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

Public Types
typedef SbeGroupEntry< GroupSize::BlockLength >	Base

typedef Entry	ThisType

Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BlockLength

Public Member Functions
	Entry (void *data, EncodedLength length, SchemaVersion version)

ThisType &	resetVariableFields () noexcept

ThisType &	reset () noexcept

TickerEntryType::Enum	entryType () const noexcept

ThisType &	setEntryType (TickerEntryType::Enum value) noexcept

Int32	securityId () const noexcept

ThisType &	setSecurityId (Int32 value) noexcept

StrRef	symbol () const noexcept

ThisType &	setSymbol (StrRef value) noexcept

UInt64	instrumentGUId () const noexcept

ThisType &	setInstrumentGUId (UInt64 value) noexcept

StrRef	financialInstrumentFullName () const noexcept

ThisType &	setFinancialInstrumentFullName (StrRef value) noexcept

bool	entryPx (PRICE9 &value) const noexcept

ThisType &	setEntryPx (PRICE9 value) noexcept

ThisType &	entryPxNull () noexcept

bool	entrySize (UInt64 &value) const noexcept

ThisType &	setEntrySize (UInt64 value) noexcept

ThisType &	entrySizeNull () noexcept

Timestamp	entryTime () const noexcept

ThisType &	setEntryTime (Timestamp value) noexcept

PreviousDayFlag::Enum	openCloseSettlFlag () const noexcept

ThisType &	setOpenCloseSettlFlag (PreviousDayFlag::Enum value) noexcept

bool	tradingSessionId (MarketHrs::Enum &value) const noexcept

ThisType &	setTradingSessionId (MarketHrs::Enum value) noexcept

ThisType &	tradingSessionIdNull () noexcept

bool	aggressorSide (AggressorSide::Enum &value) const noexcept

ThisType &	setAggressorSide (AggressorSide::Enum value) noexcept

ThisType &	aggressorSideNull () noexcept

Public Member Functions inherited from SbeGroupEntry< GroupSize::BlockLength >
	SbeGroupEntry ()

	SbeGroupEntry (void *encoded, BlockLength size, SchemaVersion version)

bool	valid () const noexcept

const void *	encoded () const noexcept

void *	encoded () noexcept

const void *	block () const noexcept

void *	block () noexcept

BlockLength	blockLength () const noexcept

SchemaVersion	version () const noexcept

Public Member Functions inherited from SbeFields< SbeGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
SbeGroupEntry< GroupSize::BlockLength > &	container () noexcept

void	setOrdinary (GroupSize::BlockLengthoffset, FieldValue value) noexcept

void	setOrdinary (GroupSize::BlockLengthoffset, FieldValue value, SchemaVersion since)

void	setEnumeration (GroupSize::BlockLengthoffset, typename Enumeration::Enum value) noexcept

void	setEnumeration (GroupSize::BlockLengthoffset, typename Enumeration::Enum value, SchemaVersion since)

void	setFixedStr (GroupSize::BlockLengthoffset, StrRef value) noexcept

void	setFixedStr (GroupSize::BlockLengthoffset, StrRef value, SchemaVersion since)

Static Public Member Functions
static constexpr UpdateActionNew	updateAction () noexcept

static constexpr BlockLength	blockLength (SchemaVersion version) noexcept

static constexpr BlockLength	minimalBlockLength (SchemaVersion version) noexcept

static constexpr const Char *	className ()

Additional Inherited Members
Protected Member Functions inherited from SbeFields< SbeGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
	SbeFields ()=default

	~SbeFields ()=default

Protected Member Functions inherited from BinaryBlock< SbeGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
	BinaryBlock ()=default

	~BinaryBlock ()=default

Value	ordinary (GroupSize::BlockLengthoffset) const noexcept

bool	ordinary (Value &value, GroupSize::BlockLengthoffset, NullValue null) const noexcept

bool	ordinary (Value &value, GroupSize::BlockLengthoffset, NullValue null, SchemaVersion since) const noexcept

Enumeration::Enum	enumeration (GroupSize::BlockLengthoffset) const noexcept

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, NullValue null) const noexcept

