OnixS C++ CME iLink 3 Binary Order Entry Handler  1.17.0
API Documentation
ExecutionReportTradeAddendumOutright548::OrderEventsEntry Struct Reference

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

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
 
typedef OrderEventsEntry ThisType
 
- Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength BlockLength
 

Public Member Functions

 OrderEventsEntry (void *data, EncodedLength length, SchemaVersion version)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () noexcept
 
PRICE9 orderEventPx () const noexcept
 
ThisTypesetOrderEventPx (PRICE9 value) noexcept
 
bool orderEventText (StrRef &value) const noexcept
 
ThisTypesetOrderEventText (StrRef value) noexcept
 
ThisTypesetOrderEventTextToNull () noexcept
 
UInt32 orderEventExecId () const noexcept
 
ThisTypesetOrderEventExecId (UInt32 value) noexcept
 
UInt32 orderEventQty () const noexcept
 
ThisTypesetOrderEventQty (UInt32 value) noexcept
 
TradeAddendum::Enum orderEventType () const noexcept
 
ThisTypesetOrderEventType (TradeAddendum::Enum value) noexcept
 
UInt8 orderEventReason () const noexcept
 
ThisTypesetOrderEventReason (UInt8 value) noexcept
 
bool originalOrderEventExecId (UInt32 &value) const noexcept
 
ThisTypesetOriginalOrderEventExecId (UInt32 value) noexcept
 
ThisTypesetOriginalOrderEventExecIdToNull () noexcept
 
bool contraGrossTradeAmt (Decimal64NULL &value) const noexcept
 
ThisTypesetContraGrossTradeAmt (Decimal64NULL value) noexcept
 
ThisTypesetContraGrossTradeAmtToNull () noexcept
 
bool contraCalculatedCcyLastQty (Decimal64NULL &value) const noexcept
 
ThisTypesetContraCalculatedCcyLastQty (Decimal64NULL value) noexcept
 
ThisTypesetContraCalculatedCcyLastQtyToNull () 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 CharclassName ()
 

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

Base class type.

Definition at line 36155 of file Messages.h.

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: