OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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SecurityDefinitionResponse561::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
bool legOptionDelta (Decimal32NULL &value) const noexcept
ThisTypesetLegOptionDelta (Decimal32NULL value) noexcept
ThisTypesetLegOptionDeltaToNull () noexcept
Int32 legSecurityId () const noexcept
ThisTypesetLegSecurityId (Int32 value) 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

Entry of LegsEntry repeating group.

Definition at line 42472 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 42484 of file Messages.h.

◆ ThisType

This type alias.

Definition at line 42487 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 42491 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 42683 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 42710 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.For a covered option outright instrument, must be between +0.01 and +1.00.

For a covered option spread instrument, must be between +0.01 and +40.00.

Definition at line 42555 of file Messages.h.

◆ legPrice()

bool legPrice ( PRICE9 & value) const
inlinenoexcept

Price for a futures leg of a covered.

Definition at line 42522 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 42650 of file Messages.h.

◆ legSecurityId()

Int32 legSecurityId ( ) const
inlinenoexcept

Unique instrument ID for the leg.

Definition at line 42598 of file Messages.h.

◆ legSecurityIdSource()

constexpr LegSecIDSource legSecurityIdSource ( )
inlinestaticconstexprnoexcept

Identifies class or source of the tag 602-LegSecurityID value.

Constant value.

Definition at line 42590 of file Messages.h.

◆ legSide()

SideReq::Enum legSide ( ) const
inlinenoexcept

For Covereds, must be present for option repeating group and must = 1 (buy).

For Covereds, must be present for future repeating group as well. For Combos, the first instrument in the repeating group must = 1 (buy). All UDS contract are defined from the buy side perspective (i.e. buying the spread).

Definition at line 42623 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 42697 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 42509 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 42502 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.For a covered option outright instrument, must be between +0.01 and +1.00.

For a covered option spread instrument, must be between +0.01 and +40.00.

Definition at line 42568 of file Messages.h.

◆ setLegOptionDeltaToNull()

ThisType & setLegOptionDeltaToNull ( )
inlinenoexcept

Definition at line 42577 of file Messages.h.

◆ setLegPrice()

ThisType & setLegPrice ( PRICE9 value)
inlinenoexcept

Price for a futures leg of a covered.

Definition at line 42531 of file Messages.h.

◆ setLegPriceToNull()

ThisType & setLegPriceToNull ( )
inlinenoexcept

Definition at line 42540 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 42661 of file Messages.h.

◆ setLegRatioQtyToNull()

ThisType & setLegRatioQtyToNull ( )
inlinenoexcept

Definition at line 42670 of file Messages.h.

◆ setLegSecurityId()

ThisType & setLegSecurityId ( Int32 value)
inlinenoexcept

Unique instrument ID for the leg.

Definition at line 42607 of file Messages.h.

◆ setLegSide()

ThisType & setLegSide ( SideReq::Enum value)
inlinenoexcept

For Covereds, must be present for option repeating group and must = 1 (buy).

For Covereds, must be present for future repeating group as well. For Combos, the first instrument in the repeating group must = 1 (buy). All UDS contract are defined from the buy side perspective (i.e. buying the spread).

Definition at line 42637 of file Messages.h.