OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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ExecutionReportTradeAddendumSpreadLeg550::FillsEntry Struct Reference

Public Types

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

Public Member Functions

 FillsEntry (void *data, EncodedLength length, SchemaVersion version)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
PRICE9 fillPx () const noexcept
ThisTypesetFillPx (PRICE9 value) noexcept
UInt32 fillQty () const noexcept
ThisTypesetFillQty (UInt32 value) noexcept
StrRef fillExecId () const noexcept
ThisTypesetFillExecId (StrRef value) noexcept
UInt8 fillYieldType () const noexcept
ThisTypesetFillYieldType (UInt8 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 FillsEntry repeating group.

Definition at line 39811 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 39823 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 39826 of file Messages.h.

Constructor & Destructor Documentation

◆ FillsEntry()

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

Initializes instance of given version over given memory block.

Definition at line 39830 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 39951 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 39978 of file Messages.h.

◆ fillExecId()

StrRef fillExecId ( ) const
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 39902 of file Messages.h.

◆ fillPx()

PRICE9 fillPx ( ) const
inlinenoexcept

Price of this fill reason or allocation.

Required if NoFills(1362) > 0. Same as LastPx(31).

Definition at line 39858 of file Messages.h.

◆ fillQty()

UInt32 fillQty ( ) const
inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 39879 of file Messages.h.

◆ fillYieldType()

UInt8 fillYieldType ( ) const
inlinenoexcept

Enumeration of the Fill Reason field using Integer.

This identifies the type of match algorithm.

Definition at line 39928 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 39965 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 39848 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 39841 of file Messages.h.

◆ setFillExecId()

ThisType & setFillExecId ( StrRef value)
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 39915 of file Messages.h.

◆ setFillPx()

ThisType & setFillPx ( PRICE9 value)
inlinenoexcept

Price of this fill reason or allocation.

Required if NoFills(1362) > 0. Same as LastPx(31).

Definition at line 39868 of file Messages.h.

◆ setFillQty()

ThisType & setFillQty ( UInt32 value)
inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 39888 of file Messages.h.

◆ setFillYieldType()

ThisType & setFillYieldType ( UInt8 value)
inlinenoexcept

Enumeration of the Fill Reason field using Integer.

This identifies the type of match algorithm.

Definition at line 39938 of file Messages.h.