#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, MessageSize >	Entries

Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength

typedef MessageSize	BlockLength

Public Member Functions
	SnapshotFullRefreshLongQty69 ()=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

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 (SchemaVersion version) noexcept

static constexpr BlockLength	blockLength (SchemaVersion version) noexcept

static constexpr MessageSize	getMinimalVariableFieldsSize (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 ()=default

	~SbeFields ()=default

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

	~BinaryBlock ()=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 14075 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 14358 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 14080 of file Messages.h.

typedef SnapshotFullRefreshLongQty69 ThisType

This type alias.

Definition at line 14083 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 14086 of file Messages.h.

anonymous enum

Available since version.

Enumerator
SinceVersion

Definition at line 14089 of file Messages.h.

Constructor & Destructor Documentation

SnapshotFullRefreshLongQty69 ( )

default

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 14364 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 14379 of file Messages.h.

SnapshotFullRefreshLongQty69	(	void *	data,
		EncodedLength	length,
		NoInit
	)

inline

Creates an instance over the given memory block.

Definition at line 14393 of file Messages.h.

SnapshotFullRefreshLongQty69 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 14405 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Size of message body in bytes.

Definition at line 14766 of file Messages.h.

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 14840 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Returns: class name.

Definition at line 14814 of file Messages.h.

Entries entries ( ) const

inlinenoexcept

Returns: instance of Entries repeating group.

Definition at line 14711 of file Messages.h.

Entries entries ( )

inlinenoexcept

Returns: instance of Entries repeating group.

Definition at line 14719 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 14728 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 14739 of file Messages.h.

static constexpr StrRef fixType ( )

inlinestaticnoexcept

FIX message type.

Definition at line 14823 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestatic

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

Definition at line 14780 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 14621 of file Messages.h.

ThisType& highLimitPriceNull ( )

inlinenoexcept

Definition at line 14640 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 14419 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 14528 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 14652 of file Messages.h.

ThisType& lowLimitPriceNull ( )

inlinenoexcept

Definition at line 14671 of file Messages.h.

bool maxPriceVariation ( PRICE9 & value ) const

inlinenoexcept

Differential value for price banding.

Definition at line 14682 of file Messages.h.

ThisType& maxPriceVariationNull ( )

inlinenoexcept

Definition at line 14700 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 14754 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 14797 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 14789 of file Messages.h.

UInt32 rptSeq ( ) const

inlinenoexcept

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 14484 of file Messages.h.

Int32 securityId ( ) const

inlinenoexcept

Unique instrument ID.

Definition at line 14463 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 14588 of file Messages.h.

ThisType& securityTradingStatusNull ( )

inlinenoexcept

Definition at line 14609 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 14631 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 14430 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 14538 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 14662 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9 value )

inlinenoexcept

Differential value for price banding.

Definition at line 14691 of file Messages.h.

ThisType& setRptSeq ( UInt32 value )

inlinenoexcept

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 14494 of file Messages.h.

ThisType& setSecurityId ( Int32 value )

inlinenoexcept

Unique instrument ID.

Definition at line 14472 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum value )

inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 14599 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 14452 of file Messages.h.

ThisType& setTradeDate ( Timestamp value )

inlinenoexcept

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

Definition at line 14567 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 14516 of file Messages.h.

const void* tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 14831 of file Messages.h.

UInt32 totNumReports ( ) const

inlinenoexcept

Total number of instruments in the Replay loop.

Used on Replay Feed only.

Definition at line 14442 of file Messages.h.

bool tradeDate ( Timestamp & value ) const

inlinenoexcept

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

Definition at line 14549 of file Messages.h.

ThisType& tradeDateNull ( )

inlinenoexcept

Definition at line 14576 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 14506 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