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

Classes
struct	Entry

Public Types
enum
enum
typedef SchemaTraits	Schema
typedef SnapshotFullRefreshLongQty69	ThisType
typedef SbeGroup< Entry, GroupSize, MessageSize >	Entries
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	SnapshotFullRefreshLongQty69 ()=default
	SnapshotFullRefreshLongQty69 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	SnapshotFullRefreshLongQty69 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	SnapshotFullRefreshLongQty69 (void *data, EncodedLength length, NoInit)
	SnapshotFullRefreshLongQty69 (const SbeMessage &message)
	SnapshotFullRefreshLongQty69 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
UInt32	lastMsgSeqNumProcessed () const noexcept
ThisType &	setLastMsgSeqNumProcessed (UInt32 value) noexcept
UInt32	totNumReports () const noexcept
ThisType &	setTotNumReports (UInt32 value) noexcept
Int32	securityId () const noexcept
ThisType &	setSecurityId (Int32 value) noexcept
UInt32	rptSeq () const noexcept
ThisType &	setRptSeq (UInt32 value) noexcept
Timestamp	transactTime () const noexcept
ThisType &	setTransactTime (Timestamp value) noexcept
Timestamp	lastUpdateTime () const noexcept
ThisType &	setLastUpdateTime (Timestamp value) noexcept
bool	tradeDate (Timestamp &value) const noexcept
ThisType &	setTradeDate (Timestamp value) noexcept
ThisType &	tradeDateNull () noexcept
bool	securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept
ThisType &	setSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept
ThisType &	securityTradingStatusNull () noexcept
bool	highLimitPrice (Decimal &value) const noexcept
ThisType &	setHighLimitPrice (PRICE9 value) noexcept
ThisType &	highLimitPriceNull () noexcept
bool	lowLimitPrice (Decimal &value) const noexcept
ThisType &	setLowLimitPrice (PRICE9 value) noexcept
ThisType &	lowLimitPriceNull () noexcept
bool	maxPriceVariation (Decimal &value) const noexcept
ThisType &	setMaxPriceVariation (PRICE9 value) noexcept
ThisType &	maxPriceVariationNull () noexcept
Entries	entries () const noexcept
Entries	entries () noexcept
Entries	entries (Entries::Size length)
Entries	entries (Entries::Size length, NoFieldsInit)
ThisType &	resetVariableFields () noexcept
ThisType &	reset () noexcept
const void *	tail () const noexcept
EncodedLength	calculateBinarySize () const noexcept
Public Member Functions inherited from SbeMessage
	SbeMessage () noexcept
	SbeMessage (void *data, MessageSize size, SchemaVersion version)
	SbeMessage (void *data, MessageSize size)
	SbeMessage (void *data, MessageSize size, NoCheck) noexcept
void	clear () noexcept
bool	valid () const noexcept
MessageTemplateId	templateId () const noexcept
SchemaVersion	version () const noexcept
SchemaId	schemaId () const noexcept
const void *	binary () const noexcept
void *	binary () noexcept
const void *	blockEnd () noexcept
const void *	blockEnd () const noexcept
MessageSize	bufferSize () const noexcept
void *	body () noexcept
BlockLength	blockLength () const noexcept
const void *	block () const noexcept
void *	block () noexcept
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage &	container () noexcept
void	zeroPaddingBytes (MessageSize offset) noexcept
void	setOrdinary (MessageSize offset, FieldValue value) noexcept
void	setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void	setFixedStr (MessageSize offset, StrRef value) noexcept

Static Public Member Functions
static constexpr BlockLength	minimalBlockLength (SchemaVersion version) noexcept
static constexpr BlockLength	blockLength (SchemaVersion version) noexcept
static constexpr MessageSize	getMinimalVariableFieldsSize (SchemaVersion version)
static constexpr UInt64	getMaxMessageSize (UInt8 maxGroupItems=255) noexcept
static constexpr StrRef	className () noexcept
static constexpr StrRef	fixType () noexcept

