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< Container, BlockLength >
Container &	container () noexcept
void	zeroPaddingBytes (BlockLength offset) noexcept
template<class FieldValue>
void	setOrdinary (BlockLength offset, FieldValue value) noexcept
template<class FieldValue>
void	setOrdinary (BlockLength offset, FieldValue value, SchemaVersion since)
template<class Enumeration>
void	setEnumeration (BlockLength offset, typename Enumeration::Enum value) noexcept
template<class Enumeration>
void	setEnumeration (BlockLength offset, typename Enumeration::Enum value, SchemaVersion since)
template<BlockLength Size>
void	setFixedStr (BlockLength offset, StrRef value) noexcept
template<BlockLength Size>
void	setFixedStr (BlockLength offset, StrRef value, SchemaVersion since)

Static Public Member Functions
static constexpr BlockLength	blockLength (SchemaVersion version) noexcept
static constexpr BlockLength	minimalBlockLength (SchemaVersion version) noexcept
static constexpr StrRef	className () noexcept

Additional Inherited Members
Protected Member Functions inherited from SbeFields< Container, BlockLength >
	SbeFields ()=default
	~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Container, BlockLength >
	BinaryBlock ()=default
	~BinaryBlock ()=default
template<class Value>
Value	ordinary (BlockLength offset) const noexcept
template<class Value>
Value	ordinary (BlockLength offset, SchemaVersion since) const
template<class Value, class NullValue>
bool	ordinary (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool	ordinary (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Enumeration>
Enumeration::Enum	enumeration (BlockLength offset) const noexcept
template<class Enumeration, class NullValue>
bool	enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null) const noexcept
template<class Enumeration, class NullValue>
bool	enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Value>
Value	decimal (BlockLength offset) const noexcept
template<class Value, class NullValue>
bool	decimal (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool	decimal (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<BlockLength Length>
StrRef	fixedStr (BlockLength offset) const noexcept
template<BlockLength Length>
bool	fixedStr (StrRef &value, BlockLength offset) const noexcept
template<BlockLength Length>
bool	fixedStr (StrRef &value, BlockLength offset, SchemaVersion since) const noexcept

Detailed Description

Entry of OrderEventsEntry repeating group.

Definition at line 33820 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 33832 of file Messages.h.

◆ ThisType

typedef OrderEventsEntry ThisType

This type alias.

Definition at line 33835 of file Messages.h.

Constructor & Destructor Documentation

◆ OrderEventsEntry()

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

inline

Initializes instance of given version over given memory block.

Definition at line 33839 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Returns: size of entry body in bytes for given version of message template.

Definition at line 34088 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Entity class name.

Definition at line 34113 of file Messages.h.

◆ contraCalculatedCcyLastQty()

bool contraCalculatedCcyLastQty ( Decimal64NULL & value ) const

inlinenoexcept

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

Definition at line 34059 of file Messages.h.

◆ contraGrossTradeAmt()

bool contraGrossTradeAmt ( Decimal64NULL & value ) const

inlinenoexcept

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

Definition at line 34031 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Returns: minimal size of entry body in bytes for given version of message template.

Definition at line 34101 of file Messages.h.

◆ orderEventExecId()

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 33922 of file Messages.h.

◆ orderEventPx()

PRICE9 orderEventPx ( ) const

inlinenoexcept

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

Definition at line 33869 of file Messages.h.

◆ orderEventQty()

UInt32 orderEventQty ( ) const

inlinenoexcept

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

Definition at line 33943 of file Messages.h.

◆ orderEventReason()

UInt8 orderEventReason ( ) const

inlinenoexcept

Action that caused the event to ocurr.

100=Binary Trade Reporting.

Definition at line 33983 of file Messages.h.

◆ orderEventText()

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 33889 of file Messages.h.

◆ orderEventType()

TradeAddendum::Enum orderEventType ( ) const

inlinenoexcept

The type of event affecting an order.

Definition at line 33962 of file Messages.h.

◆ originalOrderEventExecId()

bool originalOrderEventExecId ( UInt32 & value ) const

inlinenoexcept

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

Definition at line 34003 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 33856 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 33850 of file Messages.h.

◆ setContraCalculatedCcyLastQty()

ThisType & setContraCalculatedCcyLastQty ( Decimal64NULL value )

inlinenoexcept

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

Definition at line 34068 of file Messages.h.

◆ setContraCalculatedCcyLastQtyToNull()

ThisType & setContraCalculatedCcyLastQtyToNull ( )

inlinenoexcept

Definition at line 34076 of file Messages.h.

◆ setContraGrossTradeAmt()

ThisType & setContraGrossTradeAmt ( Decimal64NULL value )

inlinenoexcept

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

Definition at line 34040 of file Messages.h.

◆ setContraGrossTradeAmtToNull()

ThisType & setContraGrossTradeAmtToNull ( )

inlinenoexcept

Definition at line 34048 of file Messages.h.

◆ setOrderEventExecId()

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 33932 of file Messages.h.

◆ setOrderEventPx()

ThisType & setOrderEventPx ( PRICE9 value )

inlinenoexcept

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

Definition at line 33877 of file Messages.h.

◆ setOrderEventQty()

ThisType & setOrderEventQty ( UInt32 value )

inlinenoexcept

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

Definition at line 33952 of file Messages.h.

◆ setOrderEventReason()

ThisType & setOrderEventReason ( UInt8 value )

inlinenoexcept

Action that caused the event to ocurr.

100=Binary Trade Reporting.

Definition at line 33992 of file Messages.h.

◆ setOrderEventText()

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 33900 of file Messages.h.

◆ setOrderEventTextToNull()

ThisType & setOrderEventTextToNull ( )

inlinenoexcept

Definition at line 33909 of file Messages.h.

◆ setOrderEventType()

ThisType & setOrderEventType ( TradeAddendum::Enum value )

inlinenoexcept

The type of event affecting an order.

Definition at line 33971 of file Messages.h.

◆ setOriginalOrderEventExecId()

ThisType & setOriginalOrderEventExecId ( UInt32 value )

inlinenoexcept

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

Definition at line 34012 of file Messages.h.

◆ setOriginalOrderEventExecIdToNull()

ThisType & setOriginalOrderEventExecIdToNull ( )

inlinenoexcept

Definition at line 34020 of file Messages.h.

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Base

◆ ThisType

Constructor & Destructor Documentation

◆ OrderEventsEntry()

Member Function Documentation

◆ blockLength()

◆ className()

◆ contraCalculatedCcyLastQty()

◆ contraGrossTradeAmt()

◆ minimalBlockLength()

◆ orderEventExecId()

◆ orderEventPx()

◆ orderEventQty()

◆ orderEventReason()

◆ orderEventText()

◆ orderEventType()

◆ originalOrderEventExecId()

◆ reset()

◆ resetVariableFields()

◆ setContraCalculatedCcyLastQty()

◆ setContraCalculatedCcyLastQtyToNull()

◆ setContraGrossTradeAmt()

◆ setContraGrossTradeAmtToNull()

◆ setOrderEventExecId()

◆ setOrderEventPx()

◆ setOrderEventQty()

◆ setOrderEventReason()

◆ setOrderEventText()

◆ setOrderEventTextToNull()

◆ setOrderEventType()

◆ setOriginalOrderEventExecId()

◆ setOriginalOrderEventExecIdToNull()