OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
SnapshotFullRefreshLongQty69 Struct Reference

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

Classes

struct  Entry
 

Public Types

enum  { TemplateId = 69 }
 
enum  { SinceVersion = 12 }
 
typedef SchemaTraits Schema
 
typedef SnapshotFullRefreshLongQty69 ThisType
 
typedef SbeGroup< Entry, GroupSize, MessageSizeEntries
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 SnapshotFullRefreshLongQty69 () ONIXS_CONFLATEDTCP_DEFAULT
 
 SnapshotFullRefreshLongQty69 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 SnapshotFullRefreshLongQty69 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 SnapshotFullRefreshLongQty69 (void *data, EncodedLength length, NoInit)
 
 SnapshotFullRefreshLongQty69 (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 13080 of file Messages.h.

Member Typedef Documentation

Repeating group containing Entry entries.

Definition at line 13351 of file Messages.h.

Used template schema.

Definition at line 13085 of file Messages.h.

This type alias.

Definition at line 13088 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 13091 of file Messages.h.

anonymous enum

Available since version.

Enumerator
SinceVersion 

Definition at line 13094 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

SnapshotFullRefreshLongQty69 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 13357 of file Messages.h.

SnapshotFullRefreshLongQty69 ( 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 13372 of file Messages.h.

SnapshotFullRefreshLongQty69 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Initializes an instance over the given memory block.

Definition at line 13386 of file Messages.h.

SnapshotFullRefreshLongQty69 ( const SbeMessage message)
inlineexplicit

Initializes an instance over the given SBE message.

Definition at line 13398 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 13747 of file Messages.h.

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

Definition at line 13822 of file Messages.h.

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

Definition at line 13796 of file Messages.h.

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

Definition at line 13704 of file Messages.h.

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

Definition at line 13712 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 13721 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 13732 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 13805 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 13762 of file Messages.h.

bool highLimitPrice ( PRICE9 value) const
inlinenoexcept

Upper price threshold for the instrument.

Orders submitted with prices above the upper limit will be rejected.

Definition at line 13614 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 13633 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 13412 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 13521 of file Messages.h.

bool lowLimitPrice ( PRICE9 value) const
inlinenoexcept

Lower price threshold for the instrument.

Orders submitted with prices below the lower limit will be rejected.

Definition at line 13645 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 13664 of file Messages.h.

bool maxPriceVariation ( PRICE9 value) const
inlinenoexcept

Differential value for price banding.

Definition at line 13675 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 13693 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 13779 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 13771 of file Messages.h.

UInt32 rptSeq ( ) const
inlinenoexcept

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 13477 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 13456 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const
inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 13581 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 13602 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Upper price threshold for the instrument.

Orders submitted with prices above the upper limit will be rejected.

Definition at line 13624 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 13423 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 13531 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Lower price threshold for the instrument.

Orders submitted with prices below the lower limit will be rejected.

Definition at line 13655 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 13684 of file Messages.h.

ThisType& setRptSeq ( UInt32  value)
inlinenoexcept

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 13487 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 13465 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 13592 of file Messages.h.

ThisType& setTotNumReports ( UInt32  value)
inlinenoexcept

Total number of instruments in the Replay loop.

Used on Replay Feed only.

Definition at line 13445 of file Messages.h.

ThisType& setTradeDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 13560 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 13509 of file Messages.h.

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

Definition at line 13813 of file Messages.h.

UInt32 totNumReports ( ) const
inlinenoexcept

Total number of instruments in the Replay loop.

Used on Replay Feed only.

Definition at line 13435 of file Messages.h.

bool tradeDate ( Timestamp value) const
inlinenoexcept

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

Definition at line 13542 of file Messages.h.

ThisType& tradeDateNull ( )
inlinenoexcept

Definition at line 13569 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 13499 of file Messages.h.


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