Additional Inherited Members
Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize >	GroupList
typedef SbeVariableLengthFieldList< MessageSize >	VariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessage &	version (SchemaVersion version) noexcept
GroupList	groups () noexcept
GroupList	groups () const noexcept
template<typename Group>
void	initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
template<typename Group>
void	setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
template<typename Group>
void	constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
VariableLengthFieldList	variableLengthFields () noexcept
VariableLengthFieldList	variableLengthFields () const noexcept
void	init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
MessageSize	calculateBinarySize (const void *tail) const noexcept
template<class Group, class Callable, class Owner>
void	resetGroup (Callable callable, Owner &owner) noexcept
template<class Callable, class Owner>
void	setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void	resetGroup (Callable callable, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	getGroup (Callable callable, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group	getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group	constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	constructGroup (Callable callable, typename Group::Size length, Owner &owner)
template<class Group, class Callable, class Owner>
Group	setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	setupGroup (Callable callable, typename Group::Size length, Owner &owner)
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
	SbeFields ()=default
	~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
	BinaryBlock ()=default
	~BinaryBlock ()=default
Value	ordinary (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
Decimal	decimal (MessageSize offset) const
StrRef	fixedStr (MessageSize offset) const noexcept
Protected Member Functions inherited from BinaryBlockBase
	~BinaryBlockBase ()=default
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize	getMaxMessageSize () noexcept

Detailed Description

Definition at line 7314 of file Messages.h.

Member Typedef Documentation

◆ Entries

typedef SbeGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 7576 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 7319 of file Messages.h.

◆ ThisType

typedef SnapshotFullRefreshLongQty69 ThisType

This type alias.

Definition at line 7322 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Available since version.

Enumerator
SinceVersion	12

Definition at line 7328 of file Messages.h.

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	69

Definition at line 7325 of file Messages.h.

Constructor & Destructor Documentation

◆ SnapshotFullRefreshLongQty69() [1/6]

SnapshotFullRefreshLongQty69 ( )

default

Initializes a blank instance.

◆ SnapshotFullRefreshLongQty69() [2/6]

SnapshotFullRefreshLongQty69	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 7582 of file Messages.h.

◆ SnapshotFullRefreshLongQty69() [3/6]

SnapshotFullRefreshLongQty69	(	void *	data,
		EncodedLength	length,
		NoFieldsInit	,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 7597 of file Messages.h.

◆ SnapshotFullRefreshLongQty69() [4/6]

SnapshotFullRefreshLongQty69	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 7611 of file Messages.h.

◆ SnapshotFullRefreshLongQty69() [5/6]

SnapshotFullRefreshLongQty69 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 7623 of file Messages.h.

◆ SnapshotFullRefreshLongQty69() [6/6]

SnapshotFullRefreshLongQty69	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

Creates an instance over the given memory block. Performs no checks.

Definition at line 7635 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 7968 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 8052 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 8028 of file Messages.h.

◆ entries() [1/4]

Entries entries ( ) const

inlinenoexcept

Returns: instance of Entries repeating group.

Definition at line 7916 of file Messages.h.

◆ entries() [2/4]

Entries entries ( )

inlinenoexcept

Returns: instance of Entries repeating group.

Definition at line 7923 of file Messages.h.

◆ entries() [3/4]

Entries entries ( Entries::Size length )

inline

Setup repeating group with the given number of entries. Sets all optional fields of the group entries to null.

Returns: NoMDEntries(268) repeating group.

Definition at line 7931 of file Messages.h.

◆ entries() [4/4]

Entries entries	(	Entries::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoMDEntries(268) repeating group.

Definition at line 7942 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 8037 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 7995 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

Minimal variable fields size (when variable-length fields are empty).

Definition at line 7981 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( Decimal & value ) const

inlinenoexcept

Upper price threshold for the instrument. Orders submitted with prices above the upper limit will be rejected.

Definition at line 7835 of file Messages.h.

◆ highLimitPriceNull()

ThisType & highLimitPriceNull ( )

inlinenoexcept

Definition at line 7852 of file Messages.h.

◆ lastMsgSeqNumProcessed()

UInt32 lastMsgSeqNumProcessed ( ) const

inlinenoexcept

Sequence number of the last Incremental feed packet processed. This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 7651 of file Messages.h.

◆ lastUpdateTime()

Timestamp lastUpdateTime ( ) const

inlinenoexcept

UTC Date and time of last Security Definition add, update or delete on a given Market Data channel.

Definition at line 7750 of file Messages.h.

◆ lowLimitPrice()

bool lowLimitPrice ( Decimal & value ) const

inlinenoexcept

Lower price threshold for the instrument. Orders submitted with prices below the lower limit will be rejected.

Definition at line 7863 of file Messages.h.

◆ lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )

inlinenoexcept

Definition at line 7880 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( Decimal & value ) const

inlinenoexcept

Differential value for price banding.

Definition at line 7890 of file Messages.h.

◆ maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )

inlinenoexcept

Definition at line 7906 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 7957 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 8012 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 8005 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const

inlinenoexcept

MD Entry sequence number per instrument update. Reset weekly.

