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

Public Types
typedef SbeGroupEntry< GroupSize::BlockLength >	Base

typedef LegsEntry	ThisType

Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BlockLength

Public Member Functions
	LegsEntry (void *data, EncodedLength length, SchemaVersion version)

ThisType &	resetVariableFields () noexcept

ThisType &	reset () noexcept

bool	legPrice (PRICE9 &value) const noexcept

ThisType &	setLegPrice (PRICE9 value) noexcept

ThisType &	setLegPriceToNull () noexcept

Int32	legSecurityId () const noexcept

ThisType &	setLegSecurityId (Int32 value) noexcept

bool	legOptionDelta (Decimal32NULL &value) const noexcept

ThisType &	setLegOptionDelta (Decimal32NULL value) noexcept

ThisType &	setLegOptionDeltaToNull () noexcept

SideReq::Enum	legSide () const noexcept

ThisType &	setLegSide (SideReq::Enum value) noexcept

bool	legRatioQty (UInt8 &value) const noexcept

ThisType &	setLegRatioQty (UInt8 value) noexcept

ThisType &	setLegRatioQtyToNull () 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 LegSecIDSource	legSecurityIdSource () noexcept

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

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

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 41316 of file Messages.h.

typedef LegsEntry ThisType

This type alias.

Definition at line 41319 of file Messages.h.

Constructor & Destructor Documentation

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

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

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

Definition at line 41505 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Entity class name.

Definition at line 41532 of file Messages.h.

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.

bool legPrice ( PRICE9 & value ) const

inlinenoexcept

Price of the futures contract as part of UDS Covered.

Definition at line 41364 of file Messages.h.

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.

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.

static constexpr LegSecIDSource legSecurityIdSource ( )

inlinestaticnoexcept

Identifies source of tag 602-LegSecurityID value.

Constant value.

Definition at line 41356 of file Messages.h.

SideReq::Enum legSide ( ) const

inlinenoexcept

The side of the leg for this repeating group.

Definition at line 41450 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 41519 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 41341 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 41334 of file Messages.h.

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.

ThisType& setLegOptionDeltaToNull ( )

inlinenoexcept

Definition at line 41439 of file Messages.h.

ThisType& setLegPrice ( PRICE9 value )

inlinenoexcept

Price of the futures contract as part of UDS Covered.

Definition at line 41373 of file Messages.h.

ThisType& setLegPriceToNull ( )

inlinenoexcept

Definition at line 41382 of file Messages.h.

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.

ThisType& setLegRatioQtyToNull ( )

inlinenoexcept

Definition at line 41492 of file Messages.h.

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.

ThisType& setLegSide ( SideReq::Enum value )

inlinenoexcept

The side of the leg for this repeating group.

Definition at line 41459 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