Par value.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
StrRef currency() const noexcept
Base currency.
StrRef relatedSymbol() const noexcept
Related Instrument Symbol.
Underlyings underlyings() noexcept
ThisType & setUserDefinedInstrument(UserDefinedInstrument value) noexcept
User-defined instruments flag.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
Entity class name.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & minLotSizeNull() noexcept
static constexpr const Char * className()
Entity class name.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setEndDate(Timestamp value) noexcept
End date of a financing deal, i.e.
bool aggressorSide(AggressorSide::Enum &value) const noexcept
Indicates which side is the aggressor or if there is no aggressor.
static constexpr const Char * className()
MDSnapshotRefreshSpectrum.
bool minPriceIncrementAmount(PRICE9 &value) const noexcept
Monetary value equivalent to the minimum price fluctuation.
const void * tail() const noexcept
ThisType & setLegOptionDelta(DecimalQty value) noexcept
Delta used to calculate the quantity of futures used to cover the option or option strategy...
BrokenDates brokenDates() noexcept
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
bool instrumentGUId(UInt64 &value) const noexcept
External unique instrument ID.
bool orderId(UInt64 &value) const noexcept
Order ID.
ThisType & setRptSeq(UInt32 value) noexcept
MD Entry sequence number per instrument update.
EncodedLength calculateBinarySize() const noexcept
UInt64 entrySize() const noexcept
Cumulative traded volume, notional.
ThisType & setAsset(StrRef value) noexcept
The underlying asset code also known as Product Code.
ThisType & setMaturityMonthYear(MaturityMonthYear value) noexcept
This field provides the actual calendar date for contract maturity.
EncodedLength calculateBinarySize() const noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
OrderIDEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Number of entries in Market Data message.
Entry ThisType
This type alias.
const void * tail() const noexcept
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setUnitOfMeasure(StrRef value) noexcept
Unit of measure for the products' original contract size.
static constexpr const Char * className()
ThisType & setQuoteType(Int8 value) noexcept
Type of quote requested.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
ThisType & entrySizeNull() noexcept
ThisType & setAsset(StrRef value) noexcept
The underlying asset code also known as Product Code.
ThisType & setLegSecurityId(Int32 value) noexcept
Leg Security ID.
ThisType & setRateSource(StrRef value) noexcept
Fixing Rate Source.
LotTypeRules lotTypeRules(LotTypeRules::Size length)
Setup repeating group with the given number of entries.
bool minPriceIncrementAmount(PRICE9 &value) const noexcept
Monetary value equivalent to the minimum price fluctuation.
Entries entries() noexcept
OrderIDEntries orderIdEntries() const noexcept
static constexpr const Char * className()
Entity class name.
ThisType & instrumentGUIdNull() noexcept
ThisType & setCurrency(StrRef value) noexcept
Base currency.
const void * tail() const noexcept
StrRef securityGroup() const noexcept
Security Group Code.
ThisType & setLegSide(LegSide::Enum value) noexcept
Leg side.
ThisType & setBrokenDateSecurityId(Int32 value) noexcept
Broken date Instrument Globex Security ID.
Int32 displayQty() const noexcept
Visible order qty.
FeedTypes feedTypes(FeedTypes::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setSecurityUpdateAction(SecurityUpdateAction::Enum value) noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setRptSeq(UInt32 value) noexcept
Market Data entry sequence number per instrument update.
SbeGroupEntry< GroupSize8Byte::BlockLength > Base
Base class type.
CollateralMarketValue62 ThisType
This type alias.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setEntrySize(Int32 value) noexcept
Quantity of the MD Entry.
ThisType & setFinancialInstrumentFullName(StrRef value) noexcept
Long name of the instrument.
Entry ThisType
This type alias.
ThisType & setMinPriceIncrement(PRICE9 value) noexcept
Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) el...
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr const Char * className()
SnapshotFullRefreshTCP61(const SbeMessage &message)
Creates an instance over the given SBE message.
InstAttrib instAttrib() const noexcept
EventIndicator matchEventIndicator() const noexcept
End of updates indicator.
ThisType & setMinPriceIncrement(PRICE9 value) noexcept
Minimum constant tick for the instrument.
bool openCloseSettlFlag(OpenCloseSettlFlag::Enum &value) const noexcept
Flag describing IOP and Open Price entries.
ThisType & maxPriceVariationNull() noexcept
SbeGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
IncrementalRefreshSessionStatistics51(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
PRICE9 entryPx() const noexcept
Trade price.
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Upper price threshold for the instrument.
const void * tail() const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setFeedType(StrRef value) noexcept
Describes a class of service for a given data feed.
static constexpr StrRef fixType() noexcept
FIX message type.
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_END
ThisType & streamIdNull() noexcept
Int32 securityId() const noexcept
Security ID.
StrRef quoteReqId() const noexcept
Quote Request ID defined by the exchange.
static constexpr const Char * className()
Entity class name.
SchemaTraits Schema
Used template schema.
Events events() const noexcept
OrderIDEntries orderIdEntries(OrderIDEntries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & lowLimitPriceNull() noexcept
ThisType & setUnitOfMeasureQty(Decimal9 value) noexcept
This field contains the contract size for each instrument.
Int8 lotType() const noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
Side::Enum side() const noexcept
Side of order.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Number of data blocks following.
bool minPriceIncrement(PRICE9 &value) const noexcept
Minimum constant tick for the instrument.
bool subFraction(UInt8 &value) const noexcept
Price Denominator of Sub Fraction.
Number of entries in Market Data message.
SbeGroup< OrderIDEntry, GroupSize, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
static constexpr const Char * className()
Entity class name.
InstrumentDefinitionFixedIncome57(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Decimal9 displayFactor() const noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
ThisType & setMinLotSize(DecimalQty value) noexcept
Minimum quantity accepted for order entry.
EventsEntry ThisType
This type alias.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setUpdateAction(UpdateAction::Enum value) noexcept
Market Data update action.
ThisType & setMinTradeVol(UInt32 value) noexcept
The minimum trading volume for a security.
ThisType & setFeedType(StrRef value) noexcept
Describes a class of service for a given data feed.
UInt32 rptSeq() const noexcept
Market Data entry sequence number per instrument update.
InstrumentDefinitionOption55(const SbeMessage &message)
Creates an instance over the given SBE message.
IncrementalRefreshLimitsBanding50(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
LotTypeRules lotTypeRules() const noexcept
static constexpr const Char * className()
Entity class name.
bool openInterestQty(Int32 &value) const noexcept
The total open interest for the market at the close of the prior trading session. ...
SnapshotFullRefresh52(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
FeedTypesEntry ThisType
This type alias.
ThisType & setAggressorSide(AggressorSide::Enum value) noexcept
Indicates which side is the aggressor or if there is no aggressor.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setMinPriceIncrementAmount(PRICE9 value) noexcept
Monetary value equivalent to the minimum price fluctuation.
ThisType & setOrderPriority(UInt64 value) noexcept
Order priority for execution on the order book.
EncodedLength calculateBinarySize() const noexcept
IntegralConstant< Int8, 0 > UpdateTypeNew
MDUpdateTypeNew.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr const Char * className()
Entity class name.
MDIncrementalRefreshTradeSummary.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setRptSeq(UInt32 value) noexcept
MD Entry sequence number per instrument update.
EncodedLength calculateBinarySize() const noexcept
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Allowable low limit price for the trading day.
ThisType & setEventTime(Timestamp value) noexcept
Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
ThisType & setInstrumentGUId(UInt64 value) noexcept
External unique instrument ID.
ThisType & minLotSizeNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
InstAttrib instAttrib(InstAttrib::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setFinancialInstrumentFullName(StrRef value) noexcept
Financial Instrument long name.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Underlyings underlyings(Underlyings::Size length)
Setup repeating group with the given number of entries.
ThisType & setAsset(StrRef value) noexcept
The underlying asset code also known as Product Code.
ThisType & setCurrentChunk(UInt32 value) noexcept
Chunk sequence.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
MDIncrementalRefreshSessionStatistics.
bool orderPriority(UInt64 &value) const noexcept
Order priority for execution on the order book.
EncodedLength calculateBinarySize() const noexcept
Entry ThisType
This type alias.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
Number of entries in Market Data message.
SbeGroup< TradingSessionsEntry, GroupSize, MessageSize > TradingSessions
Repeating group containing TradingSessionsEntry entries.
bool side(Int8 &value) const noexcept
Side requested.
ThisType & setRiskSet(StrRef value) noexcept
Risk Set identifies the list of instruments sharing credit limits set up.
RelatedInstrumentsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
IncrementalRefreshTicker304(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Entries entries() noexcept
ThisType & setMinTradeVol(UInt32 value) noexcept
The minimum trading volume for a security.
ThisType & setMaxPriceVariation(PRICE9 value) noexcept
Differential static value for price banding.
bool tradingReferenceDate(Timestamp &value) const noexcept
Indicates session date corresponding to the reference price in tag 1150-TradingReferencePrice.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Entries entries() const noexcept
StrRef currency() const noexcept
Identifies the currency used for price.
ThisType & instrumentGUIdNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setMinLotSize(DecimalQty value) noexcept
Minimum quantity accepted for order entry.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr const Char * className()
StrRef terminationType() const noexcept
For Repos the timing or method for terminating the agreement.
Number of entries in Market Data message.
ThisType & setOrderId(UInt64 value) noexcept
Unique Order ID.
WorkupTradingStatus::Enum securityTradingStatus() const noexcept
Identifies the trading status applicable to the instrument.
TradingSessionsEntry ThisType
This type alias.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Upper price threshold for the instrument.
ThisType & setNumberOfOrders(Int32 value) noexcept
In Book entry - aggregate number of orders at given price level.
static constexpr const Char * className()
Entity class name.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setSecurityGroup(StrRef value) noexcept
Security Group Code.
bool clearedVolume(Int32 &value) const noexcept
The total cleared volume of instrument traded during the prior trading session.
ThisType & numberOfOrdersNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Lower price threshold for the instrument.
bool tradingReferenceDate(Timestamp &value) const noexcept
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
IncrementalRefreshSessionStatistics51(const SbeMessage &message)
Creates an instance over the given SBE message.
Entries entries() const noexcept
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
LotTypeRules lotTypeRules(LotTypeRules::Size length)
Setup repeating group with the given number of entries.
ThisType & setMinTradeVol(UInt32 value) noexcept
The minimum trading volume for a security.
ThisType & setEventType(EventType::Enum value) noexcept
Code to represent the type of event.
InstAttribValue instAttribValue() const noexcept
Bitmap field of 32 Boolean type Instrument eligibility flags.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
StrRef underlyingSymbol() const noexcept
Underlying Instrument Symbol (Short Name).
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool entryPx(PRICE9 &value) const noexcept
Market Data entry price.
ThisType & setSettlPriceType(SettlPriceType value) noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
bool couponFrequencyPeriod(UInt16 &value) const noexcept
Time unit multiplier for the frequency of the bond's coupon payment.
RelatedInstrumentsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
StrRef issuer() const noexcept
Name of security issuer or the Legal Entity Identifier (LEI - the International ISO standard 17442)...
ThisType & setSymbol(StrRef value) noexcept
Instrument Name or Symbol.
ThisType & setCurrency(StrRef value) noexcept
Identifies currency used for price.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setMatchEventIndicator(EventIndicator value) noexcept
End of updates indicator.
IncrementalRefreshVolumeLongQty66(const SbeMessage &message)
Creates an instance over the given SBE message.
SbeGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
ThisType & setMaxTradeVol(UInt32 value) noexcept
The maximum trading volume for a security.
EncodedLength calculateBinarySize() const noexcept
ThisType & setLastQty(Int32 value) noexcept
Quantity bought or sold on this last fill.
ThisType & endDateNull() noexcept
ThisType & legPriceNull() noexcept
ThisType & setEntryType(EntryType::Enum value) noexcept
Market Data entry type.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
IncrementalRefreshDailyStatistics49(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
UserDefinedInstrument userDefinedInstrument() const noexcept
User-defined Instrument flag.
PRICE9 minPriceIncrement() const noexcept
Minimum price tick.
