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

Classes
struct	OrderIDEntry

Public Types
enum	{ TemplateId = 60 }

typedef SchemaTraits	Schema

typedef SecurityStatusWorkup60	ThisType

typedef SbeGroup< OrderIDEntry, GroupSize, MessageSize >	OrderIDEntries

Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength

typedef MessageSize	BlockLength

Public Member Functions
	SecurityStatusWorkup60 () ONIXS_CONFLATEDTCP_DEFAULT

	SecurityStatusWorkup60 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)

	SecurityStatusWorkup60 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)

	SecurityStatusWorkup60 (void *data, EncodedLength length, NoInit)

	SecurityStatusWorkup60 (const SbeMessage &message)

Timestamp	transactTime () const noexcept

ThisType &	setTransactTime (Timestamp value) noexcept

bool	entryPx (PRICE9 &value) const noexcept

ThisType &	setEntryPx (PRICE9 value) noexcept

ThisType &	entryPxNull () noexcept

Int32	securityId () const noexcept

ThisType &	setSecurityId (Int32 value) noexcept

MatchEventIndicator	matchEventIndicator () const noexcept

ThisType &	setMatchEventIndicator (MatchEventIndicator value) noexcept

bool	tradeDate (Timestamp &value) const noexcept

ThisType &	setTradeDate (Timestamp value) noexcept

ThisType &	tradeDateNull () noexcept

UInt32	tradeLinkId () const noexcept

ThisType &	setTradeLinkId (UInt32 value) noexcept

WorkupTradingStatus::Enum	securityTradingStatus () const noexcept

ThisType &	setSecurityTradingStatus (WorkupTradingStatus::Enum value) noexcept

HaltReason::Enum	haltReason () const noexcept

ThisType &	setHaltReason (HaltReason::Enum value) noexcept

SecurityTradingEvent::Enum	securityTradingEvent () const noexcept

ThisType &	setSecurityTradingEvent (SecurityTradingEvent::Enum value) noexcept

OrderIDEntries	orderIdEntries () const noexcept

OrderIDEntries	orderIdEntries () noexcept

OrderIDEntries	orderIdEntries (OrderIDEntries::Size length)

OrderIDEntries	orderIdEntries (OrderIDEntries::Size length, NoFieldsInit)

ThisType &	resetVariableFields () noexcept

ThisType &	reset () noexcept

const void *	tail () const noexcept

EncodedLength	calculateBinarySize () const noexcept

Public Member Functions inherited from SbeMessage
	SbeMessage () noexcept

	SbeMessage (void *data, MessageSize size, SchemaVersion version)

	SbeMessage (void *data, MessageSize size)

	SbeMessage (void *data, MessageSize size, NoCheck) noexcept

void	clear () noexcept

bool	valid () const noexcept

MessageTemplateId	templateId () const noexcept

SchemaVersion	version () const noexcept

SchemaId	schemaId () const noexcept

const void *	binary () const noexcept

void *	binary () noexcept

const void *	blockEnd () noexcept

const void *	blockEnd () const noexcept

MessageSize	bufferSize () const noexcept

void *	body () noexcept

BlockLength	blockLength () const noexcept

const void *	block () const noexcept

void *	block () noexcept

Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage &	container () noexcept

void	setOrdinary (MessageSizeoffset, FieldValue value) noexcept

void	setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)

void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept

void	setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)

void	setFixedStr (MessageSizeoffset, StrRef value) noexcept

void	setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since)

Static Public Member Functions
static constexpr BlockLength	minimalBlockLength (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept

static constexpr BlockLength	blockLength (SchemaVersion version) noexcept

static constexpr MessageSize	getMinimalVariableFieldsSize (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version)

static constexpr const Char *	className ()

static constexpr StrRef	fixType () noexcept

Additional Inherited Members
Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize >	GroupList

typedef SbeVariableLengthFieldList< MessageSize >	VariableLengthFieldList

Protected Member Functions inherited from SbeMessage
SbeMessage &	version (SchemaVersion version) noexcept

