#include <OnixS/CME/Streamlined/Messages.h>
Classes | |
struct | Entry |
Public Types | |
enum | { TemplateId = 365 } |
typedef BinaryGroupWithNested< Entry, GroupSize, MessageSize > | Entries |
Public Types inherited from BinaryMessage | |
typedef MessageSize | BinarySize |
typedef MessageHeader::BlockLength | BodySize |
Public Member Functions | |
IncrementalRefreshTradeBlocks365 () | |
IncrementalRefreshTradeBlocks365 (const void *data, EncodedLength length) | |
bool | transactTime (Timestamp &value) const |
MatchEventIndicator | matchEventIndicator () const |
UInt16 | batchTotalMessages () const |
bool | tradeDate (Timestamp &value) const |
Entries | entries () const |
Public Member Functions inherited from BinaryMessage | |
BinaryMessage () | |
BinaryMessage (const void *data, MessageSize size) | |
BinaryMessage (const BinaryMessage &other) | |
operator bool () const | |
MessageTemplateId | templateId () const |
SchemaVersion | version () const |
const void * | binary () const |
MessageSize | binarySize () const |
const void * | body () const |
BodySize | bodySize () const |
BinaryMessage & | operator= (const BinaryMessage &other) |
Static Public Member Functions | |
static BlockLength | blockLength (SchemaVersion) |
static const Char * | className () |
static StrRef | fixType () |
Additional Inherited Members | |
Protected Types inherited from BinaryMessage | |
typedef BinaryGroupList< MessageSize > | GroupList |
Protected Member Functions inherited from BinaryMessage | |
GroupList | groups () const |
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize > | |
BinaryFields () | |
~BinaryFields () | |
const FieldValue & | ordinary (MessageSizeoffset) const |
bool | ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null) const |
bool | ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const |
Decimal | decimal (MessageSizeoffset) const |
bool | decimal (Decimal &value, MessageSizeoffset, const NullValue &null) const |
Enumeration::Enum | enumeration (MessageSizeoffset) const |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null) const |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const |
StrRef | fixedStr (MessageSizeoffset) const |
StrRef | fixedStr (MessageSizeoffset, SchemaVersion since) const |
bool | fixedStr (StrRef &value, MessageSizeoffset) const |
Definition at line 6332 of file Messages.h.
typedef BinaryGroupWithNested<Entry, GroupSize, MessageSize> Entries |
Repeating group containing Entry entries.
Definition at line 7117 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
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TemplateId |
Definition at line 6337 of file Messages.h.
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inline |
Initializes blank instance.
Definition at line 7120 of file Messages.h.
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inline |
Initializes instance over given memory block.
Definition at line 7125 of file Messages.h.
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inline |
Total number of messages contained within batch which is defined by match event indicator (5799).
Definition at line 7159 of file Messages.h.
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inlinestatic |
Size of message body in bytes.
Definition at line 7197 of file Messages.h.
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inlinestatic |
Returns class name.
Definition at line 7204 of file Messages.h.
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inline |
Returns instance of Entries repeating group.
Definition at line 7188 of file Messages.h.
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inlinestatic |
FIX message type.
Definition at line 7211 of file Messages.h.
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inline |
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
Definition at line 7150 of file Messages.h.
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inline |
Indicates date of trade referenced in this message in YYYYMMDD format (expressed in local time at place of trade).
Returned only in trade and trade cancel execution reports.
Definition at line 7170 of file Messages.h.
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inline |
Start of event processing time in number of nanoseconds since Unix epoch.
Not present for EFP (828=2) and EFR (828=11) transactions.
Definition at line 7139 of file Messages.h.