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

Public Types
typedef SbeGroupEntry< GroupSize::BlockLength >	Base
typedef Entry	ThisType
Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BlockLength

Public Member Functions
	Entry (void *data, EncodedLength length, SchemaVersion version)
ThisType &	resetVariableFields () noexcept
ThisType &	reset () noexcept
bool	entryPx (Decimal &value) const noexcept
ThisType &	setEntryPx (PRICE9 value) noexcept
ThisType &	entryPxNull () noexcept
bool	entrySize (Int32 &value) const noexcept
ThisType &	setEntrySize (Int32 value) noexcept
ThisType &	entrySizeNull () noexcept
Int32	securityId () const noexcept
ThisType &	setSecurityId (Int32 value) noexcept
UInt32	rptSeq () const noexcept
ThisType &	setRptSeq (UInt32 value) noexcept
bool	numberOfOrders (Int32 &value) const noexcept
ThisType &	setNumberOfOrders (Int32 value) noexcept
ThisType &	numberOfOrdersNull () noexcept
UInt8	priceLevel () const noexcept
ThisType &	setPriceLevel (UInt8 value) noexcept
UpdateAction::Enum	updateAction () const noexcept
ThisType &	setUpdateAction (UpdateAction::Enum value) noexcept
EntryTypeBook::Enum	entryType () const noexcept
ThisType &	setEntryType (EntryTypeBook::Enum value) noexcept
bool	tradeableSize (Int32 &value) const noexcept
ThisType &	setTradeableSize (Int32 value)
ThisType &	tradeableSizeNull ()
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 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>
Decimal	decimal (BlockLength offset) const
template<class NullValue>
bool	decimal (Decimal &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
Protected Member Functions inherited from BinaryBlockBase
	~BinaryBlockBase ()=default

Detailed Description

Number of entries in Market Data message. Entry of Entry repeating group.

Definition at line 14693 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 14705 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 14708 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry()

Entry	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version )

inline

Initializes instance of given version over given memory block.

Definition at line 14712 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 14951 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Entity class name.

Definition at line 14976 of file Messages.h.

◆ entryPx()

bool entryPx ( Decimal & value ) const

inlinenoexcept

Market Data entry price.

Definition at line 14746 of file Messages.h.

◆ entryPxNull()

ThisType & entryPxNull ( )

inlinenoexcept

Definition at line 14762 of file Messages.h.

◆ entrySize()

bool entrySize ( Int32 & value ) const

inlinenoexcept

Market Data entry size.

Definition at line 14772 of file Messages.h.

◆ entrySizeNull()

ThisType & entrySizeNull ( )

inlinenoexcept

Definition at line 14788 of file Messages.h.

◆ entryType()

EntryTypeBook::Enum entryType ( ) const

inlinenoexcept

Market Data entry type.

Definition at line 14898 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 14963 of file Messages.h.

◆ numberOfOrders()

bool numberOfOrders ( Int32 & value ) const

inlinenoexcept

In Book entry - aggregate number of orders at given price level.

Definition at line 14835 of file Messages.h.

◆ numberOfOrdersNull()

ThisType & numberOfOrdersNull ( )

inlinenoexcept

Definition at line 14852 of file Messages.h.

◆ priceLevel()

UInt8 priceLevel ( ) const

inlinenoexcept

Aggregate book level.

Definition at line 14862 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 14729 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 14723 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const

inlinenoexcept

Market Data entry sequence number per instrument update.

Definition at line 14816 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Security ID.

Definition at line 14798 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value )

inlinenoexcept

Market Data entry price.

Definition at line 14754 of file Messages.h.

◆ setEntrySize()

ThisType & setEntrySize ( Int32 value )

inlinenoexcept

Market Data entry size.

Definition at line 14780 of file Messages.h.

◆ setEntryType()

ThisType & setEntryType ( EntryTypeBook::Enum value )

inlinenoexcept

Market Data entry type.

Definition at line 14907 of file Messages.h.

◆ setNumberOfOrders()

ThisType & setNumberOfOrders ( Int32 value )

inlinenoexcept

In Book entry - aggregate number of orders at given price level.

Definition at line 14844 of file Messages.h.

◆ setPriceLevel()

ThisType & setPriceLevel ( UInt8 value )

inlinenoexcept

Aggregate book level.

Definition at line 14870 of file Messages.h.

◆ setRptSeq()

ThisType & setRptSeq ( UInt32 value )

inlinenoexcept

Market Data entry sequence number per instrument update.

Definition at line 14824 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Security ID.

Definition at line 14806 of file Messages.h.

◆ setTradeableSize()

ThisType & setTradeableSize ( Int32 value )

inline

Tradeable qty.

Definition at line 14927 of file Messages.h.

◆ setUpdateAction()

ThisType & setUpdateAction ( UpdateAction::Enum value )

inlinenoexcept

Market Data update action.

Definition at line 14888 of file Messages.h.

◆ tradeableSize()

bool tradeableSize ( Int32 & value ) const

inlinenoexcept

Tradeable qty.

Definition at line 14918 of file Messages.h.

◆ tradeableSizeNull()

ThisType & tradeableSizeNull ( )

inline

Definition at line 14936 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const

inlinenoexcept

Market Data update action.

Definition at line 14880 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

◆ Entry()

Member Function Documentation

◆ blockLength()

◆ className()

◆ entryPx()

◆ entryPxNull()

◆ entrySize()

◆ entrySizeNull()

◆ entryType()

◆ minimalBlockLength()

◆ numberOfOrders()

◆ numberOfOrdersNull()

◆ priceLevel()

◆ reset()

◆ resetVariableFields()

◆ rptSeq()

◆ securityId()

◆ setEntryPx()

◆ setEntrySize()

◆ setEntryType()

◆ setNumberOfOrders()

◆ setPriceLevel()

◆ setRptSeq()

◆ setSecurityId()

◆ setTradeableSize()

◆ setUpdateAction()

◆ tradeableSize()

◆ tradeableSizeNull()

◆ updateAction()