OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
SnapshotFullRefresh52 Struct Reference

#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, MessageSizeEntries
 
- 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
 
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 setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSize offset, StrRef value) noexcept
 
void setFixedStr (MessageSize offset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

static constexpr BlockLength blockLength (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept
 
static constexpr MessageSize getMinimalVariableFieldsSize (ONIXS_CONFLATEDTCP_UNUSED 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
 
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 (MessageSize offset) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSize offset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSize offset) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 25517 of file Messages.h.

Member Typedef Documentation

Repeating group containing Entry entries.

Definition at line 25842 of file Messages.h.

Used template schema.

Definition at line 25522 of file Messages.h.

This type alias.

Definition at line 25525 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 25528 of file Messages.h.

Constructor & Destructor Documentation

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 25848 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 25863 of file Messages.h.

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

Initializes an instance over the given memory block.

Definition at line 25877 of file Messages.h.

SnapshotFullRefresh52 ( const SbeMessage message)
inlineexplicit

Initializes an instance over the given SBE message.

Definition at line 25888 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 26230 of file Messages.h.

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

Definition at line 26305 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic
Returns
class name.

Definition at line 26279 of file Messages.h.

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

Definition at line 26187 of file Messages.h.

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

Definition at line 26195 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 26204 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 26215 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 26288 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 26245 of file Messages.h.

bool highLimitPrice ( PRICE9 value) const
inlinenoexcept

Upper price threshold for the instrument.

Definition at line 26100 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 26118 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 25901 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 26008 of file Messages.h.

bool lowLimitPrice ( PRICE9 value) const
inlinenoexcept

Lower price threshold for the instrument.

Definition at line 26129 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 26147 of file Messages.h.

bool maxPriceVariation ( PRICE9 value) const
inlinenoexcept

Differential value for price banding.

Definition at line 26158 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 26176 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 26262 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 26254 of file Messages.h.

UInt32 rptSeq ( ) const
inlinenoexcept

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

Definition at line 25964 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Security ID.

Definition at line 25943 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const
inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 26068 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 26089 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Upper price threshold for the instrument.

Definition at line 26109 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 25912 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 26018 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Lower price threshold for the instrument.

Definition at line 26138 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 26167 of file Messages.h.

ThisType& setRptSeq ( UInt32  value)
inlinenoexcept

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

Definition at line 25974 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Security ID.

Definition at line 25952 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 26079 of file Messages.h.

ThisType& setTotNumReports ( UInt32  value)
inlinenoexcept

Total number of messages replayed in the loop.

Definition at line 25932 of file Messages.h.

ThisType& setTradeDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 26047 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 25996 of file Messages.h.

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

Definition at line 26296 of file Messages.h.

UInt32 totNumReports ( ) const
inlinenoexcept

Total number of messages replayed in the loop.

Definition at line 25923 of file Messages.h.

bool tradeDate ( Timestamp value) const
inlinenoexcept

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

Definition at line 26029 of file Messages.h.

ThisType& tradeDateNull ( )
inlinenoexcept

Definition at line 26056 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 25986 of file Messages.h.


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