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< 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 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

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 38814 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 38826 of file Messages.h.

◆ ThisType

typedef LegsEntry ThisType

This type alias.

Definition at line 38829 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 38833 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 38999 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Entity class name.

Definition at line 39024 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 38922 of file Messages.h.

◆ legPrice()

bool legPrice ( PRICE9 & value ) const

inlinenoexcept

Price of the futures contract as part of UDS Covered.

Definition at line 38871 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 38969 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 38900 of file Messages.h.

◆ legSecurityIdSource()

constexpr LegSecIDSource legSecurityIdSource ( )

inlinestaticconstexprnoexcept

Identifies source of tag 602-LegSecurityID value.

Constant value.

Definition at line 38864 of file Messages.h.

◆ legSide()

SideReq::Enum legSide ( ) const

inlinenoexcept

The side of the leg for this repeating group.

Definition at line 38949 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 39012 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 38850 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 38844 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 38931 of file Messages.h.

◆ setLegOptionDeltaToNull()

ThisType & setLegOptionDeltaToNull ( )

inlinenoexcept

Definition at line 38939 of file Messages.h.

◆ setLegPrice()

ThisType & setLegPrice ( PRICE9 value )

inlinenoexcept

Price of the futures contract as part of UDS Covered.

Definition at line 38879 of file Messages.h.

◆ setLegPriceToNull()

ThisType & setLegPriceToNull ( )

inlinenoexcept

Definition at line 38887 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 38979 of file Messages.h.

◆ setLegRatioQtyToNull()

ThisType & setLegRatioQtyToNull ( )

inlinenoexcept

Definition at line 38987 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 38911 of file Messages.h.

◆ setLegSide()

ThisType & setLegSide ( SideReq::Enum value )

inlinenoexcept

The side of the leg for this repeating group.

Definition at line 38957 of file Messages.h.

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Base

◆ ThisType

Constructor & Destructor Documentation

◆ LegsEntry()

Member Function Documentation

◆ blockLength()

◆ className()

◆ legOptionDelta()

◆ legPrice()

◆ legRatioQty()

◆ legSecurityId()

◆ legSecurityIdSource()

◆ legSide()

◆ minimalBlockLength()

◆ reset()

◆ resetVariableFields()

◆ setLegOptionDelta()

◆ setLegOptionDeltaToNull()

◆ setLegPrice()

◆ setLegPriceToNull()

◆ setLegRatioQty()

◆ setLegRatioQtyToNull()

◆ setLegSecurityId()

◆ setLegSide()