SchemaTraits Schema
Used template schema.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
EventsEntry ThisType
This type alias.
StrRef feedType() const noexcept
Describes a class of service for a given data feed.
UInt16 BlockLength
Type alias for the BlockLength.
SnapshotFullRefreshOrderBook53(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
bool relatedInstrumentGUId(UInt64 &value) const noexcept
Related Instrument GUID.
EncodedLength calculateBinarySize() const noexcept
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setSecurityExchange(StrRef value) noexcept
Exchange used to identify a security.
UInt8 marketSegmentId() const noexcept
Identifies the market segment, populated for all CME Globex instruments.
ThisType & setEntrySize(UInt64 value) noexcept
Market Data entry size.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setInstAttribValue(InstAttribValue value) noexcept
Bitmap field of 32 Boolean type instrument eligibility flags.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Entries entries() noexcept
OrderIDEntry ThisType
This type alias.
Int32 securityId() const noexcept
Security ID.
ThisType & setSettlType(StrRef value) noexcept
For SPOTs will contain 0.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & entrySizeNull() noexcept
Number of OrderID entries.
ThisType & setFxCurrencySymbol(StrRef value) noexcept
Base/Local.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr StrRef fixType() noexcept
FIX message type.
SnapshotFullRefreshTCPLongQty68(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & entryPxNull() noexcept
ThisType & maxBidAskConstraintNull()
ThisType & setMaxPriceVariation(PRICE9 value) noexcept
Differential value for price banding.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setCfiCode(StrRef value) noexcept
ISO standard instrument categorization code.
Entries entries() const noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & tradingReferencePriceNull() noexcept
EncodedLength calculateBinarySize() const noexcept
StrRef partyRoleClearingOrg() const noexcept
Clearing organization.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setUnitOfMeasureQty(Decimal9 value) noexcept
This field contains the contract size for each instrument.
ThisType & setMarketSegmentId(UInt8 value) noexcept
Identifies the market segment for all CME Globex instruments.
ThisType & setPriceLevel(Int8 value) noexcept
Aggregate book position.
Int8 lotType() const noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
StrRef priceQuoteCurrency() const noexcept
Local (counter) currency.
ThisType & setTotNumReports(UInt32 value) noexcept
Total number of instruments in the Replay loop.
ThisType & setApplId(Int16 value) noexcept
Indicates the channel ID as defined in the XML configuration file.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setEventType(EventType::Enum value) noexcept
Code to represent the type of event.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
Number of FeedType entries.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setMaxBidAskConstraint(PRICE9 value)
Maximum bid/ask spread for which sub-tick orders will be accepted (Sub tick orders will be rejected i...
ThisType & setInstAttribValue(InstAttribValue value) noexcept
Bitmap field of 32 Boolean type instrument eligibility flags.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool contractMultiplierUnit(Int8 &value) const noexcept
Indicates the type of multiplier being applied to the product.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & subFractionNull() noexcept
OrderIDEntries orderIdEntries() const noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setAsset(StrRef value) noexcept
The underlying asset code also known as Product Code.
IncrementalRefreshSessionStatistics51(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & openCloseSettlFlagNull() noexcept
OrderIDEntry ThisType
This type alias.
ThisType & setPriceLevel(UInt8 value) noexcept
Aggregate book level.
static constexpr const Char * className()
Entity class name.
ThisType & setLotType(Int8 value) noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
bool priceDisplayFormat(UInt8 &value) const noexcept
Number of decimals in fractional display price.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setMaxPriceVariation(PRICE9 value) noexcept
Differential value for price banding.
SchemaTraits Schema
Used template schema.
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
static constexpr const Char * className()
Entity class name.
Entries entries() noexcept
IncrementalRefreshTradeSummary48 ThisType
This type alias.
ThisType & setUnderlyingInstrumentGUId(UInt64 value) noexcept
Underlying GUID.
StrRef securityType() const noexcept
Security Type.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
#define ONIXS_CONFLATEDTCP_CONSTEXPR
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
SchemaTraitsForSpectrum Schema
Used template schema.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
CHAR matchAlgorithm() const noexcept
Matching algorithm.
ThisType & setEntrySize(UInt64 value) noexcept
Market Data entry size.
ThisType & setDisplayQty(Int32 value) noexcept
Visible order qty.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setInstAttribValue(InstAttribValue value) noexcept
Bitmap field of 32 Boolean type Instrument eligibility flags.
StrRef riskSet() const noexcept
Risk Set identifies the list of instruments sharing credit limits set up.
ThisType & setTotNumReports(UInt32 value) noexcept
Total number of messages replayed in the loop.
StrRef unitOfMeasure() const noexcept
Unit of measure for the products' original contract size.
StrRef currency() const noexcept
Identifies currency used for price.
InstAttribValue instAttribValue() const noexcept
Bitmap field of 32 Boolean type instrument eligibility flags.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & setOpenInterestQty(Int32 value) noexcept
The total open interest for the market at the close of the prior trading session. ...
ThisType & setPartyRoleClearingOrg(StrRef value) noexcept
Clearing organization.
Entry ThisType
This type alias.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for an optional UInt8 field.
UInt64 orderId() const noexcept
Unique Order ID assigned by the exchange.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
RelatedInstruments relatedInstruments(RelatedInstruments::Size length)
Setup repeating group with the given number of entries.
ThisType & setMaxPriceVariation(PRICE9 value) noexcept
Differential value for price banding.
ThisType & contractMultiplierNull() noexcept
ThisType & setUnderlyingMinDaysToMaturity(UInt16 value) noexcept
Minimum days to maturity remaining of the underlying instruments to qualify for GC basket...
ThisType & setLastUpdateTime(Timestamp value) noexcept
Timestamp of when the instrument was last added, modified or deleted.
ThisType & legOptionDeltaNull() noexcept
ThisType & setSecurityGroup(StrRef value) noexcept
Security Group Code.
ThisType & setTradingSessionId(MarketHrs::Enum value) noexcept
The associated region market hours considered for the calculation of the element. ...
IntegralConstant< Char, '2'> EntryTypeTrade
MDEntryTypeTrade.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SbeGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr const Char * className()
Entity class name.
ThisType & totNumReportsNull() noexcept
Timestamp transactTime() const noexcept
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch...
OrderIDEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
AdminLogout16(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
EncodedLength calculateBinarySize() const noexcept
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool subFraction(UInt8 &value) const noexcept
Price Denominator of Sub Fraction.
Entries entries() noexcept
bool maxPriceVariation(PRICE9 &value) const noexcept
Differential static value for price banding.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifies the current trading state of the instrument.
SecurityStatusWorkup60(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr SecurityIDSource relatedSecurityIdSource() noexcept
Related Security ID source.
Entries entries() const noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setRiskSet(StrRef value) noexcept
Risk Set identifies the list of instruments sharing credit limits set up.
static constexpr const Char * className()
Entity class name.
EncodedLength calculateBinarySize() const noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
bool entrySize(UInt64 &value) const noexcept
Market Data entry size.
ThisType & tradeDateNull() noexcept
RelatedInstruments relatedInstruments() const noexcept
GroupSize::BlockLength BlockLength
Type to present the length of binary data of the repeating group entry.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SecurityTradingEvent::Enum securityTradingEvent() const noexcept
Identifies an additional event or a rule related to the status.
#define ONIXS_CONFLATEDTCP_NODISCARD
ThisType & entryPxNull() noexcept
FeedTypes feedTypes() const noexcept
bool entrySize(UInt64 &value) const noexcept
Aggregate booked qty at price level, notional.
UInt8 underlyingProduct() const noexcept
Indicates the product complex.
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for an optional Int32 field.
IncrementalRefreshDailyStatistics49 ThisType
This type alias.
IncrementalRefreshSessionStatisticsLongQty67(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setSecurityId(Int32 value) noexcept
Unique instrument ID.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSecurityUpdateAction(SecurityUpdateAction::Enum value) noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
SbeGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
UInt32 rptSeq() const noexcept
Market Data entry sequence number per instrument update.
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Lower price threshold for the instrument.
bool tradeableSize(Int32 &value) const noexcept
Tradeable qty.
Int32 securityId() const noexcept
SecurityID as referenced in MDP3 and Ilink3 protocols.
ThisType & securityTradingStatusNull() noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
UInt8 underlyingProduct() const noexcept
Product complex.
ThisType & tradingReferencePriceNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setMinLotSize(DecimalQty value) noexcept
Minimum quantity accepted for order entry.
ThisType & setLastUpdateTime(Timestamp value) noexcept
Timestamp of when the instrument was last added, modified or deleted.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setSecurityType(StrRef value) noexcept
Security Type.
static constexpr StrRef fixType() noexcept
FIX message type.
LotTypeRules lotTypeRules() const noexcept
static constexpr const Char * className()
FeedTypesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool instrumentGUId(UInt64 &value) const noexcept
External unique instrument ID.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
AdminLogin15(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
StrRef feedType() const noexcept
Describes a class of service for a given data feed.
UInt32 rptSeq() const noexcept
Market Data entry sequence number per instrument update.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
UInt32 rptSeq() const noexcept
MD Entry sequence number per instrument update.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & maxPriceVariationNull() noexcept
ThisType & setSecurityId(Int32 value) noexcept
Unique instrument ID.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setSecurityId(Int32 value) noexcept
SecurityID.
PRICE9 collateralMarketPrice() const noexcept
Market price of the collateral, either from external market sources or a result of trading activity o...
ThisType & setUnderlyingSecurityId(Int32 value) noexcept
Unique Instrument ID as qualified by the exchange per tag 305-UnderlyingSecurityIDSource.
static constexpr const Char * className()
Null values definition for optional Decimal9 field.
Entry ThisType
This type alias.
ThisType & setEventType(EventType::Enum value) noexcept
Code to represent the type of event.
ThisType & priceRatioNull() noexcept
ThisType & setMaxPriceVariation(PRICE9 value) noexcept
Differential value for price banding.
Entries entries() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
const void * tail() const noexcept
SchemaTraits Schema
Used template schema.
LocalMktDate timestampToLocalMktDate(const Timestamp ×tamp) noexcept
bool minLotSize(DecimalQty &value) const noexcept
Minimum quantity accepted for order entry.
static constexpr EntryTypeTrade entryType() noexcept
Market Data entry type.
SnapshotFullRefreshTCPLongQty68(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMinPriceIncrement(PRICE9 value) noexcept
Minimum constant tick for the instrument.
ThisType & setUnderlyingSecurityAltId(StrRef value) noexcept
Underlying Alternate Security identifier value as qualified by Tag 305-UnderlyingSecuityAltIDSource (...
bool moneyOrPar(MoneyOrPar::Enum &value) const noexcept
Money or Par indicates if the GC is filled by par amount or by money amount.
IncrementalRefreshTicker304(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & tradingReferenceDateNull() noexcept
bool maxBidAskConstraint(PRICE9 &value) const noexcept
Maximum bid/ask spread for which sub-tick orders will be accepted (Sub tick orders will be rejected i...
StrRef rateSource() const noexcept
Fixing Rate Source.
ThisType & tradeableSizeNull() noexcept
ThisType & setHeartBtInt(Int8 value) noexcept
Heartbeat interval (seconds).
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool aggressorSide(AggressorSide::Enum &value) const noexcept
Indicates which side is aggressor of the trade.
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
static constexpr const Char * className()
Entity class name.
StrRef securityGroup() const noexcept
Security Group Code.
SecurityUpdateAction::Enum securityUpdateAction() const noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
ThisType & setMinPriceIncrement(PRICE9 value) noexcept
Minimum price tick.
ThisType & setEntrySize(Int32 value) noexcept
Market Data entry quantity.
ThisType & setTotNumReports(UInt32 value) noexcept
Total number of instruments in the Replay loop.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
MDIncrementalRefreshBook.
Number of repeating FeedType repeating group entries.
ThisType & setTradingReferencePrice(PRICE9 value) noexcept
Reference price for prelisted instruments or the last calculated Settlement whether it be Theoretical...
