#include <OnixS/CME/iLink3/messaging/Messages.h>
Public Types | |
typedef SbeGroupEntry< GroupSize::BlockLength > | Base |
typedef FillsEntry | ThisType |
Public Member Functions | |
FillsEntry (void *data, EncodedLength length, SchemaVersion version) | |
ThisType & | resetVariableFields () noexcept |
ThisType & | reset () noexcept |
PRICE9 | fillPx () const noexcept |
ThisType & | setFillPx (PRICE9 value) noexcept |
UInt32 | fillQty () const noexcept |
ThisType & | setFillQty (UInt32 value) noexcept |
StrRef | fillExecId () const noexcept |
ThisType & | setFillExecId (StrRef value) noexcept |
UInt8 | fillYieldType () const noexcept |
ThisType & | setFillYieldType (UInt8 value) noexcept |
Static Public Member Functions | |
static constexpr BlockLength | blockLength (SchemaVersion version) noexcept |
static constexpr BlockLength | minimalBlockLength (SchemaVersion version) noexcept |
static constexpr const Char * | className () |
Entry of FillsEntry repeating group.
Definition at line 37912 of file Messages.h.
typedef SbeGroupEntry< GroupSize::BlockLength > Base |
Base class type.
Definition at line 37924 of file Messages.h.
typedef FillsEntry ThisType |
This type alias.
Definition at line 37927 of file Messages.h.
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inline |
Initializes instance of given version over given memory block.
Definition at line 37931 of file Messages.h.
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inlinestaticnoexcept |
Definition at line 38052 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 38079 of file Messages.h.
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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 38003 of file Messages.h.
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inlinenoexcept |
Price of this fill reason or allocation.
Required if NoFills(1362) > 0. Same as LastPx(31).
Definition at line 37959 of file Messages.h.
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inlinenoexcept |
Quantity bought/sold for this fill reason.
Definition at line 37980 of file Messages.h.
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inlinenoexcept |
Enumeration of the Fill Reason field using Integer.
This identifies the type of match algorithm.
Definition at line 38029 of file Messages.h.
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inlinestaticnoexcept |
Definition at line 38066 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 37949 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 37942 of file Messages.h.
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 38016 of file Messages.h.
Price of this fill reason or allocation.
Required if NoFills(1362) > 0. Same as LastPx(31).
Definition at line 37969 of file Messages.h.
Quantity bought/sold for this fill reason.
Definition at line 37989 of file Messages.h.
Enumeration of the Fill Reason field using Integer.
This identifies the type of match algorithm.
Definition at line 38039 of file Messages.h.