OnixS C++ Euronext Optiq MDG Handler 1.3.3
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Messages.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
23#include <cassert>
24#include <stdexcept>
25
27#include <OnixS/Euronext/MarketData/OptiqMdg/messaging/Forwards.h>
30
32
37{
40
42 enum { TemplateId = 1101 };
43
46
49 const void* data,
50 EncodedLength length)
51 : SbeMessage(data, length)
52 {
53 checkCompatibility();
54 }
55
57 explicit
59 const SbeMessage& message)
60 : SbeMessage(message)
61 {
62 assert(message.valid());
63
64 checkCompatibility();
65 }
66
69 bool seqNum(Uint64& value) const
71 {
73
74 return ordinary(value, offset, NullUint64());
75 }
76
79 bool sessionTradingDay(Uint16& value) const
81 {
83
84 return ordinary(value, offset, NullUint16());
85 }
86
90 static
91 BlockLength
100
106 {
107 return
108 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
110 }
111
116 static
120 {
121 return
122 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
123 0;
124 }
125
130 static const Char* className()
131 {
132 return "StartOfDay";
133 }
134
141 {
142 return constructStrRef("StartOfDay");
143 }
144
147 std::string toString() const;
148
149private:
150 void checkLength(
151 EncodedLength length, SchemaVersion version) const
152 {
153 const EncodedLength minimalRequiredLength =
154 minimalBlockLength(version) +
156 getMinimalVariableFieldsSize(version);
157
158 checkBinaryLength(
159 *this, length, minimalRequiredLength);
160 }
161
162 void checkCompatibility() const
163 {
164 assert(TemplateId == templateId());
165
166 checkSchema<Schema>(schemaId(), version());
167 checkLength(bufferSize(), version());
168 }
169};
170
175{
178
180 enum { TemplateId = 1102 };
181
184
187 const void* data,
188 EncodedLength length)
189 : SbeMessage(data, length)
190 {
191 checkCompatibility();
192 }
193
195 explicit
197 const SbeMessage& message)
198 : SbeMessage(message)
199 {
200 assert(message.valid());
201
202 checkCompatibility();
203 }
204
207 bool seqNum(Uint64& value) const
209 {
211
212 return ordinary(value, offset, NullUint64());
213 }
214
217 bool sessionTradingDay(Uint16& value) const
219 {
221
222 return ordinary(value, offset, NullUint16());
223 }
224
228 static
229 BlockLength
233 {
234 return
235 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
236 10;
237 }
238
244 {
245 return
246 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
248 }
249
254 static
258 {
259 return
260 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
261 0;
262 }
263
268 static const Char* className()
269 {
270 return "EndOfDay";
271 }
272
279 {
280 return constructStrRef("EndOfDay");
281 }
282
285 std::string toString() const;
286
287private:
288 void checkLength(
289 EncodedLength length, SchemaVersion version) const
290 {
291 const EncodedLength minimalRequiredLength =
292 minimalBlockLength(version) +
294 getMinimalVariableFieldsSize(version);
295
296 checkBinaryLength(
297 *this, length, minimalRequiredLength);
298 }
299
300 void checkCompatibility() const
301 {
302 assert(TemplateId == templateId());
303
304 checkSchema<Schema>(schemaId(), version());
305 checkLength(bufferSize(), version());
306 }
307};
308
313{
316
318 enum { TemplateId = 1103 };
319
322
325 const void* data,
326 EncodedLength length)
327 : SbeMessage(data, length)
328 {
329 checkCompatibility();
330 }
331
333 explicit
335 const SbeMessage& message)
336 : SbeMessage(message)
337 {
338 assert(message.valid());
339
340 checkCompatibility();
341 }
342
345 bool seqNum(Uint64& value) const
347 {
349
350 return ordinary(value, offset, NullUint64());
351 }
352
355 bool eventTime(Uint64& value) const
357 {
359
360 return ordinary(value, offset, NullUint64());
361 }
362
366 static
367 BlockLength
371 {
372 return
373 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
374 16;
375 }
376
382 {
383 return
384 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
386 }
387
392 static
396 {
397 return
398 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
399 0;
400 }
401
406 static const Char* className()
407 {
408 return "HealthStatus";
409 }
410
417 {
418 return constructStrRef("HealthStatus");
419 }
420
423 std::string toString() const;
424
425private:
426 void checkLength(
427 EncodedLength length, SchemaVersion version) const
428 {
429 const EncodedLength minimalRequiredLength =
430 minimalBlockLength(version) +
432 getMinimalVariableFieldsSize(version);
433
434 checkBinaryLength(
435 *this, length, minimalRequiredLength);
436 }
437
438 void checkCompatibility() const
439 {
440 assert(TemplateId == templateId());
441
442 checkSchema<Schema>(schemaId(), version());
443 checkLength(bufferSize(), version());
444 }
445};
446
451{
454
456 enum { TemplateId = 1106 };
457
460
463 const void* data,
464 EncodedLength length)
465 : SbeMessage(data, length)
466 {
467 checkCompatibility();
468 }
469
471 explicit
473 const SbeMessage& message)
474 : SbeMessage(message)
475 {
476 assert(message.valid());
477
478 checkCompatibility();
479 }
480
483 bool seqNum(Uint64& value) const
485 {
487
488 return ordinary(value, offset, NullUint64());
489 }
490
501
511
516 {
518
519 return ordinary(value, offset, NullUint64());
520 }
521
524 bool retransmissionEndTime(Uint64& value) const
526 {
528
529 return ordinary(value, offset, NullUint64());
530 }
531
534 bool symbolIndex(Uint32& value) const
536 {
538
539 return ordinary(value, offset, NullUint32());
540 }
541
545 static
546 BlockLength
550 {
551 return
552 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
553 30;
554 }
555
561 {
562 return
563 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
565 }
566
571 static
575 {
576 return
577 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
578 0;
579 }
580
585 static const Char* className()
586 {
587 return "TechnicalNotification";
588 }
589
596 {
597 return constructStrRef("TechnicalNotification");
598 }
599
602 std::string toString() const;
603
604private:
605 void checkLength(
606 EncodedLength length, SchemaVersion version) const
607 {
608 const EncodedLength minimalRequiredLength =
609 minimalBlockLength(version) +
611 getMinimalVariableFieldsSize(version);
612
613 checkBinaryLength(
614 *this, length, minimalRequiredLength);
615 }
616
617 void checkCompatibility() const
618 {
619 assert(TemplateId == templateId());
620
621 checkSchema<Schema>(schemaId(), version());
622 checkLength(bufferSize(), version());
623 }
624};
625
630{
633
635 enum { TemplateId = 1001 };
636
641 <
643 >
644 {
646 typedef
648 <
650 >
652
656 const void* data,
657 EncodedLength length,
659 : Base(data, numericCast<Base::BlockLength>(length), version)
660 {
662 assert(length >= minimalBlockLength(version));
663 }
664
675
678 bool symbolIndex(Uint32& value) const
680 {
682
683 return ordinary(value, offset, NullUint32());
684 }
685
688 bool numberOfOrders(Uint16& value) const
690 {
692
693 return ordinary(value, offset, NullUint16());
694 }
695
698 bool price(Int64& value) const
700 {
702
703 return ordinary(value, offset, NullInt64());
704 }
705
708 bool quantity(Uint64& value) const
710 {
712
713 return ordinary(value, offset, NullUint64());
714 }
715
722 {
723 return
724 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
726 }
727
732 static
737 {
738 return
739 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
740 23;
741 }
742
747 static const Char* className()
748 {
749 return "MarketUpdate.UpdatesEntry";
750 }
751 };
752
754 typedef
757
760
763 const void* data,
764 EncodedLength length)
765 : SbeMessage(data, length)
766 {
767 checkCompatibility();
768 }
769
771 explicit
773 const SbeMessage& message)
774 : SbeMessage(message)
775 {
776 assert(message.valid());
777
778 checkCompatibility();
779 }
780
783 bool seqNum(Uint64& value) const
785 {
787
788 return ordinary(value, offset, NullUint64());
789 }
790
800
810
813 bool eventTime(Uint64& value) const
815 {
817
818 return ordinary(value, offset, NullUint64());
819 }
820
825 {
826 return getGroup<Updates>(UpdatesAccess(), *this);
827 }
828
832 static
833 BlockLength
837 {
838 return
839 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
840 18;
841 }
842
848 {
849 return
850 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
852 }
853
858 static
862 {
863 return
864 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
865 static_cast<MessageSize>(Updates::EmptySize);
866 }
867
872 static const Char* className()
873 {
874 return "MarketUpdate";
875 }
876
883 {
884 return constructStrRef("MarketUpdate");
885 }
886
889 std::string toString() const;
890
891private:
892 void checkLength(
893 EncodedLength length, SchemaVersion version) const
894 {
895 const EncodedLength minimalRequiredLength =
896 minimalBlockLength(version) +
898 getMinimalVariableFieldsSize(version);
899
900 checkBinaryLength(
901 *this, length, minimalRequiredLength);
902 }
903
905 void checkVarLenFields() const
906 {
907 groups().
908 checkTail<Updates>();
909 }
910
911 void checkCompatibility() const
912 {
913 assert(TemplateId == templateId());
914
915 checkSchema<Schema>(schemaId(), version());
916 checkLength(bufferSize(), version());
917 checkVarLenFields();
918 }
919
921 struct UpdatesAccess
922 {
923 Updates operator()(const MarketUpdate& obj) const
925 {
926 return obj.
927 groups().
928 head<Updates>();
929 }
930 };
931};
932
937{
940
942 enum { TemplateId = 1002 };
943
948 <
950 >
951 {
953 typedef
955 <
957 >
959
963 const void* data,
964 EncodedLength length,
966 : Base(data, numericCast<Base::BlockLength>(length), version)
967 {
969 assert(length >= minimalBlockLength(version));
970 }
971
974 bool symbolIndex(Uint32& value) const
976 {
978
979 return ordinary(value, offset, NullUint32());
980 }
981
992
995 bool orderPriority(Uint64& value) const
997 {
999
1000 return ordinary(value, offset, NullUint64());
1001 }
1002
1005 bool previousPriority(Uint64& value) const
1007 {
1009
1010 return ordinary(value, offset, NullUint64());
1011 }
1012
1015 bool orderType(OrderType::Enum& value) const
1017 {
1019
1020 return enumeration<OrderType>(value, offset, NullUInt8());
1021 }
1022
1025 bool orderPx(Int64& value) const
1027 {
1029
1030 return ordinary(value, offset, NullInt64());
1031 }
1032
1035 bool orderSide(OrderSide::Enum& value) const
1037 {
1039
1040 return enumeration<OrderSide>(value, offset, NullUInt8());
1041 }
1042
1045 bool orderQuantity(Uint64& value) const
1047 {
1049
1050 return ordinary(value, offset, NullUint64());
1051 }
1052
1055 bool pegOffset(Int8& value) const
1057 {
1059
1060 return ordinary(value, offset, NullInt8());
1061 }
1062
1069 {
1070 return
1071 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1073 }
1074
1079 static
1084 {
1085 return
1086 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1087 40;
1088 }
1089
1094 static const Char* className()
1095 {
1096 return "OrderUpdate.OrdersEntry";
1097 }
1098 };
1099
1101 typedef
1104
1107
1110 const void* data,
1111 EncodedLength length)
1112 : SbeMessage(data, length)
1113 {
1114 checkCompatibility();
1115 }
1116
1118 explicit
1120 const SbeMessage& message)
1121 : SbeMessage(message)
1122 {
1123 assert(message.valid());
1124
1125 checkCompatibility();
1126 }
1127
1130 bool seqNum(Uint64& value) const
1132 {
1134
1135 return ordinary(value, offset, NullUint64());
1136 }
1137
1142 {
1144
1145 return ordinary(value, offset, NullUnsignedChar());
1146 }
1147
1157
1160 bool eventTime(Uint64& value) const
1162 {
1164
1165 return ordinary(value, offset, NullUint64());
1166 }
1167
1172 {
1173 return getGroup<Orders>(OrdersAccess(), *this);
1174 }
1175
1179 static
1180 BlockLength
1184 {
1185 return
1186 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1187 18;
1188 }
1189
1195 {
1196 return
1197 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1199 }
1200
1205 static
1209 {
1210 return
1211 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1212 static_cast<MessageSize>(Orders::EmptySize);
1213 }
1214
1219 static const Char* className()
1220 {
1221 return "OrderUpdate";
1222 }
1223
1230 {
1231 return constructStrRef("OrderUpdate");
1232 }
1233
1236 std::string toString() const;
1237
1238private:
1239 void checkLength(
1240 EncodedLength length, SchemaVersion version) const
1241 {
1242 const EncodedLength minimalRequiredLength =
1243 minimalBlockLength(version) +
1245 getMinimalVariableFieldsSize(version);
1246
1247 checkBinaryLength(
1248 *this, length, minimalRequiredLength);
1249 }
1250
1252 void checkVarLenFields() const
1253 {
1254 groups().
1255 checkTail<Orders>();
1256 }
1257
1258 void checkCompatibility() const
1259 {
1260 assert(TemplateId == templateId());
1261
1262 checkSchema<Schema>(schemaId(), version());
1263 checkLength(bufferSize(), version());
1264 checkVarLenFields();
1265 }
1266
1268 struct OrdersAccess
1269 {
1270 Orders operator()(const OrderUpdate& obj) const
1272 {
1273 return obj.
1274 groups().