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
The time point without the time-zone information.
bool lowLimitPrice(PRICE9 &value) const noexcept
Allowable low limit price for the trading day.
ThisType & setUpdateAction(UpdateAction::Enum value) noexcept
Market Data update action.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setMaxPriceVariation(PRICE9 value) noexcept
Differential value for price banding.
ThisType & setSettlDate(Timestamp value) noexcept
Settle (Value) Date corresponding to Trade Date.
ThisType & entrySizeNull() noexcept
MDIncrementalRefreshDailyStatistics.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifies the current state of the instrument.
Timestamp lastUpdateTime() const noexcept
Timestamp of when the instrument was last added, modified or deleted.
ThisType & setFeedType(StrRef value) noexcept
Describes a class of service for a given data feed.
Operations over a repeating group instance.
const void * tail() const noexcept
Int8 marketDepth() const noexcept
Book depth.
ThisType & setOrderId(UInt64 value) noexcept
Order ID.
static constexpr EntryTypeChannelReset entryType() noexcept
Market Data entry type.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setUnitOfMeasureQty(Decimal9 value) noexcept
This field contains the contract size for each instrument.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
UInt32 lastMsgSeqNumProcessed() const noexcept
Sequence number of the last Incremental feed packet processed.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SettlPriceType settlPriceType() const noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
SchemaTraits Schema
Used template schema.
bool highLimitPrice(PRICE9 &value) const noexcept
Upper price threshold for the instrument.
ThisType & setMatchAlgorithm(CHAR value) noexcept
Matching algorithm.
static constexpr const Char * className()
Entity class name.
InstAttrib instAttrib(InstAttrib::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Upper price threshold for the instrument.
ThisType & setMaturityMonthYear(MaturityMonthYear value) noexcept
Fixed Date NDF Maturity.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
bool highLimitPrice(PRICE9 &value) const noexcept
Upper price threshold for the instrument.
StrRef cfiCode() const noexcept
ISO standard instrument categorization code.
Number of entries in Market Data message.
LotTypeRules lotTypeRules() noexcept
Entries entries() noexcept
bool decayStartDate(Timestamp &value) const noexcept
Indicates the date at which a decaying contract will begin to decay.
Entries entries() noexcept
SnapshotFullRefreshTCP61(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setBrokenDateGUId(UInt64 value) noexcept
External unique broken date Instrument ID.
StrRef unitOfMeasure() const noexcept
Unit of measure for the products' original contract size.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
bool minLotSize(DecimalQty &value) const noexcept
Minimum quantity accepted for order entry.
AdminHeartbeat12(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
const void * tail() const noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
StrRef securityExchange() const noexcept
Exchange used to identify a security.
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
ThisType & setSecurityId(Int32 value) noexcept
If this tag is present, 35=f message is sent for the instrument.
bool flowScheduleType(Int8 &value) const noexcept
The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract.
static constexpr const Char * className()
OrderIDEntries orderIdEntries(OrderIDEntries::Size length)
Setup repeating group with the given number of entries.
InstAttribEntry ThisType
This type alias.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
FeedTypes feedTypes() noexcept
ThisType & setUpdateAction(UpdateAction::Enum value) noexcept
Market Data update action.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
SecurityStatusWorkup60(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMatchAlgorithm(CHAR value) noexcept
Matching algorithm.
ThisType & tradingSessionIdNull() noexcept
static constexpr const Char * className()
Entity class name.
ThisType & setFixRateLocalTimeZone(StrRef value) noexcept
Fixing Rate Local Time Zone corresponding to Fixing Local Time.
UserDefinedInstrument userDefinedInstrument() const noexcept
User-defined instruments flag.
ThisType & setSettlPriceType(SettlPriceType value) noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
ThisType & lowLimitPriceNull() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & securityTradingStatusNull() noexcept
RelatedInstruments relatedInstruments(RelatedInstruments::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
MDIncrementalRefreshOrderBook.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
InstrumentDefinitionSpread56 ThisType
This type alias.
ThisType & setNoChunks(UInt32 value) noexcept
Total number of packets that constitutes a single instrument order book.
MessageSize BlockLength
Length of the message body representing a block of fixed-length fields.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
AdminHeartbeat12(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setEntryType(TickerEntryType::Enum value) noexcept
Market Data entry type, identifies the element.
ThisType & setMatchAlgorithm(CHAR value) noexcept
Matching Algorithm.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr const Char * className()
Entity class name.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifies the current trading state of the instrument.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setMaxPriceVariation(PRICE9 value) noexcept
Differential static value for price banding.
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
bool maxPriceVariation(PRICE9 &value) const noexcept
Differential value for price banding.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifies the trading status applicable to the instrument or Security Group.
ThisType & setSecurityId(Int32 value) noexcept
SecurityID as referenced in MDP3 and Ilink3 protocols.
static constexpr StrRef fixType() noexcept
FIX message type.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool tradeDate(Timestamp &value) const noexcept
Trade session date sent as number of days since Unix epoch.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & maxPriceVariationNull() noexcept
ThisType & maturityMonthYearNull() noexcept
UpdateAction::Enum updateAction() const noexcept
Market Data update action.
bool entryPx(PRICE9 &value) const noexcept
Market Data entry price.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
bool mainFraction(UInt8 &value) const noexcept
Price Denominator of Main Fraction.
EncodedLength calculateBinarySize() const noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & setNumberOfOrders(Int32 value) noexcept
In Book Entry - Aggregate number of orders at given price level.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setInstrumentGUId(UInt64 value) noexcept
External unique instrument ID.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
Entity class name.
static constexpr SecurityIDSource underlyingSecurityIdSource() noexcept
Identifies the class or source of UnderlyingSecurityID Tag 309 value.
ThisType & setLastUpdateTime(Timestamp value) noexcept
Timestamp of when the instrument was last added, modified or deleted.
ThisType & setSecurityUpdateAction(SecurityUpdateAction::Enum value) noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
ThisType & setTradingReferenceDate(Timestamp value) noexcept
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
EventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setRptSeq(UInt32 value) noexcept
MD Entry sequence number per instrument update.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setOpenCloseSettlFlag(OpenCloseSettlFlag::Enum value) noexcept
Flag that identifies a market data entry.
ThisType & setSecurityExchange(StrRef value) noexcept
Exchange used to identify a security.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr const Char * className()
Entity class name.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
ThisType & setOpenCloseSettlFlag(OpenCloseSettlFlag::Enum value) noexcept
Flag describing IOP and Open Price entries.
bool orderPriority(UInt64 &value) const noexcept
Order priority for execution on the order book.
static constexpr const Char * className()
StrRef countryOfIssue() const noexcept
Country of Origin, ISO alpha-2 country code.
Number of LotTypeRules entries.
const void * tail() const noexcept
bool maturityMonthYear(MaturityMonthYear &value) const noexcept
This field provides the actual calendar date for contract maturity.
ThisType & setSubFraction(UInt8 value) noexcept
Price Denominator of Sub Fraction.
ThisType & setCfiCode(StrRef value) noexcept
ISO standard instrument categorization code.
bool tradingReferenceDate(Timestamp &value) const noexcept
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
ThisType & setTradingReferenceDate(Timestamp value) noexcept
Indicates the date of trade session corresponding to a statistic entry.
ThisType & securityIdNull() noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
UInt32 minQuoteLife() const noexcept
Minimum Quote Life in number of microseconds.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setContractMultiplier(Int32 value) noexcept
Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar d...
ThisType & entryPxNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setTickRule(Int8 value) noexcept
Tick Rule.
ThisType & setEntryType(EntryTypeBook::Enum value) noexcept
Market Data entry type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr const Char * className()
ThisType & setAsset(StrRef value) noexcept
The underlying asset code also known as Product Code.
StrRef cfiCode() const noexcept
ISO standard instrument categorization code.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
UserDefinedInstrument userDefinedInstrument() const noexcept
User-defined instrument flag.
SnapshotFullRefreshOrderBook53 ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMarketSegmentId(UInt8 value) noexcept
Identifies the market segment for all CME Globex instruments.
Number of FeedType entries.
AdminHeartbeat12(const SbeMessage &message)
Creates an instance over the given SBE message.
const void * tail() const noexcept
IntegralConstant< Char, 'g'> EntryTypeLimits
MDEntryTypeLimits.
ThisType & setEntryType(EntryType::Enum value) noexcept
Market Data entry type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setSecurityGroup(StrRef value) noexcept
Security Group Code.
SchemaTraits Schema
Used template schema.
bool openCloseSettlFlag(OpenCloseSettlFlag::Enum &value) const noexcept
Flag that additionally describes market data entry type.
bool minLotSize(DecimalQty &value) const noexcept
Minimum quantity accepted for order entry.
ThisType & minLotSizeNull() noexcept
bool instrumentGUId(UInt64 &value) const noexcept
External unique instrument ID.
EncodedLength calculateBinarySize() const noexcept
ThisType & setEventType(EventType::Enum value) noexcept
Code to represent the type of event.
AdminLogin15(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
SchemaTraits Schema
Used template schema.
bool totNumReports(UInt32 &value) const noexcept
Total number of instruments in the Replay loop.
Entries entries() const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
SchemaTraits Schema
Used template schema.
Events events(Events::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
bool entrySize(Int32 &value) const noexcept
Market Data entry size.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & highLimitPriceNull() noexcept
BrokenDates brokenDates(BrokenDates::Size length)
Setup repeating group with the given number of entries.
ThisType & setPricePrecision(UInt8 value) noexcept
Specifies price decimal precision for EBS instrument.
StrRef asset() const noexcept
The underlying asset code also known as Product Code.
ThisType & setOpenCloseSettlFlag(PreviousDayFlag::Enum value) noexcept
Previous day elements, Global or Regional, will contain the value 4 - entry from previous business da...
ThisType & brokenDateTermTypeNull()
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setLegRatioQty(Int8 value) noexcept
Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument.
bool numberOfOrders(Int32 &value) const noexcept
In Book entry - aggregate number of orders at given price level.
ThisType & setParValue(PRICE9 value) noexcept
Par value.
Underlyings underlyings() const noexcept
ThisType & setMinTradeVol(UInt32 value) noexcept
The minimum trading volume for a security.
bool displayQty(Int32 &value) const noexcept
Visible qty of order.
StrRef priceQuoteMethod() const noexcept
Price quotation method.
Number of entries in Market Data message.
ThisType & setSecurityId(Int32 value) noexcept
Unique Instrument ID.
bool tickRule(Int8 &value) const noexcept
Tick Rule.
UnderlyingsEntry ThisType
This type alias.
ThisType & setSecurityUpdateAction(SecurityUpdateAction::Enum value) noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
UInt64 instrumentGUId() const noexcept
External unique instrument ID.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
IncrementalRefreshVolumeLongQty66 ThisType
This type alias.
ThisType & altMinQuoteLifeNull()
InstrumentDefinitionFuture54(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & aggressorSideNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setFeedType(StrRef value) noexcept
Describes a class of service for a given data feed.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
OrderIDEntries orderIdEntries() const noexcept
MDInstrumentDefinitionFuture.
SecurityTradingEvent::Enum securityTradingEvent() const noexcept
Indicates the trading status applicable to the transaction.
FeedTypes feedTypes(FeedTypes::Size length)
Setup repeating group with the given number of entries.
Null values definition for optional PRICE9 field.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Entry ThisType
This type alias.
static constexpr const Char * className()
Entity class name.
SbeGroupEntry< GroupSize8Byte::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
bool highLimitPrice(PRICE9 &value) const noexcept
Upper price threshold for the instrument.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifies the current state of the instrument.
bool entryPx(PRICE9 &value) const noexcept
Market Data entry price.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
Entries entries() noexcept
SchemaTraits Schema
Used template schema.
ThisType & setSide(Int8 value) noexcept
Side requested.
ThisType & setSecurityType(StrRef value) noexcept
Security Type.
ThisType & displayQtyNull() noexcept
static constexpr const Char * className()
ThisType & clearedVolumeNull() noexcept
UInt32 minTradeVol() const noexcept
The minimum trading volume for a security.
static constexpr const Char * className()
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
bool openInterestQty(Int32 &value) const noexcept
The total open interest for the market at the close of the prior trading session. ...
