OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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SnapshotFullRefreshLongQty69 Struct Reference

Classes

struct  Entry

Public Types

enum  
enum  
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 ()=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 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 14075 of file Messages.h.

Member Typedef Documentation

◆ Entries

Repeating group containing Entry entries.

Definition at line 14358 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 14080 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 14083 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Available since version.

Enumerator
SinceVersion 12 

Definition at line 14089 of file Messages.h.

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 69 

Definition at line 14086 of file Messages.h.

Constructor & Destructor Documentation

◆ SnapshotFullRefreshLongQty69() [1/5]

Initializes a blank instance.

◆ SnapshotFullRefreshLongQty69() [2/5]

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() [3/5]

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() [4/5]

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

Creates an instance over the given memory block.

Definition at line 14393 of file Messages.h.

◆ SnapshotFullRefreshLongQty69() [5/5]

SnapshotFullRefreshLongQty69 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 14405 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 14766 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 14840 of file Messages.h.

◆ className()

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

Definition at line 14814 of file Messages.h.

◆ entries() [1/4]

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

Definition at line 14711 of file Messages.h.

◆ entries() [2/4]

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

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

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 14823 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 14780 of file Messages.h.

◆ highLimitPrice()

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.

◆ highLimitPriceNull()

ThisType & highLimitPriceNull ( )
inlinenoexcept

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

◆ lowLimitPrice()

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.

◆ lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )
inlinenoexcept

Definition at line 14671 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( PRICE9 & value) const
inlinenoexcept

Differential value for price banding.

Definition at line 14682 of file Messages.h.

◆ maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )
inlinenoexcept

Definition at line 14700 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 14754 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 14797 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 14789 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const
inlinenoexcept

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 14484 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 14463 of file Messages.h.

◆ securityTradingStatus()

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

Identifies the current trading state of the instrument.

Definition at line 14588 of file Messages.h.

◆ securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )
inlinenoexcept

Definition at line 14609 of file Messages.h.

◆ setHighLimitPrice()

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.

◆ 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 14430 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 14538 of file Messages.h.

◆ setLowLimitPrice()

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.

◆ setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value)
inlinenoexcept

Differential value for price banding.

Definition at line 14691 of file Messages.h.

◆ setRptSeq()

ThisType & setRptSeq ( UInt32 value)
inlinenoexcept

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 14494 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Unique instrument ID.

Definition at line 14472 of file Messages.h.

◆ setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value)
inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 14599 of file Messages.h.

◆ setTotNumReports()

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.

◆ setTradeDate()

ThisType & setTradeDate ( Timestamp value)
inlinenoexcept

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

Definition at line 14567 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 14516 of file Messages.h.

◆ tail()

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

Definition at line 14831 of file Messages.h.

◆ totNumReports()

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.

◆ tradeDate()

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.

◆ tradeDateNull()

ThisType & tradeDateNull ( )
inlinenoexcept

Definition at line 14576 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 14506 of file Messages.h.