OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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MarketDataRequest205 Struct Reference

Classes

struct  RelatedSymEntry
struct  SecurityGroupsEntry

Public Types

enum  
typedef SchemaTraits Schema
typedef MarketDataRequest205 ThisType
typedef SbeGroup< SecurityGroupsEntry, GroupSize, MessageSizeSecurityGroups
typedef SbeGroup< RelatedSymEntry, GroupSize, MessageSizeRelatedSym
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 MarketDataRequest205 ()=default
 MarketDataRequest205 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 MarketDataRequest205 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 MarketDataRequest205 (void *data, EncodedLength length, NoInit)
 MarketDataRequest205 (const SbeMessage &message)
 MarketDataRequest205 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt32 reqId () const noexcept
ThisTypesetReqId (UInt32 value) noexcept
SubscriptionReqType::Enum subscriptionReqType () const noexcept
ThisTypesetSubscriptionReqType (SubscriptionReqType::Enum value) noexcept
SecurityGroups securityGroups () const noexcept
SecurityGroups securityGroups () noexcept
SecurityGroups securityGroups (SecurityGroups::Size length)
SecurityGroups securityGroups (SecurityGroups::Size length, NoFieldsInit)
RelatedSym relatedSym () const noexcept
RelatedSym relatedSym () noexcept
RelatedSym relatedSym (RelatedSym::Size length)
RelatedSym relatedSym (RelatedSym::Size length, NoFieldsInit)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
std::string toString () const
const void * tail () const noexcept
EncodedLength calculateBinarySize () const noexcept
Public Member Functions inherited from SbeMessage
 SbeMessage () noexcept
 SbeMessage (void *data, MessageSize size, SchemaVersion version)
 SbeMessage (void *data, MessageSize size)
 SbeMessage (void *data, MessageSize size, NoCheck) noexcept
void clear () noexcept
bool valid () const noexcept
MessageTemplateId templateId () const noexcept
SchemaVersion version () const noexcept
SchemaId schemaId () const noexcept
const void * binary () const noexcept
void * binary () noexcept
const void * blockEnd () noexcept
const void * blockEnd () const noexcept
MessageSize bufferSize () const noexcept
void * body () noexcept
BlockLength blockLength () const noexcept
const void * block () const noexcept
void * block () noexcept
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessagecontainer () noexcept
void setOrdinary (MessageSize offset, FieldValue value) noexcept
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void setFixedStr (MessageSize offset, StrRef value) noexcept

Static Public Member Functions

static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr MessageSize getMinimalVariableFieldsSize (SchemaVersion version)
static constexpr UInt64 getMaxMessageSize (UInt8 maxGroupItems=255) noexcept
static constexpr const CharclassName ()
static constexpr StrRef fixType () noexcept

Additional Inherited Members

Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessageversion (SchemaVersion version) noexcept
GroupList groups () noexcept
GroupList groups () const noexcept
template<typename Group>
void initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
template<typename Group>
void setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
template<typename Group>
void constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
VariableLengthFieldList variableLengthFields () noexcept
VariableLengthFieldList variableLengthFields () const noexcept
void initHeader (MessageHeader::TemplateId value, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
void zeroPaddingBytes (BlockLength offset)
void init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id)
MessageSize calculateBinarySize (const void *tail) const noexcept
template<class Callable, class Owner>
void setVariableLengthField (Callable callable, StrRef value, Owner &owner)
template<class Callable, class Owner>
void setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
template<class Callable, class Owner>
StrRef getVariableLengthField (Callable callable, const Owner &owner) const noexcept
template<class Callable, class Owner>
StrRef getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Callable, class Owner>
void setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void resetGroup (Callable callable, Owner &owner) noexcept
template<class Callable, class Owner>
void setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void resetGroup (Callable callable, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group getGroup (Callable callable, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group constructGroup (Callable callable, typename Group::Size length, Owner &owner)
template<class Group, class Callable, class Owner>
Group setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group setupGroup (Callable callable, typename Group::Size length, Owner &owner)
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
 SbeFields ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
Value ordinary (MessageSize offset) const noexcept
Enumeration::Enum enumeration (MessageSize offset) const noexcept
Value decimal (MessageSize offset) const noexcept
StrRef fixedStr (MessageSize offset) const noexcept
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept

Detailed Description

Definition at line 1232 of file Messages.h.

