#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
bool	entryPx (Decimal &value) const noexcept
ThisType &	setEntryPx (PRICE9 value) noexcept
ThisType &	entryPxNull () noexcept
bool	entrySize (UInt64 &value) const noexcept
ThisType &	setEntrySize (UInt64 value) noexcept
ThisType &	entrySizeNull () noexcept
bool	numberOfOrders (Int32 &value) const noexcept
ThisType &	setNumberOfOrders (Int32 value) noexcept
ThisType &	numberOfOrdersNull () noexcept
bool	priceLevel (UInt8 &value) const noexcept
ThisType &	setPriceLevel (UInt8 value) noexcept
ThisType &	priceLevelNull () noexcept
bool	openCloseSettlFlag (OpenCloseSettlFlag::Enum &value) const noexcept
ThisType &	setOpenCloseSettlFlag (OpenCloseSettlFlag::Enum value) noexcept
ThisType &	openCloseSettlFlagNull () noexcept
EntryType::Enum	entryType () const noexcept
ThisType &	setEntryType (EntryType::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 7332 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 7344 of file Messages.h.

◆ ThisType

typedef Entry ThisType

This type alias.

Definition at line 7347 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 7351 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 7542 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Entity class name.

Definition at line 7567 of file Messages.h.

◆ entryPx()

bool entryPx ( Decimal & value ) const

inlinenoexcept

Market Data entry price.

Definition at line 7382 of file Messages.h.

◆ entryPxNull()

ThisType & entryPxNull ( )

inlinenoexcept

Definition at line 7398 of file Messages.h.

◆ entrySize()

bool entrySize ( UInt64 & value ) const

inlinenoexcept

Market Data entry size.

Definition at line 7408 of file Messages.h.

◆ entrySizeNull()

ThisType & entrySizeNull ( )

inlinenoexcept

Definition at line 7424 of file Messages.h.

◆ entryType()

EntryType::Enum entryType ( ) const

inlinenoexcept

Market Data entry type.

Definition at line 7522 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 7555 of file Messages.h.

◆ numberOfOrders()

bool numberOfOrders ( Int32 & value ) const

inlinenoexcept

In Book Entry - Aggregate number of orders at given price level. In Trade Entry - a total number of real orders per instrument that participated in a match step within a match event.

Definition at line 7437 of file Messages.h.

◆ numberOfOrdersNull()

ThisType & numberOfOrdersNull ( )

inlinenoexcept

Definition at line 7456 of file Messages.h.

◆ openCloseSettlFlag()

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum & value ) const

inlinenoexcept

Flag that additionally describes a market data entry.

Definition at line 7493 of file Messages.h.

◆ openCloseSettlFlagNull()

ThisType & openCloseSettlFlagNull ( )

inlinenoexcept

Definition at line 7512 of file Messages.h.

◆ priceLevel()

bool priceLevel ( UInt8 & value ) const

inlinenoexcept

Aggregate book level.

Definition at line 7466 of file Messages.h.

◆ priceLevelNull()

ThisType & priceLevelNull ( )

inlinenoexcept

Definition at line 7482 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 7368 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 7362 of file Messages.h.

◆ setEntryPx()

ThisType & setEntryPx ( PRICE9 value )

inlinenoexcept

Market Data entry price.

Definition at line 7390 of file Messages.h.

◆ setEntrySize()

ThisType & setEntrySize ( UInt64 value )

inlinenoexcept

Market Data entry size.

Definition at line 7416 of file Messages.h.

◆ setEntryType()

ThisType & setEntryType ( EntryType::Enum value )

inlinenoexcept

Market Data entry type.

Definition at line 7530 of file Messages.h.

◆ setNumberOfOrders()

ThisType & setNumberOfOrders ( Int32 value )

inlinenoexcept

In Book Entry - Aggregate number of orders at given price level. In Trade Entry - a total number of real orders per instrument that participated in a match step within a match event.

Definition at line 7448 of file Messages.h.

◆ setOpenCloseSettlFlag()

ThisType & setOpenCloseSettlFlag ( OpenCloseSettlFlag::Enum value )

inlinenoexcept

Flag that additionally describes a market data entry.

Definition at line 7503 of file Messages.h.

◆ setPriceLevel()

ThisType & setPriceLevel ( UInt8 value )

inlinenoexcept

Aggregate book level.

Definition at line 7474 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

◆ blockLength()

◆ className()

◆ entryPx()

◆ entryPxNull()

◆ entrySize()

◆ entrySizeNull()

◆ entryType()

◆ minimalBlockLength()

◆ numberOfOrders()

◆ numberOfOrdersNull()

◆ openCloseSettlFlag()

◆ openCloseSettlFlagNull()

◆ priceLevel()

◆ priceLevelNull()

◆ reset()

◆ resetVariableFields()

◆ setEntryPx()

◆ setEntrySize()

◆ setEntryType()

◆ setNumberOfOrders()

◆ setOpenCloseSettlFlag()

◆ setPriceLevel()