OnixS C++ CME iLink 3 Binary Order Entry Handler  1.18.9
API Documentation
Public Types | Public Member Functions | Static Public Member Functions | List of all members
SecurityDefinitionResponse561::LegsEntry Struct Reference

#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
 
bool legOptionDelta (Decimal32NULL &value) const noexcept
 
ThisType & setLegOptionDelta (Decimal32NULL value) noexcept
 
ThisType & setLegOptionDeltaToNull () noexcept
 
Int32 legSecurityId () const noexcept
 
ThisType & setLegSecurityId (Int32 value) 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

Entry of LegsEntry repeating group.

Definition at line 42472 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 42484 of file Messages.h.

typedef LegsEntry ThisType

This type alias.

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

static constexpr const Char* className ( )
inlinestatic

Entity class name.

Definition at line 42710 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.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.

bool legPrice ( PRICE9 &  value) const
inlinenoexcept

Price for a futures leg of a covered.

Definition at line 42522 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 42650 of file Messages.h.

Int32 legSecurityId ( ) const
inlinenoexcept

Unique instrument ID for the leg.

Definition at line 42598 of file Messages.h.

static constexpr LegSecIDSource legSecurityIdSource ( )
inlinestaticnoexcept

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

Constant value.

Definition at line 42590 of file Messages.h.

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.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept
Returns
minimal size of entry body in bytes for given version of message template.

Definition at line 42697 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 42509 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 42502 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.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.

ThisType& setLegOptionDeltaToNull ( )
inlinenoexcept

Definition at line 42577 of file Messages.h.

ThisType& setLegPrice ( PRICE9  value)
inlinenoexcept

Price for a futures leg of a covered.

Definition at line 42531 of file Messages.h.

ThisType& setLegPriceToNull ( )
inlinenoexcept

Definition at line 42540 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 42661 of file Messages.h.

ThisType& setLegRatioQtyToNull ( )
inlinenoexcept

Definition at line 42670 of file Messages.h.

ThisType& setLegSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID for the leg.

Definition at line 42607 of file Messages.h.

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.

The documentation for this struct was generated from the following file: