#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 (SchemaVersion version) noexcept

static constexpr BlockLength	minimalBlockLength (SchemaVersion version) noexcept

static constexpr const Char *	className ()

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

	~SbeFields ()=default

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

	~BinaryBlock ()=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 ( 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 ( 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