#include <OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h>

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< SbeGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
SbeGroupEntry< GroupSize::BlockLength > &	container () noexcept

void	setOrdinary (GroupSize::BlockLengthoffset, FieldValue value) noexcept

void	setOrdinary (GroupSize::BlockLengthoffset, FieldValue value, SchemaVersion since)

void	setEnumeration (GroupSize::BlockLengthoffset, typename Enumeration::Enum value) noexcept

void	setEnumeration (GroupSize::BlockLengthoffset, typename Enumeration::Enum value, SchemaVersion since)

void	setFixedStr (GroupSize::BlockLengthoffset, StrRef value) noexcept

void	setFixedStr (GroupSize::BlockLengthoffset, 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< SbeGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
	SbeFields ()=default

	~SbeFields ()=default

Protected Member Functions inherited from BinaryBlock< SbeGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
	BinaryBlock ()=default

	~BinaryBlock ()=default

Value	ordinary (GroupSize::BlockLengthoffset) const noexcept

bool	ordinary (Value &value, GroupSize::BlockLengthoffset, NullValue null) const noexcept

bool	ordinary (Value &value, GroupSize::BlockLengthoffset, NullValue null, SchemaVersion since) const noexcept

Enumeration::Enum	enumeration (GroupSize::BlockLengthoffset) const noexcept

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, NullValue null) const noexcept

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, NullValue null, SchemaVersion since) const noexcept

Value	decimal (GroupSize::BlockLengthoffset) const noexcept

bool	decimal (Value &value, GroupSize::BlockLengthoffset, NullValue null) const noexcept

bool	decimal (Value &value, GroupSize::BlockLengthoffset, NullValue null, SchemaVersion since) const noexcept

StrRef	fixedStr (GroupSize::BlockLengthoffset) const noexcept

bool	fixedStr (StrRef &value, GroupSize::BlockLengthoffset) const noexcept

bool	fixedStr (StrRef &value, GroupSize::BlockLengthoffset, SchemaVersion since) const noexcept

Detailed Description

Entry of Entry repeating group.

Definition at line 6850 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 6862 of file Messages.h.

typedef Entry ThisType

This type alias.

Definition at line 6865 of file Messages.h.

Constructor & Destructor Documentation

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

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Returns: size of entry body in bytes for given version of message template.

Definition at line 7172 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Entity class name.

Definition at line 7199 of file Messages.h.

bool entryPx ( PRICE9 & value ) const

inlinenoexcept

Price of the Market Data Entry.

Definition at line 6904 of file Messages.h.

ThisType& entryPxNull ( )

inlinenoexcept

Definition at line 6922 of file Messages.h.

bool entrySize ( Int32 & value ) const

inlinenoexcept

Quantity of the MD Entry.

Definition at line 6933 of file Messages.h.

ThisType& entrySizeNull ( )

inlinenoexcept

Definition at line 6951 of file Messages.h.

EntryType::Enum entryType ( ) const

inlinenoexcept

Market Data Entry Type.

Definition at line 7088 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticnoexcept

Returns: minimal size of entry body in bytes for given version of message template.

Definition at line 7186 of file Messages.h.

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.

ThisType& numberOfOrdersNull ( )

inlinenoexcept

Definition at line 7015 of file Messages.h.

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum & value ) const

inlinenoexcept

Flag that identifies a market data entry.

Definition at line 7056 of file Messages.h.

ThisType& openCloseSettlFlagNull ( )

inlinenoexcept

Definition at line 7077 of file Messages.h.

bool priceLevel ( Int8 & value ) const

inlinenoexcept

Aggregate book price level, number from 1 to 10.

Definition at line 7026 of file Messages.h.

ThisType& priceLevelNull ( )

inlinenoexcept

Definition at line 7044 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 6887 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 6880 of file Messages.h.

ThisType& setEntryPx ( PRICE9 value )

inlinenoexcept

Price of the Market Data Entry.

Definition at line 6913 of file Messages.h.

ThisType& setEntrySize ( Int32 value )

inlinenoexcept

Quantity of the MD Entry.

Definition at line 6942 of file Messages.h.

ThisType& setEntryType ( EntryType::Enum value )

inlinenoexcept

Market Data Entry Type.

Definition at line 7097 of file Messages.h.

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.

ThisType& setOpenCloseSettlFlag ( OpenCloseSettlFlag::Enum value )

inlinenoexcept

Flag that identifies a market data entry.

Definition at line 7067 of file Messages.h.

ThisType& setPriceLevel ( Int8 value )

inlinenoexcept

Aggregate book price level, number from 1 to 10.

Definition at line 7035 of file Messages.h.

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 ( ) const

inlinenoexcept

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

Definition at line 7149 of file Messages.h.

ThisType& setTradeableSize ( Int32 value )

inlinenoexcept

Tradeable qty.

Definition at line 6971 of file Messages.h.

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.

bool tradeableSize ( Int32 & value ) const

inlinenoexcept

Tradeable qty.

Definition at line 6962 of file Messages.h.

ThisType& tradeableSizeNull ( )

inlinenoexcept

Definition at line 6980 of file Messages.h.

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.

ThisType& tradingReferenceDateNull ( )

inlinenoexcept

Definition at line 7137 of file Messages.h.

The documentation for this struct was generated from the following file:

OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation