OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
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IncrementalRefreshOrderBook47::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 orderId (UInt64 &value) const noexcept
ThisTypesetOrderId (UInt64 value) noexcept
ThisTypeorderIdNull () noexcept
bool orderPriority (UInt64 &value) const noexcept
ThisTypesetOrderPriority (UInt64 value) noexcept
ThisTypeorderPriorityNull () noexcept
bool entryPx (Decimal &value) const noexcept
ThisTypesetEntryPx (PRICE9 value) noexcept
ThisTypeentryPxNull () noexcept
bool displayQty (Int32 &value) const noexcept
ThisTypesetDisplayQty (Int32 value) noexcept
ThisTypedisplayQtyNull () noexcept
Int32 securityId () const noexcept
ThisTypesetSecurityId (Int32 value) noexcept
UpdateAction::Enum updateAction () const noexcept
ThisTypesetUpdateAction (UpdateAction::Enum value) noexcept
EntryTypeBook::Enum entryType () const noexcept
ThisTypesetEntryType (EntryTypeBook::Enum 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 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 22304 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 22316 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 22319 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 22323 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 22519 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept

Entity class name.

Definition at line 22545 of file Messages.h.

◆ displayQty()

bool displayQty ( Int32 & value) const
inlinenoexcept

Visible order qty.

Definition at line 22431 of file Messages.h.

◆ displayQtyNull()

ThisType & displayQtyNull ( )
inlinenoexcept

Definition at line 22447 of file Messages.h.

◆ entryPx()

bool entryPx ( Decimal & value) const
inlinenoexcept

Order price.

Definition at line 22405 of file Messages.h.

◆ entryPxNull()

ThisType & entryPxNull ( )
inlinenoexcept

Definition at line 22421 of file Messages.h.

◆ entryType()

EntryTypeBook::Enum entryType ( ) const
inlinenoexcept

Market Data entry type.

Definition at line 22495 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 22533 of file Messages.h.

◆ orderId()

bool orderId ( UInt64 & value) const
inlinenoexcept

Order ID.

Definition at line 22353 of file Messages.h.

◆ orderIdNull()

ThisType & orderIdNull ( )
inlinenoexcept

Definition at line 22369 of file Messages.h.

◆ orderPriority()

bool orderPriority ( UInt64 & value) const
inlinenoexcept

Order priority for execution on the order book.

Definition at line 22379 of file Messages.h.

◆ orderPriorityNull()

ThisType & orderPriorityNull ( )
inlinenoexcept

Definition at line 22395 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 22340 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 22334 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Security ID.

Definition at line 22457 of file Messages.h.

◆ setDisplayQty()

ThisType & setDisplayQty ( Int32 value)
inlinenoexcept

Visible order qty.

Definition at line 22439 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value)
inlinenoexcept

Order price.

Definition at line 22413 of file Messages.h.

◆ setEntryType()

ThisType & setEntryType ( EntryTypeBook::Enum value)
inlinenoexcept

Market Data entry type.

Definition at line 22504 of file Messages.h.

◆ setOrderId()

ThisType & setOrderId ( UInt64 value)
inlinenoexcept

Order ID.

Definition at line 22361 of file Messages.h.

◆ setOrderPriority()

ThisType & setOrderPriority ( UInt64 value)
inlinenoexcept

Order priority for execution on the order book.

Definition at line 22387 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Security ID.

Definition at line 22465 of file Messages.h.

◆ setUpdateAction()

ThisType & setUpdateAction ( UpdateAction::Enum value)
inlinenoexcept

Order book update action to be applied to the order referenced by OrderID.

Definition at line 22485 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const
inlinenoexcept

Order book update action to be applied to the order referenced by OrderID.

Definition at line 22476 of file Messages.h.