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

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< 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 Char *	className ()

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 19873 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 19885 of file Messages.h.

typedef FillsEntry ThisType

This type alias.

Definition at line 19888 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 19892 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 20013 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Entity class name.

Definition at line 20040 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 19964 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 19920 of file Messages.h.

UInt32 fillQty ( ) const

inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 19941 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 19990 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 20027 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 19910 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 19903 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 19977 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 19930 of file Messages.h.

ThisType& setFillQty ( UInt32 value )

inlinenoexcept

Quantity bought/sold for this fill reason.

Definition at line 19950 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 20000 of file Messages.h.

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

OnixS/CME/iLink3/messaging/Messages.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation