OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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ExecutionReportTradeAddendumSpread549::OrderEventsEntry Struct Reference

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
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 OrderEventsEntry repeating group.

Definition at line 38303 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 38315 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 38318 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 38322 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 38529 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 38556 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 38543 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 38410 of file Messages.h.

◆ orderEventPx()

PRICE9 orderEventPx ( ) const
inlinenoexcept

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

Definition at line 38352 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 38433 of file Messages.h.

◆ orderEventReason()

UInt8 orderEventReason ( ) const
inlinenoexcept

Action that caused the event to occur.

Definition at line 38476 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 38374 of file Messages.h.

◆ orderEventType()

TradeAddendum::Enum orderEventType ( ) const
inlinenoexcept

The type of event affecting an order.

Definition at line 38454 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 38497 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 38340 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 38333 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 38421 of file Messages.h.

◆ setOrderEventPx()

ThisType & setOrderEventPx ( PRICE9 value)
inlinenoexcept

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

Definition at line 38361 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 38443 of file Messages.h.

◆ setOrderEventReason()

ThisType & setOrderEventReason ( UInt8 value)
inlinenoexcept

Action that caused the event to occur.

Definition at line 38485 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 38386 of file Messages.h.

◆ setOrderEventTextToNull()

ThisType & setOrderEventTextToNull ( )
inlinenoexcept

Definition at line 38396 of file Messages.h.

◆ setOrderEventType()

ThisType & setOrderEventType ( TradeAddendum::Enum value)
inlinenoexcept

The type of event affecting an order.

Definition at line 38464 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 38507 of file Messages.h.

◆ setOriginalOrderEventExecIdToNull()

ThisType & setOriginalOrderEventExecIdToNull ( )
inlinenoexcept

Definition at line 38516 of file Messages.h.