OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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SnapshotFullRefreshTCPLongQty68::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 (UInt64 &value) const noexcept
ThisType & setEntrySize (UInt64 value) noexcept
ThisType & entrySizeNull () noexcept
bool numberOfOrders (Int32 &value) const noexcept
ThisType & setNumberOfOrders (Int32 value) noexcept
ThisType & numberOfOrdersNull () noexcept
bool priceLevel (UInt8 &value) const noexcept
ThisType & setPriceLevel (UInt8 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
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 13403 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 13415 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 13418 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 13422 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 13632 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 13659 of file Messages.h.

◆ entryPx()

bool entryPx ( PRICE9 & value) const
inlinenoexcept

Market Data entry price.

Definition at line 13455 of file Messages.h.

◆ entryPxNull()

ThisType & entryPxNull ( )
inlinenoexcept

Definition at line 13473 of file Messages.h.

◆ entrySize()

bool entrySize ( UInt64 & value) const
inlinenoexcept

Market Data entry size.

Definition at line 13484 of file Messages.h.

◆ entrySizeNull()

ThisType & entrySizeNull ( )
inlinenoexcept

Definition at line 13502 of file Messages.h.

◆ entryType()

EntryType::Enum entryType ( ) const
inlinenoexcept

Market Data entry type.

Definition at line 13610 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 13646 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 - number of real orders per instrument that participated in a match step within a match event.

Definition at line 13516 of file Messages.h.

◆ numberOfOrdersNull()

ThisType & numberOfOrdersNull ( )
inlinenoexcept

Definition at line 13537 of file Messages.h.

◆ openCloseSettlFlag()

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

Flag that additionally describes market data entry type.

Definition at line 13578 of file Messages.h.

◆ openCloseSettlFlagNull()

ThisType & openCloseSettlFlagNull ( )
inlinenoexcept

Definition at line 13599 of file Messages.h.

◆ priceLevel()

bool priceLevel ( UInt8 & value) const
inlinenoexcept

Aggregate book level.

Definition at line 13548 of file Messages.h.

◆ priceLevelNull()

ThisType & priceLevelNull ( )
inlinenoexcept

Definition at line 13566 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 13440 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 13433 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value)
inlinenoexcept

Market Data entry price.

Definition at line 13464 of file Messages.h.

◆ setEntrySize()

ThisType & setEntrySize ( UInt64 value)
inlinenoexcept

Market Data entry size.

Definition at line 13493 of file Messages.h.

◆ setEntryType()

ThisType & setEntryType ( EntryType::Enum value)
inlinenoexcept

Market Data entry type.

Definition at line 13619 of file Messages.h.

◆ setNumberOfOrders()

ThisType & setNumberOfOrders ( Int32 value)
inlinenoexcept

In Book entry - aggregate number of orders at given price level.

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

Definition at line 13528 of file Messages.h.

◆ setOpenCloseSettlFlag()

ThisType & setOpenCloseSettlFlag ( OpenCloseSettlFlag::Enum value)
inlinenoexcept

Flag that additionally describes market data entry type.

Definition at line 13589 of file Messages.h.

◆ setPriceLevel()

ThisType & setPriceLevel ( UInt8 value)
inlinenoexcept

Aggregate book level.

Definition at line 13557 of file Messages.h.