OnixS C++ CME iLink 3 Binary Order Entry Handler 1.19.0
API Documentation
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RequestForCross566::SidesEntry Struct Reference

Public Types

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

Public Member Functions

 SidesEntry (void *data, EncodedLength length, SchemaVersion version)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
StrRef clOrdId () const noexcept
ThisTypesetClOrdId (StrRef value) noexcept
UInt64 partyDetailsListReqId () const noexcept
ThisTypesetPartyDetailsListReqId (UInt64 value) noexcept
UInt32 orderQty () const noexcept
ThisTypesetOrderQty (UInt32 value) noexcept
SideReq::Enum side () const noexcept
ThisTypesetSide (SideReq::Enum value) noexcept
SideTimeInForce::Enum sideTimeInForce () const noexcept
ThisTypesetSideTimeInForce (SideTimeInForce::Enum 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

Must always be 2, both sides. Entry of SidesEntry repeating group.

Definition at line 46208 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 46220 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 46223 of file Messages.h.

Constructor & Destructor Documentation

◆ SidesEntry()

SidesEntry ( void * data,
EncodedLength length,
SchemaVersion version )
inline

Initializes instance of given version over given memory block.

Definition at line 46227 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 46370 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept

Entity class name.

Definition at line 46395 of file Messages.h.

◆ clOrdId()

StrRef clOrdId ( ) const
inlinenoexcept

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.).

Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Definition at line 46258 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 46383 of file Messages.h.

◆ orderQty()

UInt32 orderQty ( ) const
inlinenoexcept

Order quantity. Must be the same for both sides.

Definition at line 46306 of file Messages.h.

◆ partyDetailsListReqId()

UInt64 partyDetailsListReqId ( ) const
inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 46286 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 46244 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 46238 of file Messages.h.

◆ setClOrdId()

ThisType & setClOrdId ( StrRef value)
inlinenoexcept

Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.).

Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

Definition at line 46273 of file Messages.h.

◆ setOrderQty()

ThisType & setOrderQty ( UInt32 value)
inlinenoexcept

Order quantity. Must be the same for both sides.

Definition at line 46314 of file Messages.h.

◆ setPartyDetailsListReqId()

ThisType & setPartyDetailsListReqId ( UInt64 value)
inlinenoexcept

Refers to the ID of the related PartyDetailsDefinitionRequest message which will logically be tied to this message.

Definition at line 46296 of file Messages.h.

◆ setSide()

ThisType & setSide ( SideReq::Enum value)
inlinenoexcept

Order side.

Definition at line 46332 of file Messages.h.

◆ setSideTimeInForce()

ThisType & setSideTimeInForce ( SideTimeInForce::Enum value)
inlinenoexcept

Indicates how long the order as specified in the side stays in effect.

SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Defaults to Day if absent.

Definition at line 46357 of file Messages.h.

◆ side()

SideReq::Enum side ( ) const
inlinenoexcept

Order side.

Definition at line 46324 of file Messages.h.

◆ sideTimeInForce()

SideTimeInForce::Enum sideTimeInForce ( ) const
inlinenoexcept

Indicates how long the order as specified in the side stays in effect.

SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Defaults to Day if absent.

Definition at line 46345 of file Messages.h.