OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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SecurityDefinitionRequest560::LegsEntry Struct Reference

Public Types

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

Public Member Functions

 LegsEntry (void *data, EncodedLength length, SchemaVersion version)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
bool legPrice (PRICE9 &value) const noexcept
ThisTypesetLegPrice (PRICE9 value) noexcept
ThisTypesetLegPriceToNull () noexcept
Int32 legSecurityId () const noexcept
ThisTypesetLegSecurityId (Int32 value) noexcept
bool legOptionDelta (Decimal32NULL &value) const noexcept
ThisTypesetLegOptionDelta (Decimal32NULL value) noexcept
ThisTypesetLegOptionDeltaToNull () noexcept
SideReq::Enum legSide () const noexcept
ThisTypesetLegSide (SideReq::Enum value) noexcept
bool legRatioQty (UInt8 &value) const noexcept
ThisTypesetLegRatioQty (UInt8 value) noexcept
ThisTypesetLegRatioQtyToNull () 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 LegSecIDSource legSecurityIdSource () noexcept
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
static constexpr const CharclassName ()

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

Up to 40 legs (i.e., repeating groups) supported for UDS for futures. Will be set to 0 for REPO. Entry of LegsEntry repeating group.

Definition at line 41304 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 41316 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 41319 of file Messages.h.

Constructor & Destructor Documentation

◆ LegsEntry()

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

Initializes instance of given version over given memory block.

Definition at line 41323 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 41505 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 41532 of file Messages.h.

◆ legOptionDelta()

bool legOptionDelta ( Decimal32NULL & value) const
inlinenoexcept

Delta used to calculate the quantity of futures used to cover the option or option strategy.

Definition at line 41420 of file Messages.h.

◆ legPrice()

bool legPrice ( PRICE9 & value) const
inlinenoexcept

Price of the futures contract as part of UDS Covered.

Definition at line 41364 of file Messages.h.

◆ legRatioQty()

bool legRatioQty ( UInt8 & value) const
inlinenoexcept

Specifies ratio for the instrument defined in this repeating group.

Required for any UDS options leg. Optional for Covereds leg.

Definition at line 41472 of file Messages.h.

◆ legSecurityId()

Int32 legSecurityId ( ) const
inlinenoexcept

ISIN code, this is the primary tag used to identify the contract and it must be populated with the corresponding tag 48-SecurityID value from the market data 35=d Security Definition message.

Definition at line 41396 of file Messages.h.

◆ legSecurityIdSource()

constexpr LegSecIDSource legSecurityIdSource ( )
inlinestaticconstexprnoexcept

Identifies source of tag 602-LegSecurityID value.

Constant value.

Definition at line 41356 of file Messages.h.

◆ legSide()

SideReq::Enum legSide ( ) const
inlinenoexcept

The side of the leg for this repeating group.

Definition at line 41450 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 41519 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 41341 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 41334 of file Messages.h.

◆ setLegOptionDelta()

ThisType & setLegOptionDelta ( Decimal32NULL value)
inlinenoexcept

Delta used to calculate the quantity of futures used to cover the option or option strategy.

Definition at line 41430 of file Messages.h.

◆ setLegOptionDeltaToNull()

ThisType & setLegOptionDeltaToNull ( )
inlinenoexcept

Definition at line 41439 of file Messages.h.

◆ setLegPrice()

ThisType & setLegPrice ( PRICE9 value)
inlinenoexcept

Price of the futures contract as part of UDS Covered.

Definition at line 41373 of file Messages.h.

◆ setLegPriceToNull()

ThisType & setLegPriceToNull ( )
inlinenoexcept

Definition at line 41382 of file Messages.h.

◆ setLegRatioQty()

ThisType & setLegRatioQty ( UInt8 value)
inlinenoexcept

Specifies ratio for the instrument defined in this repeating group.

Required for any UDS options leg. Optional for Covereds leg.

Definition at line 41483 of file Messages.h.

◆ setLegRatioQtyToNull()

ThisType & setLegRatioQtyToNull ( )
inlinenoexcept

Definition at line 41492 of file Messages.h.

◆ setLegSecurityId()

ThisType & setLegSecurityId ( Int32 value)
inlinenoexcept

ISIN code, this is the primary tag used to identify the contract and it must be populated with the corresponding tag 48-SecurityID value from the market data 35=d Security Definition message.

Definition at line 41408 of file Messages.h.

◆ setLegSide()

ThisType & setLegSide ( SideReq::Enum value)
inlinenoexcept

The side of the leg for this repeating group.

Definition at line 41459 of file Messages.h.