PRICE9 entryPx() const noexcept
Market Data entry price.
MessageHeader::Version SchemaVersion
Aliases SBE-encoded data version type.
ThisType & contractMultiplierUnitNull() noexcept
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
#define ONIXS_CONFLATEDTCP_DEFAULT
SnapshotFullRefreshLongQty69(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & openCloseSettlFlagNull() noexcept
bool mainFraction(UInt8 &value) const noexcept
Price Denominator of Main Fraction.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
AdminHeartbeat302(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
IncrementalRefreshOrderBook47 ThisType
This type alias.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & entrySizeNull() noexcept
bool tradingReferenceDate(Timestamp &value) const noexcept
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
RelatedInstruments relatedInstruments() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Decimal9 displayFactor() const noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
ThisType & tradingReferencePriceNull() noexcept
EncodedLength calculateBinarySize() const noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Entries entries() const noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr UpdateActionNew updateAction() noexcept
Market Data entry update action.
bool maxPriceVariation(PRICE9 &value) const noexcept
Differential value for price banding.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
UInt8 priceLevel() const noexcept
Aggregate book level.
bool tradingReferenceDate(Timestamp &value) const noexcept
Indicates trade session date corresponding to a statistic entry.
ThisType & setApplId(Int16 value) noexcept
The channel ID as defined in the XML Configuration file.
IncrementalRefreshBookLongQty64(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
FeedTypes feedTypes() const noexcept
ThisType & setApplId(Int16 value) noexcept
MD channel ID as defined in the XML Configuration file.
static constexpr EntryTypeVol entryType() noexcept
Electronic Volume entry provides cumulative session trade volume updated with the event...
ThisType & setSecurityId(Int32 value) noexcept
SecurityID as referenced in MDP3 and Ilink3 protocols.
Int8 marketDepth() const noexcept
Book depth.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
EncodedLength calculateBinarySize() const noexcept
Int32 entrySize() const noexcept
Consolidated trade quantity.
ThisType & lowLimitPriceNull() noexcept
Int32 securityId() const noexcept
Security ID.
Entry ThisType
This type alias.
ThisType & priceDisplayFormatNull() noexcept
StrRef asset() const noexcept
The underlying asset code also known as Product Code.
ThisType & entryPxNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool tradeDate(Timestamp &value) const noexcept
Trade Session Date.
UInt64 orderId() const noexcept
Order ID.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
IncrementalRefreshBookLongQty64 ThisType
This type alias.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setMatchEventIndicator(EventIndicator value) noexcept
End of updates indicator.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
bool datedDate(Timestamp &value) const noexcept
Dated Date.
static constexpr const Char * className()
ThisType & highLimitPriceNull() noexcept
static constexpr const Char * className()
bool highLimitPrice(PRICE9 &value) const noexcept
Upper price threshold for the instrument.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifies the trading status applicable to the instrument or Security Group.
AdminHeartbeat12 ThisType
This type alias.
bool entrySize(Int32 &value) const noexcept
Market Data entry quantity.
SbeGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
OrderIDEntries orderIdEntries() const noexcept
StrRef fixRateLocalTime() const noexcept
Fixing Rate Local Time, denoted in HH:MM:SS format.
SecurityStatus30(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & underlyingMaxLifeTimeNull() noexcept
IncrementalRefreshSpectrum303 ThisType
This type alias.
PRICE9 minPriceIncrement() const noexcept
Minimum constant tick for the instrument.
SettlPriceType settlPriceType() const noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
FeedTypesEntry ThisType
This type alias.
Underlyings underlyings(Underlyings::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setRelatedSymbol(StrRef value) noexcept
Related Instrument Symbol.
ThisType & setSecurityAltId(StrRef value) noexcept
Expanded instrument description.
ThisType & setEntryType(EntryType::Enum value) noexcept
Market Data Entry Type.
ThisType & securityTradingStatusNull() noexcept
ThisType & setTradeDate(Timestamp value) noexcept
Trade Date.
FeedTypes feedTypes() noexcept
ThisType & setTradingReferenceDate(Timestamp value) noexcept
Indicates session date corresponding to the price in tag 1150-TradingReferencePrice.
UpdateAction::Enum updateAction() const noexcept
Market Data update action.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef asset() const noexcept
The underlying asset code also known as Product Code.
Int32 relatedSecurityId() const noexcept
Related Security ID.
BrokenDates brokenDates() const noexcept
StrRef symbol() const noexcept
Instrument Name or Symbol. Previously used as Group Code.
SnapshotRefreshTicker306 ThisType
This type alias.
ThisType & setMaxPriceVariation(PRICE9 value) noexcept
Differential static value for price banding.
SecurityStatusWorkup60(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
Number of scheduled Trading Dates.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
EncodedLength calculateBinarySize() const noexcept
ThisType & setEntryType(EntryTypeDailyStatistics::Enum value) noexcept
Market Data entry type.
SchemaTraits Schema
Used template schema.
const void * tail() const noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
LotTypeRules lotTypeRules() noexcept
SettlPriceType settlPriceType() const noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
bool unitOfMeasureQty(Decimal9 &value) const noexcept
This field contains the contract size for each instrument.
EncodedLength calculateBinarySize() const noexcept
ThisType & maxPriceVariationNull() noexcept
bool tradingReferencePrice(PRICE9 &value) const noexcept
Reference price for prelisted instruments or the last calculated Settlement whether it be Theoretical...
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & relatedInstrumentGUIdNull() noexcept
UInt8 underlyingProduct() const noexcept
Product complex.
ThisType & entryPxNull() noexcept
static constexpr const Char * className()
ThisType & setTransactTime(Timestamp value) noexcept
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch...
ThisType & totNumReportsNull() noexcept
QuoteRequest39(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
MDIncrementalRefreshBookLongQty.
StrRef underlyingSecurityAltId() const noexcept
Will contain either CUSIP or ISIN value identifying REPO collateral security.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
OrderUpdateAction::Enum orderUpdateAction() const noexcept
Order book update action to be applied to the order referenced by OrderID.
MatchEventIndicator type.
Number of data blocks listed in the Incremental message.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
InstAttrib instAttrib(InstAttrib::Size length)
Setup repeating group with the given number of entries.
Number of entries in Market Data message.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & setSecurityAltId(StrRef value) noexcept
ISIN value as provided by ANNA, Association of National Numbering Agencies.
static constexpr const Char * className()
Entity class name.
static constexpr const Char * className()
Entity class name.
StrRef underlyingSecurityAltId() const noexcept
Underlying Alternate Security identifier value as qualified by Tag 305-UnderlyingSecuityAltIDSource (...
const void * tail() const noexcept
InstAttribEntry ThisType
This type alias.
Int32 securityId() const noexcept
Unique instrument ID.
InstrumentDefinitionRepo58 ThisType
This type alias.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & maxPriceVariationNull() noexcept
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
ThisType & startDateNull() noexcept
static constexpr const Char * className()
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & maturityDateNull() noexcept
FeedTypes feedTypes(FeedTypes::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
bool entrySize(UInt64 &value) const noexcept
Market Data entry size.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
Entries entries() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setTradingReferencePrice(PRICE9 value) noexcept
Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.
ThisType & setSecurityGroup(StrRef value) noexcept
Security Group Code.
OrderIDEntries orderIdEntries(OrderIDEntries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & highLimitPriceNull() noexcept
ThisType & setLowLimitPrice(PRICE9 value) noexcept
Lower price threshold for the instrument.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SchemaTraits Schema
Used template schema.
TradingSessions tradingSessions(TradingSessions::Size length)
Setup repeating group with the given number of entries.
ThisType & setFinancialInstrumentFullName(StrRef value) noexcept
Long name of the instrument.
bool clearedVolume(Int32 &value) const noexcept
The total cleared volume of instrument traded during the prior trading session.
Timestamp lastUpdateTime() const noexcept
UTC Date and time of last Security Definition add, update or delete on a given Market Data channel...
ThisType & setHaltReason(HaltReason::Enum value) noexcept
Identifies the reason for the status change.
static constexpr const Char * className()
Entity class name.
EventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static constexpr StrRef fixType() noexcept
FIX message type.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
StrRef text() const noexcept
Free format text string.
ThisType & setOrderId(UInt64 value) noexcept
Unique Order ID assigned by the exchange.
ThisType & setRptSeq(UInt32 value) noexcept
Market Data entry sequence number per instrument update.
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
FeedTypes feedTypes(FeedTypes::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & unitOfMeasureQtyNull() noexcept
StrRef unitOfMeasure() const noexcept
Unit of measure for the products' original contract size.
EncodedLength calculateBinarySize() const noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
SchemaTraitsForSpectrum Schema
Used template schema.
ThisType & setSettlPriceType(SettlPriceType value) noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
StrRef financialInstrumentFullName() const noexcept
Financial Instrument long name.
static constexpr const Char * className()
StrRef couponDayCount() const noexcept
The day count convention used in interest calculations for a bond or an interest bearing security...
ThisType & setOrderUpdateAction(OrderUpdateAction::Enum value) noexcept
Order book update action to be applied to the order referenced by OrderID.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
ThisType & setTransactTime(Timestamp value) noexcept
Timestamp of the last publication event instrument participated in, sent in number of nanoseconds sin...
Number of repeating EventType entries.
ThisType & setIssuer(StrRef value) noexcept
Name of security issuer or the Legal Entity Identifier (LEI - the International ISO standard 17442)...
StrRef feedType() const noexcept
Describes a class of service for a given data feed.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & highLimitPriceNull() noexcept
Decimal9 displayFactor() const noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
UInt64 underlyingInstrumentGUId() const noexcept
Underlying Instrument GUID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr const Char * className()
ThisType & setEntryType(EntryType::Enum value) noexcept
Market Data entry type.
ThisType & numberOfOrdersNull() noexcept
InstAttrib instAttrib() const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool valid() const noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
Entity class name.
InstAttribValue instAttribValue() const noexcept
Bitmap field of 32 Boolean type instrument eligibility flags.
Entries entries() const noexcept
Events events() const noexcept
RelatedInstruments relatedInstruments(RelatedInstruments::Size length)
Setup repeating group with the given number of entries.
ThisType & setEventTime(Timestamp value) noexcept
Date and Time of Instrument Activation or Expiration event sent as number of nanoseconds since Unix e...
ThisType & totNumReportsNull() noexcept
SnapshotRefreshTopOrders59 ThisType
This type alias.
Int32 lastQty() const noexcept
Quantity bought or sold on this last fill.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
bool tradeEntryId(UInt32 &value) const noexcept
Market Data Trade entry ID.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
ThisType & setCurrency(StrRef value) noexcept
Identifies the currency used for price.
ThisType & aggressorSideNull() noexcept
InstAttrib instAttrib() noexcept
EncodedLength calculateBinarySize() const noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
InstrumentDefinitionFX63(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setUnderlyingMaturityDate(Timestamp value) noexcept
Underlying Security's Maturity Date.
AdminLogin15(const SbeMessage &message)
Creates an instance over the given SBE message.
IncrementalRefreshSpectrum303(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
OrderIDEntries orderIdEntries() noexcept
Int16 applId() const noexcept
The channel ID as defined in the XML Configuration file.
InstrumentDefinitionFX63(const SbeMessage &message)
Creates an instance over the given SBE message.
Timestamp transactTime() const noexcept
Publication event time, sent in number of nanoseconds since Unix epoch.
ThisType & setDisplayFactor(Decimal9 value) noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
StrRef securityAltId() const noexcept
Expanded instrument description.
ThisType & setUnderlyingInstrumentGUId(UInt64 value) noexcept
Underlying Instrument GUID.
const void * tail() const noexcept
ThisType & setSettlPriceType(SettlPriceType value) noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
ThisType & setLastUpdateTime(Timestamp value) noexcept
Timestamp of when the instrument was last added, modified or deleted.
Number of underlying instruments.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool openCloseSettlFlag(OpenCloseSettlFlag::Enum &value) const noexcept
Flag describing Open Price entry.