1275 head<Orders>();
1276 }
1277 };
1278};
1279
1283: SbeMessage
1284{
1287
1289 enum { TemplateId = 1003 };
1290
1295 <
1297 >
1298 {
1300 typedef
1302 <
1304 >
1306
1310 const void* data,
1311 EncodedLength length,
1313 : Base(data, numericCast<Base::BlockLength>(length), version)
1314 {
1316 assert(length >= minimalBlockLength(version));
1317 }
1318
1329
1332 bool symbolIndex(Uint32& value) const
1334 {
1336
1337 return ordinary(value, offset, NullUint32());
1338 }
1339
1342 bool price(Int64& value) const
1344 {
1346
1347 return ordinary(value, offset, NullInt64());
1348 }
1349
1352 bool quantity(Uint64& value) const
1354 {
1356
1357 return ordinary(value, offset, NullUint64());
1358 }
1359
1362 bool imbalanceQty(Uint64& value) const
1364 {
1366
1367 return ordinary(value, offset, NullUint64());
1368 }
1369
1372 bool
1381
1384 bool
1393
1400 {
1401 return
1402 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1404 }
1405
1410 static
1415 {
1416 return
1417 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1418 31;
1419 }
1420
1425 static const Char* className()
1426 {
1427 return "PriceUpdate.PricesEntry";
1428 }
1429 };
1430
1432 typedef
1435
1438
1441 const void* data,
1442 EncodedLength length)
1443 : SbeMessage(data, length)
1444 {
1445 checkCompatibility();
1446 }
1447
1449 explicit
1451 const SbeMessage& message)
1452 : SbeMessage(message)
1453 {
1454 assert(message.valid());
1455
1456 checkCompatibility();
1457 }
1458
1461 bool seqNum(Uint64& value) const
1463 {
1465
1466 return ordinary(value, offset, NullUint64());
1467 }
1468
1473 {
1475
1476 return ordinary(value, offset, NullUnsignedChar());
1477 }
1478
1488
1491 bool eventTime(Uint64& value) const
1493 {
1495
1496 return ordinary(value, offset, NullUint64());
1497 }
1498
1503 {
1504 return getGroup<Prices>(PricesAccess(), *this);
1505 }
1506
1510 static
1511 BlockLength
1515 {
1516 return
1517 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1518 18;
1519 }
1520
1526 {
1527 return
1528 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1530 }
1531
1536 static
1540 {
1541 return
1542 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1543 static_cast<MessageSize>(Prices::EmptySize);
1544 }
1545
1550 static const Char* className()
1551 {
1552 return "PriceUpdate";
1553 }
1554
1561 {
1562 return constructStrRef("PriceUpdate");
1563 }
1564
1567 std::string toString() const;
1568
1569private:
1570 void checkLength(
1571 EncodedLength length, SchemaVersion version) const
1572 {
1573 const EncodedLength minimalRequiredLength =
1574 minimalBlockLength(version) +
1576 getMinimalVariableFieldsSize(version);
1577
1578 checkBinaryLength(
1579 *this, length, minimalRequiredLength);
1580 }
1581
1583 void checkVarLenFields() const
1584 {
1585 groups().
1586 checkTail<Prices>();
1587 }
1588
1589 void checkCompatibility() const
1590 {
1591 assert(TemplateId == templateId());
1592
1593 checkSchema<Schema>(schemaId(), version());
1594 checkLength(bufferSize(), version());
1595 checkVarLenFields();
1596 }
1597
1599 struct PricesAccess
1600 {
1601 Prices operator()(const PriceUpdate& obj) const
1603 {
1604 return obj.
1605 groups().
1606 head<Prices>();
1607 }
1608 };
1609};
1610
1614: SbeMessage
1615{
1618
1620 enum { TemplateId = 1004 };
1621
1626 <
1628 >
1629 {
1631 typedef
1633 <
1635 >
1637
1641 const void* data,
1642 EncodedLength length,
1644 : Base(data, numericCast<Base::BlockLength>(length), version)
1645 {
1647 assert(length >= minimalBlockLength(version));
1648 }
1649
1656 {
1657 return
1658 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1660 }
1661
1666 static
1671 {
1672 return
1673 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
1674 0;
1675 }
1676
1681 static const Char* className()
1682 {
1683 return "FullTradeInformation.NotUsedGroup1Entry";
1684 }
1685 };
1686
1688 typedef
1691
1694
1697 const void* data,
1698 EncodedLength length)
1699 : SbeMessage(data, length)
1700 {
1701 checkCompatibility();
1702 }
1703
1705 explicit
1707 const SbeMessage& message)
1708 : SbeMessage(message)
1709 {
1710 assert(message.valid());
1711
1712 checkCompatibility();
1713 }
1714
1717 bool seqNum(Uint64& value) const
1719 {
1721
1722 return ordinary(value, offset, NullUint64());
1723 }
1724
1729 {
1731
1732 return ordinary(value, offset, NullUnsignedChar());
1733 }
1734
1744
1747 bool eventTime(Uint64& value) const
1749 {
1751
1752 return ordinary(value, offset, NullUint64());
1753 }
1754
1757 bool symbolIndex(Uint32& value) const
1759 {
1761
1762 return ordinary(value, offset, NullUint32());
1763 }
1764
1775
1786
1796
1807
1818
1829
1832 bool mifidPrice(StrRef& value) const
1834 {
1837
1838 return fixedStr<length>(value, offset);
1839 }
1840
1851
1862
1873
1884
1895
1906
1917
1928
1931 bool
1940
1943 bool
1952
1963
1974
1985
1996
2007
2018
2021 bool
2030
2041
2052
2063
2074
2085
2095
2098 bool
2107
2110 bool
2119
2122 bool
2131
2142
2147 {
2149
2150 return ordinary(value, offset, NullUint64());
2151 }
2152
2155 bool
2164
2167 bool currencyCoefficient(Uint32& value) const
2169 {
2171
2172 return ordinary(value, offset, NullUint32());
2173 }
2174
2177 bool priceMultiplier(Uint32& value) const
2179 {
2181
2182 return ordinary(value, offset, NullUint32());
2183 }
2184
2189 {
2191
2192 return ordinary(value, offset, NullUnsignedChar());
2193 }
2194
2205
2208 bool startTimeVwap(Uint32& value) const
2210 {
2212
2213 return ordinary(value, offset, NullUint32());
2214 }
2215
2218 bool endTimeVwap(Uint32& value) const
2220 {
2222
2223 return ordinary(value, offset, NullUint32());
2224 }
2225
2236
2247
2250 bool evaluatedPrice(Int64& value) const
2252 {
2254
2255 return ordinary(value, offset, NullInt64());
2256 }
2257
2260 bool
2269
2272 bool settlementDate(Uint16& value) const
2274 {
2276
2277 return ordinary(value, offset, NullUint16());
2278 }
2279
2282 bool repoSettlementDate(Uint16& value) const
2284 {
2286
2287 return ordinary(value, offset, NullUint16());
2288 }
2289
2301
2313
2325
2337
2349
2361
2373
2385
2397
2402 {
2404 NotUsedGroup1Access(),
2405 *this);
2406 }
2407
2413 {
2414 return
2415 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2416 (version >= 353)
2417 ? 452
2418 : (version >= 334)
2419 ? 444
2420 : (version >= 316)
2421 ? 420
2422 : 404;
2423 }
2424
2430 {
2431 return
2432 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2434 }
2435
2440 static
2444 {
2445 return
2446 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2448 }
2449
2454 static const Char* className()
2455 {
2456 return "FullTradeInformation";
2457 }
2458
2465 {
2466 return constructStrRef("FullTradeInformation");
2467 }
2468
2471 std::string toString() const;
2472
2473private:
2474 void checkLength(
2475 EncodedLength length, SchemaVersion version) const
2476 {
2477 const EncodedLength minimalRequiredLength =
2478 minimalBlockLength(version) +
2480 getMinimalVariableFieldsSize(version);
2481
2482 checkBinaryLength(
2483 *this, length, minimalRequiredLength);
2484 }
2485
2487 void checkVarLenFields() const
2488 {
2489 groups().
2490 checkTail<NotUsedGroup1>();
2491 }
2492
2493 void checkCompatibility() const
2494 {
2495 assert(TemplateId == templateId());
2496
2497 checkSchema<Schema>(schemaId(), version());
2498 checkLength(bufferSize(), version());
2499 checkVarLenFields();
2500 }
2501
2503 struct NotUsedGroup1Access
2504 {
2505 NotUsedGroup1
2506 operator()(
2507 const FullTradeInformation& obj) const
2509 {
2510 return obj.
2511 groups().
2512 head<NotUsedGroup1>();
2513 }
2514 };
2515};
2516
2520: SbeMessage
2521{
2524
2526 enum { TemplateId = 1005 };
2527
2532 <
2534 >
2535 {
2537 typedef
2539 <
2541 >
2543
2547 const void* data,
2548 EncodedLength length,
2550 : Base(data, numericCast<Base::BlockLength>(length), version)
2551 {
2553 assert(length >= minimalBlockLength(version));
2554 }
2555
2566
2569 bool symbolIndex(Uint32& value) const
2571 {
2573
2574 return ordinary(value, offset, NullUint32());
2575 }
2576
2579 bool eventTime(Uint64& value) const
2581 {
2583
2584 return ordinary(value, offset, NullUint64());
2585 }
2586
2589 bool bookState(BookState::Enum& value) const
2591 {
2593
2594 return enumeration<BookState>(value, offset, NullUInt8());
2595 }
2596
2599 bool
2608
2618
2621 bool
2630
2635 {
2637
2638 return enumeration<TradingSide>(value, offset, NullUInt8());
2639 }
2640
2645 {
2647
2648 return enumeration<PriceLimits>(value, offset, NullUInt8());
2649 }
2650
2653 bool
2662
2665 bool
2674
2684
2687 bool
2696
2699 bool scheduledEventTime(Uint64& value) const
2701 {
2703
2704 return ordinary(value, offset, NullUint64());
2705 }
2706
2709 bool
2718
2725 {
2726 return
2727 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2729 }
2730
2735 static
2740 {
2741 return
2742 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2743 33;
2744 }
2745
2750 static const Char* className()
2751 {
2752 return "MarketStatusChange.MarketStatesEntry";
2753 }
2754 };
2755
2757 typedef
2760
2763
2766 const void* data,
2767 EncodedLength length)
2768 : SbeMessage(data, length)
2769 {
2770 checkCompatibility();
2771 }
2772
2774 explicit
2776 const SbeMessage& message)
2777 : SbeMessage(message)
2778 {
2779 assert(message.valid());
2780
2781 checkCompatibility();
2782 }
2783
2786 bool seqNum(Uint64& value) const
2788 {
2790
2791 return ordinary(value, offset, NullUint64());
2792 }
2793
2798 {
2800
2801 return ordinary(value, offset, NullUnsignedChar());
2802 }
2803
2813
2818 {
2820 MarketStatesAccess(),
2821 *this);
2822 }
2823
2827 static
2828 BlockLength
2832 {
2833 return
2834 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2835 10;
2836 }
2837
2843 {
2844 return
2845 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2847 }
2848
2853 static
2857 {
2858 return
2859 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
2861 }
2862
2867 static const Char* className()
2868 {
2869 return "MarketStatusChange";
2870 }
2871
2878 {
2879 return constructStrRef("MarketStatusChange");
2880 }
2881
2884 std::string toString() const;
2885
2886private:
2887 void checkLength(
2888 EncodedLength length, SchemaVersion version) const
2889 {
2890 const EncodedLength minimalRequiredLength =
2891 minimalBlockLength(version) +
2893 getMinimalVariableFieldsSize(version);
2894
2895 checkBinaryLength(
2896 *this, length, minimalRequiredLength);
2897 }
2898
2900 void checkVarLenFields() const
2901 {
2902 groups().
2903 checkTail<MarketStates>();
2904 }
2905
2906 void checkCompatibility() const
2907 {
2908 assert(TemplateId == templateId());
2909
2910 checkSchema<Schema>(schemaId(), version());
2911 checkLength(bufferSize(), version());
2912 checkVarLenFields();
2913 }
2914
2916 struct MarketStatesAccess
2917 {
2918 MarketStates
2919 operator()(
2920 const MarketStatusChange& obj) const
2922 {
2923 return obj.
2924 groups().
