OnixS C++ CME iLink 3 Binary Order Entry Handler 1.19.0
API Documentation
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MassQuoteResponse571::QuoteEntry Struct Reference

Public Types

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

Public Member Functions

 QuoteEntry (void *data, EncodedLength length, SchemaVersion version)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
bool orderId (UInt64 &value) const noexcept
ThisTypesetOrderId (UInt64 value) noexcept
ThisTypesetOrderIdToNull () noexcept
UInt32 quoteEntryId () const noexcept
ThisTypesetQuoteEntryId (UInt32 value) noexcept
UInt16 quoteSetId () const noexcept
ThisTypesetQuoteSetId (UInt16 value) noexcept
Int32 securityId () const noexcept
ThisTypesetSecurityId (Int32 value) noexcept
Side::Enum side () const noexcept
ThisTypesetSide (Side::Enum value) noexcept
bool quoteEntryRejectReason (UInt8 &value) const noexcept
ThisTypesetQuoteEntryRejectReason (UInt8 value) noexcept
ThisTypesetQuoteEntryRejectReasonToNull () 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

Acknowledged or modified quotes contain order id value. Entry of QuoteEntry repeating group.

Definition at line 49627 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 49639 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 49642 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 49646 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
size of entry body in bytes for given version of message template.

Definition at line 49810 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept

Entity class name.

Definition at line 49834 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 49821 of file Messages.h.

◆ orderId()

bool orderId ( UInt64 & value) const
inlinenoexcept

Order id, corresponding to acknowledged quote entry and side.

Definition at line 49675 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 49705 of file Messages.h.

◆ quoteEntryRejectReason()

bool quoteEntryRejectReason ( UInt8 & value) const
inlinenoexcept

Reason provided for requested quote entries that are rejected.

Definition at line 49781 of file Messages.h.

◆ quoteSetId()

UInt16 quoteSetId ( ) const
inlinenoexcept

Quote Set ID.

Definition at line 49726 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 49663 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 49657 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 49744 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( UInt64 value)
inlinenoexcept

Order id, corresponding to acknowledged quote entry and side.

Definition at line 49684 of file Messages.h.

◆ setOrderIdToNull()

ThisType & setOrderIdToNull ( )
inlinenoexcept

Definition at line 49692 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 49716 of file Messages.h.

◆ setQuoteEntryRejectReason()

ThisType & setQuoteEntryRejectReason ( UInt8 value)
inlinenoexcept

Reason provided for requested quote entries that are rejected.

Definition at line 49790 of file Messages.h.

◆ setQuoteEntryRejectReasonToNull()

ThisType & setQuoteEntryRejectReasonToNull ( )
inlinenoexcept

Definition at line 49798 of file Messages.h.

◆ setQuoteSetId()

ThisType & setQuoteSetId ( UInt16 value)
inlinenoexcept

Quote Set ID.

Definition at line 49734 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Unique instrument ID.

Definition at line 49752 of file Messages.h.

◆ setSide()

ThisType & setSide ( Side::Enum value)
inlinenoexcept

Quote side.

Definition at line 49770 of file Messages.h.

◆ side()

Side::Enum side ( ) const
inlinenoexcept

Quote side.

Definition at line 49762 of file Messages.h.