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

Public Types
typedef SbeGroupEntry< GroupSize::BlockLength >	Base

typedef LegsEntry	ThisType

Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BlockLength

Public Member Functions
	LegsEntry (void *data, EncodedLength length, SchemaVersion version)

ThisType &	resetVariableFields () noexcept

ThisType &	reset () noexcept

Int32	legSecurityId () const noexcept

ThisType &	setLegSecurityId (Int32 value) noexcept

LegSide::Enum	legSide () const noexcept

ThisType &	setLegSide (LegSide::Enum value) noexcept

Int8	legRatioQty () const noexcept

ThisType &	setLegRatioQty (Int8 value) noexcept

bool	legPrice (PRICE9 &value) const noexcept

ThisType &	setLegPrice (PRICE9 value) noexcept

ThisType &	legPriceNull () noexcept

bool	legOptionDelta (DecimalQty &value) const noexcept

ThisType &	setLegOptionDelta (DecimalQty value) noexcept

ThisType &	legOptionDeltaNull () 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 SecurityIDSource	legSecurityIdSource () 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 LegsEntry repeating group.

Definition at line 21611 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 21623 of file Messages.h.

typedef LegsEntry ThisType

This type alias.

Definition at line 21626 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 21630 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Returns: size of entry body in bytes for given version of message template.

Definition at line 21793 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Entity class name.

Definition at line 21820 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 21761 of file Messages.h.

ThisType& legOptionDeltaNull ( )

inlinenoexcept

Definition at line 21780 of file Messages.h.

bool legPrice ( PRICE9 & value ) const

inlinenoexcept

Price for the future leg of a UDS Covered instrument.

Definition at line 21731 of file Messages.h.

ThisType& legPriceNull ( )

inlinenoexcept

Definition at line 21749 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 21710 of file Messages.h.

Int32 legSecurityId ( ) const

inlinenoexcept

Leg Security ID.

Definition at line 21660 of file Messages.h.

static constexpr SecurityIDSource legSecurityIdSource ( )

inlinestaticnoexcept

Identifies source of tag 602-LegSecurityID value.

Definition at line 21681 of file Messages.h.

LegSide::Enum legSide ( ) const

inlinenoexcept

Leg side.

Definition at line 21689 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 21807 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 21648 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 21641 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 21771 of file Messages.h.

ThisType& setLegPrice ( PRICE9 value )

inlinenoexcept

Price for the future leg of a UDS Covered instrument.

Definition at line 21740 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 21720 of file Messages.h.

ThisType& setLegSecurityId ( Int32 value )

inlinenoexcept

Leg Security ID.

Definition at line 21669 of file Messages.h.

ThisType& setLegSide ( LegSide::Enum value )

inlinenoexcept

Leg side.

Definition at line 21698 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