2925 head<MarketStates>();
2926 }
2927 };
2928};
2929
2933: SbeMessage
2934{
2937
2939 enum { TemplateId = 1006 };
2940
2945 <
2947 >
2948 {
2950 typedef
2952 <
2954 >
2956
2960 const void* data,
2961 EncodedLength length,
2963 : Base(data, numericCast<Base::BlockLength>(length), version)
2964 {
2966 assert(length >= minimalBlockLength(version));
2967 }
2968
2971 bool phaseTime(Uint64& value) const
2973 {
2975
2976 return ordinary(value, offset, NullUint64());
2977 }
2978
2988
2998
3008
3011 bool
3020
3030
3033 bool
3042
3049 {
3050 return
3051 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3053 }
3054
3059 static
3064 {
3065 return
3066 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3067 15;
3068 }
3069
3074 static const Char* className()
3075 {
3076 return "Timetable.TimetablesEntry";
3077 }
3078 };
3079
3081 typedef
3084
3087
3090 const void* data,
3091 EncodedLength length)
3092 : SbeMessage(data, length)
3093 {
3094 checkCompatibility();
3095 }
3096
3098 explicit
3100 const SbeMessage& message)
3101 : SbeMessage(message)
3102 {
3103 assert(message.valid());
3104
3105 checkCompatibility();
3106 }
3107
3110 bool seqNum(Uint64& value) const
3112 {
3114
3115 return ordinary(value, offset, NullUint64());
3116 }
3117
3122 {
3124
3125 return ordinary(value, offset, NullUnsignedChar());
3126 }
3127
3130 bool eMM(Emm::Enum& value) const
3132 {
3134
3135 return enumeration<Emm>(value, offset, NullUInt8());
3136 }
3137
3140 bool patternId(Uint16& value) const
3142 {
3144
3145 return ordinary(value, offset, NullUint16());
3146 }
3147
3150 bool symbolIndex(Uint32& value) const
3152 {
3154
3155 return ordinary(value, offset, NullUint32());
3156 }
3157
3162 {
3163 return getGroup<Timetables>(
3164 TimetablesAccess(),
3165 *this);
3166 }
3167
3171 static
3172 BlockLength
3176 {
3177 return
3178 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3179 16;
3180 }
3181
3187 {
3188 return
3189 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3191 }
3192
3197 static
3201 {
3202 return
3203 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3204 static_cast<MessageSize>(Timetables::EmptySize);
3205 }
3206
3211 static const Char* className()
3212 {
3213 return "Timetable";
3214 }
3215
3222 {
3223 return constructStrRef("Timetable");
3224 }
3225
3228 std::string toString() const;
3229
3230private:
3231 void checkLength(
3232 EncodedLength length, SchemaVersion version) const
3233 {
3234 const EncodedLength minimalRequiredLength =
3235 minimalBlockLength(version) +
3237 getMinimalVariableFieldsSize(version);
3238
3239 checkBinaryLength(
3240 *this, length, minimalRequiredLength);
3241 }
3242
3244 void checkVarLenFields() const
3245 {
3246 groups().
3247 checkTail<Timetables>();
3248 }
3249
3250 void checkCompatibility() const
3251 {
3252 assert(TemplateId == templateId());
3253
3254 checkSchema<Schema>(schemaId(), version());
3255 checkLength(bufferSize(), version());
3256 checkVarLenFields();
3257 }
3258
3260 struct TimetablesAccess
3261 {
3262 Timetables operator()(const Timetable& obj) const
3264 {
3265 return obj.
3266 groups().
3267 head<Timetables>();
3268 }
3269 };
3270};
3271
3275: SbeMessage
3276{
3279
3281 enum { TemplateId = 1007 };
3282
3287 <
3289 >
3290 {
3292 typedef
3294 <
3296 >
3298
3302 const void* data,
3303 EncodedLength length,
3305 : Base(data, numericCast<Base::BlockLength>(length), version)
3306 {
3308 assert(length >= minimalBlockLength(version));
3309 }
3310
3320
3323 bool patternId(Uint16& value) const
3325 {
3327
3328 return ordinary(value, offset, NullUint16());
3329 }
3330
3333 bool tickSizeIndexId(Uint16& value) const
3335 {
3337
3338 return ordinary(value, offset, NullUint16());
3339 }
3340
3350
3353 bool lotSize(Uint64& value) const
3355 {
3357
3358 return ordinary(value, offset, NullUint64());
3359 }
3360
3363 bool
3372
3375 bool anonymous(Anonymous::Enum& value) const
3377 {
3379
3380 return enumeration<Anonymous>(value, offset, NullUInt8());
3381 }
3382
3389 {
3390 return
3391 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3393 }
3394
3399 static
3404 {
3405 return
3406 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
3407 16;
3408 }
3409
3414 static const Char* className()
3415 {
3416 return "StandingData.EmmPatternRepEntry";
3417 }
3418 };
3419
3421 typedef
3424
3427
3430 const void* data,
3431 EncodedLength length)
3432 : SbeMessage(data, length)
3433 {
3434 checkCompatibility();
3435 }
3436
3438 explicit
3440 const SbeMessage& message)
3441 : SbeMessage(message)
3442 {
3443 assert(message.valid());
3444
3445 checkCompatibility();
3446 }
3447
3450 bool seqNum(Uint64& value) const
3452 {
3454
3455 return ordinary(value, offset, NullUint64());
3456 }
3457
3462 {
3464
3465 return ordinary(value, offset, NullUnsignedChar());
3466 }
3467
3470 bool symbolIndex(Uint32& value) const
3472 {
3474
3475 return ordinary(value, offset, NullUint32());
3476 }
3477
3487
3490 bool partitionId(Uint16& value) const
3492 {
3494
3495 return ordinary(value, offset, NullUint16());
3496 }
3497
3508
3519
3530
3541
3552
3555 bool priceDecimals(UnsignedChar& value) const
3557 {
3559
3560 return ordinary(value, offset, NullUnsignedChar());
3561 }
3562
3567 {
3569
3570 return ordinary(value, offset, NullUnsignedChar());
3571 }
3572
3575 bool amountDecimals(UnsignedChar& value) const
3577 {
3579
3580 return ordinary(value, offset, NullUnsignedChar());
3581 }
3582
3585 bool ratioDecimals(UnsignedChar& value) const
3587 {
3589
3590 return ordinary(value, offset, NullUnsignedChar());
3591 }
3592
3603
3606 bool instrumentEventDate(Uint16& value) const
3608 {
3610
3611 return ordinary(value, offset, NullUint16());
3612 }
3613
3616 bool strikePrice(Int64& value) const
3618 {
3620
3621 return ordinary(value, offset, NullInt64());
3622 }
3623
3628 {
3630
3631 return ordinary(value, offset, NullUnsignedChar());
3632 }
3633
3636 bool darkLISThreshold(Uint64& value) const
3638 {
3640
3641 return ordinary(value, offset, NullUint64());
3642 }
3643
3646 bool darkMinQuantity(Uint32& value) const
3648 {
3650
3651 return ordinary(value, offset, NullUint32());
3652 }
3653
3656 bool dateOfLastTrade(Uint16& value) const
3658 {
3660
3661 return ordinary(value, offset, NullUint16());
3662 }
3663
3674
3685
3688 bool firstSettlementDate(Uint16& value) const
3690 {
3692
3693 return ordinary(value, offset, NullUint16());
3694 }
3695
3698 bool
3707
3710 bool iCB(StrRef& value) const
3712 {
3715
3716 return fixedStr<length>(value, offset);
3717 }
3718
3729
3734 {
3736
3737 return ordinary(value, offset, NullInt64());
3738 }
3739
3742 bool lotSize(Uint64& value) const
3744 {
3746
3747 return ordinary(value, offset, NullUint64());
3748 }
3749
3760
3765 {
3767
3768 return ordinary(value, offset, NullUnsignedChar());
3769 }
3770
3781
3784 bool mICList(StrRef& value) const
3786 {
3789
3790 return fixedStr<length>(value, offset);
3791 }
3792
3803
3806 bool mnemonic(StrRef& value) const
3808 {
3811
3812 return fixedStr<length>(value, offset);
3813 }
3814
3825
3836
3847
3850 bool currencyCoefficient(Uint32& value) const
3852 {
3854
3855 return ordinary(value, offset, NullUint32());
3856 }
3857
3860 bool
3869
3872 bool
3881
3886 {
3888
3889 return ordinary(value, offset, NullUint64());
3890 }
3891
3894 bool parValue(Uint64& value) const
3896 {
3898
3899 return ordinary(value, offset, NullUint64());
3900 }
3901
3912
3915 bool
3924
3935
3946
3949 bool taxCode(TaxCode::Enum& value) const
3951 {
3953
3954 return enumeration<TaxCode>(value, offset, NullUInt8());
3955 }
3956
3967
3970 bool
3979
3982 bool
3991
3994 bool issuePrice(Int64& value) const
3996 {
3998
3999 return ordinary(value, offset, NullInt64());
4000 }
4001
4012
4017 {
4019
4020 return ordinary(value, offset, NullUnsignedChar());
4021 }
4022
4027 {
4029
4030 return ordinary(value, offset, NullUnsignedChar());
4031 }
4032
4037 {
4039
4040 return ordinary(value, offset, NullUnsignedChar());
4041 }
4042
4053
4056 bool iCBCode(StrRef& value) const
4058 {
4061
4062 return fixedStr<length>(value, offset);
4063 }
4064
4069 {
4071
4072 return ordinary(value, offset, NullUint64());
4073 }
4074
4079 {
4081
4082 return ordinary(value, offset, NullUint64());
4083 }
4084
4089 {
4091
4092 return ordinary(value, offset, NullUint64());
4093 }
4094
4106
4109 bool maxOrderAmountCall(Uint64& value) const
4111 {
4114
4115 return ordinary(value, offset, NullUint64(), since);
4116 }
4117
4122 {
4125
4126 return ordinary(value, offset, NullUint64(), since);
4127 }
4128
4131 bool maxOrderQuantityCall(Uint64& value) const
4133 {
4136
4137 return ordinary(value, offset, NullUint64(), since);
4138 }
4139
4150
4153 bool poolFactor(Uint32& value) const
4155 {
4158
4159 return ordinary(value, offset, NullUint32(), since);
4160 }
4161
4166 {
4168 EmmPatternRepAccess(),
4169 *this);
4170 }
4171
4177 {
4178 return
4179 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4180 (version >= 318)
4181 ? 451
4182 : (version >= 316)
4183 ? 415
4184 : 409;
4185 }
4186
4192 {
4193 return
4194 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4196 }
4197
4202 static
4206 {
4207 return
4208 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4210 }
4211
4216 static const Char* className()
4217 {
4218 return "StandingData";
4219 }
4220
4227 {
4228 return constructStrRef("StandingData");
4229 }
4230
4233 std::string toString() const;
4234
4235private:
4236 void checkLength(
4237 EncodedLength length, SchemaVersion version) const
4238 {
4239 const EncodedLength minimalRequiredLength =
4240 minimalBlockLength(version) +
4242 getMinimalVariableFieldsSize(version);
4243
4244 checkBinaryLength(
4245 *this, length, minimalRequiredLength);
4246 }
4247
4249 void checkVarLenFields() const
4250 {
4251 groups().
4252 checkTail<EmmPatternRep>();
4253 }
4254
4255 void checkCompatibility() const
4256 {
4257 assert(TemplateId == templateId());
4258
4259 checkSchema<Schema>(schemaId(), version());
4260 checkLength(bufferSize(), version());
4261 checkVarLenFields();
4262 }
4263
4265 struct EmmPatternRepAccess
4266 {
4267 EmmPatternRep operator()(const StandingData& obj) const
4269 {
4270 return obj.
4271 groups().
4272 head<EmmPatternRep>();
4273 }
4274 };
4275};
4276
4280: SbeMessage
4281{
4284
4286 enum { TemplateId = 1008 };
4287
4290
4293 const void* data,
4294 EncodedLength length)
4295 : SbeMessage(data, length)
4296 {
4297 checkCompatibility();
4298 }
4299
4301 explicit
4303 const SbeMessage& message)
4304 : SbeMessage(message)
4305 {
4306 assert(message.valid());
4307
4308 checkCompatibility();
4309 }
4310
4313 bool seqNum(Uint64& value) const
4315 {
4317
4318 return ordinary(value, offset, NullUint64());
4319 }
4320
4325 {
4327
4328 return ordinary(value, offset, NullUnsignedChar());
4329 }
4330
4340
4343 bool eventTime(Uint64& value) const
4345 {
4347
4348 return ordinary(value, offset, NullUint64());
4349 }
4350
4353 bool symbolIndex(Uint32& value) const
4355 {
4357
4358 return ordinary(value, offset, NullUint32());
4359 }
4360
4363 bool indexLevel(Int64& value) const
4365 {
4367
4368 return ordinary(value, offset, NullInt64());
4369 }
4370
4373 bool pctgOfCapitalization(Uint64& value) const
4375 {
4377
4378 return ordinary(value, offset, NullUint64());
4379 }
4380
4383 bool prctVarfromPrevClose(Int64& value) const
4385 {
4387
4388 return ordinary(value, offset, NullInt64());
4389 }
4390
4393 bool numTradedInstruments(Uint16& value) const
4395 {
4397
4398 return ordinary(value, offset, NullUint16());
4399 }
4400
4410
4420
4424 static
4425 BlockLength
4429 {
4430 return
4431 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4432 50;
4433 }
4434
4440 {
4441 return
4442 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4444 }
4445
4450 static
4454 {
4455 return
4456 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4457 0;
4458 }
4459
4464 static const Char* className()
4465 {
4466 return "RealTimeIndex";
4467 }
4468
4475 {
4476 return constructStrRef("RealTimeIndex");
4477 }
4478
4481 std::string toString() const;
4482
4483private:
4484 void checkLength(
4485 EncodedLength length, SchemaVersion version) const
4486 {
4487 const EncodedLength minimalRequiredLength =
4488 minimalBlockLength(version) +
4490 getMinimalVariableFieldsSize(version);
4491
4492 checkBinaryLength(
4493 *this, length, minimalRequiredLength);
4494 }
4495
4496 void checkCompatibility() const
4497 {
4498 assert(TemplateId == templateId());
4499
4500 checkSchema<Schema>(schemaId(), version());
4501 checkLength(bufferSize(), version());
4502 }
4503};
4504
4508: SbeMessage
4509{
4512
4514 enum { TemplateId = 1009 };
4515
4520 <
4522 >
4523 {
4525 typedef
4527 <
4529 >
4531
4535 const void* data,
4536 EncodedLength length,
4538 : Base(data, numericCast<Base::BlockLength>(length), version)
4539 {
4541 assert(length >= minimalBlockLength(version));
4542 }
4543
4553
4556 bool statsUpdateValue(Int64& value) const
4558 {
4560
4561 return ordinary(value, offset, NullInt64());
4562 }
4563
4570 {
4571 return
4572 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4574 }
4575
4580 static
4585 {
4586 return
4587 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4588 9;
4589 }
4590
4595 static const Char* className()
4596 {
4597 return "Statistics.NewStatsEntry";
4598 }
4599 };
4600
4602 typedef
4605
4608
4611 const void* data,
4612 EncodedLength length)
4613 : SbeMessage(data, length)
4614 {
4615 checkCompatibility();
4616 }
4617
4619 explicit
4621 const SbeMessage& message)
4622 : SbeMessage(message)
4623 {
4624 assert(message.valid());
4625
4626 checkCompatibility();
4627 }
4628
4631 bool seqNum(Uint64& value) const
4633 {
4635
4636 return ordinary(value, offset, NullUint64());
4637 }
4638
4643 {
4645
4646 return ordinary(value, offset, NullUnsignedChar());
4647 }
4648
4651 bool symbolIndex(Uint32& value) const
4653 {
4655
4656 return ordinary(value, offset, NullUint32());
4657 }
4658
4663 {
4664 return getGroup<NewStats>(NewStatsAccess(), *this);
4665 }
4666
4670 static
4671 BlockLength
4675 {
4676 return
4677 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4678 13;
4679 }
4680
4686 {
4687 return
4688 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4690 }
4691
4696 static
4700 {
4701 return
4702 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4703 static_cast<MessageSize>(NewStats::EmptySize);
4704 }
4705
4710 static const Char* className()
4711 {
4712 return "Statistics";
4713 }
4714
4721 {
4722 return constructStrRef("Statistics");
4723 }
4724
4727 std::string toString() const;
4728
4729private:
4730 void checkLength(
4731 EncodedLength length, SchemaVersion version) const
4732 {
4733 const EncodedLength minimalRequiredLength =
4734 minimalBlockLength(version) +
4736 getMinimalVariableFieldsSize(version);
4737
4738 checkBinaryLength(
4739 *this, length, minimalRequiredLength);
4740 }
4741
4743 void checkVarLenFields() const
4744 {
4745 groups().
