OnixS C++ CME iLink 3 Binary Order Entry Handler  1.14.0
API Documentation
ExecutionReportTradeAddendumSpreadLeg550::OrderEventsEntry Struct Reference

#include <OnixS/CME/iLink3/messaging/Messages.h>

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
 
typedef OrderEventsEntry ThisType
 

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
 

Static Public Member Functions

static constexpr BlockLength blockLength (SchemaVersion version) noexcept
 
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
 
static constexpr const CharclassName ()
 

Detailed Description

Entry of OrderEventsEntry repeating group.

Definition at line 40055 of file Messages.h.

Member Typedef Documentation

Base class type.

Definition at line 40067 of file Messages.h.

This type alias.

Definition at line 40070 of file Messages.h.

Constructor & Destructor Documentation

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

Initializes instance of given version over given memory block.

Definition at line 40074 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept
Returns
size of entry body in bytes for given version of message template.

Definition at line 40281 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic

Entity class name.

Definition at line 40308 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept
Returns
minimal size of entry body in bytes for given version of message template.

Definition at line 40295 of file Messages.h.

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 40162 of file Messages.h.

PRICE9 orderEventPx ( ) const
inlinenoexcept

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

Definition at line 40104 of file Messages.h.

UInt32 orderEventQty ( ) const
inlinenoexcept

Refers to the specific fill quantity between this order and the opposite order.

Definition at line 40185 of file Messages.h.

UInt8 orderEventReason ( ) const
inlinenoexcept

Action that caused the event to occur.

Definition at line 40228 of file Messages.h.

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 40126 of file Messages.h.

TradeAddendum::Enum orderEventType ( ) const
inlinenoexcept

The type of event affecting an order.

Definition at line 40206 of file Messages.h.

bool originalOrderEventExecId ( UInt32 value) const
inlinenoexcept

Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted.

Definition at line 40249 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 40092 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 40085 of file Messages.h.

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 40173 of file Messages.h.

ThisType& setOrderEventPx ( PRICE9  value)
inlinenoexcept

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

Definition at line 40113 of file Messages.h.

ThisType& setOrderEventQty ( UInt32  value)
inlinenoexcept

Refers to the specific fill quantity between this order and the opposite order.

Definition at line 40195 of file Messages.h.

ThisType& setOrderEventReason ( UInt8  value)
inlinenoexcept

Action that caused the event to occur.

Definition at line 40237 of file Messages.h.

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 40138 of file Messages.h.

ThisType& setOrderEventTextToNull ( )
inlinenoexcept

Definition at line 40148 of file Messages.h.

ThisType& setOrderEventType ( TradeAddendum::Enum  value)
inlinenoexcept

The type of event affecting an order.

Definition at line 40216 of file Messages.h.

ThisType& setOriginalOrderEventExecId ( UInt32  value)
inlinenoexcept

Contains the previous OrderEventExecID value (Tag 1797) of the trade being adjusted or busted.

Definition at line 40259 of file Messages.h.

ThisType& setOriginalOrderEventExecIdToNull ( )
inlinenoexcept

Definition at line 40268 of file Messages.h.


The documentation for this struct was generated from the following file: