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

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
typedef Entry ThisType
Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength BlockLength

Public Member Functions

 Entry (void *data, EncodedLength length, SchemaVersion version)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
bool entryPx (PRICE9 &value) const noexcept
ThisTypesetEntryPx (PRICE9 value) noexcept
ThisTypeentryPxNull () noexcept
bool entrySize (UInt64 &value) const noexcept
ThisTypesetEntrySize (UInt64 value) noexcept
ThisTypeentrySizeNull () noexcept
bool numberOfOrders (Int32 &value) const noexcept
ThisTypesetNumberOfOrders (Int32 value) noexcept
ThisTypenumberOfOrdersNull () noexcept
bool priceLevel (UInt8 &value) const noexcept
ThisTypesetPriceLevel (UInt8 value) noexcept
ThisTypepriceLevelNull () noexcept
bool openCloseSettlFlag (OpenCloseSettlFlag::Enum &value) const noexcept
ThisTypesetOpenCloseSettlFlag (OpenCloseSettlFlag::Enum value) noexcept
ThisTypeopenCloseSettlFlagNull () noexcept
EntryType::Enum entryType () const noexcept
ThisTypesetEntryType (EntryType::Enum value) noexcept
Public Member Functions inherited from SbeGroupEntry< GroupSize::BlockLength >
 SbeGroupEntry ()
 SbeGroupEntry (void *encoded, BlockLength size, SchemaVersion version)
bool valid () const noexcept
const void * encoded () const noexcept
void * encoded () noexcept
const void * block () const noexcept
void * block () noexcept
BlockLength blockLength () const noexcept
SchemaVersion version () const noexcept
Public Member Functions inherited from SbeFields< Container, BlockLength >
Container & container () noexcept
template<class FieldValue>
void setOrdinary (BlockLength offset, FieldValue value) noexcept
template<class FieldValue>
void setOrdinary (BlockLength offset, FieldValue value, SchemaVersion since)
template<class Enumeration>
void setEnumeration (BlockLength offset, typename Enumeration::Enum value) noexcept
template<class Enumeration>
void setEnumeration (BlockLength offset, typename Enumeration::Enum value, SchemaVersion since)
template<BlockLength Size>
void setFixedStr (BlockLength offset, StrRef value) noexcept
template<BlockLength Size>
void setFixedStr (BlockLength offset, StrRef value, SchemaVersion since)

Static Public Member Functions

static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
static constexpr const CharclassName ()

Additional Inherited Members

Protected Member Functions inherited from SbeFields< Container, BlockLength >
 SbeFields ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Container, BlockLength >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
template<class Value>
Value ordinary (BlockLength offset) const noexcept
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Enumeration>
Enumeration::Enum enumeration (BlockLength offset) const noexcept
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null) const noexcept
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Value>
Value decimal (BlockLength offset) const noexcept
template<class Value, class NullValue>
bool decimal (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool decimal (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<BlockLength Length>
StrRef fixedStr (BlockLength offset) const noexcept
template<BlockLength Length>
bool fixedStr (StrRef &value, BlockLength offset) const noexcept
template<BlockLength Length>
bool fixedStr (StrRef &value, BlockLength offset, SchemaVersion since) const noexcept

Detailed Description

Entry of Entry repeating group.

Definition at line 14093 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 14105 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 14108 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry()

Entry ( void * data,
EncodedLength length,
SchemaVersion version )
inline

Initializes instance of given version over given memory block.

Definition at line 14112 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
size of entry body in bytes for given version of message template.

Definition at line 14322 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 14349 of file Messages.h.

◆ entryPx()

bool entryPx ( PRICE9 & value) const
inlinenoexcept

Market Data entry price.

Definition at line 14145 of file Messages.h.

◆ entryPxNull()

ThisType & entryPxNull ( )
inlinenoexcept

Definition at line 14163 of file Messages.h.

◆ entrySize()

bool entrySize ( UInt64 & value) const
inlinenoexcept

Market Data entry size.

Definition at line 14174 of file Messages.h.

◆ entrySizeNull()

ThisType & entrySizeNull ( )
inlinenoexcept

Definition at line 14192 of file Messages.h.

◆ entryType()

EntryType::Enum entryType ( ) const
inlinenoexcept

Market Data entry type.

Definition at line 14300 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
minimal size of entry body in bytes for given version of message template.

Definition at line 14336 of file Messages.h.

◆ numberOfOrders()

bool numberOfOrders ( Int32 & value) const
inlinenoexcept

In Book Entry - Aggregate number of orders at given price level.

In Trade Entry - a total number of real orders per instrument that participated in a match step within a match event.

Definition at line 14206 of file Messages.h.

◆ numberOfOrdersNull()

ThisType & numberOfOrdersNull ( )
inlinenoexcept

Definition at line 14227 of file Messages.h.

◆ openCloseSettlFlag()

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum & value) const
inlinenoexcept

Flag that additionally describes a market data entry.

Definition at line 14268 of file Messages.h.

◆ openCloseSettlFlagNull()

ThisType & openCloseSettlFlagNull ( )
inlinenoexcept

Definition at line 14289 of file Messages.h.

◆ priceLevel()

bool priceLevel ( UInt8 & value) const
inlinenoexcept

Aggregate book level.

Definition at line 14238 of file Messages.h.

◆ priceLevelNull()

ThisType & priceLevelNull ( )
inlinenoexcept

Definition at line 14256 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 14130 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 14123 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value)
inlinenoexcept

Market Data entry price.

Definition at line 14154 of file Messages.h.

◆ setEntrySize()

ThisType & setEntrySize ( UInt64 value)
inlinenoexcept

Market Data entry size.

Definition at line 14183 of file Messages.h.

◆ setEntryType()

ThisType & setEntryType ( EntryType::Enum value)
inlinenoexcept

Market Data entry type.

Definition at line 14309 of file Messages.h.

◆ setNumberOfOrders()

ThisType & setNumberOfOrders ( Int32 value)
inlinenoexcept

In Book Entry - Aggregate number of orders at given price level.

In Trade Entry - a total number of real orders per instrument that participated in a match step within a match event.

Definition at line 14218 of file Messages.h.

◆ setOpenCloseSettlFlag()

ThisType & setOpenCloseSettlFlag ( OpenCloseSettlFlag::Enum value)
inlinenoexcept

Flag that additionally describes a market data entry.

Definition at line 14279 of file Messages.h.

◆ setPriceLevel()

ThisType & setPriceLevel ( UInt8 value)
inlinenoexcept

Aggregate book level.

Definition at line 14247 of file Messages.h.