4746 checkTail<NewStats>();
4747 }
4748
4749 void checkCompatibility() const
4750 {
4751 assert(TemplateId == templateId());
4752
4753 checkSchema<Schema>(schemaId(), version());
4754 checkLength(bufferSize(), version());
4755 checkVarLenFields();
4756 }
4757
4759 struct NewStatsAccess
4760 {
4761 NewStats operator()(const Statistics& obj) const
4763 {
4764 return obj.
4765 groups().
4766 head<NewStats>();
4767 }
4768 };
4769};
4770
4774: SbeMessage
4775{
4778
4780 enum { TemplateId = 1011 };
4781
4784
4787 const void* data,
4788 EncodedLength length)
4789 : SbeMessage(data, length)
4790 {
4791 checkCompatibility();
4792 }
4793
4795 explicit
4797 const SbeMessage& message)
4798 : SbeMessage(message)
4799 {
4800 assert(message.valid());
4801
4802 checkCompatibility();
4803 }
4804
4807 bool seqNum(Uint64& value) const
4809 {
4811
4812 return ordinary(value, offset, NullUint64());
4813 }
4814
4819 {
4821
4822 return ordinary(value, offset, NullUnsignedChar());
4823 }
4824
4834
4837 bool eventTime(Uint64& value) const
4839 {
4841
4842 return ordinary(value, offset, NullUint64());
4843 }
4844
4847 bool symbolIndex(Uint32& value) const
4849 {
4851
4852 return ordinary(value, offset, NullUint32());
4853 }
4854
4857 bool openingLevel(Int64& value) const
4859 {
4861
4862 return ordinary(value, offset, NullInt64());
4863 }
4864
4867 bool openingTime(Uint64& value) const
4869 {
4871
4872 return ordinary(value, offset, NullUint64());
4873 }
4874
4879 {
4881
4882 return ordinary(value, offset, NullInt64());
4883 }
4884
4889 {
4891
4892 return ordinary(value, offset, NullUint64());
4893 }
4894
4897 bool closingReferenceLevel(Int64& value) const
4899 {
4901
4902 return ordinary(value, offset, NullInt64());
4903 }
4904
4907 bool closingReferenceTime(Uint64& value) const
4909 {
4911
4912 return ordinary(value, offset, NullUint64());
4913 }
4914
4917 bool prctVarfromPrevClose(Int64& value) const
4919 {
4921
4922 return ordinary(value, offset, NullInt64());
4923 }
4924
4927 bool highLevel(Int64& value) const
4929 {
4931
4932 return ordinary(value, offset, NullInt64());
4933 }
4934
4937 bool highTime(Uint64& value) const
4939 {
4941
4942 return ordinary(value, offset, NullUint64());
4943 }
4944
4947 bool lowLevel(Int64& value) const
4949 {
4951
4952 return ordinary(value, offset, NullInt64());
4953 }
4954
4957 bool lowTime(Uint64& value) const
4959 {
4961
4962 return ordinary(value, offset, NullUint64());
4963 }
4964
4967 bool liquidationLevel(Int64& value) const
4969 {
4971
4972 return ordinary(value, offset, NullInt64());
4973 }
4974
4977 bool liquidationTime(Uint64& value) const
4979 {
4981
4982 return ordinary(value, offset, NullUint64());
4983 }
4984
4988 static
4989 BlockLength
4993 {
4994 return
4995 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
4996 126;
4997 }
4998
5004 {
5005 return
5006 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5008 }
5009
5014 static
5018 {
5019 return
5020 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5021 0;
5022 }
5023
5028 static const Char* className()
5029 {
5030 return "IndexSummary";
5031 }
5032
5039 {
5040 return constructStrRef("IndexSummary");
5041 }
5042
5045 std::string toString() const;
5046
5047private:
5048 void checkLength(
5049 EncodedLength length, SchemaVersion version) const
5050 {
5051 const EncodedLength minimalRequiredLength =
5052 minimalBlockLength(version) +
5054 getMinimalVariableFieldsSize(version);
5055
5056 checkBinaryLength(
5057 *this, length, minimalRequiredLength);
5058 }
5059
5060 void checkCompatibility() const
5061 {
5062 assert(TemplateId == templateId());
5063
5064 checkSchema<Schema>(schemaId(), version());
5065 checkLength(bufferSize(), version());
5066 }
5067};
5068
5072: SbeMessage
5073{
5076
5078 enum { TemplateId = 1012 };
5079
5084 <
5086 >
5087 {
5089 typedef
5091 <
5093 >
5095
5099 const void* data,
5100 EncodedLength length,
5102 : Base(data, numericCast<Base::BlockLength>(length), version)
5103 {
5105 assert(length >= minimalBlockLength(version));
5106 }
5107
5110 bool legSymbolIndex(Uint32& value) const
5112 {
5114
5115 return ordinary(value, offset, NullUint32());
5116 }
5117
5120 bool legPrice(Int64& value) const
5122 {
5124
5125 return ordinary(value, offset, NullInt64());
5126 }
5127
5130 bool legRatio(Uint32& value) const
5132 {
5134
5135 return ordinary(value, offset, NullUint32());
5136 }
5137
5147
5154 {
5155 return
5156 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5158 }
5159
5164 static
5169 {
5170 return
5171 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5172 17;
5173 }
5174
5179 static const Char* className()
5180 {
5181 return "StrategyStandingData.StrategyStandingDatarep1Entry";
5182 }
5183 };
5184
5186 typedef
5189
5192
5195 const void* data,
5196 EncodedLength length)
5197 : SbeMessage(data, length)
5198 {
5199 checkCompatibility();
5200 }
5201
5203 explicit
5205 const SbeMessage& message)
5206 : SbeMessage(message)
5207 {
5208 assert(message.valid());
5209
5210 checkCompatibility();
5211 }
5212
5215 bool seqNum(Uint64& value) const
5217 {
5219
5220 return ordinary(value, offset, NullUint64());
5221 }
5222
5227 {
5229
5230 return ordinary(value, offset, NullUnsignedChar());
5231 }
5232
5242
5245 bool symbolIndex(Uint32& value) const
5247 {
5249
5250 return ordinary(value, offset, NullUint32());
5251 }
5252
5263
5273
5284
5294
5297 bool contractSymbolIndex(Uint32& value) const
5299 {
5301
5302 return ordinary(value, offset, NullUint32());
5303 }
5304
5307 bool cFI(StrRef& value) const
5309 {
5312
5313 return fixedStr<length>(value, offset);
5314 }
5315
5320 {
5322 StrategyStandingDatarep1Access(),
5323 *this);
5324 }
5325
5329 static
5330 BlockLength
5334 {
5335 return
5336 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5337 52;
5338 }
5339
5345 {
5346 return
5347 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5349 }
5350
5355 static
5364
5369 static const Char* className()
5370 {
5371 return "StrategyStandingData";
5372 }
5373
5380 {
5381 return constructStrRef("StrategyStandingData");
5382 }
5383
5386 std::string toString() const;
5387
5388private:
5389 void checkLength(
5390 EncodedLength length, SchemaVersion version) const
5391 {
5392 const EncodedLength minimalRequiredLength =
5393 minimalBlockLength(version) +
5395 getMinimalVariableFieldsSize(version);
5396
5397 checkBinaryLength(
5398 *this, length, minimalRequiredLength);
5399 }
5400
5402 void checkVarLenFields() const
5403 {
5404 groups().
5405 checkTail<StrategyStandingDatarep1>();
5406 }
5407
5408 void checkCompatibility() const
5409 {
5410 assert(TemplateId == templateId());
5411
5412 checkSchema<Schema>(schemaId(), version());
5413 checkLength(bufferSize(), version());
5414 checkVarLenFields();
5415 }
5416
5418 struct StrategyStandingDatarep1Access
5419 {
5420 StrategyStandingDatarep1
5421 operator()(
5422 const StrategyStandingData& obj) const
5424 {
5425 return obj.
5426 groups().
5427 head<StrategyStandingDatarep1>();
5428 }
5429 };
5430};
5431
5435: SbeMessage
5436{
5439
5441 enum { TemplateId = 1013 };
5442
5447 <
5449 >
5450 {
5452 typedef
5454 <
5456 >
5458
5462 const void* data,
5463 EncodedLength length,
5465 : Base(data, numericCast<Base::BlockLength>(length), version)
5466 {
5468 assert(length >= minimalBlockLength(version));
5469 }
5470
5473 bool eMM(Emm::Enum& value) const
5475 {
5477
5478 return enumeration<Emm>(value, offset, NullUInt8());
5479 }
5480
5483 bool tickSizeIndexId(Uint16& value) const
5485 {
5487
5488 return ordinary(value, offset, NullUint16());
5489 }
5490
5493 bool patternId(Uint16& value) const
5495 {
5497
5498 return ordinary(value, offset, NullUint16());
5499 }
5500
5503 bool lotSize(Uint64& value) const
5505 {
5507
5508 return ordinary(value, offset, NullUint64());
5509 }
5510
5513 bool
5515 StrategyAuthorized& value) const
5517 {
5519
5520 return ordinary(value, offset, NullUInt64());
5521 }
5522
5525 bool
5534
5539 {
5541
5542 return ordinary(value, offset, NullUnsignedChar());
5543 }
5544
5547 bool collarUnhaltDelay(Uint32& value) const
5549 {
5551
5552 return ordinary(value, offset, NullUint32());
5553 }
5554
5561 {
5562 return
5563 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5565 }
5566
5571 static
5576 {
5577 return
5578 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
5579 27;
5580 }
5581
5586 static const Char* className()
5587 {
5588 return "ContractStandingData.ContractEMMPropertiesEntry";
5589 }
5590 };
5591
5593 typedef
5596
5599
5602 const void* data,
5603 EncodedLength length)
5604 : SbeMessage(data, length)
5605 {
5606 checkCompatibility();
5607 }
5608
5610 explicit
5612 const SbeMessage& message)
5613 : SbeMessage(message)
5614 {
5615 assert(message.valid());
5616
5617 checkCompatibility();
5618 }
5619
5622 bool seqNum(Uint64& value) const
5624 {
5626
5627 return ordinary(value, offset, NullUint64());
5628 }
5629
5634 {
5636
5637 return ordinary(value, offset, NullUnsignedChar());
5638 }
5639
5642 bool symbolIndex(Uint32& value) const
5644 {
5646
5647 return ordinary(value, offset, NullUint32());
5648 }
5649
5659
5662 bool partitionId(Uint16& value) const
5664 {
5666
5667 return ordinary(value, offset, NullUint16());
5668 }
5669
5672 bool contractEventDate(Uint16& value) const
5674 {
5676
5677 return ordinary(value, offset, NullUint16());
5678 }
5679
5689
5692 bool
5701
5712
5715 bool
5724
5734
5737 bool priceDecimals(UnsignedChar& value) const
5739 {
5741
5742 return ordinary(value, offset, NullUnsignedChar());
5743 }
5744
5749 {
5751
5752 return ordinary(value, offset, NullUnsignedChar());
5753 }
5754
5757 bool amountDecimals(UnsignedChar& value) const
5759 {
5761
5762 return ordinary(value, offset, NullUnsignedChar());
5763 }
5764
5767 bool ratioDecimals(UnsignedChar& value) const
5769 {
5771
5772 return ordinary(value, offset, NullUnsignedChar());
5773 }
5774
5785
5796
5807
5818
5829
5840
5843 bool underlyingExpiry(Uint32& value) const
5845 {
5847
5848 return ordinary(value, offset, NullUint32());
5849 }
5850
5860
5863 bool settlementMethod(Char& value) const
5865 {
5867
5868 return ordinary(value, offset, NullChar());
5869 }
5870
5881
5886 {
5888
5889 return ordinary(value, offset, NullUnsignedChar());
5890 }
5891
5901
5912
5915 bool
5924
5927 bool
5936
5947
5950 bool settlementTickSize(Uint64& value) const
5952 {
5954
5955 return ordinary(value, offset, NullUint64());
5956 }
5957
5960 bool eDSPTickSize(Uint64& value) const
5962 {
5964
5965 return ordinary(value, offset, NullUint64());
5966 }
5967
5972 {
5974
5975 return ordinary(value, offset, NullUint32());
5976 }
5977
5980 bool
5989
5994 {
5996
5997 return ordinary(value, offset, NullUint16());
5998 }
5999
6002 bool
6011
6014 bool tradingUnit(Uint64& value) const
6016 {
6018
6019 return ordinary(value, offset, NullUint64());
6020 }
6021
6024 bool
6033
6036 bool
6045
6048 bool
6057
6062 {
6064
6065 return ordinary(value, offset, NullUnsignedChar());
6066 }
6067
6072 {
6074
6075 return ordinary(value, offset, NullUnsignedChar());
6076 }
6077
6087
6090 bool lotMultiplier(Uint64& value) const
6092 {
6095
6096 return ordinary(value, offset, NullUint64(), since);
6097 }
6098
6103 {
6105 ContractEMMPropertiesAccess(),
6106 *this);
6107 }
6108
6114 {
6115 return
6116 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6117 (version >= 327)
6118 ? 191
6119 : 183;
6120 }
6121
6127 {
6128 return
6129 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6131 }
6132
6137 static
6146
6151 static const Char* className()
6152 {
6153 return "ContractStandingData";
6154 }
6155
6162 {
6163 return constructStrRef("ContractStandingData");
6164 }
6165
6168 std::string toString() const;
6169
6170private:
6171 void checkLength(
6172 EncodedLength length, SchemaVersion version) const
6173 {
6174 const EncodedLength minimalRequiredLength =
6175 minimalBlockLength(version) +
6177 getMinimalVariableFieldsSize(version);
6178
6179 checkBinaryLength(
6180 *this, length, minimalRequiredLength);
6181 }
6182
6184 void checkVarLenFields() const
6185 {
6186 groups().
