ExecutionReportTradeSpread526::FillsEntry Struct Reference

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

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

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

Static Public Member Functions
static constexpr BlockLength	blockLength (SchemaVersion version) noexcept
static constexpr BlockLength	minimalBlockLength (SchemaVersion version) noexcept
static constexpr const Char *	className ()

Detailed Description

Entry of FillsEntry repeating group.

Definition at line 17789 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 17801 of file Messages.h.

typedef FillsEntry ThisType

This type alias.

Definition at line 17804 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 17808 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 17929 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Entity class name.

Definition at line 17956 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 17880 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 17836 of file Messages.h.

UInt32 fillQty ( ) const

inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 17857 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 17906 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 17943 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 17826 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 17819 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 17893 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 17846 of file Messages.h.

ThisType& setFillQty ( UInt32  value )

inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 17866 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 17916 of file Messages.h.

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

• OnixS/CME/iLink3/messaging/Messages.h