OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
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InstrumentDefinitionFX63::TradingSessionsEntry Struct Reference

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

Public Types

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

Public Member Functions

 TradingSessionsEntry (void *data, EncodedLength length, SchemaVersion version)
ThisType & resetVariableFields () noexcept
ThisType & reset () noexcept
bool tradeDate (Timestamp &value) const noexcept
ThisType & setTradeDate (Timestamp value) noexcept
ThisType & tradeDateNull () noexcept
bool settlDate (Timestamp &value) const noexcept
ThisType & setSettlDate (Timestamp value) noexcept
ThisType & settlDateNull () noexcept
bool maturityDate (Timestamp &value) const noexcept
ThisType & setMaturityDate (Timestamp value) noexcept
ThisType & maturityDateNull () noexcept
StrRef securityAltId () const noexcept
ThisType & setSecurityAltId (StrRef 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 SecurityAltIDSourceISIN securityAltIdSource () 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 scheduled Trading Dates. Entry of TradingSessionsEntry repeating group.

Definition at line 2788 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 2800 of file Messages.h.

◆ ThisType

typedef TradingSessionsEntry ThisType

This type alias.

Definition at line 2803 of file Messages.h.

Constructor & Destructor Documentation

◆ TradingSessionsEntry()

TradingSessionsEntry ( void * data,
EncodedLength length,
SchemaVersion version )
inline

Initializes instance of given version over given memory block.

Definition at line 2807 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 2982 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept

Entity class name.

Definition at line 3006 of file Messages.h.

◆ maturityDate()

bool maturityDate ( Timestamp & value) const
inlinenoexcept

For Spot instruments will not contain the value. For NDFs, the valuation (fixing) date of the NDF. For Fixed Date NDFs Value Date and Maturity Date remain constant for all Trade Dates.

Definition at line 2909 of file Messages.h.

◆ maturityDateNull()

ThisType & maturityDateNull ( )
inlinenoexcept

Definition at line 2937 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 2993 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 2824 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 2818 of file Messages.h.

◆ securityAltId()

StrRef securityAltId ( ) const
inlinenoexcept

ISIN value as provided by ANNA, Association of National Numbering Agencies. This field is populated for MTF- Regulated NDFs and is unique for each Settle Date.

Definition at line 2949 of file Messages.h.

◆ securityAltIdSource()

constexpr SecurityAltIDSourceISIN securityAltIdSource ( )
inlinestaticconstexprnoexcept

Identifies class or source of the SecurityAltID (455) value.

Definition at line 2973 of file Messages.h.

◆ setMaturityDate()

ThisType & setMaturityDate ( Timestamp value)
inlinenoexcept

For Spot instruments will not contain the value. For NDFs, the valuation (fixing) date of the NDF. For Fixed Date NDFs Value Date and Maturity Date remain constant for all Trade Dates.

Definition at line 2929 of file Messages.h.

◆ setSecurityAltId()

ThisType & setSecurityAltId ( StrRef value)
inlinenoexcept

ISIN value as provided by ANNA, Association of National Numbering Agencies. This field is populated for MTF- Regulated NDFs and is unique for each Settle Date.

Definition at line 2960 of file Messages.h.

◆ setSettlDate()

ThisType & setSettlDate ( Timestamp value)
inlinenoexcept

Settle (Value) Date corresponding to Trade Date.

Definition at line 2888 of file Messages.h.

◆ settlDate()

bool settlDate ( Timestamp & value) const
inlinenoexcept

Settle (Value) Date corresponding to Trade Date.

Definition at line 2871 of file Messages.h.

◆ settlDateNull()

ThisType & settlDateNull ( )
inlinenoexcept

Definition at line 2896 of file Messages.h.

◆ setTradeDate()

ThisType & setTradeDate ( Timestamp value)
inlinenoexcept

Trade Date.

Definition at line 2853 of file Messages.h.

◆ tradeDate()

bool tradeDate ( Timestamp & value) const
inlinenoexcept

Trade Date.

Definition at line 2836 of file Messages.h.

◆ tradeDateNull()

ThisType & tradeDateNull ( )
inlinenoexcept

Definition at line 2861 of file Messages.h.