OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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InstrumentDefinitionSpread56::LegsEntry Struct Reference

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
typedef LegsEntry ThisType
Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength BlockLength

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
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 SecurityIDSource legSecurityIdSource () 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 LegsEntry repeating group.

Definition at line 21611 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 21623 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 21626 of file Messages.h.

Constructor & Destructor Documentation

◆ LegsEntry()

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

Initializes instance of given version over given memory block.

Definition at line 21630 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
size of entry body in bytes for given version of message template.

Definition at line 21793 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 21820 of file Messages.h.

◆ legOptionDelta()

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 21761 of file Messages.h.

◆ legOptionDeltaNull()

ThisType & legOptionDeltaNull ( )
inlinenoexcept

Definition at line 21780 of file Messages.h.

◆ legPrice()

bool legPrice ( PRICE9 & value) const
inlinenoexcept

Price for the future leg of a UDS Covered instrument.

Definition at line 21731 of file Messages.h.

◆ legPriceNull()

ThisType & legPriceNull ( )
inlinenoexcept

Definition at line 21749 of file Messages.h.

◆ legRatioQty()

Int8 legRatioQty ( ) const
inlinenoexcept

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

Definition at line 21710 of file Messages.h.

◆ legSecurityId()

Int32 legSecurityId ( ) const
inlinenoexcept

Leg Security ID.

Definition at line 21660 of file Messages.h.

◆ legSecurityIdSource()

constexpr SecurityIDSource legSecurityIdSource ( )
inlinestaticconstexprnoexcept

Identifies source of tag 602-LegSecurityID value.

Definition at line 21681 of file Messages.h.

◆ legSide()

LegSide::Enum legSide ( ) const
inlinenoexcept

Leg side.

Definition at line 21689 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 21807 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 21648 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 21641 of file Messages.h.

◆ setLegOptionDelta()

ThisType & setLegOptionDelta ( DecimalQty value)
inlinenoexcept

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

Definition at line 21771 of file Messages.h.

◆ setLegPrice()

ThisType & setLegPrice ( PRICE9 value)
inlinenoexcept

Price for the future leg of a UDS Covered instrument.

Definition at line 21740 of file Messages.h.

◆ setLegRatioQty()

ThisType & setLegRatioQty ( Int8 value)
inlinenoexcept

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

Definition at line 21720 of file Messages.h.

◆ setLegSecurityId()

ThisType & setLegSecurityId ( Int32 value)
inlinenoexcept

Leg Security ID.

Definition at line 21669 of file Messages.h.

◆ setLegSide()

ThisType & setLegSide ( LegSide::Enum value)
inlinenoexcept

Leg side.

Definition at line 21698 of file Messages.h.