6187 checkTail<ContractEMMProperties>();
6188 }
6189
6190 void checkCompatibility() const
6191 {
6192 assert(TemplateId == templateId());
6193
6194 checkSchema<Schema>(schemaId(), version());
6195 checkLength(bufferSize(), version());
6196 checkVarLenFields();
6197 }
6198
6200 struct ContractEMMPropertiesAccess
6201 {
6202 ContractEMMProperties
6203 operator()(
6204 const ContractStandingData& obj) const
6206 {
6207 return obj.
6208 groups().
6209 head<ContractEMMProperties>();
6210 }
6211 };
6212};
6213
6217: SbeMessage
6218{
6221
6223 enum { TemplateId = 1014 };
6224
6229 <
6231 >
6232 {
6234 typedef
6236 <
6238 >
6240
6244 const void* data,
6245 EncodedLength length,
6247 : Base(data, numericCast<Base::BlockLength>(length), version)
6248 {
6250 assert(length >= minimalBlockLength(version));
6251 }
6252
6262
6269 {
6270 return
6271 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6273 }
6274
6279 static
6284 {
6285 return
6286 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6287 1;
6288 }
6289
6294 static const Char* className()
6295 {
6296 return "OutrightStandingData.OutrightRepEntry";
6297 }
6298 };
6299
6301 typedef
6304
6307
6310 const void* data,
6311 EncodedLength length)
6312 : SbeMessage(data, length)
6313 {
6314 checkCompatibility();
6315 }
6316
6318 explicit
6320 const SbeMessage& message)
6321 : SbeMessage(message)
6322 {
6323 assert(message.valid());
6324
6325 checkCompatibility();
6326 }
6327
6330 bool seqNum(Uint64& value) const
6332 {
6334
6335 return ordinary(value, offset, NullUint64());
6336 }
6337
6342 {
6344
6345 return ordinary(value, offset, NullUnsignedChar());
6346 }
6347
6350 bool symbolIndex(Uint32& value) const
6352 {
6354
6355 return ordinary(value, offset, NullUint32());
6356 }
6357
6360 bool contractSymbolIndex(Uint32& value) const
6362 {
6364
6365 return ordinary(value, offset, NullUint32());
6366 }
6367
6370 bool instrumentEventDate(Uint16& value) const
6372 {
6374
6375 return ordinary(value, offset, NullUint16());
6376 }
6377
6388
6391 bool cFI(StrRef& value) const
6393 {
6396
6397 return fixedStr<length>(value, offset);
6398 }
6399
6410
6413 bool lotSize(Uint64& value) const
6415 {
6417
6418 return ordinary(value, offset, NullUint64());
6419 }
6420
6423 bool strikePrice(Int64& value) const
6425 {
6427
6428 return ordinary(value, offset, NullInt64());
6429 }
6430
6433 bool lastTradingDate(Uint16& value) const
6435 {
6437
6438 return ordinary(value, offset, NullUint16());
6439 }
6440
6443 bool daysToExpiry(Uint16& value) const
6445 {
6447
6448 return ordinary(value, offset, NullUint16());
6449 }
6450
6461
6464 bool
6473
6476 bool
6485
6496
6501 {
6503
6504 return ordinary(value, offset, NullUint32());
6505 }
6506
6509 bool tradingUnit(Uint64& value) const
6511 {
6513
6514 return ordinary(value, offset, NullUint64());
6515 }
6516
6519 bool lotMultiplier(Uint64& value) const
6521 {
6524
6525 return ordinary(value, offset, NullUint64(), since);
6526 }
6527
6530 bool expirationDate(Uint16& value) const
6532 {
6535
6536 return ordinary(value, offset, NullUint16(), since);
6537 }
6538
6543 {
6544 return getGroup<OutrightRep>(
6545 OutrightRepAccess(),
6546 *this);
6547 }
6548
6554 {
6555 return
6556 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6557 (version >= 327)
6558 ? 125
6559 : 115;
6560 }
6561
6567 {
6568 return
6569 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6571 }
6572
6577 static
6581 {
6582 return
6583 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6584 static_cast<MessageSize>(OutrightRep::EmptySize);
6585 }
6586
6591 static const Char* className()
6592 {
6593 return "OutrightStandingData";
6594 }
6595
6602 {
6603 return constructStrRef("OutrightStandingData");
6604 }
6605
6608 std::string toString() const;
6609
6610private:
6611 void checkLength(
6612 EncodedLength length, SchemaVersion version) const
6613 {
6614 const EncodedLength minimalRequiredLength =
6615 minimalBlockLength(version) +
6617 getMinimalVariableFieldsSize(version);
6618
6619 checkBinaryLength(
6620 *this, length, minimalRequiredLength);
6621 }
6622
6624 void checkVarLenFields() const
6625 {
6626 groups().
6627 checkTail<OutrightRep>();
6628 }
6629
6630 void checkCompatibility() const
6631 {
6632 assert(TemplateId == templateId());
6633
6634 checkSchema<Schema>(schemaId(), version());
6635 checkLength(bufferSize(), version());
6636 checkVarLenFields();
6637 }
6638
6640 struct OutrightRepAccess
6641 {
6642 OutrightRep
6643 operator()(
6644 const OutrightStandingData& obj) const
6646 {
6647 return obj.
6648 groups().
6649 head<OutrightRep>();
6650 }
6651 };
6652};
6653
6657: SbeMessage
6658{
6661
6663 enum { TemplateId = 1015 };
6664
6669 <
6671 >
6672 {
6674 typedef
6676 <
6678 >
6680
6684 const void* data,
6685 EncodedLength length,
6687 : Base(data, numericCast<Base::BlockLength>(length), version)
6688 {
6690 assert(length >= minimalBlockLength(version));
6691 }
6692
6695 bool symbolIndex(Uint32& value) const
6697 {
6699
6700 return ordinary(value, offset, NullUint32());
6701 }
6702
6713
6716 bool orderPriority(Uint64& value) const
6718 {
6720
6721 return ordinary(value, offset, NullUint64());
6722 }
6723
6726 bool previousPriority(Uint64& value) const
6728 {
6730
6731 return ordinary(value, offset, NullUint64());
6732 }
6733
6736 bool orderType(OrderType::Enum& value) const
6738 {
6740
6741 return enumeration<OrderType>(value, offset, NullUInt8());
6742 }
6743
6746 bool orderPx(Int64& value) const
6748 {
6750
6751 return ordinary(value, offset, NullInt64());
6752 }
6753
6756 bool orderSide(OrderSide::Enum& value) const
6758 {
6760
6761 return enumeration<OrderSide>(value, offset, NullUInt8());
6762 }
6763
6766 bool orderQuantity(Uint64& value) const
6768 {
6770
6771 return ordinary(value, offset, NullUint64());
6772 }
6773
6776 bool pegOffset(Int8& value) const
6778 {
6780
6781 return ordinary(value, offset, NullInt8());
6782 }
6783
6794
6804
6811 {
6812 return
6813 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6815 }
6816
6821 static
6826 {
6827 return
6828 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6829 49;
6830 }
6831
6836 static const Char* className()
6837 {
6838 return "LongOrderUpdate.OrdersEntry";
6839 }
6840 };
6841
6843 typedef
6846
6849
6852 const void* data,
6853 EncodedLength length)
6854 : SbeMessage(data, length)
6855 {
6856 checkCompatibility();
6857 }
6858
6860 explicit
6862 const SbeMessage& message)
6863 : SbeMessage(message)
6864 {
6865 assert(message.valid());
6866
6867 checkCompatibility();
6868 }
6869
6872 bool seqNum(Uint64& value) const
6874 {
6876
6877 return ordinary(value, offset, NullUint64());
6878 }
6879
6884 {
6886
6887 return ordinary(value, offset, NullUnsignedChar());
6888 }
6889
6899
6902 bool eventTime(Uint64& value) const
6904 {
6906
6907 return ordinary(value, offset, NullUint64());
6908 }
6909
6914 {
6915 return getGroup<Orders>(OrdersAccess(), *this);
6916 }
6917
6921 static
6922 BlockLength
6926 {
6927 return
6928 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6929 18;
6930 }
6931
6937 {
6938 return
6939 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6941 }
6942
6947 static
6951 {
6952 return
6953 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
6954 static_cast<MessageSize>(Orders::EmptySize);
6955 }
6956
6961 static const Char* className()
6962 {
6963 return "LongOrderUpdate";
6964 }
6965
6972 {
6973 return constructStrRef("LongOrderUpdate");
6974 }
6975
6978 std::string toString() const;
6979
6980private:
6981 void checkLength(
6982 EncodedLength length, SchemaVersion version) const
6983 {
6984 const EncodedLength minimalRequiredLength =
6985 minimalBlockLength(version) +
6987 getMinimalVariableFieldsSize(version);
6988
6989 checkBinaryLength(
6990 *this, length, minimalRequiredLength);
6991 }
6992
6994 void checkVarLenFields() const
6995 {
6996 groups().
6997 checkTail<Orders>();
6998 }
6999
7000 void checkCompatibility() const
7001 {
7002 assert(TemplateId == templateId());
7003
7004 checkSchema<Schema>(schemaId(), version());
7005 checkLength(bufferSize(), version());
7006 checkVarLenFields();
7007 }
7008
7010 struct OrdersAccess
7011 {
7012 Orders
7013 operator()(
7014 const LongOrderUpdate& obj) const
7016 {
7017 return obj.
7018 groups().
