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

Public Member Functions
	FillsEntry (void *data, EncodedLength length, SchemaVersion version)
ThisType &	resetVariableFields () noexcept
ThisType &	reset () noexcept
PRICE9	fillPx () const noexcept
ThisType &	setFillPx (PRICE9 value) noexcept
UInt32	fillQty () const noexcept
ThisType &	setFillQty (UInt32 value) noexcept
StrRef	fillExecId () const noexcept
ThisType &	setFillExecId (StrRef value) noexcept
UInt8	fillYieldType () const noexcept
ThisType &	setFillYieldType (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 StrRef	className () noexcept

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>
Value	ordinary (BlockLength offset, SchemaVersion since) const
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 16634 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 16646 of file Messages.h.

◆ ThisType

typedef FillsEntry ThisType

This type alias.

Definition at line 16649 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 16653 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 16766 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Entity class name.

Definition at line 16791 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) is greater than 0. Append FillExecID with ExecID to derive unique identifier for each fill reason or allocation.

Definition at line 16720 of file Messages.h.

◆ fillPx()

PRICE9 fillPx ( ) const

inlinenoexcept

Price of this fill reason or allocation.

Required if NoFills (1362) is greater than 0. Same as LastPx(31).

Definition at line 16679 of file Messages.h.

◆ fillQty()

UInt32 fillQty ( ) const

inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 16698 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 16745 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 16779 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 16670 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 16664 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) is greater than 0. Append FillExecID with ExecID to derive unique identifier for each fill reason or allocation.

Definition at line 16733 of file Messages.h.

◆ setFillPx()

ThisType & setFillPx ( PRICE9 value )

inlinenoexcept

Price of this fill reason or allocation.

Required if NoFills (1362) is greater than 0. Same as LastPx(31).

Definition at line 16688 of file Messages.h.

◆ setFillQty()

ThisType & setFillQty ( UInt32 value )

inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 16706 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 16754 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

◆ FillsEntry()

Member Function Documentation

◆ blockLength()

◆ className()

◆ fillExecId()

◆ fillPx()

◆ fillQty()

◆ fillYieldType()

◆ minimalBlockLength()

◆ reset()

◆ resetVariableFields()

◆ setFillExecId()

◆ setFillPx()

◆ setFillQty()

◆ setFillYieldType()