OnixS C++ CME iLink 3 Binary Order Entry Handler  1.18.1
API Documentation
ExecutionReportTradeSpread526::FillsEntry Struct Reference

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

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< 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 CharclassName ()
 

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 FillsEntry repeating group.

Definition at line 17756 of file Messages.h.

Member Typedef Documentation

Base class type.

Definition at line 17768 of file Messages.h.

This type alias.

Definition at line 17771 of file Messages.h.

Constructor & Destructor Documentation

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

Initializes instance of given version over given memory block.

Definition at line 17775 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 17896 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic

Entity class name.

Definition at line 17923 of file Messages.h.

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 17847 of file Messages.h.

PRICE9 fillPx ( ) const
inlinenoexcept

Price of this fill reason or allocation.

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

Definition at line 17803 of file Messages.h.

UInt32 fillQty ( ) const
inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 17824 of file Messages.h.

UInt8 fillYieldType ( ) const
inlinenoexcept

Enumeration of the Fill Reason field using Integer.

This identifies the type of match algorithm.

Definition at line 17873 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 17910 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 17793 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 17786 of file Messages.h.

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 17860 of file Messages.h.

ThisType& setFillPx ( PRICE9  value)
inlinenoexcept

Price of this fill reason or allocation.

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

Definition at line 17813 of file Messages.h.

ThisType& setFillQty ( UInt32  value)
inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 17833 of file Messages.h.

ThisType& setFillYieldType ( UInt8  value)
inlinenoexcept

Enumeration of the Fill Reason field using Integer.

This identifies the type of match algorithm.

Definition at line 17883 of file Messages.h.


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