ThisType & maturityMonthYearNull() noexcept
ThisType & setSecurityExchange(StrRef value) noexcept
Exchange used to identify a security.
ThisType & totNumReportsNull() noexcept
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
ThisType & tradingReferenceDateNull() noexcept
Events events(Events::Size length)
Setup repeating group with the given number of entries.
PreviousDayFlag::Enum openCloseSettlFlag() const noexcept
Previous day elements, Global or Regional, will contain the value 4 - entry from previous business da...
ThisType & setAsset(StrRef value) noexcept
The underlying asset code also known as Product Code.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
LotTypeRules lotTypeRules(LotTypeRules::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Int32 securityId() const noexcept
Unique instrument ID.
UInt8 maxNoOfSubstitutions() const noexcept
Max number of substitutions allowed.
ThisType & totNumReportsNull() noexcept
ThisType & securityTradingStatusNull() noexcept
Entries entries() noexcept
Number of repeating EventType entries.
ThisType & setLotType(Int8 value) noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
LotTypeRulesEntry ThisType
This type alias.
PRICE9 maxPriceDiscretionOffset() const noexcept
Max allowed discretionary offset from Limit order price.
Timestamp entryTime() const noexcept
Time of the last market event that contributed to element calculation or publication.
InstAttribValue instAttribValue() const noexcept
Bitmap field of 32 Boolean type Instrument eligibility flags.
Int32 securityId() const noexcept
Unique instrument ID.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Upper price threshold for the instrument.
bool lowLimitPrice(PRICE9 &value) const noexcept
Allowable low limit price for the trading day.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifies the current state of the instrument.
IntegralConstant< Char, 'J'> EntryTypeChannelReset
Channel Reset message entry type.
Int8 marketDepth() const noexcept
book depth.
ThisType & setFinancialInstrumentFullName(StrRef value) noexcept
Long name of the instrument.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Null values definition for optional DecimalQty field.
RelatedInstrumentsEntry ThisType
This type alias.
ThisType & tradingReferenceDateNull() noexcept
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Number of entries in Market Data message.
ThisType & entryPxNull() noexcept
InstrumentDefinitionSpread56(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setAggressorSide(AggressorSide::Enum value) noexcept
Indicates which side is the aggressor or if there is no aggressor.
Int8 lotType() const noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
EncodedLength calculateBinarySize() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setBrokenDateTermType(UInt8 value)
Optionally used in tailor made repo contracts and defines the type of broken dates as requested by tr...
bool orderPriority(UInt64 &value) const noexcept
Order priority for execution on the order book.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool underlyingMinDaysToMaturity(UInt16 &value) const noexcept
Minimum days to maturity remaining of the underlying instruments to qualify for GC basket...
InstrumentDefinitionOption55(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setMinLotSize(UInt64 value) noexcept
For FX instruments in the repeating group with Tag 1093-LotType=2, Tag 1231-MinLotSize provides a Reg...
ThisType & setNumberOfOrders(Int32 value) noexcept
The total number of real orders per instrument that participated in a match step within a match event...
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifies the current state of the instrument.
UInt16 MessageSize
Message length type.
ThisType & setPriceLevel(UInt8 value) noexcept
Aggregate book level.
ThisType & setReferenceId(UInt8 value) noexcept
Reference to corresponding Price and Security ID, sequence of MD entry in the message.
GlobalDayRoll307(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
MDIncrementalRefreshTicker.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
StrRef financialInstrumentFullName() const noexcept
Long name of the instrument.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
IncrementalRefreshOrderBook47(const SbeMessage &message)
Creates an instance over the given SBE message.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
ThisType & underlyingInstrumentGUIdNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool entryPx(PRICE9 &value) const noexcept
Market Data entry price.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
SnapshotRefreshSpectrum305(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setMaxTradeVol(UInt32 value) noexcept
The maximum trading volume for a security.
CHAR matchAlgorithm() const noexcept
Matching Algorithm.
RelatedInstrumentsEntry ThisType
This type alias.
BrokenDates brokenDates(BrokenDates::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & securityTradingStatusNull() noexcept
OrderIDEntry ThisType
This type alias.
SbeGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
bool lowLimitPrice(PRICE9 &value) const noexcept
Allowable low limit price for the trading day.
static constexpr const Char * className()
Entity class name.
ThisType & setLastUpdateTime(Timestamp value) noexcept
UTC Date and time of last Security Definition add, update or delete on a given Market Data channel...
SchemaTraits Schema
Used template schema.
EventsEntry ThisType
This type alias.
ThisType & setSecurityId(Int32 value) noexcept
Unique instrument ID.
ThisType & setUnderlyingSymbol(StrRef value) noexcept
Underlying Instrument Symbol (Short Name).
ThisType & tickRuleNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Number of OrderID entries.
SnapshotFullRefreshTCPLongQty.
const void * tail() const noexcept
Timestamp eventTime() const noexcept
Date and Time of Instrument Activation or Expiration event sent as number of nanoseconds since Unix e...
ThisType & setStrikePrice(PRICE9 value) noexcept
Strike Price for an option instrument.
Number of OrderID entries.
UInt32 minTradeVol() const noexcept
The minimum trading volume for a security.
UInt8 marketSegmentId() const noexcept
Identifies the market segment, populated for all CME Globex instruments.
SnapshotRefreshTicker306(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Int32 securityId() const noexcept
Security ID.
UInt64 orderId() const noexcept
Unique Order ID.
RelatedInstruments relatedInstruments(RelatedInstruments::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setPartyRoleClearingOrg(StrRef value) noexcept
Clearing organization.
ThisType & tradingReferencePriceNull() noexcept
Int32 securityId() const noexcept
Security ID.
EncodedLength calculateBinarySize() const noexcept
Events events() const noexcept
static constexpr const Char * className()
Entity class name.
UInt64 entrySize() const noexcept
Consolidated trade quantity, notional.
SbeGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
ThisType & moneyOrParNull() noexcept
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr const Char * className()
Entity class name.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
This group indicates the number of broken dates and references individual broken contracts in user de...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setCurrency(StrRef value) noexcept
Identifies currency used for price.
ThisType & minLotSizeNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool minPriceIncrement(PRICE9 &value) const noexcept
Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) el...
bool minPriceIncrement(PRICE9 &value) const noexcept
Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) el...
StrRef financialInstrumentFullName() const noexcept
Long name of the instrument.
bool tradingReferencePrice(PRICE9 &value) const noexcept
Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.
IncrementalRefreshBook46(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
Number of repeating InstrAttribType entries.
AdminHeartbeat302(const SbeMessage &message)
Creates an instance over the given SBE message.
UpdateAction::Enum updateAction() const noexcept
Order book update action to be applied to the order referenced by OrderID.
Entries entries() const noexcept
const void * tail() const noexcept
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & parValueNull() noexcept
LotTypeRulesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setEntrySize(UInt64 value) noexcept
Market Data entry size.
PutOrCall::Enum putOrCall() const noexcept
Indicates whether an option instrument is a put or call.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
const void * tail() const noexcept
InstAttrib instAttrib() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
InstAttribEntry ThisType
This type alias.
SchemaTraits Schema
Used template schema.
ThisType & setOpenCloseSettlFlag(OpenCloseSettlFlag::Enum value) noexcept
Flag that additionally describes market data entry type.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
MDIncrementalRefreshLimitsBanding.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
SbeGroup< RelatedInstrumentsEntry, GroupSize, MessageSize > RelatedInstruments
Repeating group containing RelatedInstrumentsEntry entries.
SnapshotFullRefreshLongQty.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & tradingReferencePriceNull() noexcept
bool tradeDate(Timestamp &value) const noexcept
Trade session date sent as number of days since Unix epoch.
ThisType & setMinTradeVol(UInt32 value) noexcept
The minimum trading volume for a security.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setMoneyOrPar(MoneyOrPar::Enum value) noexcept
Money or Par indicates if the GC is filled by par amount or by money amount.
ThisType & tradeDateNull() noexcept
SettlPriceType settlPriceType() const noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
static constexpr const Char * className()
ThisType & setSettlCurrency(StrRef value) noexcept
Currency used for settlement, which may be different from Local currency specified in Tag 1524 PriceQ...
AdminLogout16(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
TickerEntryType::Enum entryType() const noexcept
Market Data entry type, identifies the element.
Int32 securityId() const noexcept
Security ID as defined by CME.
StrRef symbol() const noexcept
Unique instrument Symbol.
Underlyings underlyings(Underlyings::Size length)
Setup repeating group with the given number of entries.
ThisType & setUnitOfMeasureQty(Decimal9 value) noexcept
This field contains the contract size for each instrument.
UInt64 instrumentGUId() const noexcept
External unique instrument ID.
InstrumentDefinitionRepo58(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setLastMsgSeqNumProcessed(UInt32 value) noexcept
Sequence number of the last Incremental feed packet processed.
PRICE9 entryPx() const noexcept
Market Data entry price.
static constexpr SecurityIDSource relatedSecurityIdSource() noexcept
Related Security ID Source.
Entry ThisType
This type alias.
FeedTypes feedTypes(FeedTypes::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setSettlCurrency(StrRef value) noexcept
Identifies currency used for settlement, if different from trading currency.
ThisType & setInstrumentGUId(UInt64 value) noexcept
External unique instrument ID.
Int8 legRatioQty() const noexcept
Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument.
bool tradingReferenceDate(Timestamp &value) const noexcept
Indicates the date of trade session corresponding to a statistic entry.
ThisType & highLimitPriceNull() noexcept
SecurityStatus30(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & minPriceIncrementAmountNull() noexcept
ThisType & setMaxPriceDiscretionOffset(PRICE9 value) noexcept
Max allowed discretionary offset from Limit order price.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & highLimitPriceNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & clearedVolumeNull() noexcept
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setFxBenchmarkRateFix(StrRef value) noexcept
Fixing Rate Description.
ThisType & orderQtyNull() noexcept
static constexpr const Char * className()
ThisType & setSecurityUpdateAction(SecurityUpdateAction::Enum value) noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
UInt64 instrumentGUId() const noexcept
External unique instrument ID.
IncrementalRefreshSpectrum303(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr const Char * className()
Entity class name.
bool maturityMonthYear(MaturityMonthYear &value) const noexcept
This field provides the actual calendar date for contract maturity.
ThisType & setMatchAlgorithm(CHAR value) noexcept
Matching algorithm.
ThisType & setRelatedInstrumentGUId(UInt64 value) noexcept
Related Instrument GUID.
MDInstrumentDefinitionOption.
Number of related instruments group.
OrderIDEntries orderIdEntries(OrderIDEntries::Size length)
Setup repeating group with the given number of entries.
SnapshotFullRefresh52(const SbeMessage &message)
Creates an instance over the given SBE message.
UInt32 lastMsgSeqNumProcessed() const noexcept
Sequence number of the last Incremental feed packet processed.
TickerEntryType::Enum entryType() const noexcept
Market Data entry type, identifies the element.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
ThisType & setTotNumReports(UInt32 value) noexcept
Total number of instruments in the replayed loop.
ThisType & securityTradingStatusNull() noexcept
IncrementalRefreshVolume37(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Number of entries in Market Data message.
InstrumentDefinitionRepo58(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr const Char * className()
Entity class name.
ThisType & setMainFraction(UInt8 value) noexcept
Price Denominator of Main Fraction.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Events events(Events::Size length)
Setup repeating group with the given number of entries.
bool highLimitPrice(PRICE9 &value) const noexcept
Allowable high limit price for the trading day.
LotTypeRulesEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
StrRef cfiCode() const noexcept
ISO standard instrument categorization code.
ThisType & setNumberOfOrders(Int32 value) noexcept
The total number of real orders per instrument that participated in a match step within a match event...
InstAttribEntry ThisType
This type alias.
Attributes of SBE message schema for Spectrum messages.
Int8 lotType() const noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
bool clearedVolume(Int32 &value) const noexcept
The total cleared volume of instrument traded during the prior trading session.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool numberOfOrders(Int32 &value) const noexcept
Aggregate number of orders at given price level.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setUpdateAction(UpdateAction::Enum value) noexcept
Market Data update action.
