OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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SnapshotFullRefresh52 Struct Reference

Classes

struct  Entry

Public Types

enum  
typedef SchemaTraits Schema
typedef SnapshotFullRefresh52 ThisType
typedef SbeGroup< Entry, GroupSize, MessageSizeEntries
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 SnapshotFullRefresh52 ()=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
ThisTypesetLastMsgSeqNumProcessed (UInt32 value) noexcept
UInt32 totNumReports () const noexcept
ThisTypesetTotNumReports (UInt32 value) noexcept
Int32 securityId () const noexcept
ThisTypesetSecurityId (Int32 value) noexcept
UInt32 rptSeq () const noexcept
ThisTypesetRptSeq (UInt32 value) noexcept
Timestamp transactTime () const noexcept
ThisTypesetTransactTime (Timestamp value) noexcept
Timestamp lastUpdateTime () const noexcept
ThisTypesetLastUpdateTime (Timestamp value) noexcept
bool tradeDate (Timestamp &value) const noexcept
ThisTypesetTradeDate (Timestamp value) noexcept
ThisTypetradeDateNull () noexcept
bool securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept
ThisTypesetSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept
ThisTypesecurityTradingStatusNull () noexcept
bool highLimitPrice (PRICE9 &value) const noexcept
ThisTypesetHighLimitPrice (PRICE9 value) noexcept
ThisTypehighLimitPriceNull () noexcept
bool lowLimitPrice (PRICE9 &value) const noexcept
ThisTypesetLowLimitPrice (PRICE9 value) noexcept
ThisTypelowLimitPriceNull () noexcept
bool maxPriceVariation (PRICE9 &value) const noexcept
ThisTypesetMaxPriceVariation (PRICE9 value) noexcept
ThisTypemaxPriceVariationNull () noexcept
Entries entries () const noexcept
Entries entries () noexcept
Entries entries (Entries::Size length)
Entries entries (Entries::Size length, NoFieldsInit)
ThisTyperesetVariableFields () noexcept
ThisTypereset () 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::SbeMessagecontainer () noexcept
void setOrdinary (MessageSize offset, FieldValue value) noexcept
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void setFixedStr (MessageSize offset, StrRef value) noexcept

Static Public Member Functions

static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr MessageSize getMinimalVariableFieldsSize (SchemaVersion version)
static constexpr const CharclassName ()
static constexpr StrRef fixType () noexcept

Additional Inherited Members

Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessageversion (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 ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
Value ordinary (MessageSize offset) const noexcept
Enumeration::Enum enumeration (MessageSize offset) const noexcept
Value decimal (MessageSize offset) const noexcept
StrRef fixedStr (MessageSize offset) 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

◆ Entries

Repeating group containing Entry entries.

Definition at line 27340 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 27008 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 27011 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 52 

Definition at line 27014 of file Messages.h.

Constructor & Destructor Documentation

◆ SnapshotFullRefresh52() [1/5]

SnapshotFullRefresh52 ( )
default

Initializes a blank instance.

◆ SnapshotFullRefresh52() [2/5]

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() [3/5]

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() [4/5]

SnapshotFullRefresh52 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 27375 of file Messages.h.

◆ SnapshotFullRefresh52() [5/5]

SnapshotFullRefresh52 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 27386 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 27740 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 27814 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr
Returns
class name.

Definition at line 27788 of file Messages.h.

◆ entries() [1/4]

Entries entries ( ) const
inlinenoexcept
Returns
instance of Entries repeating group.

Definition at line 27685 of file Messages.h.

◆ entries() [2/4]

Entries entries ( )
inlinenoexcept
Returns
instance of Entries repeating group.

Definition at line 27693 of file Messages.h.

◆ entries() [3/4]

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() [4/4]

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.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 27797 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 27754 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( PRICE9 & value) const
inlinenoexcept

Upper price threshold for the instrument.

Definition at line 27598 of file Messages.h.

◆ highLimitPriceNull()

ThisType & highLimitPriceNull ( )
inlinenoexcept

Definition at line 27616 of file Messages.h.

◆ lastMsgSeqNumProcessed()

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.

◆ lastUpdateTime()

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.

◆ lowLimitPrice()

bool lowLimitPrice ( PRICE9 & value) const
inlinenoexcept

Lower price threshold for the instrument.

Definition at line 27627 of file Messages.h.

◆ lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )
inlinenoexcept

Definition at line 27645 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( PRICE9 & value) const
inlinenoexcept

Differential value for price banding.

Definition at line 27656 of file Messages.h.

◆ maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )
inlinenoexcept

Definition at line 27674 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 27728 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 27771 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 27763 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const
inlinenoexcept

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

Definition at line 27462 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Security ID.

Definition at line 27441 of file Messages.h.

◆ securityTradingStatus()

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

Identifies the current trading state of the instrument.

Definition at line 27566 of file Messages.h.

◆ securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )
inlinenoexcept

Definition at line 27587 of file Messages.h.

◆ setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value)
inlinenoexcept

Upper price threshold for the instrument.

Definition at line 27607 of file Messages.h.

◆ setLastMsgSeqNumProcessed()

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.

◆ setLastUpdateTime()

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.

◆ setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value)
inlinenoexcept

Lower price threshold for the instrument.

Definition at line 27636 of file Messages.h.

◆ setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value)
inlinenoexcept

Differential value for price banding.

Definition at line 27665 of file Messages.h.

◆ setRptSeq()

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.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Security ID.

Definition at line 27450 of file Messages.h.

◆ setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value)
inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 27577 of file Messages.h.

◆ setTotNumReports()

ThisType & setTotNumReports ( UInt32 value)
inlinenoexcept

Total number of messages replayed in the loop.

Definition at line 27430 of file Messages.h.

◆ setTradeDate()

ThisType & setTradeDate ( Timestamp value)
inlinenoexcept

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

Definition at line 27545 of file Messages.h.

◆ setTransactTime()

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.

◆ tail()

const void * tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 27805 of file Messages.h.

◆ totNumReports()

UInt32 totNumReports ( ) const
inlinenoexcept

Total number of messages replayed in the loop.

Definition at line 27421 of file Messages.h.

◆ tradeDate()

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.

◆ tradeDateNull()

ThisType & tradeDateNull ( )
inlinenoexcept

Definition at line 27554 of file Messages.h.

◆ transactTime()

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.