IncrementalRefreshTradeBlocks340::Entry::LegsEntry Struct Reference

Public Types
typedef BinaryGroupEntry< GroupSize::BlockLength >	Base
Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BodySize

Public Member Functions
	LegsEntry ()
	LegsEntry (const void *data, EncodedLength length, SchemaVersion version)
bool	legSymbol (StrRef &value) const
bool	legSecurityId (UInt64 &value) const
LegSecurityIDSource	legSecurityIdSource () const
bool	legSecurityGroup (StrRef &value) const
bool	legId (StrRef &value) const
bool	legSecurityType (StrRef &value) const
bool	legMaturityMonthYear (MaturityMonthYear &value) const
bool	legMaturityDate (Timestamp &value) const
bool	legStrikePrice (Decimal &value) const
bool	legUnitOfMeasure (StrRef &value) const
bool	legUnitOfMeasureQty (Decimal &value) const
bool	legSecurityExchange (StrRef &value) const
bool	legRatioQty (UInt16 &value) const
bool	legSide (UInt8 &value) const
bool	legPutOrCall (UInt8 &value) const
bool	legUnitOfMeasureCurrency (StrRef &value) const
Public Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
	BinaryGroupEntry ()
	BinaryGroupEntry (const void *body, BodySize size, SchemaVersion version)
	BinaryGroupEntry (const BinaryGroupEntry &other)
	operator bool () const
const void *	body () const
BodySize	bodySize () const
SchemaVersion	version () const
BinaryGroupEntry &	operator= (const BinaryGroupEntry &other)

Static Public Member Functions
static BlockLength	blockLength (SchemaVersion)
static const Char *	className ()

Additional Inherited Members
Protected Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef BinaryGroupList< MessageSize >	GroupList
Protected Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
GroupList	groups () const
Protected Member Functions inherited from BinaryFields< Block, BlockSize >
	BinaryFields ()
	~BinaryFields ()
template<class FieldValue>
const FieldValue &	ordinary (BlockSize offset) const
template<class FieldValue, class NullValue>
bool	ordinary (FieldValue &value, BlockSize offset, const NullValue &null) const
template<class Value>
Decimal	decimal (BlockSize offset) const
template<class NullValue>
bool	decimal (Decimal &value, BlockSize offset, const NullValue &null) const
template<class FieldValue, class NullValue>
bool	ordinary (FieldValue &value, BlockSize offset, const NullValue &null, SchemaVersion since) const
template<class Enumeration>
Enumeration::Enum	enumeration (BlockSize offset) const
template<class Enumeration, class NullValue>
bool	enumeration (typename Enumeration::Enum &value, BlockSize offset, const NullValue &null) const
template<class Enumeration, class NullValue>
bool	enumeration (typename Enumeration::Enum &value, BlockSize offset, const NullValue &null, SchemaVersion since) const
template<BlockSize Size>
StrRef	fixedStr (BlockSize offset) const
template<BlockSize Size>
StrRef	fixedStr (BlockSize offset, SchemaVersion since) const
template<BlockSize Size>
bool	fixedStr (StrRef &value, BlockSize offset) const

Detailed Description

Entry of LegsEntry repeating group.

Definition at line 1533 of file Messages.h.

Member Typedef Documentation

Base

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 1545 of file Messages.h.

Constructor & Destructor Documentation

LegsEntry() [1/2]

LegsEntry ( )

inline

Initializes blank instance.

Definition at line 1548 of file Messages.h.

LegsEntry() [2/2]

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

inline

Initializes instance of given version over given memory block.

Definition at line 1554 of file Messages.h.

Member Function Documentation

blockLength()

BlockLength blockLength ( SchemaVersion )

inlinestatic

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

Definition at line 1738 of file Messages.h.

className()

const Char * className ( )

inlinestatic

Entity class name.

Definition at line 1745 of file Messages.h.

legId()

bool legId ( StrRef & value ) const

inline

Used to correlate leg instrument definitions with their executions.Cross referenced in Tag 654.

Definition at line 1605 of file Messages.h.

legMaturityDate()

bool legMaturityDate ( Timestamp & value ) const

inline

Multileg instrument's individual security's leg MaturityDate.

Definition at line 1635 of file Messages.h.

legMaturityMonthYear()

bool legMaturityMonthYear ( MaturityMonthYear & value ) const

inline

Multileg instrument's individual security's leg MaturityMonthYear.

Definition at line 1624 of file Messages.h.

legPutOrCall()

bool legPutOrCall ( UInt8 & value ) const

inline

Multileg instrument's individual security's leg option put or call.

Definition at line 1716 of file Messages.h.

legRatioQty()

bool legRatioQty ( UInt16 & value ) const

inline

The ratio of quantity for this individual leg relative to the entire multileg security.

Definition at line 1695 of file Messages.h.

legSecurityExchange()

bool legSecurityExchange ( StrRef & value ) const

inline

Multileg instrument's individual security's leg SecurityExchange.

Definition at line 1685 of file Messages.h.

legSecurityGroup()

bool legSecurityGroup ( StrRef & value ) const

inline

Leg equivalent of body tag 1151-SecurityGroup (i.e.

leg 'product code').

Definition at line 1595 of file Messages.h.

legSecurityId()

bool legSecurityId ( UInt64 & value ) const

inline

Multileg instrument's individual security's SecurityID.

Definition at line 1577 of file Messages.h.

legSecurityIdSource()

LegSecurityIDSource legSecurityIdSource ( ) const

inline

Identifies source of tag 602-LegSecurityID value.

This value is always 'H' for CME.

Definition at line 1588 of file Messages.h.

legSecurityType()

bool legSecurityType ( StrRef & value ) const

inline

Identifies the type of leg instrument.

Definition at line 1614 of file Messages.h.

legSide()

bool legSide ( UInt8 & value ) const

inline

The side of this individual leg (multileg security).

Definition at line 1705 of file Messages.h.

legStrikePrice()

bool legStrikePrice ( Decimal & value ) const

inline

Multileg instrument's individual security's StrikePrice.

Definition at line 1653 of file Messages.h.

legSymbol()

bool legSymbol ( StrRef & value ) const

inline

This tag contains the instrument group of the requested security definition.

Must be present when tag 555-NoLegs is present. Also must be first tag in repeating group. Multileg instrument's individual security's Symbol.

Definition at line 1568 of file Messages.h.

legUnitOfMeasure()

bool legUnitOfMeasure ( StrRef & value ) const

inline

Multileg instrument's individual security's leg UnitOfMeasure.

Definition at line 1664 of file Messages.h.

legUnitOfMeasureCurrency()

bool legUnitOfMeasureCurrency ( StrRef & value ) const

inline

Indicates the currency of the unit of measure.

Conditionally required when LegUnitOfMeasure(999) = Ccy.

Definition at line 1727 of file Messages.h.

legUnitOfMeasureQty()

bool legUnitOfMeasureQty ( Decimal & value ) const

inline

Multileg instrument's individual security's leg UnitOfMeasureQty.

Definition at line 1674 of file Messages.h.