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, NullValue null, SchemaVersion since) const noexcept

Value	decimal (GroupSize::BlockLengthoffset) const noexcept

bool	decimal (Value &value, GroupSize::BlockLengthoffset, NullValue null) const noexcept

bool	decimal (Value &value, GroupSize::BlockLengthoffset, NullValue null, SchemaVersion since) const noexcept

StrRef	fixedStr (GroupSize::BlockLengthoffset) const noexcept

bool	fixedStr (StrRef &value, GroupSize::BlockLengthoffset) const noexcept

bool	fixedStr (StrRef &value, GroupSize::BlockLengthoffset, SchemaVersion since) const noexcept

Detailed Description

Entry of Entry repeating group.

Definition at line 15686 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 15698 of file Messages.h.

typedef Entry ThisType

This type alias.

Definition at line 15701 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 15705 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 15992 of file Messages.h.

ThisType& aggressorSideNull ( )

inlinenoexcept

Definition at line 16013 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Returns: size of entry body in bytes for given version of message template.

Definition at line 16026 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Entity class name.

Definition at line 16053 of file Messages.h.

bool entryPx ( PRICE9 & value ) const

inlinenoexcept

Market Data entry price.

Definition at line 15852 of file Messages.h.

ThisType& entryPxNull ( )

inlinenoexcept

Definition at line 15870 of file Messages.h.

bool entrySize ( UInt64 & value ) const

inlinenoexcept

Market Data entry size.

Definition at line 15881 of file Messages.h.

ThisType& entrySizeNull ( )

inlinenoexcept

Definition at line 15899 of file Messages.h.

Timestamp entryTime ( ) const

inlinenoexcept

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

Definition at line 15911 of file Messages.h.

TickerEntryType::Enum entryType ( ) const

inlinenoexcept

Market Data entry type, identifies the element.

Definition at line 15746 of file Messages.h.

StrRef financialInstrumentFullName ( ) const

inlinenoexcept

Financial Instrument long name.

Definition at line 15830 of file Messages.h.

UInt64 instrumentGUId ( ) const

inlinenoexcept

External unique instrument ID.

Definition at line 15810 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticnoexcept

Returns: minimal size of entry body in bytes for given version of message template.

Definition at line 16040 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 15933 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 15723 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 15716 of file Messages.h.

Int32 securityId ( ) const

inlinenoexcept

SecurityID as referenced in MDP3 and Ilink3 protocols.

Definition at line 15768 of file Messages.h.

ThisType& setAggressorSide ( AggressorSide::Enum value )

inlinenoexcept

Indicates which side is aggressor of the trade.

Definition at line 16003 of file Messages.h.

ThisType& setEntryPx ( PRICE9 value )

inlinenoexcept

Market Data entry price.

Definition at line 15861 of file Messages.h.

ThisType& setEntrySize ( UInt64 value )

inlinenoexcept

Market Data entry size.

Definition at line 15890 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 15921 of file Messages.h.

ThisType& setEntryType ( TickerEntryType::Enum value )

inlinenoexcept

Market Data entry type, identifies the element.

Definition at line 15756 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef value )

inlinenoexcept

Financial Instrument long name.

Definition at line 15840 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64 value )

inlinenoexcept

External unique instrument ID.

Definition at line 15819 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 15944 of file Messages.h.

ThisType& setSecurityId ( Int32 value )

inlinenoexcept

SecurityID as referenced in MDP3 and Ilink3 protocols.

Definition at line 15777 of file Messages.h.

ThisType& setSymbol ( StrRef value )

inlinenoexcept

Unique instrument Symbol.

Definition at line 15798 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 15971 of file Messages.h.

StrRef symbol ( ) const

inlinenoexcept

Unique instrument Symbol.

Definition at line 15788 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 15959 of file Messages.h.

ThisType& tradingSessionIdNull ( )

inlinenoexcept

Definition at line 15980 of file Messages.h.

static constexpr UpdateActionNew updateAction ( )

inlinestaticnoexcept

Market Data update action.

Definition at line 15738 of file Messages.h.

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

OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation