OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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IncrementalRefreshTicker304::Entry Struct Reference

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
typedef Entry ThisType
Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength BlockLength

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
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< Container, BlockLength >
Container & container () noexcept
template<class FieldValue>
void setOrdinary (BlockLength offset, FieldValue value) noexcept
template<class FieldValue>
void setOrdinary (BlockLength offset, FieldValue value, SchemaVersion since)
template<class Enumeration>
void setEnumeration (BlockLength offset, typename Enumeration::Enum value) noexcept
template<class Enumeration>
void setEnumeration (BlockLength offset, typename Enumeration::Enum value, SchemaVersion since)
template<BlockLength Size>
void setFixedStr (BlockLength offset, StrRef value) noexcept
template<BlockLength Size>
void setFixedStr (BlockLength offset, 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 CharclassName ()

Additional Inherited Members

Protected Member Functions inherited from SbeFields< Container, BlockLength >
 SbeFields ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Container, BlockLength >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
template<class Value>
Value ordinary (BlockLength offset) const noexcept
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Enumeration>
Enumeration::Enum enumeration (BlockLength offset) const noexcept
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null) const noexcept
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Value>
Value decimal (BlockLength offset) const noexcept
template<class Value, class NullValue>
bool decimal (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool decimal (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<BlockLength Length>
StrRef fixedStr (BlockLength offset) const noexcept
template<BlockLength Length>
bool fixedStr (StrRef &value, BlockLength offset) const noexcept
template<BlockLength Length>
bool fixedStr (StrRef &value, BlockLength offset, SchemaVersion since) const noexcept

Detailed Description

Entry of Entry repeating group.

Definition at line 15686 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 15698 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 15701 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry()

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

◆ aggressorSide()

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

Indicates which side is aggressor of the trade.

Definition at line 15992 of file Messages.h.

◆ aggressorSideNull()

ThisType & aggressorSideNull ( )
inlinenoexcept

Definition at line 16013 of file Messages.h.

◆ blockLength()

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

Definition at line 16026 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 16053 of file Messages.h.

◆ entryPx()

bool entryPx ( PRICE9 & value) const
inlinenoexcept

Market Data entry price.

Definition at line 15852 of file Messages.h.

◆ entryPxNull()

ThisType & entryPxNull ( )
inlinenoexcept

Definition at line 15870 of file Messages.h.

◆ entrySize()

bool entrySize ( UInt64 & value) const
inlinenoexcept

Market Data entry size.

Definition at line 15881 of file Messages.h.

◆ entrySizeNull()

ThisType & entrySizeNull ( )
inlinenoexcept

Definition at line 15899 of file Messages.h.

◆ entryTime()

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.

◆ entryType()

TickerEntryType::Enum entryType ( ) const
inlinenoexcept

Market Data entry type, identifies the element.

Definition at line 15746 of file Messages.h.

◆ financialInstrumentFullName()

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

Financial Instrument long name.

Definition at line 15830 of file Messages.h.

◆ instrumentGUId()

UInt64 instrumentGUId ( ) const
inlinenoexcept

External unique instrument ID.

Definition at line 15810 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
minimal size of entry body in bytes for given version of message template.

Definition at line 16040 of file Messages.h.

◆ openCloseSettlFlag()

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.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 15723 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 15716 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

SecurityID as referenced in MDP3 and Ilink3 protocols.

Definition at line 15768 of file Messages.h.

◆ setAggressorSide()

ThisType & setAggressorSide ( AggressorSide::Enum value)
inlinenoexcept

Indicates which side is aggressor of the trade.

Definition at line 16003 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value)
inlinenoexcept

Market Data entry price.

Definition at line 15861 of file Messages.h.

◆ setEntrySize()

ThisType & setEntrySize ( UInt64 value)
inlinenoexcept

Market Data entry size.

Definition at line 15890 of file Messages.h.

◆ setEntryTime()

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.

◆ setEntryType()

ThisType & setEntryType ( TickerEntryType::Enum value)
inlinenoexcept

Market Data entry type, identifies the element.

Definition at line 15756 of file Messages.h.

◆ setFinancialInstrumentFullName()

ThisType & setFinancialInstrumentFullName ( StrRef value)
inlinenoexcept

Financial Instrument long name.

Definition at line 15840 of file Messages.h.

◆ setInstrumentGUId()

ThisType & setInstrumentGUId ( UInt64 value)
inlinenoexcept

External unique instrument ID.

Definition at line 15819 of file Messages.h.

◆ setOpenCloseSettlFlag()

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.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

SecurityID as referenced in MDP3 and Ilink3 protocols.

Definition at line 15777 of file Messages.h.

◆ setSymbol()

ThisType & setSymbol ( StrRef value)
inlinenoexcept

Unique instrument Symbol.

Definition at line 15798 of file Messages.h.

◆ setTradingSessionId()

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.

◆ symbol()

StrRef symbol ( ) const
inlinenoexcept

Unique instrument Symbol.

Definition at line 15788 of file Messages.h.

◆ tradingSessionId()

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.

◆ tradingSessionIdNull()

ThisType & tradingSessionIdNull ( )
inlinenoexcept

Definition at line 15980 of file Messages.h.

◆ updateAction()

constexpr UpdateActionNew updateAction ( )
inlinestaticconstexprnoexcept

Market Data update action.

Definition at line 15738 of file Messages.h.