Public Types
typedef SbeGroupEntry< GroupSize::BlockLength >	Base
typedef QuoteEntry	ThisType
Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BlockLength

Public Member Functions
	QuoteEntry (void *data, EncodedLength length, SchemaVersion version)
ThisType &	resetVariableFields () noexcept
ThisType &	reset () noexcept
bool	bidPx (PRICE9 &value) const noexcept
ThisType &	setBidPx (PRICE9 value) noexcept
ThisType &	setBidPxToNull () noexcept
bool	offerPx (PRICE9 &value) const noexcept
ThisType &	setOfferPx (PRICE9 value) noexcept
ThisType &	setOfferPxToNull () noexcept
UInt32	quoteEntryId () const noexcept
ThisType &	setQuoteEntryId (UInt32 value) noexcept
Int32	securityId () const noexcept
ThisType &	setSecurityId (Int32 value) noexcept
bool	bidSize (UInt32 &value) const noexcept
ThisType &	setBidSize (UInt32 value) noexcept
ThisType &	setBidSizeToNull () noexcept
bool	offerSize (UInt32 &value) const noexcept
ThisType &	setOfferSize (UInt32 value) noexcept
ThisType &	setOfferSizeToNull () noexcept
bool	underlyingSecurityId (Int32 &value) const noexcept
ThisType &	setUnderlyingSecurityId (Int32 value) noexcept
ThisType &	setUnderlyingSecurityIdToNull () noexcept
UInt16	quoteSetId () const noexcept
ThisType &	setQuoteSetId (UInt16 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 Char *	className ()

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 QuoteEntry repeating group.

Definition at line 7235 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 7247 of file Messages.h.

◆ ThisType

typedef QuoteEntry ThisType

This type alias.

Definition at line 7250 of file Messages.h.

Constructor & Destructor Documentation

◆ QuoteEntry()

QuoteEntry	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version )

inline

Initializes instance of given version over given memory block.

Definition at line 7254 of file Messages.h.

Member Function Documentation

◆ bidPx()

bool bidPx ( PRICE9 & value ) const

inlinenoexcept

Bid price/rate.

This goes together with bid size (tag 134). Note that either BidPx, OfferPx or both must be specified for a new quote. Resting quote can be cancelled by not providing either of these four parameters.

Definition at line 7290 of file Messages.h.

◆ bidSize()

bool bidSize ( UInt32 & value ) const

inlinenoexcept

Quantity of bid.

This goes together with bid price (tag 132).

Definition at line 7406 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Returns: size of entry body in bytes for given version of message template.

Definition at line 7522 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Entity class name.

Definition at line 7549 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 7536 of file Messages.h.

◆ offerPx()

bool offerPx ( PRICE9 & value ) const

inlinenoexcept

Offer price/rate.

This goes together with offer size (tag 135). Note that either BidPx, OfferPx or both must be specified for a new quote. Resting quote can be cancelled by not providing either of these four parameters.

Definition at line 7325 of file Messages.h.

◆ offerSize()

bool offerSize ( UInt32 & value ) const

inlinenoexcept

Quantity of offer.

This goes together with offer price (tag 133).

Definition at line 7437 of file Messages.h.

◆ quoteEntryId()

UInt32 quoteEntryId ( ) const

inlinenoexcept

Unique identifier for a quote.

The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. For fills this value is transposed into client order ID (tag 11).

Definition at line 7360 of file Messages.h.

◆ quoteSetId()

UInt16 quoteSetId ( ) const

inlinenoexcept

Unique id for the Quote Set.

Definition at line 7500 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 7272 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 7265 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Security ID as defined by CME.

For the security ID list, see the security definition messages.

Definition at line 7384 of file Messages.h.

◆ setBidPx()

ThisType & setBidPx ( PRICE9 value )

inlinenoexcept

Bid price/rate.

This goes together with bid size (tag 134). Note that either BidPx, OfferPx or both must be specified for a new quote. Resting quote can be cancelled by not providing either of these four parameters.

Definition at line 7302 of file Messages.h.

◆ setBidPxToNull()

ThisType & setBidPxToNull ( )

inlinenoexcept

Definition at line 7311 of file Messages.h.

◆ setBidSize()

ThisType & setBidSize ( UInt32 value )

inlinenoexcept

Quantity of bid.

This goes together with bid price (tag 132).

Definition at line 7416 of file Messages.h.

◆ setBidSizeToNull()

ThisType & setBidSizeToNull ( )

inlinenoexcept

Definition at line 7425 of file Messages.h.

◆ setOfferPx()

ThisType & setOfferPx ( PRICE9 value )

inlinenoexcept

Offer price/rate.

This goes together with offer size (tag 135). Note that either BidPx, OfferPx or both must be specified for a new quote. Resting quote can be cancelled by not providing either of these four parameters.

Definition at line 7337 of file Messages.h.

◆ setOfferPxToNull()

ThisType & setOfferPxToNull ( )

inlinenoexcept

Definition at line 7346 of file Messages.h.

◆ setOfferSize()

ThisType & setOfferSize ( UInt32 value )

inlinenoexcept

Quantity of offer.

This goes together with offer price (tag 133).

Definition at line 7447 of file Messages.h.

◆ setOfferSizeToNull()

ThisType & setOfferSizeToNull ( )

inlinenoexcept

Definition at line 7456 of file Messages.h.

◆ setQuoteEntryId()

ThisType & setQuoteEntryId ( UInt32 value )

inlinenoexcept

Unique identifier for a quote.

The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. For fills this value is transposed into client order ID (tag 11).

Definition at line 7372 of file Messages.h.

◆ setQuoteSetId()

ThisType & setQuoteSetId ( UInt16 value )

inlinenoexcept

Unique id for the Quote Set.

Definition at line 7509 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Security ID as defined by CME.

For the security ID list, see the security definition messages.

Definition at line 7394 of file Messages.h.

◆ setUnderlyingSecurityId()

ThisType & setUnderlyingSecurityId ( Int32 value )

inlinenoexcept

Underlying Security ID.

This value will be the same as that contained in Security Definition Tag 48-SecurityID of the underlying instrument.

Definition at line 7480 of file Messages.h.

◆ setUnderlyingSecurityIdToNull()

ThisType & setUnderlyingSecurityIdToNull ( )

inlinenoexcept

Definition at line 7489 of file Messages.h.

◆ underlyingSecurityId()

bool underlyingSecurityId ( Int32 & value ) const

inlinenoexcept

Underlying Security ID.

This value will be the same as that contained in Security Definition Tag 48-SecurityID of the underlying instrument.

Definition at line 7469 of file Messages.h.

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Base

◆ ThisType

Constructor & Destructor Documentation

◆ QuoteEntry()

Member Function Documentation

◆ bidPx()

◆ bidSize()

◆ blockLength()

◆ className()

◆ minimalBlockLength()

◆ offerPx()

◆ offerSize()

◆ quoteEntryId()

◆ quoteSetId()

◆ reset()

◆ resetVariableFields()

◆ securityId()

◆ setBidPx()

◆ setBidPxToNull()

◆ setBidSize()

◆ setBidSizeToNull()

◆ setOfferPx()

◆ setOfferPxToNull()

◆ setOfferSize()

◆ setOfferSizeToNull()

◆ setQuoteEntryId()

◆ setQuoteSetId()

◆ setSecurityId()

◆ setUnderlyingSecurityId()

◆ setUnderlyingSecurityIdToNull()

◆ underlyingSecurityId()