7019 head<Orders>();
7020 }
7021 };
7022};
7023
7027: SbeMessage
7028{
7031
7033 enum { TemplateId = 1016 };
7034
7039 <
7041 >
7042 {
7044 typedef
7046 <
7048 >
7050
7054 const void* data,
7055 EncodedLength length,
7057 : Base(data, numericCast<Base::BlockLength>(length), version)
7058 {
7060 assert(length >= minimalBlockLength(version));
7061 }
7062
7065 bool legSymbolIndex(Uint32& value) const
7067 {
7069
7070 return ordinary(value, offset, NullUint32());
7071 }
7072
7075 bool legRatio(Uint32& value) const
7077 {
7079
7080 return ordinary(value, offset, NullUint32());
7081 }
7082
7085 bool legLastPx(Int64& value) const
7087 {
7089
7090 return ordinary(value, offset, NullInt64());
7091 }
7092
7095 bool legLastQty(Uint64& value) const
7097 {
7099
7100 return ordinary(value, offset, NullUint64());
7101 }
7102
7109 {
7110 return
7111 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7113 }
7114
7119 static
7124 {
7125 return
7126 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7127 24;
7128 }
7129
7134 static const Char* className()
7135 {
7136 return "LisPackageStructure.PackageComponentsEntry";
7137 }
7138 };
7139
7141 typedef
7144
7147
7150 const void* data,
7151 EncodedLength length)
7152 : SbeMessage(data, length)
7153 {
7154 checkCompatibility();
7155 }
7156
7158 explicit
7160 const SbeMessage& message)
7161 : SbeMessage(message)
7162 {
7163 assert(message.valid());
7164
7165 checkCompatibility();
7166 }
7167
7170 bool seqNum(Uint64& value) const
7172 {
7174
7175 return ordinary(value, offset, NullUint64());
7176 }
7177
7182 {
7184
7185 return ordinary(value, offset, NullUnsignedChar());
7186 }
7187
7197
7200 bool eventTime(Uint64& value) const
7202 {
7204
7205 return ordinary(value, offset, NullUint64());
7206 }
7207
7210 bool contractSymbolIndex(Uint32& value) const
7212 {
7214
7215 return ordinary(value, offset, NullUint32());
7216 }
7217
7228
7238
7243 {
7245 PackageComponentsAccess(),
7246 *this);
7247 }
7248
7252 static
7253 BlockLength
7257 {
7258 return
7259 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7260 75;
7261 }
7262
7268 {
7269 return
7270 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7272 }
7273
7278 static
7282 {
7283 return
7284 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7286 }
7287
7292 static const Char* className()
7293 {
7294 return "LisPackageStructure";
7295 }
7296
7303 {
7304 return constructStrRef("LISPackageStructure");
7305 }
7306
7309 std::string toString() const;
7310
7311private:
7312 void checkLength(
7313 EncodedLength length, SchemaVersion version) const
7314 {
7315 const EncodedLength minimalRequiredLength =
7316 minimalBlockLength(version) +
7318 getMinimalVariableFieldsSize(version);
7319
7320 checkBinaryLength(
7321 *this, length, minimalRequiredLength);
7322 }
7323
7325 void checkVarLenFields() const
7326 {
7327 groups().
7328 checkTail<PackageComponents>();
7329 }
7330
7331 void checkCompatibility() const
7332 {
7333 assert(TemplateId == templateId());
7334
7335 checkSchema<Schema>(schemaId(), version());
7336 checkLength(bufferSize(), version());
7337 checkVarLenFields();
7338 }
7339
7341 struct PackageComponentsAccess
7342 {
7343 PackageComponents
7344 operator()(
7345 const LisPackageStructure& obj) const
7347 {
7348 return obj.
7349 groups().
7350 head<PackageComponents>();
7351 }
7352 };
7353};
7354
7358: SbeMessage
7359{
7362
7364 enum { TemplateId = 1026 };
7365
7368
7371 const void* data,
7372 EncodedLength length)
7373 : SbeMessage(data, length)
7374 {
7375 checkCompatibility();
7376 }
7377
7379 explicit
7381 const SbeMessage& message)
7382 : SbeMessage(message)
7383 {
7384 assert(message.valid());
7385
7386 checkCompatibility();
7387 }
7388
7391 bool seqNum(Uint64& value) const
7393 {
7395
7396 return ordinary(value, offset, NullUint64());
7397 }
7398
7403 {
7405
7406 return ordinary(value, offset, NullUnsignedChar());
7407 }
7408
7419
7430
7441
7452
7463
7466 bool eventTime(Uint64& value) const
7468 {
7470
7471 return ordinary(value, offset, NullUint64());
7472 }
7473
7483
7494
7505
7508 bool aPAOrigin(StrRef& value) const
7510 {
7513
7514 return fixedStr<length>(value, offset);
7515 }
7516
7520 static
7521 BlockLength
7525 {
7526 return
7527 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7528 105;
7529 }
7530
7536 {
7537 return
7538 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7540 }
7541
7546 static
7550 {
7551 return
7552 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7553 0;
7554 }
7555
7560 static const Char* className()
7561 {
7562 return "ApaQuotes";
7563 }
7564
7571 {
7572 return constructStrRef("APAQuotes");
7573 }
7574
7577 std::string toString() const;
7578
7579private:
7580 void checkLength(
7581 EncodedLength length, SchemaVersion version) const
7582 {
7583 const EncodedLength minimalRequiredLength =
7584 minimalBlockLength(version) +
7586 getMinimalVariableFieldsSize(version);
7587
7588 checkBinaryLength(
7589 *this, length, minimalRequiredLength);
7590 }
7591
7592 void checkCompatibility() const
7593 {
7594 assert(TemplateId == templateId());
7595
7596 checkSchema<Schema>(schemaId(), version());
7597 checkLength(bufferSize(), version());
7598 }
7599};
7600
7604: SbeMessage
7605{
7608
7610 enum { TemplateId = 1027 };
7611
7614
7617 const void* data,
7618 EncodedLength length)
7619 : SbeMessage(data, length)
7620 {
7621 checkCompatibility();
7622 }
7623
7625 explicit
7627 const SbeMessage& message)
7628 : SbeMessage(message)
7629 {
7630 assert(message.valid());
7631
7632 checkCompatibility();
7633 }
7634
7637 bool seqNum(Uint64& value) const
7639 {
7641
7642 return ordinary(value, offset, NullUint64());
7643 }
7644
7649 {
7651
7652 return ordinary(value, offset, NullUnsignedChar());
7653 }
7654
7665
7676
7687
7690 bool cFI(StrRef& value) const
7692 {
7695
7696 return fixedStr<length>(value, offset);
7697 }
7698
7709
7720
7723 bool priceMultiplier(Uint32& value) const
7725 {
7727
7728 return ordinary(value, offset, NullUint32());
7729 }
7730
7735 {
7737
7738 return ordinary(value, offset, NullUnsignedChar());
7739 }
7740
7751
7762
7773
7776 bool optionType(OptionType::Enum& value) const
7778 {
7780
7781 return enumeration<OptionType>(value, offset, NullUInt8());
7782 }
7783
7786 bool strikePrice(Int64& value) const
7788 {
7790
7791 return ordinary(value, offset, NullInt64());
7792 }
7793
7798 {
7800
7801 return ordinary(value, offset, NullUnsignedChar());
7802 }
7803
7806 bool
7808 ExerciseStyle::Enum& value) const
7810 {
7812
7813 return enumeration<ExerciseStyle>(value, offset, NullUInt8());
7814 }
7815
7826
7829 bool expiryDate(StrRef& value) const
7831 {
7834
7835 return fixedStr<length>(value, offset);
7836 }
7837
7840 bool settlementMethod(Char& value) const
7842 {
7844
7845 return ordinary(value, offset, NullChar());
7846 }
7847
7851 static
7852 BlockLength
7856 {
7857 return
7858 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7859 217;
7860 }
7861
7867 {
7868 return
7869 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7871 }
7872
7877 static
7881 {
7882 return
7883 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
7884 0;
7885 }
7886
7891 static const Char* className()
7892 {
7893 return "ApaStandingData";
7894 }
7895
7902 {
7903 return constructStrRef("APAStandingData");
7904 }
7905
7908 std::string toString() const;
7909
7910private:
7911 void checkLength(
7912 EncodedLength length, SchemaVersion version) const
7913 {
7914 const EncodedLength minimalRequiredLength =
7915 minimalBlockLength(version) +
7917 getMinimalVariableFieldsSize(version);
7918
7919 checkBinaryLength(
7920 *this, length, minimalRequiredLength);
7921 }
7922
7923 void checkCompatibility() const
7924 {
7925 assert(TemplateId == templateId());
7926
7927 checkSchema<Schema>(schemaId(), version());
7928 checkLength(bufferSize(), version());
7929 }
7930};
7931
7935: SbeMessage
7936{
7939
7941 enum { TemplateId = 1028 };
7942
7945
7948 const void* data,
7949 EncodedLength length)
7950 : SbeMessage(data, length)
7951 {
7952 checkCompatibility();
7953 }
7954
7956 explicit
7958 const SbeMessage& message)
7959 : SbeMessage(message)
7960 {
7961 assert(message.valid());
7962
7963 checkCompatibility();
7964 }
7965
7968 bool seqNum(Uint64& value) const
7970 {
7972
7973 return ordinary(value, offset, NullUint64());
7974 }
7975
7980 {
7982
7983 return ordinary(value, offset, NullUnsignedChar());
7984 }
7985
7995
7998 bool eventTime(Uint64& value) const
8000 {
8002
8003 return ordinary(value, offset, NullUint64());
8004 }
8005
8016
8027
8037
8048
8059
8070
8073 bool mifidPrice(StrRef& value) const
8075 {
8078
8079 return fixedStr<length>(value, offset);
8080 }
8081
8092
8103
8114
8125
8136
8147
8158
8169
8172 bool
8181
8184 bool
8193
8196 bool
8205
8208 bool
8217
8220 bool
8229
8232 bool
8241
8244 bool
8253
8256 bool
8265
8268 bool
8277
8280 bool
8289
8292 bool
8301
8304 bool
8313
8316 bool
8325
8328 bool
8337
8348
8353 {
8355
8356 return ordinary(value, offset, NullUint64());
8357 }
8358
8361 bool priceMultiplier(Uint32& value) const
8363 {
8365
8366 return ordinary(value, offset, NullUint32());
8367 }
8368
8373 {
8375
8376 return ordinary(value, offset, NullUnsignedChar());
8377 }
8378
8389
8400
8411
8414 bool aPAOrigin(StrRef& value) const
8416 {
8419
8420 return fixedStr<length>(value, offset);
8421 }
8422
8434
8440 {
8441 return
8442 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
8443 (version >= 316)
8444 ? 405
8445 : 389;
8446 }
8447
8453 {
8454 return
8455 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
8457 }
8458
8463 static
8467 {
8468 return
8469 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
8470 0;
8471 }
8472
8477 static const Char* className()
8478 {
8479 return "ApaFullTradeInformation";
8480 }
8481
8488 {
8489 return constructStrRef(
8490 "APAFullTradeInformation");
8491 }
8492
8495 std::string toString() const;
8496
8497private:
8498 void checkLength(
8499 EncodedLength length, SchemaVersion version) const
8500 {
8501 const EncodedLength minimalRequiredLength =
8502 minimalBlockLength(version) +
8504 getMinimalVariableFieldsSize(version);
8505
8506 checkBinaryLength(
8507 *this, length, minimalRequiredLength);
8508 }
8509
8510 void checkCompatibility() const
8511 {
8512 assert(TemplateId == templateId());
8513
8514 checkSchema<Schema>(schemaId(), version());
8515 checkLength(bufferSize(), version());
8516 }
8517};
8518
8522: SbeMessage
8523{
8526
8528 enum { TemplateId = 1201 };
8529
8534 <
8536 >
8537 {
8539 typedef
8541 <
8543 >
8545
8549 const void* data,
8550 EncodedLength length,
8552 : Base(data, numericCast<Base::BlockLength>(length), version)
8553 {
8555 assert(length >= minimalBlockLength(version));
8556 }
8557
8560 bool interestPaymentDate(Uint16& value) const
8562 {
8564
8565 return ordinary(value, offset, NullUint16());
8566 }
8567
8574 {
8575 return
8576 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
8578 }
8579
8584 static
8589 {
8590 return
8591 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
8592 2;
8593 }
8594
8599 static const Char* className()
8600 {
8601 return "BfInstrumentReference.InterestPaymentDateRepEntry";
8602 }
8603 };
8604
8606 typedef
8609
8612
8615 const void* data,
8616 EncodedLength length)
8617 : SbeMessage(data, length)
8618 {
8619 checkCompatibility();
8620 }
8621
8623 explicit
8625 const SbeMessage& message)
8626 : SbeMessage(message)
8627 {
8628 assert(message.valid());
8629
8630 checkCompatibility();
8631 }
8632
8635 bool seqNum(Uint64& value) const
8637 {
8639
8640 return ordinary(value, offset, NullUint64());
8641 }
8642
8647 {
8649
8650 return ordinary(value, offset, NullUnsignedChar());
8651 }
8652
8655 bool symbolIndex(Uint32& value) const
8657 {
8659
8660 return ordinary(value, offset, NullUint32());
8661 }
8662
8672
8675 bool iSINCode(StrRef& value) const
8677 {
8680
8681 return fixedStr<length>(value, offset);
8682 }
8683
8694
8705
8716
8719 bool currency(StrRef& value) const
8721 {
8724
8725 return fixedStr<length>(value, offset);
8726 }
8727
8730 bool dateOfInitialListing(Uint16& value) const
8732 {
8734
8735 return ordinary(value, offset, NullUint16());
8736 }
8737
8740 bool shareAmountInIssue(Int64& value) const
8742 {
8744
8745 return ordinary(value, offset, NullInt64());
8746 }
8747
8750 bool
8759
8762 bool lastNAVPrice(Int64& value) const
8764 {
8766
8767 return ordinary(value, offset, NullInt64());
8768 }
8769
8772 bool
8781
8784 bool coupon(Int64& value) const
8786 {
8788
8789 return ordinary(value, offset, NullInt64());
8790 }
8791
8802
8805 bool closingPrice(Int64& value) const
8807 {
8809
8810 return ordinary(value, offset, NullInt64());
8811 }
8812
8815 bool mIC(StrRef& value) const
8817 {
8820
8821 return fixedStr<length>(value, offset);
8822 }
8823
8828 {
8830
8831 return ordinary(value, offset, NullInt64());
8832 }
8833
8844
8847 bool dividendRecordDate(Uint16& value) const
8849 {
8851
8852 return ordinary(value, offset, NullUint16());
8853 }
8854
8857 bool dividendRate(Uint64& value) const
8859 {
8861
8862 return ordinary(value, offset, NullUint64());
8863 }
8864
8867 bool exDividendDate(Uint16& value) const
8869 {
8871
8872 return ordinary(value, offset, NullUint16());
8873 }
8874
8877 bool dividendPaymentDate(Uint16& value) const
8879 {
8881
8882 return ordinary(value, offset, NullUint16());
8883 }
8884
8887 bool
8896
8907
8910 bool grossDividendInEuros(Int64& value) const
8912 {
8914
8915 return ordinary(value, offset, NullInt64());
8916 }
8917
8920 bool issueDate(Uint16& value) const
8922 {
8924
8925 return ordinary(value, offset, NullUint16());
8926 }
8927
8938
8941 bool cFI(StrRef& value) const
8943 {
8946
8947 return fixedStr<length>(value, offset);
8948 }
8949
8952 bool
8961
8964 bool minimumAmount(Int64& value) const
8966 {
8968
8969 return ordinary(value, offset, NullInt64());
8970 }
8971
8981
8984 bool
8993
9004
9009 {
9011
9012 return ordinary(value, offset, NullUnsignedChar());
9013 }
9014
9019 {
9021
9022 return ordinary(value, offset, NullUnsignedChar());
9023 }
9024
9027 bool amountDecimals(UnsignedChar& value) const
9029 {
9031
9032 return ordinary(value, offset, NullUnsignedChar());
9033 }
9034
9039 {
9041
9042 return ordinary(value, offset, NullUnsignedChar());
9043 }
9044
9049 {
9051 InterestPaymentDateRepAccess(),
9052 *this);
9053 }
9054
9058 static
9059 BlockLength
9063 {
9064 return
9065 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9066 656;
9067 }
9068
9074 {
9075 return
9076 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9078 }
9079
9084 static
9093
9098 static const Char* className()
9099 {
9100 return "BfInstrumentReference";
9101 }
9102
9109 {
9110 return constructStrRef("BFInstrumentReference");
9111 }
9112
9115 std::string toString() const;
9116
9117private:
9118 void checkLength(
9119 EncodedLength length, SchemaVersion version) const
9120 {
9121 const EncodedLength minimalRequiredLength =
9122 minimalBlockLength(version) +
9124 getMinimalVariableFieldsSize(version);
9125
9126 checkBinaryLength(
9127 *this, length, minimalRequiredLength);
9128 }
9129
9131 void checkVarLenFields() const
9132 {
9133 groups().
