OnixS C++ CME iLink 3 Binary Order Entry Handler  1.18.0
API Documentation
Public Types | Public Member Functions | Static Public Member Functions | List of all members
ExecutionReportTradeOutright525::OrderEventsEntry Struct Reference

#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
 
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< 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
 

Detailed Description

Entry of OrderEventsEntry repeating group.

Definition at line 15599 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 15611 of file Messages.h.

typedef OrderEventsEntry ThisType

This type alias.

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

static constexpr const Char* className ( )
inlinestatic

Entity class name.

Definition at line 15898 of file Messages.h.

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.

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.

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

Definition at line 15885 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 15708 of file Messages.h.

PRICE9 orderEventPx ( ) const
inlinenoexcept

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

Definition at line 15650 of file Messages.h.

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.

UInt8 orderEventReason ( ) const
inlinenoexcept

Action that caused the event to occur.

100=Binary Trade Reporting.

Definition at line 15786 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 15672 of file Messages.h.

bool orderEventType ( OrderEventType::Enum &  value) const
inlinenoexcept

The type of event affecting an order.

Definition at line 15753 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 15636 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 15629 of file Messages.h.

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.

ThisType& setContraCalculatedCcyLastQtyToNull ( )
inlinenoexcept

Definition at line 15858 of file Messages.h.

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.

ThisType& setContraGrossTradeAmtToNull ( )
inlinenoexcept

Definition at line 15827 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 15719 of file Messages.h.

ThisType& setOrderEventPx ( PRICE9  value)
inlinenoexcept

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

Definition at line 15659 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 15741 of file Messages.h.

ThisType& setOrderEventReason ( UInt8  value)
inlinenoexcept

Action that caused the event to occur.

100=Binary Trade Reporting.

Definition at line 15796 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 15684 of file Messages.h.

ThisType& setOrderEventTextToNull ( )
inlinenoexcept

Definition at line 15694 of file Messages.h.

ThisType& setOrderEventType ( OrderEventType::Enum  value)
inlinenoexcept

The type of event affecting an order.

Definition at line 15764 of file Messages.h.

ThisType& setOrderEventTypeToNull ( )
inlinenoexcept

Definition at line 15774 of file Messages.h.

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