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 StrRef	className () noexcept

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>
Value	ordinary (BlockLength offset, SchemaVersion since) const
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 6894 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 6906 of file Messages.h.

◆ ThisType

typedef QuoteEntry ThisType

This type alias.

Definition at line 6909 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 6913 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 6947 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 7053 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 7158 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Entity class name.

Definition at line 7183 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 7171 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 6979 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 7081 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 7011 of file Messages.h.

◆ quoteSetId()

UInt16 quoteSetId ( ) const

inlinenoexcept

Unique id for the Quote Set.

Definition at line 7138 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 6930 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 6924 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 7033 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 6958 of file Messages.h.

◆ setBidPxToNull()

ThisType & setBidPxToNull ( )

inlinenoexcept

Definition at line 6966 of file Messages.h.

◆ setBidSize()

ThisType & setBidSize ( UInt32 value )

inlinenoexcept

Quantity of bid.

This goes together with bid price (tag 132).

Definition at line 7062 of file Messages.h.

◆ setBidSizeToNull()

ThisType & setBidSizeToNull ( )

inlinenoexcept

Definition at line 7070 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 6990 of file Messages.h.

◆ setOfferPxToNull()

ThisType & setOfferPxToNull ( )

inlinenoexcept

Definition at line 6998 of file Messages.h.

◆ setOfferSize()

ThisType & setOfferSize ( UInt32 value )

inlinenoexcept

Quantity of offer.

This goes together with offer price (tag 133).

Definition at line 7090 of file Messages.h.

◆ setOfferSizeToNull()

ThisType & setOfferSizeToNull ( )

inlinenoexcept

Definition at line 7098 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 7022 of file Messages.h.

◆ setQuoteSetId()

ThisType & setQuoteSetId ( UInt16 value )

inlinenoexcept

Unique id for the Quote Set.

Definition at line 7146 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 7042 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 7120 of file Messages.h.

◆ setUnderlyingSecurityIdToNull()

ThisType & setUnderlyingSecurityIdToNull ( )

inlinenoexcept

Definition at line 7128 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 7110 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()