#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
Decimal	entryPx () const noexcept
ThisType &	setEntryPx (PRICE9 value) noexcept
Int32	entrySize () const noexcept
ThisType &	setEntrySize (Int32 value) noexcept
Int32	securityId () const noexcept
ThisType &	setSecurityId (Int32 value) noexcept
UInt32	rptSeq () const noexcept
ThisType &	setRptSeq (UInt32 value) noexcept
Int32	numberOfOrders () const noexcept
ThisType &	setNumberOfOrders (Int32 value) noexcept
bool	aggressorSide (AggressorSide::Enum &value) const noexcept
ThisType &	setAggressorSide (AggressorSide::Enum value) noexcept
ThisType &	aggressorSideNull () noexcept
UpdateAction::Enum	updateAction () const noexcept
ThisType &	setUpdateAction (UpdateAction::Enum value) noexcept
bool	tradeEntryId (UInt32 &value) const noexcept
ThisType &	setTradeEntryId (UInt32 value) noexcept
ThisType &	tradeEntryIdNull () 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 EntryTypeTrade	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 Trade Summary entries. Entry of Entry repeating group.

Definition at line 21531 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 21543 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 21546 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 21550 of file Messages.h.

Member Function Documentation

◆ aggressorSide()

bool aggressorSide ( AggressorSide::Enum & value ) const

inlinenoexcept

Indicates which side is the aggressor or if there is no aggressor.

Definition at line 21672 of file Messages.h.

◆ aggressorSideNull()

ThisType & aggressorSideNull ( )

inlinenoexcept

Definition at line 21692 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Returns: size of entry body in bytes for given version of message template.

Definition at line 21758 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Entity class name.

Definition at line 21784 of file Messages.h.

◆ entryPx()

Decimal entryPx ( ) const

inlinenoexcept

Trade price.

Definition at line 21578 of file Messages.h.

◆ entrySize()

Int32 entrySize ( ) const

inlinenoexcept

Consolidated trade quantity.

Definition at line 21596 of file Messages.h.

◆ entryType()

constexpr EntryTypeTrade entryType ( )

inlinestaticconstexprnoexcept

Market Data entry type.

Definition at line 21721 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 21772 of file Messages.h.

◆ numberOfOrders()

Int32 numberOfOrders ( ) const

inlinenoexcept

The total number of real orders per instrument that participated in a match step within a match event.

Definition at line 21651 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 21567 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 21561 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const

inlinenoexcept

Sequence number per instrument update.

Definition at line 21632 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Security ID as defined by CME.

Definition at line 21614 of file Messages.h.

◆ setAggressorSide()

ThisType & setAggressorSide ( AggressorSide::Enum value )

inlinenoexcept

Indicates which side is the aggressor or if there is no aggressor.

Definition at line 21683 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value )

inlinenoexcept

Trade price.

Definition at line 21586 of file Messages.h.

◆ setEntrySize()

ThisType & setEntrySize ( Int32 value )

inlinenoexcept

Consolidated trade quantity.

Definition at line 21604 of file Messages.h.

◆ setNumberOfOrders()

ThisType & setNumberOfOrders ( Int32 value )

inlinenoexcept

The total number of real orders per instrument that participated in a match step within a match event.

Definition at line 21660 of file Messages.h.

◆ setRptSeq()

ThisType & setRptSeq ( UInt32 value )

inlinenoexcept

Sequence number per instrument update.

Definition at line 21640 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Security ID as defined by CME.

Definition at line 21622 of file Messages.h.

◆ setTradeEntryId()

ThisType & setTradeEntryId ( UInt32 value )

inlinenoexcept

Market Data Trade entry ID.

Definition at line 21736 of file Messages.h.

◆ setUpdateAction()

ThisType & setUpdateAction ( UpdateAction::Enum value )

inlinenoexcept

Market Data update action.

Definition at line 21710 of file Messages.h.

◆ tradeEntryId()

bool tradeEntryId ( UInt32 & value ) const

inlinenoexcept

Market Data Trade entry ID.

Definition at line 21728 of file Messages.h.

◆ tradeEntryIdNull()

ThisType & tradeEntryIdNull ( )

inlinenoexcept

Definition at line 21744 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const

inlinenoexcept

Market Data update action.

Definition at line 21702 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

◆ aggressorSide()

◆ aggressorSideNull()

◆ blockLength()

◆ className()

◆ entryPx()

◆ entrySize()

◆ entryType()

◆ minimalBlockLength()

◆ numberOfOrders()

◆ reset()

◆ resetVariableFields()

◆ rptSeq()

◆ securityId()

◆ setAggressorSide()

◆ setEntryPx()

◆ setEntrySize()

◆ setNumberOfOrders()

◆ setRptSeq()

◆ setSecurityId()

◆ setTradeEntryId()

◆ setUpdateAction()

◆ tradeEntryId()

◆ tradeEntryIdNull()

◆ updateAction()