Definition at line 7710 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Unique instrument ID.

Definition at line 7691 of file Messages.h.

◆ securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 7805 of file Messages.h.

◆ securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )

inlinenoexcept

Definition at line 7824 of file Messages.h.

◆ setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value )

inlinenoexcept

Upper price threshold for the instrument. Orders submitted with prices above the upper limit will be rejected.

Definition at line 7844 of file Messages.h.

◆ setLastMsgSeqNumProcessed()

ThisType & setLastMsgSeqNumProcessed ( UInt32 value )

inlinenoexcept

Sequence number of the last Incremental feed packet processed. This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 7661 of file Messages.h.

◆ setLastUpdateTime()

ThisType & setLastUpdateTime ( Timestamp value )

inlinenoexcept

UTC Date and time of last Security Definition add, update or delete on a given Market Data channel.

Definition at line 7759 of file Messages.h.

◆ setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value )

inlinenoexcept

Lower price threshold for the instrument. Orders submitted with prices below the lower limit will be rejected.

Definition at line 7872 of file Messages.h.

◆ setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value )

inlinenoexcept

Differential value for price banding.

Definition at line 7898 of file Messages.h.

◆ setRptSeq()

ThisType & setRptSeq ( UInt32 value )

inlinenoexcept

MD Entry sequence number per instrument update. Reset weekly.

Definition at line 7719 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Unique instrument ID.

Definition at line 7699 of file Messages.h.

◆ setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value )

inlinenoexcept

Identifies the current trading state of the instrument.

Definition at line 7815 of file Messages.h.

◆ setTotNumReports()

ThisType & setTotNumReports ( UInt32 value )

inlinenoexcept

Total number of instruments in the Replay loop. Used on Replay Feed only.

Definition at line 7681 of file Messages.h.

◆ setTradeDate()

ThisType & setTradeDate ( Timestamp value )

inlinenoexcept

Trade session date sent as number of days since Unix epoch.

Definition at line 7786 of file Messages.h.

◆ setTransactTime()

ThisType & setTransactTime ( Timestamp value )

inlinenoexcept

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 7739 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 8044 of file Messages.h.

◆ totNumReports()

UInt32 totNumReports ( ) const

inlinenoexcept

Total number of instruments in the Replay loop. Used on Replay Feed only.

Definition at line 7672 of file Messages.h.

◆ tradeDate()

bool tradeDate ( Timestamp & value ) const

inlinenoexcept

Trade session date sent as number of days since Unix epoch.

Definition at line 7769 of file Messages.h.

◆ tradeDateNull()

ThisType & tradeDateNull ( )

inlinenoexcept

Definition at line 7794 of file Messages.h.

◆ transactTime()

Timestamp transactTime ( ) const

inlinenoexcept

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 7730 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Entries

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

◆ anonymous enum

Constructor & Destructor Documentation

◆ SnapshotFullRefreshLongQty69() [1/6]

◆ SnapshotFullRefreshLongQty69() [2/6]

◆ SnapshotFullRefreshLongQty69() [3/6]

◆ SnapshotFullRefreshLongQty69() [4/6]

◆ SnapshotFullRefreshLongQty69() [5/6]

◆ SnapshotFullRefreshLongQty69() [6/6]

Member Function Documentation

◆ blockLength()

◆ calculateBinarySize()

◆ className()

◆ entries() [1/4]

◆ entries() [2/4]

◆ entries() [3/4]

◆ entries() [4/4]

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ highLimitPrice()

◆ highLimitPriceNull()

◆ lastMsgSeqNumProcessed()

◆ lastUpdateTime()

◆ lowLimitPrice()

◆ lowLimitPriceNull()

◆ maxPriceVariation()

◆ maxPriceVariationNull()

◆ minimalBlockLength()

◆ reset()

◆ resetVariableFields()

◆ rptSeq()

◆ securityId()

◆ securityTradingStatus()

◆ securityTradingStatusNull()

◆ setHighLimitPrice()

◆ setLastMsgSeqNumProcessed()

◆ setLastUpdateTime()

◆ setLowLimitPrice()

◆ setMaxPriceVariation()

◆ setRptSeq()

◆ setSecurityId()

◆ setSecurityTradingStatus()

◆ setTotNumReports()

◆ setTradeDate()

◆ setTransactTime()

◆ tail()

◆ totNumReports()

◆ tradeDate()

◆ tradeDateNull()

◆ transactTime()