GroupList	groups () noexcept

GroupList	groups () const noexcept

template<typename Group >
void	initGroup (Group &group, typename Group::EntrySize entrySize) noexcept

template<typename Group >
void	setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)

template<typename Group >
void	constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)

VariableLengthFieldList	variableLengthFields () noexcept

VariableLengthFieldList	variableLengthFields () const noexcept

void	initHeader (MessageHeader::TemplateId value, MessageHeader::BlockLength blockLength, SchemaId id) noexcept

void	zeroPaddingBytes (BlockLength offset)

void	init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id)

MessageSize	calculateBinarySize (const void *tail) const noexcept

template<class Callable , class Owner >
void	setVariableLengthField (Callable callable, StrRef value, Owner &owner)

template<class Callable , class Owner >
void	setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)

template<class Callable , class Owner >
StrRef	getVariableLengthField (Callable callable, const Owner &owner) const noexcept

template<class Callable , class Owner >
StrRef	getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept

template<class Callable , class Owner >
void	setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept

template<class Group , class Callable , class Owner >
void	resetGroup (Callable callable, Owner &owner) noexcept

template<class Callable , class Owner >
void	setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept

template<class Group , class Callable , class Owner >
void	resetGroup (Callable callable, SchemaVersion since, Owner &owner)

template<class Group , class Callable , class Owner >
Group	getGroup (Callable callable, Owner &owner) const noexcept

template<class Group , class Callable , class Owner >
Group	getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept

template<class Group , class Callable , class Owner >
Group	constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)

template<class Group , class Callable , class Owner >
Group	constructGroup (Callable callable, typename Group::Size length, Owner &owner)

template<class Group , class Callable , class Owner >
Group	setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)

template<class Group , class Callable , class Owner >
Group	setupGroup (Callable callable, typename Group::Size length, Owner &owner)

Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
	SbeFields () ONIXS_CONFLATEDTCP_DEFAULT

	~SbeFields () ONIXS_CONFLATEDTCP_DEFAULT

Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
	BinaryBlock () ONIXS_CONFLATEDTCP_DEFAULT

	~BinaryBlock () ONIXS_CONFLATEDTCP_DEFAULT

Value	ordinary (MessageSizeoffset) const noexcept

bool	ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept

bool	ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept

Enumeration::Enum	enumeration (MessageSizeoffset) const noexcept

bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept

bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept

Value	decimal (MessageSizeoffset) const noexcept

bool	decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept

bool	decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept

StrRef	fixedStr (MessageSizeoffset) const noexcept

bool	fixedStr (StrRef &value, MessageSizeoffset) const noexcept

bool	fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept

Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize	getMaxMessageSize () noexcept

Detailed Description

Definition at line 6191 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<OrderIDEntry, GroupSize, MessageSize> OrderIDEntries

Repeating group containing OrderIDEntry entries.

Definition at line 6365 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 6196 of file Messages.h.

typedef SecurityStatusWorkup60 ThisType

This type alias.

Definition at line 6199 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 6202 of file Messages.h.

Constructor & Destructor Documentation

SecurityStatusWorkup60 ( )

Initializes a blank instance.

SecurityStatusWorkup60	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = `Schema::Version`
	)

inline

Initializes an instance over the given memory block.

Definition at line 6371 of file Messages.h.

SecurityStatusWorkup60	(	void *	data,
		EncodedLength	length,
		NoFieldsInit	,
		SchemaVersion	version = `Schema::Version`
	)

inline

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 6386 of file Messages.h.

SecurityStatusWorkup60	(	void *	data,
		EncodedLength	length,
		NoInit
	)

inline

Creates an instance over the given memory block.

Definition at line 6400 of file Messages.h.

SecurityStatusWorkup60 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 6411 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 6702 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 6773 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 6747 of file Messages.h.

bool entryPx ( PRICE9 & value ) const

inlinenoexcept

Workup price.

