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

Classes
struct	Entry

Public Types
enum	{ TemplateId = 52 }

typedef SchemaTraits	Schema

typedef SnapshotFullRefresh52	ThisType

typedef SbeGroup< Entry, GroupSize, MessageSize >	Entries

Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength

typedef MessageSize	BlockLength

Public Member Functions
	SnapshotFullRefresh52 () ONIXS_CONFLATEDTCP_DEFAULT

	SnapshotFullRefresh52 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)

	SnapshotFullRefresh52 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)

	SnapshotFullRefresh52 (void *data, EncodedLength length, NoInit)

	SnapshotFullRefresh52 (const SbeMessage &message)

UInt32	lastMsgSeqNumProcessed () const noexcept

ThisType &	setLastMsgSeqNumProcessed (UInt32 value) noexcept

UInt32	totNumReports () const noexcept

ThisType &	setTotNumReports (UInt32 value) noexcept

Int32	securityId () const noexcept

ThisType &	setSecurityId (Int32 value) noexcept

UInt32	rptSeq () const noexcept

ThisType &	setRptSeq (UInt32 value) noexcept

Timestamp	transactTime () const noexcept

ThisType &	setTransactTime (Timestamp value) noexcept

Timestamp	lastUpdateTime () const noexcept

ThisType &	setLastUpdateTime (Timestamp value) noexcept

bool	tradeDate (Timestamp &value) const noexcept

ThisType &	setTradeDate (Timestamp value) noexcept

ThisType &	tradeDateNull () noexcept

bool	securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept

ThisType &	setSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept

ThisType &	securityTradingStatusNull () noexcept

bool	highLimitPrice (PRICE9 &value) const noexcept

ThisType &	setHighLimitPrice (PRICE9 value) noexcept

ThisType &	highLimitPriceNull () noexcept

bool	lowLimitPrice (PRICE9 &value) const noexcept

ThisType &	setLowLimitPrice (PRICE9 value) noexcept

ThisType &	lowLimitPriceNull () noexcept

bool	maxPriceVariation (PRICE9 &value) const noexcept

ThisType &	setMaxPriceVariation (PRICE9 value) noexcept

ThisType &	maxPriceVariationNull () noexcept

Entries	entries () const noexcept

Entries	entries () noexcept

Entries	entries (Entries::Size length)

Entries	entries (Entries::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 27003 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 27340 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 27008 of file Messages.h.

typedef SnapshotFullRefresh52 ThisType

This type alias.

Definition at line 27011 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 27014 of file Messages.h.

Constructor & Destructor Documentation

SnapshotFullRefresh52 ( )

Initializes a blank instance.

SnapshotFullRefresh52	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = `Schema::Version`
	)

inline

Initializes an instance over the given memory block.

Definition at line 27346 of file Messages.h.

SnapshotFullRefresh52	(	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 27361 of file Messages.h.

SnapshotFullRefresh52	(	void *	data,
		EncodedLength	length,
		NoInit
	)

inline

Creates an instance over the given memory block.

Definition at line 27375 of file Messages.h.

SnapshotFullRefresh52 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 27386 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 27740 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 27814 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 27788 of file Messages.h.

Entries entries ( ) const

inlinenoexcept

Returns: instance of Entries repeating group.

Definition at line 27685 of file Messages.h.

Entries entries ( )

inlinenoexcept

Returns: instance of Entries repeating group.

Definition at line 27693 of file Messages.h.

Entries entries ( Entries::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: NoMDEntries(268) repeating group.

Definition at line 27702 of file Messages.h.

Entries entries	(	Entries::Size	length,
		NoFieldsInit
	)

inline

Setup repeating group with the given number of entries.

Returns: NoMDEntries(268) repeating group.

Definition at line 27713 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 27797 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 27754 of file Messages.h.

bool highLimitPrice ( PRICE9 & value ) const

inlinenoexcept

Upper price threshold for the instrument.

Definition at line 27598 of file Messages.h.

ThisType& highLimitPriceNull ( )

inlinenoexcept

Definition at line 27616 of file Messages.h.

UInt32 lastMsgSeqNumProcessed ( ) const

inlinenoexcept

Sequence number of the last Incremental feed packet processed.

This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 27399 of file Messages.h.

Timestamp lastUpdateTime ( ) const

inlinenoexcept

UTC Date and time of last Security Definition add, update or delete on a given Market Data channel.

Definition at line 27506 of file Messages.h.

bool lowLimitPrice ( PRICE9 & value ) const

inlinenoexcept

Lower price threshold for the instrument.

Definition at line 27627 of file Messages.h.

ThisType& lowLimitPriceNull ( )

inlinenoexcept

Definition at line 27645 of file Messages.h.

bool maxPriceVariation ( PRICE9 & value ) const

inlinenoexcept

Differential value for price banding.

Definition at line 27656 of file Messages.h.

ThisType& maxPriceVariationNull ( )

inlinenoexcept

Definition at line 27674 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 27728 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 27771 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 27763 of file Messages.h.

UInt32 rptSeq ( ) const

inlinenoexcept

Sequence number of the last Market Data entry processed for the instrument.

Definition at line 27462 of file Messages.h.

Int32 securityId ( ) const

inlinenoexcept

Security ID.

Definition at line 27441 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 27566 of file Messages.h.

ThisType& securityTradingStatusNull ( )

inlinenoexcept

Definition at line 27587 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9 value )

inlinenoexcept

Upper price threshold for the instrument.

Definition at line 27607 of file Messages.h.

ThisType& setLastMsgSeqNumProcessed ( UInt32 value )

inlinenoexcept

Sequence number of the last Incremental feed packet processed.

This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 27410 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp value )

inlinenoexcept

UTC Date and time of last Security Definition add, update or delete on a given Market Data channel.

Definition at line 27516 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9 value )

inlinenoexcept

Lower price threshold for the instrument.

Definition at line 27636 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9 value )

inlinenoexcept

Differential value for price banding.

Definition at line 27665 of file Messages.h.

ThisType& setRptSeq ( UInt32 value )

inlinenoexcept

Sequence number of the last Market Data entry processed for the instrument.

Definition at line 27472 of file Messages.h.

ThisType& setSecurityId ( Int32 value )

inlinenoexcept

Security ID.

Definition at line 27450 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum value )

inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 27577 of file Messages.h.

ThisType& setTotNumReports ( UInt32 value )

inlinenoexcept

Total number of messages replayed in the loop.

Definition at line 27430 of file Messages.h.

ThisType& setTradeDate ( Timestamp value )

inlinenoexcept

Trade session date sent as number of days since Unix epoch.

Definition at line 27545 of file Messages.h.

ThisType& setTransactTime ( Timestamp value )

inlinenoexcept

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 27494 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 27805 of file Messages.h.

UInt32 totNumReports ( ) const

inlinenoexcept

Total number of messages replayed in the loop.

Definition at line 27421 of file Messages.h.

bool tradeDate ( Timestamp & value ) const

inlinenoexcept

Trade session date sent as number of days since Unix epoch.

Definition at line 27527 of file Messages.h.

ThisType& tradeDateNull ( )

inlinenoexcept

Definition at line 27554 of file Messages.h.

Timestamp transactTime ( ) const

inlinenoexcept

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 27484 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