9134 checkTail<InterestPaymentDateRep>();
9135 }
9136
9137 void checkCompatibility() const
9138 {
9139 assert(TemplateId == templateId());
9140
9141 checkSchema<Schema>(schemaId(), version());
9142 checkLength(bufferSize(), version());
9143 checkVarLenFields();
9144 }
9145
9147 struct InterestPaymentDateRepAccess
9148 {
9149 InterestPaymentDateRep
9150 operator()(
9151 const BfInstrumentReference& obj) const
9153 {
9154 return obj.
9155 groups().
9156 head<InterestPaymentDateRep>();
9157 }
9158 };
9159};
9160
9163BfTrade
9164: SbeMessage
9165{
9168
9170 enum { TemplateId = 1202 };
9171
9174
9177 const void* data,
9178 EncodedLength length)
9179 : SbeMessage(data, length)
9180 {
9181 checkCompatibility();
9182 }
9183
9185 explicit
9187 const SbeMessage& message)
9188 : SbeMessage(message)
9189 {
9190 assert(message.valid());
9191
9192 checkCompatibility();
9193 }
9194
9197 bool seqNum(Uint64& value) const
9199 {
9201
9202 return ordinary(value, offset, NullUint64());
9203 }
9204
9209 {
9211
9212 return ordinary(value, offset, NullUnsignedChar());
9213 }
9214
9217 bool symbolIndex(Uint32& value) const
9219 {
9221
9222 return ordinary(value, offset, NullUint32());
9223 }
9224
9235
9238 bool eventTime(Uint64& value) const
9240 {
9242
9243 return ordinary(value, offset, NullUint64());
9244 }
9245
9248 bool bidOfferDateTime(Uint64& value) const
9250 {
9252
9253 return ordinary(value, offset, NullUint64());
9254 }
9255
9266
9269 bool price(Int64& value) const
9271 {
9273
9274 return ordinary(value, offset, NullInt64());
9275 }
9276
9279 bool bidPrice(Int64& value) const
9281 {
9283
9284 return ordinary(value, offset, NullInt64());
9285 }
9286
9289 bool offerPrice(Int64& value) const
9291 {
9293
9294 return ordinary(value, offset, NullInt64());
9295 }
9296
9299 bool quantity(Uint64& value) const
9301 {
9303
9304 return ordinary(value, offset, NullUint64());
9305 }
9306
9317
9328
9339
9342 bool
9351
9362
9373
9376 bool notionalAmountTraded(Int64& value) const
9378 {
9380
9381 return ordinary(value, offset, NullInt64());
9382 }
9383
9394
9398 static
9399 BlockLength
9403 {
9404 return
9405 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9406 148;
9407 }
9408
9414 {
9415 return
9416 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9418 }
9419
9424 static
9428 {
9429 return
9430 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9431 0;
9432 }
9433
9438 static const Char* className()
9439 {
9440 return "BfTrade";
9441 }
9442
9449 {
9450 return constructStrRef("BFTrade");
9451 }
9452
9455 std::string toString() const;
9456
9457private:
9458 void checkLength(
9459 EncodedLength length, SchemaVersion version) const
9460 {
9461 const EncodedLength minimalRequiredLength =
9462 minimalBlockLength(version) +
9464 getMinimalVariableFieldsSize(version);
9465
9466 checkBinaryLength(
9467 *this, length, minimalRequiredLength);
9468 }
9469
9470 void checkCompatibility() const
9471 {
9472 assert(TemplateId == templateId());
9473
9474 checkSchema<Schema>(schemaId(), version());
9475 checkLength(bufferSize(), version());
9476 }
9477};
9478
9481Bfnav
9482: SbeMessage
9483{
9486
9488 enum { TemplateId = 1203 };
9489
9492
9495 const void* data,
9496 EncodedLength length)
9497 : SbeMessage(data, length)
9498 {
9499 checkCompatibility();
9500 }
9501
9503 explicit
9505 const SbeMessage& message)
9506 : SbeMessage(message)
9507 {
9508 assert(message.valid());
9509
9510 checkCompatibility();
9511 }
9512
9515 bool seqNum(Uint64& value) const
9517 {
9519
9520 return ordinary(value, offset, NullUint64());
9521 }
9522
9527 {
9529
9530 return ordinary(value, offset, NullUnsignedChar());
9531 }
9532
9535 bool symbolIndex(Uint32& value) const
9537 {
9539
9540 return ordinary(value, offset, NullUint32());
9541 }
9542
9545 bool bidOfferDateTime(Uint64& value) const
9547 {
9549
9550 return ordinary(value, offset, NullUint64());
9551 }
9552
9563
9574
9577 bool nAVPrice(Int64& value) const
9579 {
9581
9582 return ordinary(value, offset, NullInt64());
9583 }
9584
9587 bool eventTime(Uint64& value) const
9589 {
9591
9592 return ordinary(value, offset, NullUint64());
9593 }
9594
9597 bool nAVBidPrice(Int64& value) const
9599 {
9601
9602 return ordinary(value, offset, NullInt64());
9603 }
9604
9607 bool nAVOfferPrice(Int64& value) const
9609 {
9611
9612 return ordinary(value, offset, NullInt64());
9613 }
9614
9618 static
9619 BlockLength
9623 {
9624 return
9625 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9626 109;
9627 }
9628
9634 {
9635 return
9636 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9638 }
9639
9644 static
9648 {
9649 return
9650 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9651 0;
9652 }
9653
9658 static const Char* className()
9659 {
9660 return "Bfnav";
9661 }
9662
9669 {
9670 return constructStrRef("BFNAV");
9671 }
9672
9675 std::string toString() const;
9676
9677private:
9678 void checkLength(
9679 EncodedLength length, SchemaVersion version) const
9680 {
9681 const EncodedLength minimalRequiredLength =
9682 minimalBlockLength(version) +
9684 getMinimalVariableFieldsSize(version);
9685
9686 checkBinaryLength(
9687 *this, length, minimalRequiredLength);
9688 }
9689
9690 void checkCompatibility() const
9691 {
9692 assert(TemplateId == templateId());
9693
9694 checkSchema<Schema>(schemaId(), version());
9695 checkLength(bufferSize(), version());
9696 }
9697};
9698
9702: SbeMessage
9703{
9706
9708 enum { TemplateId = 1204 };
9709
9712
9715 const void* data,
9716 EncodedLength length)
9717 : SbeMessage(data, length)
9718 {
9719 checkCompatibility();
9720 }
9721
9723 explicit
9725 const SbeMessage& message)
9726 : SbeMessage(message)
9727 {
9728 assert(message.valid());
9729
9730 checkCompatibility();
9731 }
9732
9735 bool seqNum(Uint64& value) const
9737 {
9739
9740 return ordinary(value, offset, NullUint64());
9741 }
9742
9747 {
9749
9750 return ordinary(value, offset, NullUnsignedChar());
9751 }
9752
9755 bool symbolIndex(Uint32& value) const
9757 {
9759
9760 return ordinary(value, offset, NullUint32());
9761 }
9762
9765 bool eventTime(Uint64& value) const
9767 {
9769
9770 return ordinary(value, offset, NullUint64());
9771 }
9772
9775 bool
9784
9788 static
9789 BlockLength
9793 {
9794 return
9795 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9796 22;
9797 }
9798
9804 {
9805 return
9806 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9808 }
9809
9814 static
9818 {
9819 return
9820 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9821 0;
9822 }
9823
9828 static const Char* className()
9829 {
9830 return "BfInstrumentSuspension";
9831 }
9832
9839 {
9840 return constructStrRef("BFInstrumentSuspension");
9841 }
9842
9845 std::string toString() const;
9846
9847private:
9848 void checkLength(
9849 EncodedLength length, SchemaVersion version) const
9850 {
9851 const EncodedLength minimalRequiredLength =
9852 minimalBlockLength(version) +
9854 getMinimalVariableFieldsSize(version);
9855
9856 checkBinaryLength(
9857 *this, length, minimalRequiredLength);
9858 }
9859
9860 void checkCompatibility() const
9861 {
9862 assert(TemplateId == templateId());
9863
9864 checkSchema<Schema>(schemaId(), version());
9865 checkLength(bufferSize(), version());
9866 }
9867};
9868
9872: SbeMessage
9873{
9876
9878 enum { TemplateId = 2101 };
9879
9882
9885 const void* data,
9886 EncodedLength length)
9887 : SbeMessage(data, length)
9888 {
9889 checkCompatibility();
9890 }
9891
9893 explicit
9895 const SbeMessage& message)
9896 : SbeMessage(message)
9897 {
9898 assert(message.valid());
9899
9900 checkCompatibility();
9901 }
9902
9905 bool lastMDSeqNum(Uint64& value) const
9907 {
9909
9910 return ordinary(value, offset, NullUint64());
9911 }
9912
9915 bool snapshotTime(Uint64& value) const
9917 {
9919
9920 return ordinary(value, offset, NullUint64());
9921 }
9922
9926 static
9927 BlockLength
9931 {
9932 return
9933 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9934 16;
9935 }
9936
9942 {
9943 return
9944 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9946 }
9947
9952 static
9956 {
9957 return
9958 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
9959 0;
9960 }
9961
9966 static const Char* className()
9967 {
9968 return "StartOfSnapshot";
9969 }
9970
9977 {
9978 return constructStrRef("StartOfSnapshot");
9979 }
9980
9983 std::string toString() const;
9984
9985private:
9986 void checkLength(
9987 EncodedLength length, SchemaVersion version) const
9988 {
9989 const EncodedLength minimalRequiredLength =
9990 minimalBlockLength(version) +
9992 getMinimalVariableFieldsSize(version);
9993
9994 checkBinaryLength(
9995 *this, length, minimalRequiredLength);
9996 }
9997
9998 void checkCompatibility() const
9999 {
10000 assert(TemplateId == templateId());
10001
10002 checkSchema<Schema>(schemaId(), version());
10003 checkLength(bufferSize(), version());
10004 }
10005};
10006
10010: SbeMessage
10011{
10014
10016 enum { TemplateId = 2102 };
10017
10020
10023 const void* data,
10024 EncodedLength length)
10025 : SbeMessage(data, length)
10026 {
10027 checkCompatibility();
10028 }
10029
10031 explicit
10033 const SbeMessage& message)
10034 : SbeMessage(message)
10035 {
10036 assert(message.valid());
10037
10038 checkCompatibility();
10039 }
10040
10043 bool lastMDSeqNum(Uint64& value) const
10045 {
10047
10048 return ordinary(value, offset, NullUint64());
10049 }
10050
10053 bool snapshotTime(Uint64& value) const
10055 {
10057
10058 return ordinary(value, offset, NullUint64());
10059 }
10060
10064 static
10065 BlockLength
10069 {
10070 return
10071 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
10072 16;
10073 }
10074
10080 {
10081 return
10082 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
10084 }
10085
10090 static
10094 {
10095 return
10096 ONIXS_EURONEXT_OPTIQMDG_ASSERT(version >= Schema::MinimalVersion),
10097 0;
10098 }
10099
10104 static const Char* className()
10105 {
10106 return "EndOfSnapshot";
10107 }
10108
10115 {
10116 return constructStrRef("EndOfSnapshot");
10117 }
10118
10121 std::string toString() const;
10122
10123private:
10124 void checkLength(
10125 EncodedLength length, SchemaVersion version) const
10126 {
10127 const EncodedLength minimalRequiredLength =
10128 minimalBlockLength(version) +
10130 getMinimalVariableFieldsSize(version);
10131
10132 checkBinaryLength(
10133 *this, length, minimalRequiredLength);
10134 }
10135
10136 void checkCompatibility() const
10137 {
10138 assert(TemplateId == templateId());
10139
10140 checkSchema<Schema>(schemaId(), version());
10141 checkLength(bufferSize(), version());
10142 }
10143};
10144
10145
#define ONIXS_EURONEXT_OPTIQMDG_MESSAGING_NAMESPACE_BEGIN
Definition ABI.h:146
#define ONIXS_EURONEXT_OPTIQMDG_MESSAGING_NAMESPACE_END
Definition ABI.h:151
#define ONIXS_EURONEXT_OPTIQMDG_LTWT_STRUCT
Definition ABI.h:94
#define ONIXS_EURONEXT_OPTIQMDG_LTWT_EXPORTED
Definition ABI.h:98
#define ONIXS_EURONEXT_OPTIQMDG_NODISCARD
Definition Compiler.h:195
#define ONIXS_EURONEXT_OPTIQMDG_NOTHROW
Definition Compiler.h:186
#define ONIXS_EURONEXT_OPTIQMDG_CONST_OR_CONSTEXPR
Definition Compiler.h:188
#define ONIXS_EURONEXT_OPTIQMDG_CONSTEXPR
Definition Compiler.h:189
#define ONIXS_EURONEXT_OPTIQMDG_UNUSED
Definition Compiler.h:211
#define ONIXS_EURONEXT_OPTIQMDG_DEFAULT
Definition Compiler.h:212
Group getGroup(Callable callable, Owner &owner) const noexcept
Definition SbeMessage.h:941
MessageSize EncodedLength
Length of the message binary data.