Definition at line 6444 of file Messages.h.

ThisType& entryPxNull ( )

inlinenoexcept

Definition at line 6462 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 6756 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version )

inlinestatic

Minimal variable fields size (when variable-length fields are empty).

Definition at line 6716 of file Messages.h.

HaltReason::Enum haltReason ( ) const

inlinenoexcept

Indicates halt reason status due to surveillance activity.

Definition at line 6598 of file Messages.h.

MatchEventIndicator matchEventIndicator ( ) const

inlinenoexcept

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 6494 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 6690 of file Messages.h.

OrderIDEntries orderIdEntries ( ) const

inlinenoexcept

Returns: instance of OrderIDEntries repeating group.

Definition at line 6641 of file Messages.h.

OrderIDEntries orderIdEntries ( )

inlinenoexcept

Returns: instance of OrderIDEntries repeating group.

Definition at line 6651 of file Messages.h.

OrderIDEntries orderIdEntries ( OrderIDEntries::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: NoOrderIDEntries(37705) repeating group.

Definition at line 6663 of file Messages.h.

OrderIDEntries orderIdEntries	(	OrderIDEntries::Size	length,
		NoFieldsInit
	)

inline

Setup repeating group with the given number of entries.

Returns: NoOrderIDEntries(37705) repeating group.

Definition at line 6675 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 6733 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 6725 of file Messages.h.

Int32 securityId ( ) const

inlinenoexcept

Security ID.

Definition at line 6473 of file Messages.h.

SecurityTradingEvent::Enum securityTradingEvent ( ) const

inlinenoexcept

Indicates the trading status applicable to the transaction.

Definition at line 6619 of file Messages.h.

WorkupTradingStatus::Enum securityTradingStatus ( ) const

inlinenoexcept

Identifies the trading status applicable to the instrument.

Definition at line 6576 of file Messages.h.

ThisType& setEntryPx ( PRICE9 value )

inlinenoexcept

Workup price.

Definition at line 6453 of file Messages.h.

ThisType& setHaltReason ( HaltReason::Enum value )

inlinenoexcept

Indicates halt reason status due to surveillance activity.

Definition at line 6607 of file Messages.h.

ThisType& setMatchEventIndicator ( MatchEventIndicator value )

inlinenoexcept

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 6505 of file Messages.h.

ThisType& setSecurityId ( Int32 value )

inlinenoexcept

Security ID.

Definition at line 6482 of file Messages.h.

ThisType& setSecurityTradingEvent ( SecurityTradingEvent::Enum value )

inlinenoexcept

Indicates the trading status applicable to the transaction.

Definition at line 6629 of file Messages.h.

ThisType& setSecurityTradingStatus ( WorkupTradingStatus::Enum value )

inlinenoexcept

Identifies the trading status applicable to the instrument.

Definition at line 6586 of file Messages.h.

ThisType& setTradeDate ( Timestamp value )

inlinenoexcept

Trade Date.

Definition at line 6535 of file Messages.h.

ThisType& setTradeLinkId ( UInt32 value )

inlinenoexcept

Contains the workup ID; unique per instrument per day.

Definition at line 6564 of file Messages.h.

ThisType& setTransactTime ( Timestamp value )

inlinenoexcept

Start of event processing time in number of nanoseconds since Unix epoch.

Definition at line 6433 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 6764 of file Messages.h.

bool tradeDate ( Timestamp & value ) const

inlinenoexcept

Trade Date.

Definition at line 6517 of file Messages.h.

ThisType& tradeDateNull ( )

inlinenoexcept

Definition at line 6544 of file Messages.h.

UInt32 tradeLinkId ( ) const

inlinenoexcept

Contains the workup ID; unique per instrument per day.

Definition at line 6555 of file Messages.h.

Timestamp transactTime ( ) const

inlinenoexcept

Start of event processing time in number of nanoseconds since Unix epoch.

Definition at line 6423 of file Messages.h.

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

OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation