OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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ExecutionReportTradeSpread526::LegsEntry Struct Reference

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
typedef LegsEntry ThisType
Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength BlockLength

Public Member Functions

 LegsEntry (void *data, EncodedLength length, SchemaVersion version)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
UInt64 legExecId () const noexcept
ThisTypesetLegExecId (UInt64 value) noexcept
PRICE9 legLastPx () const noexcept
ThisTypesetLegLastPx (PRICE9 value) noexcept
Int32 legSecurityId () const noexcept
ThisTypesetLegSecurityId (Int32 value) noexcept
UInt32 legTradeId () const noexcept
ThisTypesetLegTradeId (UInt32 value) noexcept
UInt32 legLastQty () const noexcept
ThisTypesetLegLastQty (UInt32 value) noexcept
SideReq::Enum legSide () const noexcept
ThisTypesetLegSide (SideReq::Enum 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 const CharclassName ()

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 LegsEntry repeating group.

Definition at line 17939 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 17951 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 17954 of file Messages.h.

Constructor & Destructor Documentation

◆ LegsEntry()

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

Initializes instance of given version over given memory block.

Definition at line 17958 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 18107 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 18134 of file Messages.h.

◆ legExecId()

UInt64 legExecId ( ) const
inlinenoexcept

The ExecID (17) value corresponding to a trade leg.

Definition at line 17985 of file Messages.h.

◆ legLastPx()

PRICE9 legLastPx ( ) const
inlinenoexcept

Execution price assigned to a leg of a multileg instrument.

Definition at line 18005 of file Messages.h.

◆ legLastQty()

UInt32 legLastQty ( ) const
inlinenoexcept

Fill quantity for the leg instrument.

Definition at line 18065 of file Messages.h.

◆ legSecurityId()

Int32 legSecurityId ( ) const
inlinenoexcept

Multileg instrument's individual security's SecurityID.

Definition at line 18025 of file Messages.h.

◆ legSide()

SideReq::Enum legSide ( ) const
inlinenoexcept

The side of this individual leg of a multileg security.

Definition at line 18085 of file Messages.h.

◆ legTradeId()

UInt32 legTradeId ( ) const
inlinenoexcept

The TradeID value corresponding to a trade leg.

Definition at line 18045 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 18121 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 17976 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 17969 of file Messages.h.

◆ setLegExecId()

ThisType & setLegExecId ( UInt64 value)
inlinenoexcept

The ExecID (17) value corresponding to a trade leg.

Definition at line 17994 of file Messages.h.

◆ setLegLastPx()

ThisType & setLegLastPx ( PRICE9 value)
inlinenoexcept

Execution price assigned to a leg of a multileg instrument.

Definition at line 18014 of file Messages.h.

◆ setLegLastQty()

ThisType & setLegLastQty ( UInt32 value)
inlinenoexcept

Fill quantity for the leg instrument.

Definition at line 18074 of file Messages.h.

◆ setLegSecurityId()

ThisType & setLegSecurityId ( Int32 value)
inlinenoexcept

Multileg instrument's individual security's SecurityID.

Definition at line 18034 of file Messages.h.

◆ setLegSide()

ThisType & setLegSide ( SideReq::Enum value)
inlinenoexcept

The side of this individual leg of a multileg security.

Definition at line 18094 of file Messages.h.

◆ setLegTradeId()

ThisType & setLegTradeId ( UInt32 value)
inlinenoexcept

The TradeID value corresponding to a trade leg.

Definition at line 18054 of file Messages.h.