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

Public Types
typedef SbeGroupEntry< GroupSize::BlockLength >	Base

typedef OrderEventsEntry	ThisType

Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BlockLength

Public Member Functions
	OrderEventsEntry (void *data, EncodedLength length, SchemaVersion version)

ThisType &	resetVariableFields () noexcept

ThisType &	reset () noexcept

PRICE9	orderEventPx () const noexcept

ThisType &	setOrderEventPx (PRICE9 value) noexcept

bool	orderEventText (StrRef &value) const noexcept

ThisType &	setOrderEventText (StrRef value) noexcept

ThisType &	setOrderEventTextToNull () noexcept

UInt32	orderEventExecId () const noexcept

ThisType &	setOrderEventExecId (UInt32 value) noexcept

UInt32	orderEventQty () const noexcept

ThisType &	setOrderEventQty (UInt32 value) noexcept

TradeAddendum::Enum	orderEventType () const noexcept

ThisType &	setOrderEventType (TradeAddendum::Enum value) noexcept

UInt8	orderEventReason () const noexcept

ThisType &	setOrderEventReason (UInt8 value) noexcept

bool	originalOrderEventExecId (UInt32 &value) const noexcept

ThisType &	setOriginalOrderEventExecId (UInt32 value) noexcept

ThisType &	setOriginalOrderEventExecIdToNull () noexcept

bool	contraGrossTradeAmt (Decimal64NULL &value) const noexcept

ThisType &	setContraGrossTradeAmt (Decimal64NULL value) noexcept

ThisType &	setContraGrossTradeAmtToNull () noexcept

bool	contraCalculatedCcyLastQty (Decimal64NULL &value) const noexcept

ThisType &	setContraCalculatedCcyLastQty (Decimal64NULL value) noexcept

ThisType &	setContraCalculatedCcyLastQtyToNull () 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	zeroPaddingBytes (GroupSize::BlockLengthoffset) 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 OrderEventsEntry repeating group.

Definition at line 36143 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 36155 of file Messages.h.

typedef OrderEventsEntry ThisType

This type alias.

Definition at line 36158 of file Messages.h.

Constructor & Destructor Documentation

OrderEventsEntry	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version
	)

inline

Initializes instance of given version over given memory block.

Definition at line 36162 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 36435 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Entity class name.

Definition at line 36462 of file Messages.h.

bool contraCalculatedCcyLastQty ( Decimal64NULL & value ) const

inlinenoexcept

Amount traded (in notional) in counter currency for the Spot with this counterparty.

Definition at line 36403 of file Messages.h.

bool contraGrossTradeAmt ( Decimal64NULL & value ) const

inlinenoexcept

Amount traded (in notional) in base currency for the Spot with this counterparty.

Definition at line 36372 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 36449 of file Messages.h.

UInt32 orderEventExecId ( ) const

inlinenoexcept

This is a unique ID which ties together a specific fill between two orders; It will be unique per instrument per day.

Definition at line 36252 of file Messages.h.

PRICE9 orderEventPx ( ) const

inlinenoexcept

Refers to the fill price; same as LastPx (Tag 31).

Definition at line 36194 of file Messages.h.

UInt32 orderEventQty ( ) const

inlinenoexcept

Refers to the specific fill quantity between this order and the opposite order.

Definition at line 36275 of file Messages.h.

UInt8 orderEventReason ( ) const

inlinenoexcept

Action that caused the event to occur.

100=Binary Trade Reporting.

Definition at line 36319 of file Messages.h.

bool orderEventText ( StrRef & value ) const

inlinenoexcept

Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for BrokerTec EU bilateral trades.

Definition at line 36216 of file Messages.h.

TradeAddendum::Enum orderEventType ( ) const

inlinenoexcept

The type of event affecting an order.

Definition at line 36296 of file Messages.h.

bool originalOrderEventExecId ( UInt32 & value ) const

inlinenoexcept

Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted.

Definition at line 36341 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 36180 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 36173 of file Messages.h.

ThisType& setContraCalculatedCcyLastQty ( Decimal64NULL value )

inlinenoexcept

Amount traded (in notional) in counter currency for the Spot with this counterparty.

Definition at line 36413 of file Messages.h.

ThisType& setContraCalculatedCcyLastQtyToNull ( )

inlinenoexcept

Definition at line 36422 of file Messages.h.

ThisType& setContraGrossTradeAmt ( Decimal64NULL value )

inlinenoexcept

Amount traded (in notional) in base currency for the Spot with this counterparty.

Definition at line 36382 of file Messages.h.

ThisType& setContraGrossTradeAmtToNull ( )

inlinenoexcept

Definition at line 36391 of file Messages.h.

ThisType& setOrderEventExecId ( UInt32 value )

inlinenoexcept

This is a unique ID which ties together a specific fill between two orders; It will be unique per instrument per day.

Definition at line 36263 of file Messages.h.

ThisType& setOrderEventPx ( PRICE9 value )

inlinenoexcept

Refers to the fill price; same as LastPx (Tag 31).

Definition at line 36203 of file Messages.h.

ThisType& setOrderEventQty ( UInt32 value )

inlinenoexcept

Refers to the specific fill quantity between this order and the opposite order.

Definition at line 36285 of file Messages.h.

ThisType& setOrderEventReason ( UInt8 value )

inlinenoexcept

Action that caused the event to occur.

100=Binary Trade Reporting.

Definition at line 36329 of file Messages.h.

ThisType& setOrderEventText ( StrRef value )

inlinenoexcept

Will not be present for BrokerTec US; Will be populated with the firm ID of the opposite order for BrokerTec EU bilateral trades.

Definition at line 36228 of file Messages.h.

ThisType& setOrderEventTextToNull ( )

inlinenoexcept

Definition at line 36238 of file Messages.h.

ThisType& setOrderEventType ( TradeAddendum::Enum value )

inlinenoexcept

The type of event affecting an order.

Definition at line 36306 of file Messages.h.

ThisType& setOriginalOrderEventExecId ( UInt32 value )

inlinenoexcept

Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted.

Definition at line 36351 of file Messages.h.

ThisType& setOriginalOrderEventExecIdToNull ( )

inlinenoexcept

Definition at line 36360 of file Messages.h.

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

OnixS/CME/iLink3/messaging/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