Member Typedef Documentation

◆ RelatedSym

Repeating group containing RelatedSymEntry entries.

Definition at line 1442 of file Messages.h.

◆ Schema

Used template schema.

Definition at line 1237 of file Messages.h.

◆ SecurityGroups

Repeating group containing SecurityGroupsEntry entries.

Definition at line 1344 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 1240 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 205 

Definition at line 1243 of file Messages.h.

Constructor & Destructor Documentation

◆ MarketDataRequest205() [1/6]

MarketDataRequest205 ( )
default

Initializes a blank instance.

◆ MarketDataRequest205() [2/6]

MarketDataRequest205 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 1448 of file Messages.h.

◆ MarketDataRequest205() [3/6]

MarketDataRequest205 ( void * data,
EncodedLength length,
NoFieldsInit ,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 1463 of file Messages.h.

◆ MarketDataRequest205() [4/6]

MarketDataRequest205 ( void * data,
EncodedLength length,
NoInit  )
inline

Initializes an instance over the given memory block.

Definition at line 1477 of file Messages.h.

◆ MarketDataRequest205() [5/6]

MarketDataRequest205 ( const SbeMessage & message)
inlineexplicit

Initializes an instance over the given SBE message.

Definition at line 1488 of file Messages.h.

◆ MarketDataRequest205() [6/6]

MarketDataRequest205 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Initializes an instance over the given memory block.

Performs no checks.

Definition at line 1499 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 1656 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 1747 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr
Returns
class name.

Definition at line 1717 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 1726 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 1685 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

Minimal variable fields size (when variable-length fields are empty).

Definition at line 1671 of file Messages.h.

◆ relatedSym() [1/4]

RelatedSym relatedSym ( ) const
inlinenoexcept
Returns
instance of RelatedSym repeating group.

Definition at line 1609 of file Messages.h.

◆ relatedSym() [2/4]

RelatedSym relatedSym ( )
inlinenoexcept
Returns
instance of RelatedSym repeating group.

Definition at line 1619 of file Messages.h.

◆ relatedSym() [3/4]

RelatedSym relatedSym ( RelatedSym::Size length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoRelatedSym(146) repeating group.

Definition at line 1630 of file Messages.h.

◆ relatedSym() [4/4]

RelatedSym relatedSym ( RelatedSym::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
NoRelatedSym(146) repeating group.

Definition at line 1641 of file Messages.h.

◆ reqId()

UInt32 reqId ( ) const
inlinenoexcept

Unique identifier for Market Data Request.

Must be unique per session so it can be referenced in Request Ack or Request Reject responses from the exchange.

Definition at line 1516 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 1706 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 1697 of file Messages.h.

◆ securityGroups() [1/4]

SecurityGroups securityGroups ( ) const
inlinenoexcept
Returns
instance of SecurityGroups repeating group.

Definition at line 1563 of file Messages.h.

◆ securityGroups() [2/4]

SecurityGroups securityGroups ( )
inlinenoexcept
Returns
instance of SecurityGroups repeating group.

Definition at line 1573 of file Messages.h.

◆ securityGroups() [3/4]

SecurityGroups securityGroups ( SecurityGroups::Size length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoSecurityGroups(37022) repeating group.

Definition at line 1585 of file Messages.h.

◆ securityGroups() [4/4]

SecurityGroups securityGroups ( SecurityGroups::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
NoSecurityGroups(37022) repeating group.

Definition at line 1597 of file Messages.h.

◆ setReqId()

ThisType & setReqId ( UInt32 value)
inlinenoexcept

Unique identifier for Market Data Request.

Must be unique per session so it can be referenced in Request Ack or Request Reject responses from the exchange.

Definition at line 1527 of file Messages.h.

◆ setSubscriptionReqType()

ThisType & setSubscriptionReqType ( SubscriptionReqType::Enum value)
inlinenoexcept

Subscription Request Type indicates to the type of response expected.

Definition at line 1551 of file Messages.h.

◆ subscriptionReqType()

SubscriptionReqType::Enum subscriptionReqType ( ) const
inlinenoexcept

Subscription Request Type indicates to the type of response expected.

Definition at line 1540 of file Messages.h.

◆ tail()

const void * tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 1738 of file Messages.h.

◆ toString()

std::string toString ( ) const
inline
Returns
a human-readable presentation.

Definition at line 249 of file MessageSerialization.h.