OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
InstrumentDefinitionSpread56::LegsEntry Struct Reference

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

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
 
typedef LegsEntry ThisType
 

Public Member Functions

 LegsEntry (void *data, EncodedLength length, SchemaVersion version)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () noexcept
 
Int32 legSecurityId () const noexcept
 
ThisTypesetLegSecurityId (Int32 value) noexcept
 
LegSide::Enum legSide () const noexcept
 
ThisTypesetLegSide (LegSide::Enum value) noexcept
 
Int8 legRatioQty () const noexcept
 
ThisTypesetLegRatioQty (Int8 value) noexcept
 
bool legPrice (PRICE9 &value) const noexcept
 
ThisTypesetLegPrice (PRICE9 value) noexcept
 
ThisTypelegPriceNull () noexcept
 
bool legOptionDelta (DecimalQty &value) const noexcept
 
ThisTypesetLegOptionDelta (DecimalQty value) noexcept
 
ThisTypelegOptionDeltaNull () noexcept
 

Static Public Member Functions

static constexpr SecurityIDSource legSecurityIdSource () noexcept
 
static constexpr BlockLength blockLength (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept
 
static constexpr const CharclassName ()
 

Detailed Description

Entry of LegsEntry repeating group.

Definition at line 20316 of file Messages.h.

Member Typedef Documentation

Base class type.

Definition at line 20328 of file Messages.h.

This type alias.

Definition at line 20331 of file Messages.h.

Constructor & Destructor Documentation

LegsEntry ( void *  data,
EncodedLength  length,
SchemaVersion  version 
)
inline

Initializes instance of given version over given memory block.

Definition at line 20335 of file Messages.h.

Member Function Documentation

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 20500 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic

Entity class name.

Definition at line 20513 of file Messages.h.

bool legOptionDelta ( DecimalQty value) const
inlinenoexcept

Delta used to calculate the quantity of futures used to cover the option or option strategy.

Definition at line 20466 of file Messages.h.

ThisType& legOptionDeltaNull ( )
inlinenoexcept

Definition at line 20485 of file Messages.h.

bool legPrice ( PRICE9 value) const
inlinenoexcept

Price for the future leg of a UDS Covered instrument.

Definition at line 20436 of file Messages.h.

ThisType& legPriceNull ( )
inlinenoexcept

Definition at line 20454 of file Messages.h.

Int8 legRatioQty ( ) const
inlinenoexcept

Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument.

Definition at line 20415 of file Messages.h.

Int32 legSecurityId ( ) const
inlinenoexcept

Leg Security ID.

Definition at line 20365 of file Messages.h.

static constexpr SecurityIDSource legSecurityIdSource ( )
inlinestaticnoexcept

Identifies source of tag 602-LegSecurityID value.

Definition at line 20386 of file Messages.h.

LegSide::Enum legSide ( ) const
inlinenoexcept

Leg side.

Definition at line 20394 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 20353 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 20346 of file Messages.h.

ThisType& setLegOptionDelta ( DecimalQty  value)
inlinenoexcept

Delta used to calculate the quantity of futures used to cover the option or option strategy.

Definition at line 20476 of file Messages.h.

ThisType& setLegPrice ( PRICE9  value)
inlinenoexcept

Price for the future leg of a UDS Covered instrument.

Definition at line 20445 of file Messages.h.

ThisType& setLegRatioQty ( Int8  value)
inlinenoexcept

Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument.

Definition at line 20425 of file Messages.h.

ThisType& setLegSecurityId ( Int32  value)
inlinenoexcept

Leg Security ID.

Definition at line 20374 of file Messages.h.

ThisType& setLegSide ( LegSide::Enum  value)
inlinenoexcept

Leg side.

Definition at line 20403 of file Messages.h.


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