OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
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InstrumentDefinitionSpread56::LegsEntry Struct Reference

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

Public Types

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

Public Member Functions

 LegsEntry (void *data, EncodedLength length, SchemaVersion version)
ThisType & resetVariableFields () noexcept
ThisType & reset () noexcept
Int32 legSecurityId () const noexcept
ThisType & setLegSecurityId (Int32 value) noexcept
LegSide::Enum legSide () const noexcept
ThisType & setLegSide (LegSide::Enum value) noexcept
Int8 legRatioQty () const noexcept
ThisType & setLegRatioQty (Int8 value) noexcept
bool legPrice (Decimal &value) const noexcept
ThisType & setLegPrice (PRICE9 value) noexcept
ThisType & legPriceNull () noexcept
bool legOptionDelta (Decimal &value) const noexcept
ThisType & setLegOptionDelta (DecimalQty value) noexcept
ThisType & legOptionDeltaNull () 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 SecurityIDSource legSecurityIdSource () 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 Leg entries. Entry of LegsEntry repeating group.

Definition at line 12441 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 12453 of file Messages.h.

◆ ThisType

typedef LegsEntry ThisType

This type alias.

Definition at line 12456 of file Messages.h.

Constructor & Destructor Documentation

◆ LegsEntry()

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

Initializes instance of given version over given memory block.

Definition at line 12460 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 12608 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept

Entity class name.

Definition at line 12633 of file Messages.h.

◆ legOptionDelta()

bool legOptionDelta ( Decimal & value) const
inlinenoexcept

Delta used to calculate the quantity of futures used to cover the option or option strategy.

Definition at line 12579 of file Messages.h.

◆ legOptionDeltaNull()

ThisType & legOptionDeltaNull ( )
inlinenoexcept

Definition at line 12596 of file Messages.h.

◆ legPrice()

bool legPrice ( Decimal & value) const
inlinenoexcept

Price for the future leg of a UDS Covered instrument.

Definition at line 12552 of file Messages.h.

◆ legPriceNull()

ThisType & legPriceNull ( )
inlinenoexcept

Definition at line 12568 of file Messages.h.

◆ legRatioQty()

Int8 legRatioQty ( ) const
inlinenoexcept

Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument.

Definition at line 12533 of file Messages.h.

◆ legSecurityId()

Int32 legSecurityId ( ) const
inlinenoexcept

Leg Security ID.

Definition at line 12488 of file Messages.h.

◆ legSecurityIdSource()

constexpr SecurityIDSource legSecurityIdSource ( )
inlinestaticconstexprnoexcept

Identifies source of tag 602-LegSecurityID value.

Definition at line 12507 of file Messages.h.

◆ legSide()

LegSide::Enum legSide ( ) const
inlinenoexcept

Leg side.

Definition at line 12514 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 12621 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 12477 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 12471 of file Messages.h.

◆ setLegOptionDelta()

ThisType & setLegOptionDelta ( DecimalQty value)
inlinenoexcept

Delta used to calculate the quantity of futures used to cover the option or option strategy.

Definition at line 12588 of file Messages.h.

◆ setLegPrice()

ThisType & setLegPrice ( PRICE9 value)
inlinenoexcept

Price for the future leg of a UDS Covered instrument.

Definition at line 12560 of file Messages.h.

◆ setLegRatioQty()

ThisType & setLegRatioQty ( Int8 value)
inlinenoexcept

Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument.

Definition at line 12542 of file Messages.h.

◆ setLegSecurityId()

ThisType & setLegSecurityId ( Int32 value)
inlinenoexcept

Leg Security ID.

Definition at line 12496 of file Messages.h.

◆ setLegSide()

ThisType & setLegSide ( LegSide::Enum value)
inlinenoexcept

Leg side.

Definition at line 12522 of file Messages.h.