Events events(Events::Size length)
Setup repeating group with the given number of entries.
IncrementalRefreshVolume37(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setEntrySize(UInt64 value) noexcept
Market Data entry size.
ThisType & setTradeEntryId(UInt32 value) noexcept
Market Data Trade Entry ID.
static constexpr StrRef fixType() noexcept
FIX message type.
bool tradingSessionId(MarketHrs::Enum &value) const noexcept
The associated region market hours considered for the calculation of the element. ...
Timestamp eventTime() const noexcept
Date and Time of instrument Activation or Expiration event sent as number of nanoseconds since Unix e...
ThisType & setUpdateAction(UpdateAction::Enum value) noexcept
Market Data update action.
Timestamp transactTime() const noexcept
Publication event time, sent in number of nanoseconds since Unix epoch.
Events events(Events::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
InstrumentDefinitionFuture54(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & setEntrySize(UInt64 value) noexcept
Indicative Opening Quantity.
bool tradingReferenceDate(Timestamp &value) const noexcept
Trading session date corresponding to a statistic entry, applicable only to Daily Statistics...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr StrRef fixType() noexcept
FIX message type.
static constexpr const Char * className()
Entity class name.
EventsEntry ThisType
This type alias.
CollateralMarketValue62(const SbeMessage &message)
Creates an instance over the given SBE message.
LotTypeRulesEntry ThisType
This type alias.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt32 minTradeVol() const noexcept
The minimum trading volume for a security.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
GlobalDayRoll307(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef securityGroup() const noexcept
Security Group Code.
ThisType & setTradingReferenceDate(Timestamp value) noexcept
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
StrRef settlCurrency() const noexcept
Identifies currency used for settlement, if different from trade price currency.
static constexpr const Char * className()
StrRef settlCurrency() const noexcept
Currency used for settlement, which may be different from Local currency specified in Tag 1524 PriceQ...
Number of entries in Market Data message.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
InstAttrib instAttrib() const noexcept
bool entryPx(PRICE9 &value) const noexcept
Order price.
ThisType & setApplId(Int16 value) noexcept
The channel ID as defined in the XML Configuration file.
ThisType & setText(StrRef value) noexcept
Free format text string.
Number of entries in Market Data message.
SbeGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
StrRef priceQuoteMethod() const noexcept
Price quotation method.
Number of OrderID and LastQty entries in Trade Summary message.
ThisType & setUnderlyingProduct(UInt8 value) noexcept
Indicates the product complex.
static constexpr const Char * className()
ThisType & setMarketSet(StrRef value) noexcept
Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible ma...
static constexpr UpdateActionNew updateAction() noexcept
Market Data update action.
ThisType & setSide(Side::Enum value) noexcept
Side of order.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
bool contractMultiplier(Int32 &value) const noexcept
Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar d...
IntegralConstant< Int8, 24 > InstAttribType
Eligibility.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Int32 entrySize() const noexcept
Cumulative traded volume.
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
ThisType & setMarketDepth(Int8 value) noexcept
Book depth.
ThisType & setDatedDate(Timestamp value) noexcept
Dated Date.
InstrumentDefinitionOption55(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool brokenDateStart(Timestamp &value) const noexcept
Start date of a broken date period.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setSecurityTradingEvent(SpectrumSecurityTradingEvent::Enum value) noexcept
Signals the start of the next Global day or a Global day roll.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setUnderlyingSecurityAltId(StrRef value) noexcept
Will contain either CUSIP or ISIN value identifying REPO collateral security.
EventIndicator matchEventIndicator() const noexcept
End of updates indicator.
ThisType & setSecurityTradingEvent(SecurityTradingEvent::Enum value) noexcept
Indicates the trading status applicable to the transaction.
ThisType & setDirtyPrice(PRICE9 value) noexcept
Dirty Price.
ThisType & setCurrency(StrRef value) noexcept
Identifies currency used for price.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & orderPriorityNull() noexcept
bool maturityDate(Timestamp &value) const noexcept
Maturity Date.
SbeGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
ThisType & minPriceIncrementNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef underlyingFinancialInstrumentFullName() const noexcept
Long Name of the Underlying Instrument.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Events events(Events::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & minPriceIncrementNull() noexcept
ThisType & underlyingMaturityDateNull() noexcept
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Entries entries() const noexcept
ThisType & setSecurityTradingEvent(SecurityTradingEvent::Enum value) noexcept
Identifies an additional event or a rule related to the status.
Int8 marketDepth() const noexcept
Identifies the depth of book.
Int32 securityId() const noexcept
Security ID.
ThisType & setUnderlyingMaxLifeTime(UInt8 value) noexcept
Max life time of the underlying instruments qualifying for the GC basket in number of year...
ThisType & entrySizeNull() noexcept
ThisType & setTradeLinkId(UInt32 value) noexcept
Contains the workup ID; unique per instrument per day.
ThisType & setMinLotSize(DecimalQty value) noexcept
Minimum quantity accepted for order entry.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setClearedVolume(Int32 value) noexcept
The total cleared volume of instrument traded during the prior trading session.
ThisType & setRptSeq(UInt32 value) noexcept
Market Data entry sequence number per instrument update.
ThisType & minPriceIncrementNull() noexcept
SnapshotFullRefresh52(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
SchemaTraitsForSpectrum Schema
Used template schema.
FeedTypes feedTypes() const noexcept
ThisType & setOrderPriority(UInt64 value) noexcept
Order priority for execution on the order book.
EventsEntry ThisType
This type alias.
ThisType & setAsset(StrRef value) noexcept
Product Code within Security Group specified.
SnapshotFullRefreshTCPLongQty68(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setTradeDate(Timestamp value) noexcept
Trade Date.
ThisType & setDisplayFactor(Decimal9 value) noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
const void * tail() const noexcept
ThisType & setEventType(EventType::Enum value) noexcept
Code to represent the type of event.
SnapshotRefreshTicker306(const SbeMessage &message)
Creates an instance over the given SBE message.
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Upper price threshold for the instrument.
UInt32 minTradeVol() const noexcept
The minimum trading volume for a security.
UInt64 orderPriority() const noexcept
Order priority for execution on the order book.
Int32 securityId() const noexcept
Security ID.
ThisType & setUnderlyingProduct(UInt8 value) noexcept
Product complex.
SchemaTraits Schema
Used template schema.
ThisType & setEntryType(EntryTypeBook::Enum value) noexcept
Market Data entry type.
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for an optional UInt32 field.
LotTypeRules lotTypeRules(LotTypeRules::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
SpectrumEntryType::Enum entryType() const noexcept
Market Data Entry Type.
SchemaTraits Schema
Used template schema.
IncrementalRefreshTradeSummaryLongQty65(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr const Char * className()
EventsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setTotNumReports(UInt32 value) noexcept
Total number of instruments in the Replay loop.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Timestamp localMktDateToTimestamp(LocalMktDate days) noexcept
Converts days since epoch to Timestamp value.
StrRef unitOfMeasure() const noexcept
Unit of measure for the products' original contract size.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & tradeDateNull() noexcept
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setMaxTradeVol(UInt32 value) noexcept
The maximum trading volume for a security.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool lowLimitPrice(PRICE9 &value) const noexcept
Lower price threshold for the instrument.
static constexpr StrRef fixType() noexcept
FIX message type.
Int32 securityId() const noexcept
Security ID.
FeedTypes feedTypes(FeedTypes::Size length)
Setup repeating group with the given number of entries.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
static constexpr InstAttribType instAttribType() noexcept
Instrument eligibility attributes.
ThisType & setLotType(Int8 value) noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
Entry ThisType
This type alias.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setEntryType(EntryTypeBook::Enum value) noexcept
Market Data entry type.
EntryType::Enum entryType() const noexcept
Market Data entry type.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setTransactTime(Timestamp value) noexcept
Publication event time, sent in number of nanoseconds since Unix epoch.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setTransactTime(Timestamp value) noexcept
Timestamp of the last publication event instrument participated in, sent in number of nanoseconds sin...
ThisType & setMarketSegmentId(UInt8 value) noexcept
Identifies the market segment, populated for all CME Globex instruments.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool numberOfOrders(Int32 &value) const noexcept
In Book Entry - Aggregate number of orders at given price level.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
ThisType & setPriceLevel(UInt8 value) noexcept
Aggregate book level.
UInt8 priceLevel() const noexcept
Aggregate book level.
LotTypeRules lotTypeRules(LotTypeRules::Size length)
Setup repeating group with the given number of entries.
ThisType & entrySizeNull() noexcept
static constexpr SecurityAltIDSourceISIN securityAltIdSource() noexcept
Identifies class or source of the SecurityAltID (455) value.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef securityExchange() const noexcept
Exchange used to identify a security.
FeedTypes feedTypes(FeedTypes::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setEntryType(SpectrumEntryType::Enum value) noexcept
Market Data entry type, identifies the element.
bool maturityDate(Timestamp &value) const noexcept
For Spot instruments will not contain the value.
InstrumentDefinitionFuture54(const SbeMessage &message)
Creates an instance over the given SBE message.
IntegralConstant< Int8, 0 > UpdateActionNew
MDUpdateActionNew.
static constexpr SecurityIDSource securityIdSource() noexcept
Identifies class or source of the security ID (Tag 48) value.
Entry ThisType
This type alias.
UnderlyingsEntry ThisType
This type alias.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
UInt32 totNumReports() const noexcept
Total number of instruments in the replayed loop.
ThisType & setMarketDepth(Int8 value) noexcept
Book depth.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SnapshotRefreshSpectrum305(const SbeMessage &message)
Creates an instance over the given SBE message.
LotTypeRules lotTypeRules() noexcept
ThisType & securityTradingStatusNull() noexcept
ThisType & setInstrumentGUId(UInt64 value) noexcept
External unique instrument ID.
ThisType & setPutOrCall(PutOrCall::Enum value) noexcept
Indicates whether an option instrument is a put or call.
ThisType & setFeedType(StrRef value) noexcept
Describes a class of service for a given data feed.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SecurityUpdateAction::Enum securityUpdateAction() const noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
ThisType & setTradeDate(Timestamp value) noexcept
Trade Session Date.
ThisType & maxPriceVariationNull() noexcept
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
SpectrumSecurityTradingEvent::Enum securityTradingEvent() const noexcept
Signals the start of the next Global day or a Global day roll.
FeedTypes feedTypes(FeedTypes::Size length)
Setup repeating group with the given number of entries.
ThisType & setStrikeCurrency(StrRef value) noexcept
Currency in which the StrikePrice is denominated.
Int16 applId() const noexcept
The channel ID as defined in the XML Configuration file.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
UInt32 totNumReports() const noexcept
Total number of messages replayed in the loop.
EventIndicator matchEventIndicator() const noexcept
End of updates indicator.
Int16 applId() const noexcept
The channel ID as defined in the XML Configuration file.
UserDefinedInstrument userDefinedInstrument() const noexcept
User-defined instruments flag.
ThisType & setAggressorSide(AggressorSide::Enum value) noexcept
Indicates which side is aggressor of the trade.
Entry ThisType
This type alias.
SnapshotRefreshTicker306(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
LegsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & openCloseSettlFlagNull() noexcept
bool maturityMonthYear(MaturityMonthYear &value) const noexcept
This field provides the actual calendar date for contract maturity.
ThisType & priceLevelNull() noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
StrRef symbol() const noexcept
Instrument Name or Symbol.
ThisType & setSecurityGroup(StrRef value) noexcept
Security Group.
bool tradeDate(Timestamp &value) const noexcept
Trade Date.
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
static constexpr const Char * className()
Entity class name.
UInt32 chunks() const noexcept
Total number of packets that constitutes a single instrument order book.
ThisType & setMarketDepth(Int8 value) noexcept
Book depth.
bool strikePrice(PRICE9 &value) const noexcept
Strike Price for an option instrument.
static constexpr EntryTypeTrade entryType() noexcept
Market Data entry type.
ThisType & setEntrySize(Int32 value) noexcept
Indicative Opening Quantity.
