OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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SnapshotFullRefreshTCP61::Entry Struct Reference

Public Types

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

Public Member Functions

 Entry (void *data, EncodedLength length, SchemaVersion version)
ThisType & resetVariableFields () noexcept
ThisType & reset () noexcept
bool entryPx (PRICE9 &value) const noexcept
ThisType & setEntryPx (PRICE9 value) noexcept
ThisType & entryPxNull () noexcept
bool entrySize (Int32 &value) const noexcept
ThisType & setEntrySize (Int32 value) noexcept
ThisType & entrySizeNull () noexcept
bool tradeableSize (Int32 &value) const noexcept
ThisType & setTradeableSize (Int32 value) noexcept
ThisType & tradeableSizeNull () noexcept
bool numberOfOrders (Int32 &value) const noexcept
ThisType & setNumberOfOrders (Int32 value) noexcept
ThisType & numberOfOrdersNull () noexcept
bool priceLevel (Int8 &value) const noexcept
ThisType & setPriceLevel (Int8 value) noexcept
ThisType & priceLevelNull () noexcept
bool openCloseSettlFlag (OpenCloseSettlFlag::Enum &value) const noexcept
ThisType & setOpenCloseSettlFlag (OpenCloseSettlFlag::Enum value) noexcept
ThisType & openCloseSettlFlagNull () noexcept
EntryType::Enum entryType () const noexcept
ThisType & setEntryType (EntryType::Enum value) noexcept
bool tradingReferenceDate (Timestamp &value) const noexcept
ThisType & setTradingReferenceDate (Timestamp value) noexcept
ThisType & tradingReferenceDateNull () noexcept
SettlPriceType settlPriceType () const noexcept
ThisType & setSettlPriceType (SettlPriceType 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 Char * className ()

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 6850 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 6862 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 6865 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 6869 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 7172 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 7199 of file Messages.h.

◆ entryPx()

bool entryPx ( PRICE9 & value) const
inlinenoexcept

Price of the Market Data Entry.

Definition at line 6904 of file Messages.h.

◆ entryPxNull()

ThisType & entryPxNull ( )
inlinenoexcept

Definition at line 6922 of file Messages.h.

◆ entrySize()

bool entrySize ( Int32 & value) const
inlinenoexcept

Quantity of the MD Entry.

Definition at line 6933 of file Messages.h.

◆ entrySizeNull()

ThisType & entrySizeNull ( )
inlinenoexcept

Definition at line 6951 of file Messages.h.

◆ entryType()

EntryType::Enum entryType ( ) const
inlinenoexcept

Market Data Entry Type.

Definition at line 7088 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 7186 of file Messages.h.

◆ numberOfOrders()

bool numberOfOrders ( Int32 & value) const
inlinenoexcept

Aggregate number of orders at given price level.

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

Definition at line 6994 of file Messages.h.

◆ numberOfOrdersNull()

ThisType & numberOfOrdersNull ( )
inlinenoexcept

Definition at line 7015 of file Messages.h.

◆ openCloseSettlFlag()

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

Flag that identifies a market data entry.

Definition at line 7056 of file Messages.h.

◆ openCloseSettlFlagNull()

ThisType & openCloseSettlFlagNull ( )
inlinenoexcept

Definition at line 7077 of file Messages.h.

◆ priceLevel()

bool priceLevel ( Int8 & value) const
inlinenoexcept

Aggregate book price level, number from 1 to 10.

Definition at line 7026 of file Messages.h.

◆ priceLevelNull()

ThisType & priceLevelNull ( )
inlinenoexcept

Definition at line 7044 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 6887 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 6880 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value)
inlinenoexcept

Price of the Market Data Entry.

Definition at line 6913 of file Messages.h.

◆ setEntrySize()

ThisType & setEntrySize ( Int32 value)
inlinenoexcept

Quantity of the MD Entry.

Definition at line 6942 of file Messages.h.

◆ setEntryType()

ThisType & setEntryType ( EntryType::Enum value)
inlinenoexcept

Market Data Entry Type.

Definition at line 7097 of file Messages.h.

◆ setNumberOfOrders()

ThisType & setNumberOfOrders ( Int32 value)
inlinenoexcept

Aggregate number of orders at given price level.

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

Definition at line 7006 of file Messages.h.

◆ setOpenCloseSettlFlag()

ThisType & setOpenCloseSettlFlag ( OpenCloseSettlFlag::Enum value)
inlinenoexcept

Flag that identifies a market data entry.

Definition at line 7067 of file Messages.h.

◆ setPriceLevel()

ThisType & setPriceLevel ( Int8 value)
inlinenoexcept

Aggregate book price level, number from 1 to 10.

Definition at line 7035 of file Messages.h.

◆ setSettlPriceType()

ThisType & setSettlPriceType ( SettlPriceType value)
inlinenoexcept

Bitmap field of eight Boolean type indicators representing settlement price type.

Definition at line 7159 of file Messages.h.

◆ settlPriceType()

SettlPriceType settlPriceType ( ) const
inlinenoexcept

Bitmap field of eight Boolean type indicators representing settlement price type.

Definition at line 7149 of file Messages.h.

◆ setTradeableSize()

ThisType & setTradeableSize ( Int32 value)
inlinenoexcept

Tradeable qty.

Definition at line 6971 of file Messages.h.

◆ setTradingReferenceDate()

ThisType & setTradingReferenceDate ( Timestamp value)
inlinenoexcept

Trading session date corresponding to a statistic entry, applicable only to Daily Statistics.

Definition at line 7128 of file Messages.h.

◆ tradeableSize()

bool tradeableSize ( Int32 & value) const
inlinenoexcept

Tradeable qty.

Definition at line 6962 of file Messages.h.

◆ tradeableSizeNull()

ThisType & tradeableSizeNull ( )
inlinenoexcept

Definition at line 6980 of file Messages.h.

◆ tradingReferenceDate()

bool tradingReferenceDate ( Timestamp & value) const
inlinenoexcept

Trading session date corresponding to a statistic entry, applicable only to Daily Statistics.

Definition at line 7109 of file Messages.h.

◆ tradingReferenceDateNull()

ThisType & tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 7137 of file Messages.h.