#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

PRICE9	entryPx () const noexcept

ThisType &	setEntryPx (PRICE9 value) noexcept

Int32	entrySize () const noexcept

ThisType &	setEntrySize (Int32 value) noexcept

Int32	securityId () const noexcept

ThisType &	setSecurityId (Int32 value) noexcept

UInt32	rptSeq () const noexcept

ThisType &	setRptSeq (UInt32 value) noexcept

Int32	numberOfOrders () const noexcept

ThisType &	setNumberOfOrders (Int32 value) noexcept

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

ThisType &	setAggressorSide (AggressorSide::Enum value) noexcept

ThisType &	aggressorSideNull () noexcept

UpdateAction::Enum	updateAction () const noexcept

ThisType &	setUpdateAction (UpdateAction::Enum value) noexcept

bool	tradeEntryId (UInt32 &value) const noexcept

ThisType &	setTradeEntryId (UInt32 value) noexcept

ThisType &	tradeEntryIdNull () 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 EntryTypeTrade	entryType () noexcept

static constexpr BlockLength	blockLength (ONIXS_CONFLATEDTCP_UNUSED 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 30993 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 31005 of file Messages.h.

typedef Entry ThisType

This type alias.

Definition at line 31008 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 31012 of file Messages.h.

Member Function Documentation

bool aggressorSide ( AggressorSide::Enum & value ) const

inlinenoexcept

Indicates which side is the aggressor or if there is no aggressor.

Definition at line 31146 of file Messages.h.

ThisType& aggressorSideNull ( )

inlinenoexcept

Definition at line 31168 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 31241 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Entity class name.

Definition at line 31269 of file Messages.h.

PRICE9 entryPx ( ) const

inlinenoexcept

Trade price.

Definition at line 31042 of file Messages.h.

Int32 entrySize ( ) const

inlinenoexcept

Consolidated trade quantity.

Definition at line 31062 of file Messages.h.

static constexpr EntryTypeTrade entryType ( )

inlinestaticnoexcept

Market Data entry type.

Definition at line 31200 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 31256 of file Messages.h.

Int32 numberOfOrders ( ) const

inlinenoexcept

The total number of real orders per instrument that participated in a match step within a match event.

Definition at line 31123 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 31030 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 31023 of file Messages.h.

UInt32 rptSeq ( ) const

inlinenoexcept

Sequence number per instrument update.

Definition at line 31102 of file Messages.h.

Int32 securityId ( ) const

inlinenoexcept

Security ID as defined by CME.

Definition at line 31082 of file Messages.h.

ThisType& setAggressorSide ( AggressorSide::Enum value )

inlinenoexcept

Indicates which side is the aggressor or if there is no aggressor.

Definition at line 31158 of file Messages.h.

ThisType& setEntryPx ( PRICE9 value )

inlinenoexcept

Trade price.

Definition at line 31051 of file Messages.h.

ThisType& setEntrySize ( Int32 value )

inlinenoexcept

Consolidated trade quantity.

Definition at line 31071 of file Messages.h.

ThisType& setNumberOfOrders ( Int32 value )

inlinenoexcept

The total number of real orders per instrument that participated in a match step within a match event.

Definition at line 31133 of file Messages.h.

ThisType& setRptSeq ( UInt32 value )

inlinenoexcept

Sequence number per instrument update.

Definition at line 31111 of file Messages.h.

ThisType& setSecurityId ( Int32 value )

inlinenoexcept

Security ID as defined by CME.

Definition at line 31091 of file Messages.h.

ThisType& setTradeEntryId ( UInt32 value )

inlinenoexcept

Market Data Trade entry ID.

Definition at line 31217 of file Messages.h.

ThisType& setUpdateAction ( UpdateAction::Enum value )

inlinenoexcept

Market Data update action.

Definition at line 31188 of file Messages.h.

bool tradeEntryId ( UInt32 & value ) const

inlinenoexcept

Market Data Trade entry ID.

Definition at line 31208 of file Messages.h.

ThisType& tradeEntryIdNull ( )

inlinenoexcept

Definition at line 31226 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

inlinenoexcept

Market Data update action.

Definition at line 31179 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