LotTypeRules lotTypeRules(LotTypeRules::Size length)
Setup repeating group with the given number of entries.
UInt32 maxTradeVol() const noexcept
The maximum trading volume for a security.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
bool mainFraction(UInt8 &value) const noexcept
Price Denominator of Main Fraction.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
Entity class name.
Number of EventType entries.
ThisType & setRiskSet(StrRef value) noexcept
Risk Set identifies the list of instruments sharing credit limits set up.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
UpdateAction::Enum updateAction() const noexcept
Market Data update action.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool maxPriceVariation(PRICE9 &value) const noexcept
Differential value for price banding.
InstAttribEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
TradingSessions tradingSessions(TradingSessions::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
const void * tail() const noexcept
CHAR matchAlgorithm() const noexcept
Matching algorithm.
LotTypeRulesEntry ThisType
This type alias.
ThisType & setAltMinPriceIncrement(PRICE9 value)
New sub-tick which is only available for order entry when certain conditions are met, tick value which corresponds to the Alt Min Quote Life.
ThisType & setEntryType(TickerEntryType::Enum value) noexcept
Market Data entry type, identifies the element.
IncrementalRefreshLimitsBanding50(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
StrRef currency() const noexcept
Identifies the currency for the instrument traded.
ThisType & setEntrySize(Int32 value) noexcept
Cumulative traded volume.
Timestamp transactTime() const noexcept
Timestamp of the last publication event instrument participated in, sent in number of nanoseconds sin...
ThisType & setFeedType(StrRef value) noexcept
Describes a class of service for a given data feed.
UInt64 orderId() const noexcept
Unique order identifier as assigned by the exchange.
IncrementalRefreshBook46 ThisType
This type alias.
ThisType & setOpenInterestQty(Int32 value) noexcept
The total open interest for the market at the close of the prior trading session. ...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Number of entries in Market Data message.
static constexpr const Char * className()
Entity class name.
ChannelReset4(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool priceLevel(UInt8 &value) const noexcept
Aggregate book level.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & lowLimitPriceNull() noexcept
ThisType & setEntryPx(PRICE9 value) noexcept
Trade price.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
LotTypeRules lotTypeRules() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & securityTradingStatusNull() noexcept
ThisType & setSecurityExchange(StrRef value) noexcept
Exchange used to identify a security.
ThisType & minCabPriceNull() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setTermCode(StrRef value) noexcept
Full Repo Term Code.
bool underlyingInstrumentGUId(UInt64 &value) const noexcept
Underlying GUID.
bool numberOfOrders(Int32 &value) const noexcept
Aggregate number of orders at the given price level.
static constexpr const Char * className()
Int32 securityId() const noexcept
Security ID.
ThisType & setEntrySize(Int32 value) noexcept
Market Data entry size.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
Int8 lotType() const noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
EncodedLength calculateBinarySize() const noexcept
SettlPriceType settlPriceType() const noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
Int8 marketDepth() const noexcept
Book depth.
ThisType & setFinancialInstrumentFullName(StrRef value) noexcept
Financial Instrument long name.
SbeGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setCouponFrequencyUnit(StrRef value) noexcept
Time unit associated with the frequency of the bond's coupon payment.
ThisType & setMinPriceIncrementAmount(PRICE9 value) noexcept
Monetary value equivalent to the minimum price fluctuation.
bool lowLimitPrice(PRICE9 &value) const noexcept
Lower price threshold for the instrument.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setCfiCode(StrRef value) noexcept
ISO standard instrument categorization code.
bool issueDate(Timestamp &value) const noexcept
Issue Date.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & minPriceIncrementAmountNull() noexcept
UInt32 rptSeq() const noexcept
MD Entry sequence number per instrument update.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setUserDefinedInstrument(UserDefinedInstrument value) noexcept
User-defined instruments flag.
bool aggressorSide(AggressorSide::Enum &value) const noexcept
Indicates which side is aggressor of the trade.
ThisType & setEntryType(EntryTypeStatistics::Enum value) noexcept
Market Data entry type.
SnapshotFullRefresh52 ThisType
This type alias.
ThisType & setSymbol(StrRef value) noexcept
Instrument Name or Symbol.
ThisType & securityTradingStatusNull() noexcept
Entries entries() const noexcept
ThisType & unitOfMeasureQtyNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setDisplayQty(Int32 value) noexcept
Visible qty of order.
RelatedSymEntry ThisType
This type alias.
ThisType & clearedVolumeNull() noexcept
EncodedLength calculateBinarySize() const noexcept
FeedTypes feedTypes(FeedTypes::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
SbeGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
FeedTypesEntry ThisType
This type alias.
ThisType & setMaxTradeVol(UInt32 value) noexcept
The maximum trading volume for a security.
bool entrySize(UInt64 &value) const noexcept
Market Data entry size.
ThisType & decayStartDateNull() noexcept
bool maxPriceVariation(PRICE9 &value) const noexcept
Differential value for price banding.
SchemaTraits Schema
Used template schema.
SbeGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & aggressorSideNull() noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
bool mainFraction(UInt8 &value) const noexcept
Price Denominator of Main Fraction.
ThisType & setUserDefinedInstrument(UserDefinedInstrument value) noexcept
User-defined instruments flag.
static constexpr StrRef fixType() noexcept
FIX message type.
InstrumentDefinitionFixedIncome57(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
ThisType & setEntryPx(PRICE9 value) noexcept
Workup price.
ThisType & setMaxTradeVol(UInt32 value) noexcept
The maximum trading volume for a security.
const void * tail() const noexcept
StrRef termCode() const noexcept
Full Repo Term Code.
ThisType & setSymbol(StrRef value) noexcept
Instrument Name or Symbol.
ThisType & setOpenCloseSettlFlag(OpenCloseSettlFlag::Enum value) noexcept
Flag that additionally describes market data entry type.
SchemaTraits Schema
Used template schema.
ThisType & lowLimitPriceNull() noexcept
static constexpr const Char * className()
SchemaTraits Schema
Used template schema.
InstAttrib instAttrib() const noexcept
ThisType & entryPxNull() noexcept
Number of InstrAttribType entries.
bool entrySize(UInt64 &value) const noexcept
Market Data entry size.
ThisType & setMatchAlgorithm(CHAR value) noexcept
Matching Algorithm - CME assigned values.
Int16 applId() const noexcept
The channel ID as defined in the XML Configuration file.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
InstrumentDefinitionSpread56(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
StrRef symbol() const noexcept
Instrument Name or Symbol.
Int32 securityId() const noexcept
Security ID.
UInt32 maxTradeVol() const noexcept
The maximum trading volume for a security.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifies the current state of the instrument.
UInt32 tradeLinkId() const noexcept
Contains the workup ID; unique per instrument per day.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setSymbol(StrRef value) noexcept
Instrument Name or Symbol.
StrRef symbol() const noexcept
Unique instrument Symbol.
StrRef securityGroup() const noexcept
Security Group Code.
StrRef partyRoleClearingOrg() const noexcept
Clearing organization.
ThisType & setEntryPx(PRICE9 value) noexcept
Order Price.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool lowLimitPrice(PRICE9 &value) const noexcept
Allowable low limit price for the trading day.
ThisType & priceLevelNull() noexcept
Entries entries() noexcept
ThisType & displayQtyNull() noexcept
Entry ThisType
This type alias.
ThisType & setSettlPriceType(SettlPriceType value) noexcept
Bitmap field of eight Boolean type indicators representing settlement price type. ...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
LotTypeRules lotTypeRules(LotTypeRules::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
MDIncrementalRefreshVolumeLongQty.
bool maxPriceVariation(PRICE9 &value) const noexcept
Differential value for price banding.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr const Char * className()
Entity class name.
ThisType & setTransactTime(Timestamp value) noexcept
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch...
Decimal9 displayFactor() const noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
SnapshotFullRefreshTCPLongQty68 ThisType
This type alias.
ThisType & brokenDateStartNull() noexcept
ThisType & setEntryTime(Timestamp value) noexcept
Time of the last market event that contributed to element calculation or publication.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
static constexpr SecurityIDSource legSecurityIdSource() noexcept
Identifies source of tag 602-LegSecurityID value.
IncrementalRefreshTicker304 ThisType
This type alias.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & entryPxNull() noexcept
#define ONIXS_CONFLATEDTCP_LTWT_STRUCT
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
StrRef securityGroup() const noexcept
Security Group Code.
Timestamp transactTime() const noexcept
Time of execution/order creation; expressed in UTC.
bool orderPriority(UInt64 &value) const noexcept
Order priority for execution on the order book.
ThisType & setInstrumentGUId(UInt64 value) noexcept
External unique instrument ID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
Number of Trade Summary entries.
ThisType & setApplId(Int16 value) noexcept
The channel ID as defined in the XML Configuration file.
Timestamp entryTime() const noexcept
Time of the last market event that contributed to element calculation or publication.
PreviousDayFlag::Enum openCloseSettlFlag() const noexcept
Previous day elements, Global or Regional, will contain the value 4 - entry from previous business da...
LotTypeRules lotTypeRules(LotTypeRules::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & setLotType(Int8 value) noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
Events events(Events::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setOrderPriority(UInt64 value) noexcept
Order priority for execution on the order book.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
Events events() const noexcept
LegSide::Enum legSide() const noexcept
Leg side.
Int32 securityId() const noexcept
SecurityID as referenced in MDP3 and Ilink3 protocols.
UInt32 lastMsgSeqNumProcessed() const noexcept
Sequence number of the last Incremental feed packet processed.
ThisType & setTotNumReports(UInt32 value) noexcept
Total number of instruments in the Replay loop.
bool openCloseSettlFlag(OpenCloseSettlFlag::Enum &value) const noexcept
Flag that additionally describes a market data entry.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
LotTypeRules lotTypeRules() const noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setUnderlyingSecurityType(StrRef value) noexcept
Underlying Security Type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
InstrumentDefinitionFuture54 ThisType
This type alias.
const void * tail() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & tradingReferenceDateNull() noexcept
ThisType & setMaxTradeVol(UInt32 value) noexcept
The maximum trading volume for a security.
UInt64 instrumentGUId() const noexcept
External unique instrument ID.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
StrRef symbol() const noexcept
Unique instrument Symbol.
IncrementalRefreshVolumeLongQty66(void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block With no variable-length fields initialization It ...
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
RelatedSym relatedSym() const noexcept
ThisType & setPriceQuoteMethod(StrRef value) noexcept
Price quotation method.
InstAttribValue instAttribValue() const noexcept
Bitmap field of 32 Boolean type instrument eligibility flags.
StrRef asset() const noexcept
The underlying asset code also known as Product Code.
ThisType & setPriceLevel(UInt8 value) noexcept
Aggregate book level.
ThisType & setMatchEventIndicator(EventIndicator value) noexcept
End of updates indicator.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
InstAttribEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SchemaTraits Schema
Used template schema.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
UInt16 interveningDays() const noexcept
For SPOT, number of business days between trade date and value (settlement) date. ...
bool minLotSize(DecimalQty &value) const noexcept
Minimum quantity accepted for order entry.
ThisType & setEntryType(SpectrumEntryType::Enum value) noexcept
Market Data Entry Type.
static constexpr StrRef fixType() noexcept
FIX message type.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & underlyingSecurityAltIdSourceNull() noexcept
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
ThisType & setMatchEventIndicator(MatchEventIndicator value) noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
bool unitOfMeasureQty(Decimal9 &value) const noexcept
This field contains the contract size for each instrument.
ThisType & setApplId(Int16 value) noexcept
The channel ID as defined in the XML Configuration file.
StrRef securityType() const noexcept
Security Type.
ThisType & setPriceDisplayFormat(UInt8 value) noexcept
Number of Decimals in Displayed Price.
Underlyings underlyings() const noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setTransactTime(Timestamp value) noexcept
Publication event time, sent in number of nanoseconds since Unix epoch.
bool entrySize(Int32 &value) const noexcept
Market Data entry size.
Timestamp lastUpdateTime() const noexcept
Timestamp of when the instrument was last added, modified or deleted.
