OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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IncrementalRefreshTradeSummary48::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
PRICE9 entryPx () const noexcept
ThisTypesetEntryPx (PRICE9 value) noexcept
Int32 entrySize () const noexcept
ThisTypesetEntrySize (Int32 value) noexcept
Int32 securityId () const noexcept
ThisTypesetSecurityId (Int32 value) noexcept
UInt32 rptSeq () const noexcept
ThisTypesetRptSeq (UInt32 value) noexcept
Int32 numberOfOrders () const noexcept
ThisTypesetNumberOfOrders (Int32 value) noexcept
bool aggressorSide (AggressorSide::Enum &value) const noexcept
ThisTypesetAggressorSide (AggressorSide::Enum value) noexcept
ThisTypeaggressorSideNull () noexcept
UpdateAction::Enum updateAction () const noexcept
ThisTypesetUpdateAction (UpdateAction::Enum value) noexcept
bool tradeEntryId (UInt32 &value) const noexcept
ThisTypesetTradeEntryId (UInt32 value) noexcept
ThisTypetradeEntryIdNull () 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 EntryTypeTrade entryType () 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 30993 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 31005 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 31008 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 31012 of file Messages.h.

Member Function Documentation

◆ aggressorSide()

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.

◆ aggressorSideNull()

ThisType & aggressorSideNull ( )
inlinenoexcept

Definition at line 31168 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 31241 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 31269 of file Messages.h.

◆ entryPx()

PRICE9 entryPx ( ) const
inlinenoexcept

Trade price.

Definition at line 31042 of file Messages.h.

◆ entrySize()

Int32 entrySize ( ) const
inlinenoexcept

Consolidated trade quantity.

Definition at line 31062 of file Messages.h.

◆ entryType()

constexpr EntryTypeTrade entryType ( )
inlinestaticconstexprnoexcept

Market Data entry type.

Definition at line 31200 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 31256 of file Messages.h.

◆ numberOfOrders()

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.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 31030 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 31023 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const
inlinenoexcept

Sequence number per instrument update.

Definition at line 31102 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Security ID as defined by CME.

Definition at line 31082 of file Messages.h.

◆ setAggressorSide()

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.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value)
inlinenoexcept

Trade price.

Definition at line 31051 of file Messages.h.

◆ setEntrySize()

ThisType & setEntrySize ( Int32 value)
inlinenoexcept

Consolidated trade quantity.

Definition at line 31071 of file Messages.h.

◆ setNumberOfOrders()

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.

◆ setRptSeq()

ThisType & setRptSeq ( UInt32 value)
inlinenoexcept

Sequence number per instrument update.

Definition at line 31111 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Security ID as defined by CME.

Definition at line 31091 of file Messages.h.

◆ setTradeEntryId()

ThisType & setTradeEntryId ( UInt32 value)
inlinenoexcept

Market Data Trade entry ID.

Definition at line 31217 of file Messages.h.

◆ setUpdateAction()

ThisType & setUpdateAction ( UpdateAction::Enum value)
inlinenoexcept

Market Data update action.

Definition at line 31188 of file Messages.h.

◆ tradeEntryId()

bool tradeEntryId ( UInt32 & value) const
inlinenoexcept

Market Data Trade entry ID.

Definition at line 31208 of file Messages.h.

◆ tradeEntryIdNull()

ThisType & tradeEntryIdNull ( )
inlinenoexcept

Definition at line 31226 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const
inlinenoexcept

Market Data update action.

Definition at line 31179 of file Messages.h.