OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
Loading...
Searching...
No Matches
ExecutionReportTradeAddendumSpread549::LegsEntry Struct Reference

Public Types

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

Public Member Functions

 LegsEntry (void *data, EncodedLength length, SchemaVersion version)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
UInt64 legExecId () const noexcept
ThisTypesetLegExecId (UInt64 value) noexcept
PRICE9 legLastPx () const noexcept
ThisTypesetLegLastPx (PRICE9 value) noexcept
bool legExecRefId (UInt64 &value) const noexcept
ThisTypesetLegExecRefId (UInt64 value) noexcept
ThisTypesetLegExecRefIdToNull () noexcept
UInt32 legTradeId () const noexcept
ThisTypesetLegTradeId (UInt32 value) noexcept
bool legTradeRefId (UInt32 &value) const noexcept
ThisTypesetLegTradeRefId (UInt32 value) noexcept
ThisTypesetLegTradeRefIdToNull () noexcept
Int32 legSecurityId () const noexcept
ThisTypesetLegSecurityId (Int32 value) noexcept
UInt32 legLastQty () const noexcept
ThisTypesetLegLastQty (UInt32 value) noexcept
SideReq::Enum legSide () const noexcept
ThisTypesetLegSide (SideReq::Enum value) 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 const CharclassName ()

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, 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 LegsEntry repeating group.

Definition at line 38028 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 38040 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 38043 of file Messages.h.

Constructor & Destructor Documentation

◆ LegsEntry()

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

Initializes instance of given version over given memory block.

Definition at line 38047 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 38263 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 38290 of file Messages.h.

◆ legExecId()

UInt64 legExecId ( ) const
inlinenoexcept

Refers to the Exec ID (Tag 17) of the leg execution being reported.

Definition at line 38078 of file Messages.h.

◆ legExecRefId()

bool legExecRefId ( UInt64 & value) const
inlinenoexcept

The original ExecID(17) value corresponding to trade leg which is being corrected.

Definition at line 38120 of file Messages.h.

◆ legLastPx()

PRICE9 legLastPx ( ) const
inlinenoexcept

Execution price assigned to a leg of a multileg instrument.

Definition at line 38099 of file Messages.h.

◆ legLastQty()

UInt32 legLastQty ( ) const
inlinenoexcept

Fill quantity for the leg instrument.

Definition at line 38221 of file Messages.h.

◆ legSecurityId()

Int32 legSecurityId ( ) const
inlinenoexcept

Unique instrument ID for the leg.

Definition at line 38201 of file Messages.h.

◆ legSide()

SideReq::Enum legSide ( ) const
inlinenoexcept

The side of the leg for this repeating group.

Definition at line 38241 of file Messages.h.

◆ legTradeId()

UInt32 legTradeId ( ) const
inlinenoexcept

The TradeID value corresponding to a trade leg.

Definition at line 38150 of file Messages.h.

◆ legTradeRefId()

bool legTradeRefId ( UInt32 & value) const
inlinenoexcept

Refers to the original LegTradeID of the leg trade being corrected.

Definition at line 38171 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 38277 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 38065 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 38058 of file Messages.h.

◆ setLegExecId()

ThisType & setLegExecId ( UInt64 value)
inlinenoexcept

Refers to the Exec ID (Tag 17) of the leg execution being reported.

Definition at line 38088 of file Messages.h.

◆ setLegExecRefId()

ThisType & setLegExecRefId ( UInt64 value)
inlinenoexcept

The original ExecID(17) value corresponding to trade leg which is being corrected.

Definition at line 38130 of file Messages.h.

◆ setLegExecRefIdToNull()

ThisType & setLegExecRefIdToNull ( )
inlinenoexcept

Definition at line 38139 of file Messages.h.

◆ setLegLastPx()

ThisType & setLegLastPx ( PRICE9 value)
inlinenoexcept

Execution price assigned to a leg of a multileg instrument.

Definition at line 38108 of file Messages.h.

◆ setLegLastQty()

ThisType & setLegLastQty ( UInt32 value)
inlinenoexcept

Fill quantity for the leg instrument.

Definition at line 38230 of file Messages.h.

◆ setLegSecurityId()

ThisType & setLegSecurityId ( Int32 value)
inlinenoexcept

Unique instrument ID for the leg.

Definition at line 38210 of file Messages.h.

◆ setLegSide()

ThisType & setLegSide ( SideReq::Enum value)
inlinenoexcept

The side of the leg for this repeating group.

Definition at line 38250 of file Messages.h.

◆ setLegTradeId()

ThisType & setLegTradeId ( UInt32 value)
inlinenoexcept

The TradeID value corresponding to a trade leg.

Definition at line 38159 of file Messages.h.

◆ setLegTradeRefId()

ThisType & setLegTradeRefId ( UInt32 value)
inlinenoexcept

Refers to the original LegTradeID of the leg trade being corrected.

Definition at line 38181 of file Messages.h.

◆ setLegTradeRefIdToNull()

ThisType & setLegTradeRefIdToNull ( )
inlinenoexcept

Definition at line 38190 of file Messages.h.