EncodedLength calculateBinarySize() const noexcept
ThisType & setDisplayFactor(Decimal9 value) noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
Number of entries in Market Data message.
Entries entries() noexcept
static constexpr const Char * className()
Entity class name.
static constexpr StrRef fixType() noexcept
FIX message type.
StrRef unitOfMeasure() const noexcept
Unit of measure for the products' original contract size.
MDIncrementalRefreshTradeSummaryLongQty.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & strikePriceNull() noexcept
IncrementalRefreshLimitsBanding50(const SbeMessage &message)
Creates an instance over the given SBE message.
const void * tail() const noexcept
ThisType & tradeEntryIdNull() noexcept
MDIncrementalRefreshVolume.
UInt32 rptSeq() const noexcept
Market Data entry sequence number per instrument update.
Int32 relatedSecurityId() const noexcept
Related Security ID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
UInt16 LocalMktDate
Type alias for the LocalMktDate.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setOrderQty(Int32 value) noexcept
Quantity requested.
ThisType & setRelatedSecurityId(Int32 value) noexcept
Related Security ID.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SbeGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
StrRef securityExchange() const noexcept
Exchange used to identify a security.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifies the current state of the instrument.
AdminLogout16 ThisType
This type alias.
SchemaTraits Schema
Used template schema.
Int8 quoteType() const noexcept
Type of quote requested.
SbeGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
ThisType & entrySizeNull() noexcept
Int32 securityId() const noexcept
SecurityID as referenced in MDP3 and Ilink3 protocols.
ThisType & orderIdNull() noexcept
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
ThisType & setDecayQuantity(Int32 value) noexcept
Indicates the quantity that a contract will decay daily by once the decay start date is reached...
bool altMinPriceIncrement(PRICE9 &value) const noexcept
New sub-tick which is only available for order entry when certain conditions are met, tick value which corresponds to the Alt Min Quote Life.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
const void * tail() const noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Entries entries() noexcept
EventType::Enum eventType() const noexcept
Code to represent the type of event.
ThisType & setUpdateAction(UpdateAction::Enum value) noexcept
Market Data update action.
UInt8 underlyingProduct() const noexcept
Indicates the product complex.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
InstrumentDefinitionSpread56(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr const Char * className()
Entity class name.
UInt32 minTradeVol() const noexcept
The minimum trading volume for a security.
bool brokenDateTermType(UInt8 &value) const noexcept
Optionally used in tailor made repo contracts and defines the type of broken dates as requested by tr...
ThisType & setOriginalContractSize(Int32 value) noexcept
Fixed contract value assigned to each product.
UInt64 minLotSize() const noexcept
For FX instruments in the repeating group with Tag 1093-LotType=2, Tag 1231-MinLotSize provides a Reg...
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static constexpr StrRef fixType() noexcept
FIX message type.
UserDefinedInstrument userDefinedInstrument() const noexcept
User-defined instruments flag.
ThisType & setSecurityType(StrRef value) noexcept
Security Type.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
ThisType & setEventType(EventType::Enum value) noexcept
Code to represent the type of event.
TradingSessionsEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setSecurityTradingStatus(SecurityTradingStatus::Enum value) noexcept
Identifies the current trading state of the instrument.
SnapshotFullRefreshLongQty69(const SbeMessage &message)
Creates an instance over the given SBE message.
SbeGroupEntry< GroupSize8Byte::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
StrRef symbol() const noexcept
Instrument Name or Symbol.
SchemaTraits Schema
Used template schema.
Entries entries() const noexcept
ThisType & setLastQty(Int32 value) noexcept
Quantity bought or sold on this last fill.
char Char
Character type alias.
Int32 securityId() const noexcept
Unique instrument ID.
Int32 securityId() const noexcept
Security ID.
EntryTypeStatistics::Enum entryType() const noexcept
Market Data entry type.
BrokenDatesEntry ThisType
This type alias.
Int32 legSecurityId() const noexcept
Leg Security ID.
OrderIDEntries orderIdEntries(OrderIDEntries::Size length)
Setup repeating group with the given number of entries.
static constexpr const Char * className()
Entity class name.
ThisType & setMaxPriceVariation(PRICE9 value) noexcept
Differential value for price banding.
ThisType & couponRateNull() noexcept
CHAR matchAlgorithm() const noexcept
Matching algorithm.
IncrementalRefreshTradeSummary48(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool instrumentGUId(UInt64 &value) const noexcept
External unique instrument ID.
static constexpr const Char * className()
Int8 heartBtInt() const noexcept
Heartbeat interval (seconds).
ThisType & tradingSessionIdNull() noexcept
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
bool tradingSessionId(MarketHrs::Enum &value) const noexcept
The associated region market hours considered for the calculation of the element. ...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
FeedTypes feedTypes() noexcept
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
FeedTypesEntry ThisType
This type alias.
SbeGroup< RelatedInstrumentsEntry, GroupSize, MessageSize > RelatedInstruments
Repeating group containing RelatedInstrumentsEntry entries.
MatchEventIndicator matchEventIndicator() const noexcept
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & setLastMsgSeqNumProcessed(UInt32 value) noexcept
Sequence number of the last Incremental feed packet processed.
ThisType & entryPxNull() noexcept
LotTypeRulesEntry ThisType
This type alias.
IncrementalRefreshBookLongQty64(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr const Char * className()
Entity class name.
InstAttrib instAttrib(InstAttrib::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
OrderIDEntries orderIdEntries(OrderIDEntries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
Entries entries() const noexcept
StrRef financialInstrumentFullName() const noexcept
Financial instrument long name.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & setMinLotSize(DecimalQty value) noexcept
Minimum quantity accepted for order entry.
IncrementalRefreshVolumeLongQty66(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
ThisType & setEntryPx(PRICE9 value) noexcept
Market Data entry price.
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
ThisType & setSecurityExchange(StrRef value) noexcept
Exchange used to identify a security.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
ThisType & setMinQuoteLife(UInt32 value) noexcept
Minimum Quote Life in number of microseconds.
ThisType & unitOfMeasureQtyNull() noexcept
StrRef symbol() const noexcept
Instrument Name or Symbol.
bool maturityMonthYear(MaturityMonthYear &value) const noexcept
Fixed Date NDF Maturity.
ThisType & setHighLimitPrice(PRICE9 value) noexcept
Allowable high limit price for the trading day.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
InstAttribEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
ThisType & setUnitOfMeasure(StrRef value) noexcept
Unit of measure for the products' original contract size.
ThisType & mainFractionNull() noexcept
AdminHeartbeat12(void *data, EncodedLength length, SchemaVersion version=Schema::Version)
Initializes an instance over the given memory block.
ThisType & setEntrySize(UInt64 value) noexcept
Aggregate booked qty at price level, notional.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const noexcept
Identifies the current market state of the instrument.
ThisType & setNumberOfOrders(Int32 value) noexcept
Aggregate number of orders at given price level.
Number of underlying entries.
PRICE9 entryPx() const noexcept
Order price.
ThisType & setTradingReferenceDate(Timestamp value) noexcept
Trading session date corresponding to a statistic entry, applicable only to Daily Statistics...
bool tradingReferencePrice(PRICE9 &value) const noexcept
Trading Reference price.
ThisType & setInstrumentGUId(UInt64 value) noexcept
External unique instrument ID.
ThisType & orderPriorityNull() noexcept
StrRef unitOfMeasure() const noexcept
Unit of measure for the products' original contract size.
ThisType & setCurrency(StrRef value) noexcept
Identifies the currency for the instrument traded.
Null values definition for optional MaturityMonthYear field.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
ThisType & setTransactTime(Timestamp value) noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
ThisType & setMarketSegmentId(UInt8 value) noexcept
Identifies the market segment, populated for all CME Globex instruments.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
Number of Trade Summary entries.
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
Events events(Events::Size length)
Setup repeating group with the given number of entries.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
IncrementalRefreshBookLongQty64(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
static constexpr StrRef fixType() noexcept
FIX message type.
SecurityUpdateAction::Enum securityUpdateAction() const noexcept
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
bool entrySize(Int32 &value) const noexcept
Indicative Opening Quantity.
bool lowLimitPrice(PRICE9 &value) const noexcept
Lower price threshold for the instrument.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
ThisType & setContractMultiplierUnit(Int8 value) noexcept
Indicates the type of multiplier being applied to the product.
StrRef marketSet() const noexcept
Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible ma...
QuoteRequest39(const SbeMessage &message)
Creates an instance over the given SBE message.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
OrderUpdateAction::Enum orderUpdateAction() const noexcept
Order book update action to be applied to the order referenced by OrderID.
static constexpr const Char * className()
Entity class name.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & setUnitOfMeasureQty(Decimal9 value) noexcept
This field contains the contract size for each instrument.
Entry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
OrderIDEntries orderIdEntries() noexcept
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & setUpdateAction(UpdateAction::Enum value) noexcept
Market Data update action.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
OrderIDEntries orderIdEntries() noexcept
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setLastUpdateTime(Timestamp value) noexcept
UTC Date and time of last Security Definition add, update or delete on a given Market Data channel...
MDIncrementalRefreshSpectrum.
bool entrySize(Int32 &value) const noexcept
Quantity of the MD Entry.
SnapshotFullRefreshOrderBook53(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
StrRef asset() const noexcept
The underlying asset code also known as Product Code.
StrRef feedType() const noexcept
Describes a class of service for a given data feed.
Number of InstrAttribType entries.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
const void * tail() const noexcept
ThisType & setSecurityId(Int32 value) noexcept
Security ID.
const void * tail() const noexcept
Entries entries() const noexcept
Entry ThisType
This type alias.
InstAttribEntry(void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Entries entries(Entries::Size length, NoFieldsInit)
Setup repeating group with the given number of entries.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & setDisplayFactor(Decimal9 value) noexcept
Contains the multiplier to convert the CME Globex display price to the conventional price...
ThisType & numberOfOrdersNull() noexcept
Int16 applId() const noexcept
Indicates the channel ID as defined in the XML configuration file.
ThisType & setTradingSessionId(MarketHrs::Enum value) noexcept
The associated region market hours considered for the calculation of the element. ...
Timestamp eventTime() const noexcept
Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
ThisType & entryPxNull() noexcept
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for an optional UInt16 field.
ThisType & setSecurityId(Int32 value) noexcept
Unique instrument ID.
AdminLogout16(void *data, EncodedLength length, NoInit)
Creates an instance over the given memory block.
bool couponRate(Decimal9 &value) const noexcept
The rate of interest that, when multiplied by the principal, par value, or face value of a bond...
ThisType & setInstAttribValue(InstAttribValue value) noexcept
Bitmap field of 32 Boolean type indicators.
ThisType & lowLimitPriceNull() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
ThisType & maturityDateNull() noexcept
ThisType & openCloseSettlFlagNull() noexcept
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & setLotType(Int8 value) noexcept
This tag is required to interpret the value in tag 1231-MinLotSize.
Timestamp transactTime() const noexcept
Start of event processing time in number of nanoseconds since Unix epoch.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
ThisType & reset() noexcept
Reset all variable-length and optional fields if any.
InstAttrib instAttrib() noexcept
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Entries entries(Entries::Size length)
Setup repeating group with the given number of entries.
ThisType & setMaturityDate(Timestamp value) noexcept
Maturity Date.
ThisType & resetVariableFields() noexcept
Reset all variable-length fields if any.
StrRef marketSet() const noexcept
MarketSet defines the bilateral relationship and Self Match Prevention configuration for eligible mar...
Entry ThisType
This type alias.
Timestamp lastUpdateTime() const noexcept
Timestamp of when the instrument was last added, modified or deleted.
SbeGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
InstAttribValue instAttribValue() const noexcept
Bitmap field of 32 Boolean type indicators.
ThisType & setSettlCurrency(StrRef value) noexcept
Identifies currency used for settlement, if different from trade price currency.
SbeGroupEntry< GroupSize::BlockLength > Base
Base class type.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
ThisType & lowLimitPriceNull() noexcept
Int32 securityId() const noexcept
Unique instrument ID.