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< 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

Entry of LegsEntry repeating group.

Definition at line 39904 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 39916 of file Messages.h.

◆ ThisType

typedef LegsEntry ThisType

This type alias.

Definition at line 39919 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 39923 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 40099 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Entity class name.

Definition at line 40124 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 39982 of file Messages.h.

◆ legPrice()

bool legPrice ( PRICE9 & value ) const

inlinenoexcept

Price for a futures leg of a covered.

Definition at line 39952 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 40069 of file Messages.h.

◆ legSecurityId()

Int32 legSecurityId ( ) const

inlinenoexcept

Unique instrument ID for the leg.

Definition at line 40021 of file Messages.h.

◆ legSecurityIdSource()

constexpr LegSecIDSource legSecurityIdSource ( )

inlinestaticconstexprnoexcept

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

Constant value.

Definition at line 40014 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 40044 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 40112 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 39940 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 39934 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 39994 of file Messages.h.

◆ setLegOptionDeltaToNull()

ThisType & setLegOptionDeltaToNull ( )

inlinenoexcept

Definition at line 40002 of file Messages.h.

◆ setLegPrice()

ThisType & setLegPrice ( PRICE9 value )

inlinenoexcept

Price for a futures leg of a covered.

Definition at line 39960 of file Messages.h.

◆ setLegPriceToNull()

ThisType & setLegPriceToNull ( )

inlinenoexcept

Definition at line 39968 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 40079 of file Messages.h.

◆ setLegRatioQtyToNull()

ThisType & setLegRatioQtyToNull ( )

inlinenoexcept

Definition at line 40087 of file Messages.h.

◆ setLegSecurityId()

ThisType & setLegSecurityId ( Int32 value )

inlinenoexcept

Unique instrument ID for the leg.

Definition at line 40029 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 40057 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()