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
bool	orderEventType (OrderEventType::Enum &value) const noexcept
ThisType &	setOrderEventType (OrderEventType::Enum value) noexcept
ThisType &	setOrderEventTypeToNull () noexcept
UInt8	orderEventReason () const noexcept
ThisType &	setOrderEventReason (UInt8 value) noexcept
bool	contraGrossTradeAmt (Decimal64NULL &value) const noexcept
ThisType &	setContraGrossTradeAmt (Decimal64NULL value) noexcept
ThisType &	setContraGrossTradeAmtToNull () noexcept
bool	contraCalculatedCcyLastQty (Decimal64NULL &value) const noexcept
ThisType &	setContraCalculatedCcyLastQty (Decimal64NULL value) noexcept
ThisType &	setContraCalculatedCcyLastQtyToNull () 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 Char *	className ()

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 15599 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 15611 of file Messages.h.

◆ ThisType

typedef OrderEventsEntry ThisType

This type alias.

Definition at line 15614 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 15618 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 15871 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Entity class name.

Definition at line 15898 of file Messages.h.

◆ contraCalculatedCcyLastQty()

bool contraCalculatedCcyLastQty ( Decimal64NULL & value ) const

inlinenoexcept

Amount traded (in notional) in counter currency for the Spot with this counterparty.

Definition at line 15839 of file Messages.h.

◆ contraGrossTradeAmt()

bool contraGrossTradeAmt ( Decimal64NULL & value ) const

inlinenoexcept

Amount traded (in notional) in base currency for the Spot with this counterparty.

Definition at line 15808 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 15885 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 15708 of file Messages.h.

◆ orderEventPx()

PRICE9 orderEventPx ( ) const

inlinenoexcept

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

Definition at line 15650 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 15731 of file Messages.h.

◆ orderEventReason()

UInt8 orderEventReason ( ) const

inlinenoexcept

Action that caused the event to occur.

100=Binary Trade Reporting.

Definition at line 15786 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 15672 of file Messages.h.

◆ orderEventType()

bool orderEventType ( OrderEventType::Enum & value ) const

inlinenoexcept

The type of event affecting an order.

Definition at line 15753 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 15636 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 15629 of file Messages.h.

◆ setContraCalculatedCcyLastQty()

ThisType & setContraCalculatedCcyLastQty ( Decimal64NULL value )

inlinenoexcept

Amount traded (in notional) in counter currency for the Spot with this counterparty.

Definition at line 15849 of file Messages.h.

◆ setContraCalculatedCcyLastQtyToNull()

ThisType & setContraCalculatedCcyLastQtyToNull ( )

inlinenoexcept

Definition at line 15858 of file Messages.h.

◆ setContraGrossTradeAmt()

ThisType & setContraGrossTradeAmt ( Decimal64NULL value )

inlinenoexcept

Amount traded (in notional) in base currency for the Spot with this counterparty.

Definition at line 15818 of file Messages.h.

◆ setContraGrossTradeAmtToNull()

ThisType & setContraGrossTradeAmtToNull ( )

inlinenoexcept

Definition at line 15827 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 15719 of file Messages.h.

◆ setOrderEventPx()

ThisType & setOrderEventPx ( PRICE9 value )

inlinenoexcept

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

Definition at line 15659 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 15741 of file Messages.h.

◆ setOrderEventReason()

ThisType & setOrderEventReason ( UInt8 value )

inlinenoexcept

Action that caused the event to occur.

100=Binary Trade Reporting.

Definition at line 15796 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 15684 of file Messages.h.

◆ setOrderEventTextToNull()

ThisType & setOrderEventTextToNull ( )

inlinenoexcept

Definition at line 15694 of file Messages.h.

◆ setOrderEventType()

ThisType & setOrderEventType ( OrderEventType::Enum value )

inlinenoexcept

The type of event affecting an order.

Definition at line 15764 of file Messages.h.

◆ setOrderEventTypeToNull()

ThisType & setOrderEventTypeToNull ( )

inlinenoexcept

Definition at line 15774 of file Messages.h.

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Base

◆ ThisType

Constructor & Destructor Documentation

◆ OrderEventsEntry()

Member Function Documentation

◆ blockLength()

◆ className()

◆ contraCalculatedCcyLastQty()

◆ contraGrossTradeAmt()

◆ minimalBlockLength()

◆ orderEventExecId()

◆ orderEventPx()

◆ orderEventQty()

◆ orderEventReason()

◆ orderEventText()

◆ orderEventType()

◆ reset()

◆ resetVariableFields()

◆ setContraCalculatedCcyLastQty()

◆ setContraCalculatedCcyLastQtyToNull()

◆ setContraGrossTradeAmt()

◆ setContraGrossTradeAmtToNull()

◆ setOrderEventExecId()

◆ setOrderEventPx()

◆ setOrderEventQty()

◆ setOrderEventReason()

◆ setOrderEventText()

◆ setOrderEventTextToNull()

◆ setOrderEventType()

◆ setOrderEventTypeToNull()