OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
IncrementalRefreshTicker304::Entry Struct Reference

#include <OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h>

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
 
typedef Entry ThisType
 

Public Member Functions

 Entry (void *data, EncodedLength length, SchemaVersion version)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () noexcept
 
TickerEntryType::Enum entryType () const noexcept
 
ThisTypesetEntryType (TickerEntryType::Enum value) noexcept
 
Int32 securityId () const noexcept
 
ThisTypesetSecurityId (Int32 value) noexcept
 
StrRef symbol () const noexcept
 
ThisTypesetSymbol (StrRef value) noexcept
 
UInt64 instrumentGUId () const noexcept
 
ThisTypesetInstrumentGUId (UInt64 value) noexcept
 
StrRef financialInstrumentFullName () const noexcept
 
ThisTypesetFinancialInstrumentFullName (StrRef value) noexcept
 
bool entryPx (PRICE9 &value) const noexcept
 
ThisTypesetEntryPx (PRICE9 value) noexcept
 
ThisTypeentryPxNull () noexcept
 
bool entrySize (UInt64 &value) const noexcept
 
ThisTypesetEntrySize (UInt64 value) noexcept
 
ThisTypeentrySizeNull () noexcept
 
Timestamp entryTime () const noexcept
 
ThisTypesetEntryTime (Timestamp value) noexcept
 
PreviousDayFlag::Enum openCloseSettlFlag () const noexcept
 
ThisTypesetOpenCloseSettlFlag (PreviousDayFlag::Enum value) noexcept
 
bool tradingSessionId (MarketHrs::Enum &value) const noexcept
 
ThisTypesetTradingSessionId (MarketHrs::Enum value) noexcept
 
ThisTypetradingSessionIdNull () noexcept
 
bool aggressorSide (AggressorSide::Enum &value) const noexcept
 
ThisTypesetAggressorSide (AggressorSide::Enum value) noexcept
 
ThisTypeaggressorSideNull () noexcept
 

Static Public Member Functions

static constexpr UpdateActionNew updateAction () noexcept
 
static constexpr BlockLength blockLength (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept
 
static constexpr const CharclassName ()
 

Detailed Description

Entry of Entry repeating group.

Definition at line 14634 of file Messages.h.

Member Typedef Documentation

Base class type.

Definition at line 14646 of file Messages.h.

typedef Entry ThisType

This type alias.

Definition at line 14649 of file Messages.h.

Constructor & Destructor Documentation

Entry ( void *  data,
EncodedLength  length,
SchemaVersion  version 
)
inline

Initializes instance of given version over given memory block.

Definition at line 14653 of file Messages.h.

Member Function Documentation

bool aggressorSide ( AggressorSide::Enum value) const
inlinenoexcept

Indicates which side is aggressor of the trade.

Definition at line 14940 of file Messages.h.

ThisType& aggressorSideNull ( )
inlinenoexcept

Definition at line 14961 of file Messages.h.

static constexpr BlockLength blockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion  version)
inlinestaticnoexcept
Returns
size of entry body in bytes for given version of message template.

Definition at line 14976 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic

Entity class name.

Definition at line 14989 of file Messages.h.

bool entryPx ( PRICE9 value) const
inlinenoexcept

Market Data entry price.

Definition at line 14800 of file Messages.h.

ThisType& entryPxNull ( )
inlinenoexcept

Definition at line 14818 of file Messages.h.

bool entrySize ( UInt64 value) const
inlinenoexcept

Market Data entry size.

Definition at line 14829 of file Messages.h.

ThisType& entrySizeNull ( )
inlinenoexcept

Definition at line 14847 of file Messages.h.

Timestamp entryTime ( ) const
inlinenoexcept

Time of the last market event that contributed to element calculation or publication.

Definition at line 14859 of file Messages.h.

TickerEntryType::Enum entryType ( ) const
inlinenoexcept

Market Data entry type, identifies the element.

Definition at line 14694 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

Financial Instrument long name.

Definition at line 14778 of file Messages.h.

UInt64 instrumentGUId ( ) const
inlinenoexcept

External unique instrument ID.

Definition at line 14758 of file Messages.h.

PreviousDayFlag::Enum openCloseSettlFlag ( ) const
inlinenoexcept

Previous day elements, Global or Regional, will contain the value 4 - entry from previous business date.

Definition at line 14881 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 14671 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 14664 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

SecurityID as referenced in MDP3 and Ilink3 protocols.

Definition at line 14716 of file Messages.h.

ThisType& setAggressorSide ( AggressorSide::Enum  value)
inlinenoexcept

Indicates which side is aggressor of the trade.

Definition at line 14951 of file Messages.h.

ThisType& setEntryPx ( PRICE9  value)
inlinenoexcept

Market Data entry price.

Definition at line 14809 of file Messages.h.

ThisType& setEntrySize ( UInt64  value)
inlinenoexcept

Market Data entry size.

Definition at line 14838 of file Messages.h.

ThisType& setEntryTime ( Timestamp  value)
inlinenoexcept

Time of the last market event that contributed to element calculation or publication.

Definition at line 14869 of file Messages.h.

ThisType& setEntryType ( TickerEntryType::Enum  value)
inlinenoexcept

Market Data entry type, identifies the element.

Definition at line 14704 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef  value)
inlinenoexcept

Financial Instrument long name.

Definition at line 14788 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 14767 of file Messages.h.

ThisType& setOpenCloseSettlFlag ( PreviousDayFlag::Enum  value)
inlinenoexcept

Previous day elements, Global or Regional, will contain the value 4 - entry from previous business date.

Definition at line 14892 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

SecurityID as referenced in MDP3 and Ilink3 protocols.

Definition at line 14725 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Unique instrument Symbol.

Definition at line 14746 of file Messages.h.

ThisType& setTradingSessionId ( MarketHrs::Enum  value)
inlinenoexcept

The associated region market hours considered for the calculation of the element.

The element is calculated from market events occurring during the region's open-close hours.

Definition at line 14919 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Unique instrument Symbol.

Definition at line 14736 of file Messages.h.

bool tradingSessionId ( MarketHrs::Enum value) const
inlinenoexcept

The associated region market hours considered for the calculation of the element.

The element is calculated from market events occurring during the region's open-close hours.

Definition at line 14907 of file Messages.h.

ThisType& tradingSessionIdNull ( )
inlinenoexcept

Definition at line 14928 of file Messages.h.

static constexpr UpdateActionNew updateAction ( )
inlinestaticnoexcept

Market Data update action.

Definition at line 14686 of file Messages.h.


The documentation for this struct was generated from the following file: