#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 (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept

static constexpr const Char *	className ()

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

	~SbeFields () ONIXS_CONFLATEDTCP_DEFAULT

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

	~BinaryBlock () ONIXS_CONFLATEDTCP_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 ( ONIXS_CONFLATEDTCP_UNUSED 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