#include <OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h>
Public Types | |
typedef SbeGroupEntry< GroupSize::BlockLength > | Base |
typedef Entry | ThisType |
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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 |
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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 |
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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 | |
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SbeFields () ONIXS_CONFLATEDTCP_DEFAULT | |
~SbeFields () ONIXS_CONFLATEDTCP_DEFAULT | |
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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 |
Entry of Entry repeating group.
Definition at line 30993 of file Messages.h.
typedef SbeGroupEntry< GroupSize::BlockLength > Base |
Base class type.
Definition at line 31005 of file Messages.h.
This type alias.
Definition at line 31008 of file Messages.h.
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inline |
Initializes instance of given version over given memory block.
Definition at line 31012 of file Messages.h.
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inlinenoexcept |
Indicates which side is the aggressor or if there is no aggressor.
Definition at line 31146 of file Messages.h.
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inlinenoexcept |
Definition at line 31168 of file Messages.h.
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inlinestaticnoexcept |
Definition at line 31241 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 31269 of file Messages.h.
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inlinenoexcept |
Trade price.
Definition at line 31042 of file Messages.h.
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inlinenoexcept |
Consolidated trade quantity.
Definition at line 31062 of file Messages.h.
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inlinestaticnoexcept |
Market Data entry type.
Definition at line 31200 of file Messages.h.
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inlinestaticnoexcept |
Definition at line 31256 of file Messages.h.
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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.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 31030 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 31023 of file Messages.h.
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inlinenoexcept |
Sequence number per instrument update.
Definition at line 31102 of file Messages.h.
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inlinenoexcept |
Security ID as defined by CME.
Definition at line 31082 of file Messages.h.
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inlinenoexcept |
Indicates which side is the aggressor or if there is no aggressor.
Definition at line 31158 of file Messages.h.
Trade price.
Definition at line 31051 of file Messages.h.
Consolidated trade quantity.
Definition at line 31071 of file Messages.h.
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.
Sequence number per instrument update.
Definition at line 31111 of file Messages.h.
Security ID as defined by CME.
Definition at line 31091 of file Messages.h.
Market Data Trade entry ID.
Definition at line 31217 of file Messages.h.
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inlinenoexcept |
Market Data update action.
Definition at line 31188 of file Messages.h.
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inlinenoexcept |
Market Data Trade entry ID.
Definition at line 31208 of file Messages.h.
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inlinenoexcept |
Definition at line 31226 of file Messages.h.
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inlinenoexcept |
Market Data update action.
Definition at line 31179 of file Messages.h.