OnixS C++ CME iLink 3 Binary Order Entry Handler  1.15.0
API Documentation
ExecutionReportTradeSpreadLeg527::FillsEntry Struct Reference

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

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
 
typedef FillsEntry ThisType
 

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
 

Static Public Member Functions

static constexpr BlockLength blockLength (SchemaVersion version) noexcept
 
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
 
static constexpr const CharclassName ()
 

Detailed Description

Entry of FillsEntry repeating group.

Definition at line 19906 of file Messages.h.

Member Typedef Documentation

Base class type.

Definition at line 19918 of file Messages.h.

This type alias.

Definition at line 19921 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 19925 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 20046 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic

Entity class name.

Definition at line 20073 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 19997 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 19953 of file Messages.h.

UInt32 fillQty ( ) const
inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 19974 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 20023 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 20060 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 19943 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 19936 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 20010 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 19963 of file Messages.h.

ThisType& setFillQty ( UInt32  value)
inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 19983 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 20033 of file Messages.h.


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