#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 |
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 |
Entry of OrderEventsEntry repeating group.
Definition at line 38303 of file Messages.h.
typedef SbeGroupEntry< GroupSize::BlockLength > Base |
Base class type.
Definition at line 38315 of file Messages.h.
typedef OrderEventsEntry ThisType |
This type alias.
Definition at line 38318 of file Messages.h.
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inline |
Initializes instance of given version over given memory block.
Definition at line 38322 of file Messages.h.
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inlinestaticnoexcept |
Definition at line 38529 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 38556 of file Messages.h.
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inlinestaticnoexcept |
Definition at line 38543 of file Messages.h.
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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 38410 of file Messages.h.
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inlinenoexcept |
Refers to the fill price; same as LastPx (Tag 31).
Definition at line 38352 of file Messages.h.
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inlinenoexcept |
Refers to the specific fill quantity between this order and the opposite order.
Definition at line 38433 of file Messages.h.
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inlinenoexcept |
Action that caused the event to occur.
Definition at line 38476 of file Messages.h.
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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 38374 of file Messages.h.
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inlinenoexcept |
The type of event affecting an order.
Definition at line 38454 of file Messages.h.
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inlinenoexcept |
Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted.
Definition at line 38497 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 38340 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 38333 of file Messages.h.
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 38421 of file Messages.h.
Refers to the fill price; same as LastPx (Tag 31).
Definition at line 38361 of file Messages.h.
Refers to the specific fill quantity between this order and the opposite order.
Definition at line 38443 of file Messages.h.
Action that caused the event to occur.
Definition at line 38485 of file Messages.h.
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 38386 of file Messages.h.
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inlinenoexcept |
Definition at line 38396 of file Messages.h.
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inlinenoexcept |
The type of event affecting an order.
Definition at line 38464 of file Messages.h.
Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted.
Definition at line 38507 of file Messages.h.
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inlinenoexcept |
Definition at line 38516 of file Messages.h.