Classes | |
struct | Entry |
Public Types | |
enum | |
typedef BinaryGroup< Entry, GroupSize, MessageSize > | Entries |
Public Types inherited from BinaryMessage | |
typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
typedef BinaryGroups< MessageSize > | Groups |
Static Public Member Functions | |
static ONIXS_CONFLATEDUDP_EXPORTED BlockLength | blockLength (SchemaVersion) |
static ONIXS_CONFLATEDUDP_EXPORTED const Char * | className () |
static ONIXS_CONFLATEDUDP_EXPORTED StrRef | fixType () |
Additional Inherited Members | |
Protected Member Functions inherited from BinaryMessage | |
BinaryMessage (const void *encoded, EncodedLength length, NoVersionCheck) | |
Protected Member Functions inherited from BinaryBlock< BinaryMessage, MessageSize > | |
BinaryBlock () | |
~BinaryBlock () | |
Value | ordinary (MessageSize offset) const |
bool | ordinary (Value &value, MessageSize offset, const NullValue &null) const |
bool | ordinary (Value &value, MessageSize offset, const NullValue &null, SchemaVersion since) const |
Enumeration::Enum | enumeration (MessageSize offset) const |
bool | enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null) const |
bool | enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null, SchemaVersion since) const |
Decimal | decimal (MessageSize offset) const |
bool | decimal (Decimal &value, MessageSize offset, const NullValue &null) const |
bool | decimal (Decimal &value, MessageSize offset, const NullValue &null, SchemaVersion since) const |
StrRef | fixedStr (MessageSize offset) const |
StrRef | fixedStr (MessageSize offset, SchemaVersion since) const |
Definition at line 1762 of file Messages.h.
typedef BinaryGroup<Entry, GroupSize, MessageSize> Entries |
Repeating group containing Entry entries.
Definition at line 1884 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | ||
---|---|---|
TemplateId | 69 |
Definition at line 1767 of file Messages.h.
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inline |
Initializes blank instance.
Definition at line 1887 of file Messages.h.
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inline |
Initializes instance over given memory block.
Definition at line 1892 of file Messages.h.
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inlinestatic |
Size of message body in bytes.
Definition at line 2029 of file Messages.h.
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inlinestatic |
Returns class name.
Definition at line 2036 of file Messages.h.
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inline |
Returns instance of Entries repeating group.
Definition at line 2020 of file Messages.h.
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inlinestatic |
FIX message type.
Definition at line 2043 of file Messages.h.
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inline |
Upper price threshold for the instrument. Orders submitted with prices above the upper limit will be rejected.
Definition at line 1989 of file Messages.h.
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inline |
Sequence number of the last Incremental feed packet processed. This value is used to synchronize the snapshot loop with the real-time feed.
Definition at line 1906 of file Messages.h.
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inline |
UTC Date and time of last Security Definition add, update or delete on a given Market Data channel.
Definition at line 1950 of file Messages.h.
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inline |
Lower price threshold for the instrument. Orders submitted with prices below the lower limit will be rejected.
Definition at line 2000 of file Messages.h.
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inline |
Differential value for price banding.
Definition at line 2010 of file Messages.h.
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inline |
MD Entry sequence number per instrument update. Reset weekly.
Definition at line 1932 of file Messages.h.
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inline |
Unique instrument ID.
Definition at line 1923 of file Messages.h.
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inline |
Identifies the current trading state of the instrument.
Definition at line 1977 of file Messages.h.
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inline |
Total number of instruments in the Replay loop. Used on Replay Feed only.
Definition at line 1915 of file Messages.h.
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inline |
Trade session date sent as number of days since Unix epoch.
Definition at line 1958 of file Messages.h.
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inline |
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.
Definition at line 1941 of file Messages.h.