OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
IncrementalRefreshTradeSummary48::Entry Struct Reference

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

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
 
typedef Entry ThisType
 

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
 

Static Public Member Functions

static constexpr EntryTypeTrade entryType () noexcept
 
static constexpr BlockLength blockLength (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept
 
static constexpr const CharclassName ()
 

Detailed Description

Entry of Entry repeating group.

Definition at line 29372 of file Messages.h.

Member Typedef Documentation

Base class type.

Definition at line 29384 of file Messages.h.

typedef Entry ThisType

This type alias.

Definition at line 29387 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 29391 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 29525 of file Messages.h.

ThisType& aggressorSideNull ( )
inlinenoexcept

Definition at line 29547 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 29620 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic

Entity class name.

Definition at line 29633 of file Messages.h.

PRICE9 entryPx ( ) const
inlinenoexcept

Trade price.

Definition at line 29421 of file Messages.h.

Int32 entrySize ( ) const
inlinenoexcept

Consolidated trade quantity.

Definition at line 29441 of file Messages.h.

static constexpr EntryTypeTrade entryType ( )
inlinestaticnoexcept

Market Data entry type.

Definition at line 29579 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 29502 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 29409 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 29402 of file Messages.h.

UInt32 rptSeq ( ) const
inlinenoexcept

Sequence number per instrument update.

Definition at line 29481 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Security ID as defined by CME.

Definition at line 29461 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 29537 of file Messages.h.

ThisType& setEntryPx ( PRICE9  value)
inlinenoexcept

Trade price.

Definition at line 29430 of file Messages.h.

ThisType& setEntrySize ( Int32  value)
inlinenoexcept

Consolidated trade quantity.

Definition at line 29450 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 29512 of file Messages.h.

ThisType& setRptSeq ( UInt32  value)
inlinenoexcept

Sequence number per instrument update.

Definition at line 29490 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Security ID as defined by CME.

Definition at line 29470 of file Messages.h.

ThisType& setTradeEntryId ( UInt32  value)
inlinenoexcept

Market Data Trade entry ID.

Definition at line 29596 of file Messages.h.

ThisType& setUpdateAction ( UpdateAction::Enum  value)
inlinenoexcept

Market Data update action.

Definition at line 29567 of file Messages.h.

bool tradeEntryId ( UInt32 value) const
inlinenoexcept

Market Data Trade entry ID.

Definition at line 29587 of file Messages.h.

ThisType& tradeEntryIdNull ( )
inlinenoexcept

Definition at line 29605 of file Messages.h.

UpdateAction::Enum updateAction ( ) const
inlinenoexcept

Market Data update action.

Definition at line 29558 of file Messages.h.


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