OnixS C++ CME iLink 3 Binary Order Entry Handler  1.15.0
API Documentation
ExecutionReportTradeAddendumOutright548::FillsEntry Struct Reference

#include <OnixS/CME/iLink3/messaging/Messages.h>

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
 
typedef FillsEntry ThisType
 

Public Member Functions

 FillsEntry (void *data, EncodedLength length, SchemaVersion version)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () noexcept
 
PRICE9 fillPx () const noexcept
 
ThisTypesetFillPx (PRICE9 value) noexcept
 
UInt32 fillQty () const noexcept
 
ThisTypesetFillQty (UInt32 value) noexcept
 
StrRef fillExecId () const noexcept
 
ThisTypesetFillExecId (StrRef value) noexcept
 
UInt8 fillYieldType () const noexcept
 
ThisTypesetFillYieldType (UInt8 value) noexcept
 

Static Public Member Functions

static constexpr BlockLength blockLength (SchemaVersion version) noexcept
 
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
 
static constexpr const CharclassName ()
 

Detailed Description

Entry of FillsEntry repeating group.

Definition at line 36027 of file Messages.h.

Member Typedef Documentation

Base class type.

Definition at line 36039 of file Messages.h.

This type alias.

Definition at line 36042 of file Messages.h.

Constructor & Destructor Documentation

FillsEntry ( void *  data,
EncodedLength  length,
SchemaVersion  version 
)
inline

Initializes instance of given version over given memory block.

Definition at line 36046 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 36167 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic

Entity class name.

Definition at line 36194 of file Messages.h.

StrRef fillExecId ( ) const
inlinenoexcept

Used as an identifier for each fill reason or allocation reported in single Execution Report.

Required if NoFills(1362) > 0. Append FillExecID with ExecID to derive unique identifier for each fill reason or allocation.

Definition at line 36118 of file Messages.h.

PRICE9 fillPx ( ) const
inlinenoexcept

Price of this fill reason or allocation.

Required if NoFills(1362) > 0. Same as LastPx(31).

Definition at line 36074 of file Messages.h.

UInt32 fillQty ( ) const
inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 36095 of file Messages.h.

UInt8 fillYieldType ( ) const
inlinenoexcept

Enumeration of the Fill Reason field using Integer.

This identifies the type of match algorithm.

Definition at line 36144 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 36181 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 36064 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 36057 of file Messages.h.

ThisType& setFillExecId ( StrRef  value)
inlinenoexcept

Used as an identifier for each fill reason or allocation reported in single Execution Report.

Required if NoFills(1362) > 0. Append FillExecID with ExecID to derive unique identifier for each fill reason or allocation.

Definition at line 36131 of file Messages.h.

ThisType& setFillPx ( PRICE9  value)
inlinenoexcept

Price of this fill reason or allocation.

Required if NoFills(1362) > 0. Same as LastPx(31).

Definition at line 36084 of file Messages.h.

ThisType& setFillQty ( UInt32  value)
inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 36104 of file Messages.h.

ThisType& setFillYieldType ( UInt8  value)
inlinenoexcept

Enumeration of the Fill Reason field using Integer.

This identifies the type of match algorithm.

Definition at line 36154 of file Messages.h.


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