OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
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IncrementalRefreshLimitsBanding50::Entry Struct Reference

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

Public Types

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

Public Member Functions

 Entry (void *data, EncodedLength length, SchemaVersion version)
ThisTyperesetVariableFields () noexcept
ThisTypereset () noexcept
bool highLimitPrice (Decimal &value) const noexcept
ThisTypesetHighLimitPrice (PRICE9 value) noexcept
ThisTypehighLimitPriceNull () noexcept
bool lowLimitPrice (Decimal &value) const noexcept
ThisTypesetLowLimitPrice (PRICE9 value) noexcept
ThisTypelowLimitPriceNull () noexcept
bool maxPriceVariation (Decimal &value) const noexcept
ThisTypesetMaxPriceVariation (PRICE9 value) noexcept
ThisTypemaxPriceVariationNull () noexcept
Int32 securityId () const noexcept
ThisTypesetSecurityId (Int32 value) noexcept
UInt32 rptSeq () const noexcept
ThisTypesetRptSeq (UInt32 value) 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 UpdateActionNew updateAction () noexcept
static constexpr EntryTypeLimits entryType () 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>
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 16173 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 16185 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 16188 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 16192 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 16355 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept

Entity class name.

Definition at line 16380 of file Messages.h.

◆ entryType()

constexpr EntryTypeLimits entryType ( )
inlinestaticconstexprnoexcept

Market Data entry type.

Definition at line 16346 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( Decimal & value) const
inlinenoexcept

Upper price threshold for the instrument.

Definition at line 16221 of file Messages.h.

◆ highLimitPriceNull()

ThisType & highLimitPriceNull ( )
inlinenoexcept

Definition at line 16237 of file Messages.h.

◆ lowLimitPrice()

bool lowLimitPrice ( Decimal & value) const
inlinenoexcept

Lower price threshold for the instrument.

Definition at line 16247 of file Messages.h.

◆ lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )
inlinenoexcept

Definition at line 16263 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( Decimal & value) const
inlinenoexcept

Differential static value for price banding.

Definition at line 16273 of file Messages.h.

◆ maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )
inlinenoexcept

Definition at line 16289 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 16368 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 16209 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 16203 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const
inlinenoexcept

MD Entry sequence number per instrument update.

Definition at line 16317 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Security ID.

Definition at line 16299 of file Messages.h.

◆ setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value)
inlinenoexcept

Upper price threshold for the instrument.

Definition at line 16229 of file Messages.h.

◆ setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value)
inlinenoexcept

Lower price threshold for the instrument.

Definition at line 16255 of file Messages.h.

◆ setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value)
inlinenoexcept

Differential static value for price banding.

Definition at line 16281 of file Messages.h.

◆ setRptSeq()

ThisType & setRptSeq ( UInt32 value)
inlinenoexcept

MD Entry sequence number per instrument update.

Definition at line 16325 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Security ID.

Definition at line 16307 of file Messages.h.

◆ updateAction()

constexpr UpdateActionNew updateAction ( )
inlinestaticconstexprnoexcept

Market Data entry update action. In order to delete banding value, high or low limit, the deleted price field is populated with a NULL.

Definition at line 16338 of file Messages.h.