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

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< 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 QuoteEntry repeating group.

Definition at line 7235 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 7247 of file Messages.h.

typedef QuoteEntry ThisType

This type alias.

Definition at line 7250 of file Messages.h.

Constructor & Destructor Documentation

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

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.

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.

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

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

Definition at line 7522 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Entity class name.

Definition at line 7549 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 7536 of file Messages.h.

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.

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.

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.

UInt16 quoteSetId ( ) const

inlinenoexcept

Unique id for the Quote Set.

Definition at line 7500 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 7272 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 7265 of file Messages.h.

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.

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.

ThisType& setBidPxToNull ( )

inlinenoexcept

Definition at line 7311 of file Messages.h.

ThisType& setBidSize ( UInt32 value )

inlinenoexcept

Quantity of bid.

This goes together with bid price (tag 132).

Definition at line 7416 of file Messages.h.

ThisType& setBidSizeToNull ( )

inlinenoexcept

Definition at line 7425 of file Messages.h.

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.

ThisType& setOfferPxToNull ( )

inlinenoexcept

Definition at line 7346 of file Messages.h.

ThisType& setOfferSize ( UInt32 value )

inlinenoexcept

Quantity of offer.

This goes together with offer price (tag 133).

Definition at line 7447 of file Messages.h.

ThisType& setOfferSizeToNull ( )

inlinenoexcept

Definition at line 7456 of file Messages.h.

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.

ThisType& setQuoteSetId ( UInt16 value )

inlinenoexcept

Unique id for the Quote Set.

Definition at line 7509 of file Messages.h.

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.

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.

ThisType& setUnderlyingSecurityIdToNull ( )

inlinenoexcept

Definition at line 7489 of file Messages.h.

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.

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