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::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 (Int32 &value) const noexcept
ThisTypesetEntrySize (Int32 value) noexcept
ThisTypeentrySizeNull () noexcept
bool tradeableSize (Int32 &value) const noexcept
ThisTypesetTradeableSize (Int32 value) noexcept
ThisTypetradeableSizeNull () noexcept
bool numberOfOrders (Int32 &value) const noexcept
ThisTypesetNumberOfOrders (Int32 value) noexcept
ThisTypenumberOfOrdersNull () noexcept
bool priceLevel (Int8 &value) const noexcept
ThisTypesetPriceLevel (Int8 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
bool tradingReferenceDate (Timestamp &value) const noexcept
ThisTypesetTradingReferenceDate (Timestamp value) noexcept
ThisTypetradingReferenceDateNull () noexcept
SettlPriceType settlPriceType () const noexcept
ThisTypesetSettlPriceType (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 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 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.