OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
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IncrementalRefreshSessionStatisticsLongQty67::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
Decimal entryPx () const noexcept
ThisTypesetEntryPx (PRICE9 value) noexcept
bool entrySize (UInt64 &value) const noexcept
ThisTypesetEntrySize (UInt64 value) noexcept
ThisTypeentrySizeNull () noexcept
Int32 securityId () const noexcept
ThisTypesetSecurityId (Int32 value) noexcept
UInt32 rptSeq () const noexcept
ThisTypesetRptSeq (UInt32 value) noexcept
bool openCloseSettlFlag (OpenCloseSettlFlag::Enum &value) const noexcept
ThisTypesetOpenCloseSettlFlag (OpenCloseSettlFlag::Enum value) noexcept
ThisTypeopenCloseSettlFlagNull () noexcept
UpdateAction::Enum updateAction () const noexcept
ThisTypesetUpdateAction (UpdateAction::Enum value) noexcept
EntryTypeStatistics::Enum entryType () const noexcept
ThisTypesetEntryType (EntryTypeStatistics::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 6774 of file Messages.h.

Member Typedef Documentation

◆ Base

Base class type.

Definition at line 6786 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 6789 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 6793 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 6974 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept

Entity class name.

Definition at line 7000 of file Messages.h.

◆ entryPx()

Decimal entryPx ( ) const
inlinenoexcept

Market Data entry price.

Definition at line 6821 of file Messages.h.

◆ entrySize()

bool entrySize ( UInt64 & value) const
inlinenoexcept

Indicative Opening Quantity.

Definition at line 6839 of file Messages.h.

◆ entrySizeNull()

ThisType & entrySizeNull ( )
inlinenoexcept

Definition at line 6855 of file Messages.h.

◆ entryType()

EntryTypeStatistics::Enum entryType ( ) const
inlinenoexcept

Market Data entry type.

Definition at line 6950 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 6988 of file Messages.h.

◆ openCloseSettlFlag()

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum & value) const
inlinenoexcept

Flag that additionally describes market data entry type.

Definition at line 6902 of file Messages.h.

◆ openCloseSettlFlagNull()

ThisType & openCloseSettlFlagNull ( )
inlinenoexcept

Definition at line 6921 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 6810 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 6804 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const
inlinenoexcept

MD Entry sequence number per instrument update.

Definition at line 6883 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Security ID.

Definition at line 6865 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value)
inlinenoexcept

Market Data entry price.

Definition at line 6829 of file Messages.h.

◆ setEntrySize()

ThisType & setEntrySize ( UInt64 value)
inlinenoexcept

Indicative Opening Quantity.

Definition at line 6847 of file Messages.h.

◆ setEntryType()

ThisType & setEntryType ( EntryTypeStatistics::Enum value)
inlinenoexcept

Market Data entry type.

Definition at line 6959 of file Messages.h.

◆ setOpenCloseSettlFlag()

ThisType & setOpenCloseSettlFlag ( OpenCloseSettlFlag::Enum value)
inlinenoexcept

Flag that additionally describes market data entry type.

Definition at line 6912 of file Messages.h.

◆ setRptSeq()

ThisType & setRptSeq ( UInt32 value)
inlinenoexcept

MD Entry sequence number per instrument update.

Definition at line 6891 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Security ID.

Definition at line 6873 of file Messages.h.

◆ setUpdateAction()

ThisType & setUpdateAction ( UpdateAction::Enum value)
inlinenoexcept

Market Data update action.

Definition at line 6939 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const
inlinenoexcept

Market Data update action.

Definition at line 6931 of file Messages.h.