Definition SbeMessage.h:803
SbeMessage() noexcept
Initializes a blank instance.
Definition SbeMessage.h:809
MessageSize BlockLength
Length of the message body representing a block of fixed-length fields.
Definition SbeMessage.h:806
UInt64 Uint64
Type alias for the Uint64_t.
Definition Fields.h:45
constexpr StrRef constructStrRef(const char(&value)[Size]) noexcept
Definition StrRef.h:415
Int8 Int8
Type alias for the Int8_t.
Definition Fields.h:33
IntegralConstant< Int8, -128 > NullInt8
Null value for an optional Int8 field.
Definition Fields.h:4683
Int64 Int64
Type alias for the Int64_t.
Definition Fields.h:53
UInt8 UnsignedChar
Type alias for the Unsigned_char.
Definition Fields.h:29
MessageHeader::Version SchemaVersion
SBE-encoded data version type.
IntegralConstant< UInt8, 255 > NullUInt8
Definition Fields.h:4725
IntegralConstant< UInt16, 65535 > NullUint16
Null value for an optional Uint16 field.
Definition Fields.h:4689
IntegralConstant< Int64, -9223372036854775807LL-1 > NullInt64
Null value for an optional Int64 field.
Definition Fields.h:4713
UInt16 MessageSize
Message length type.
Definition Aliases.h:29
UInt16 Uint16
Type alias for the Uint16_t.
Definition Fields.h:37
IntegralConstant< Char, -128 > NullChar
Definition Fields.h:4729
IntegralConstant< UInt64, 18446744073709551615ULL > NullUint64
Null value for an optional Uint64 field.
Definition Fields.h:4701
IntegralConstant< UInt8, 255 > NullUnsignedChar
Null value for an optional UnsignedChar field.
Definition Fields.h:4677
UInt32 Uint32
Type alias for the Uint32_t.
Definition Fields.h:41
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Definition Fields.h:4733
IntegralConstant< UInt32, 4294967295 > NullUint32
Null value for an optional Uint32 field.
Definition Fields.h:4695
bool miFIdQtyinMsrmtUnitNotation(StrRef &value) const noexcept
Provides access to miFIDQtyinMsrmtUnitNotation field.
Definition Messages.h:8117
bool efficientMMTModificationIndicator(EfficientMMTModificationIndicator::Enum &value) const noexcept
Provides access to efficientMMTModificationIndicator field.
Definition Messages.h:8233
bool efficientMMTMarketMechanism(EfficientMMTMarketMechanism::Enum &value) const noexcept
Provides access to efficientMMTMarketMechanism field.
Definition Messages.h:8173
ApaFullTradeInformation(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:7957
bool mifidPrice(StrRef &value) const noexcept
Provides access to mifidPrice field.
Definition Messages.h:8073
bool priceMultiplierDecimals(UnsignedChar &value) const noexcept
Provides access to priceMultiplierDecimals field.
Definition Messages.h:8371
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:8438
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:7968
bool efficientMMTAgencyCrossTradeIndicator(EfficientMMTAgencyCrossTradeIndicator::Enum &value) const noexcept
Provides access to efficientMMTAgencyCrossTradeIndicator field.
Definition Messages.h:8221
StrRef mifidQuantity() const noexcept
Provides access to mifidQuantity field.
Definition Messages.h:8084
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:7998
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:7978
bool priceMultiplier(Uint32 &value) const noexcept
Provides access to priceMultiplier field.
Definition Messages.h:8361
bool efficientMMTTransactionCategory(EfficientMMTTransactionCategory::Enum &value) const noexcept
Provides access to efficientMMTTransactionCategory field.
Definition Messages.h:8197
bool efficientMMTAlgorithmicIndicator(EfficientMMTAlgorithmicIndicator::Enum &value) const noexcept
Provides access to efficientMMTAlgorithmicIndicator field.
Definition Messages.h:8293
bool longTradeReference(StrRef &value) const noexcept
Provides access to longTradeReference field.
Definition Messages.h:8403
bool efficientMMTSpecialDividendIndicator(EfficientMMTSpecialDividendIndicator::Enum &value) const noexcept
Provides access to efficientMMTSpecialDividendIndicator field.
Definition Messages.h:8257
bool tradeReference(StrRef &value) const noexcept
Provides access to tradeReference field.
Definition Messages.h:8340
bool efficientMMTPublicationMode(EfficientMMTPublicationMode::Enum &value) const noexcept
Provides access to efficientMMTPublicationMode field.
Definition Messages.h:8305
StrRef venue() const noexcept
Provides access to venue field.
Definition Messages.h:8381
bool mifidPriceNotation(StrRef &value) const noexcept
Provides access to mifidPriceNotation field.
Definition Messages.h:8095
bool mifidCurrency(StrRef &value) const noexcept
Provides access to mifidCurrency field.
Definition Messages.h:8106
bool miFIdClearingFlag(StrRef &value) const noexcept
Provides access to miFIDClearingFlag field.
Definition Messages.h:8161
bool notionalCurrency(StrRef &value) const noexcept
Provides access to notionalCurrency field.
Definition Messages.h:8150
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:8465
bool mifidInstrumentIdType(StrRef &value) const noexcept
Provides access to mifidInstrumentIdType field.
Definition Messages.h:8040
bool efficientMMTDuplicativeIndicator(EfficientMMTDuplicativeIndicator::Enum &value) const noexcept
Provides access to efficientMMTDuplicativeIndicator field.
Definition Messages.h:8329
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:8451
bool mifidQuantityMeasurementUnit(StrRef &value) const noexcept
Provides access to mifidQuantityMeasurementUnit field.
Definition Messages.h:8128
bool efficientMMTBenchmarkIndicator(EfficientMMTBenchmarkIndicator::Enum &value) const noexcept
Provides access to efficientMMTBenchmarkIndicator field.
Definition Messages.h:8245
bool publicationDateTime(StrRef &value) const noexcept
Provides access to publicationDateTime field.
Definition Messages.h:8019
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:8486
bool efficientMMTOffBookAutomatedIndicator(EfficientMMTOffBookAutomatedIndicator::Enum &value) const noexcept
Provides access to efficientMMTOffBookAutomatedIndicator field.
Definition Messages.h:8269
StrRef miFIdTransactionId() const noexcept
Provides access to miFIDTransactionID field.
Definition Messages.h:8062
TradeType::Enum tradeType() const noexcept
Provides access to tradeType field.
Definition Messages.h:8030
bool originalReportTimestamp(Uint64 &value) const noexcept
Provides access to originalReportTimestamp field.
Definition Messages.h:8351
bool efficientMMTTradingMode(EfficientMMTTradingMode::Enum &value) const noexcept
Provides access to efficientMMTTradingMode field.
Definition Messages.h:8185
bool efficientMMTPostTradeDeferral(EfficientMMTPostTradeDeferral::Enum &value) const noexcept
Provides access to efficientMMTPostTradeDeferral field.
Definition Messages.h:8317
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:7988
bool tradeUniqueIdentifier(StrRef &value) const noexcept
Provides access to tradeUniqueIdentifier field.
Definition Messages.h:8425
bool miFIdEmissionAllowanceType(StrRef &value) const noexcept
Provides access to miFIDEmissionAllowanceType field.
Definition Messages.h:8392
bool mifidInstrumentId(StrRef &value) const noexcept
Provides access to mifidInstrumentID field.
Definition Messages.h:8051
bool efficientMMTNegotiationIndicator(EfficientMMTNegotiationIndicator::Enum &value) const noexcept
Provides access to efficientMMTNegotiationIndicator field.
Definition Messages.h:8209
bool aPAOrigin(StrRef &value) const noexcept
Provides access to aPAOrigin field.
Definition Messages.h:8414
StrRef tradingDateTime() const noexcept
Provides access to tradingDateTime field.
Definition Messages.h:8008
bool miFIdNotionalAmount(StrRef &value) const noexcept
Provides access to miFIDNotionalAmount field.
Definition Messages.h:8139
bool efficientMMTContributiontoPrice(EfficientMMTContributiontoPrice::Enum &value) const noexcept
Provides access to efficientMMTContributiontoPrice field.
Definition Messages.h:8281
StrRef mifidPrice() const noexcept
Provides access to mifidPrice field.
Definition Messages.h:7486
ApaQuotes(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:7380
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:7522
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:7391
StrRef mifidQuantity() const noexcept
Provides access to mifidQuantity field.
Definition Messages.h:7497
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:7466
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:7401
StrRef mifidInstrumentId() const noexcept
Provides access to mifidInstrumentID field.
Definition Messages.h:7422
StrRef mIC() const noexcept
Provides access to mIC field.
Definition Messages.h:7433
StrRef mifidInstrumentIdType() const noexcept
Provides access to mifidInstrumentIdType field.
Definition Messages.h:7411
StrRef lEICode() const noexcept
Provides access to lEICode field.
Definition Messages.h:7455
ApaQuotes()=default
Initializes a blank instance.
QuoteUpdateType::Enum quoteUpdateType() const noexcept
Provides access to quoteUpdateType field.
Definition Messages.h:7476
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:7548
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:7534
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:7569
StrRef currency() const noexcept
Provides access to currency field.
Definition Messages.h:7444
bool aPAOrigin(StrRef &value) const noexcept
Provides access to aPAOrigin field.
Definition Messages.h:7508
bool priceMultiplierDecimals(UnsignedChar &value) const noexcept
Provides access to priceMultiplierDecimals field.
Definition Messages.h:7733
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:7853
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:7637
bool optionType(OptionType::Enum &value) const noexcept
Provides access to optionType field.
Definition Messages.h:7776
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:7647
bool priceMultiplier(Uint32 &value) const noexcept
Provides access to priceMultiplier field.
Definition Messages.h:7723
StrRef mifidInstrumentId() const noexcept
Provides access to mifidInstrumentID field.
Definition Messages.h:7668
StrRef mifidInstrumentIdType() const noexcept
Provides access to mifidInstrumentIdType field.
Definition Messages.h:7657
bool maturityDate(StrRef &value) const noexcept
Provides access to maturityDate field.
Definition Messages.h:7818
bool cFI(StrRef &value) const noexcept
Provides access to cFI field.
Definition Messages.h:7690
bool underlyingISINCode(StrRef &value) const noexcept
Provides access to underlyingISINCode field.
Definition Messages.h:7743
bool exerStyle(ExerciseStyle::Enum &value) const noexcept
Provides access to exerStyle field.
Definition Messages.h:7807
bool notionalCurrency(StrRef &value) const noexcept
Provides access to notionalCurrency field.
Definition Messages.h:7701
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:7879
bool secondNotionalCurrency(StrRef &value) const noexcept
Provides access to secondNotionalCurrency field.
Definition Messages.h:7712
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:7865
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:7900
bool underlyingIndexTerm(StrRef &value) const noexcept
Provides access to underlyingIndexTerm field.
Definition Messages.h:7765
bool strikePriceDecimals(UnsignedChar &value) const noexcept
Provides access to strikePriceDecimals field.
Definition Messages.h:7796
ApaStandingData(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:7626
bool strikePrice(Int64 &value) const noexcept
Provides access to strikePrice field.
Definition Messages.h:7786
bool expiryDate(StrRef &value) const noexcept
Provides access to expiryDate field.
Definition Messages.h:7829
bool settlementMethod(Char &value) const noexcept
Provides access to settlementMethod field.
Definition Messages.h:7840
bool fullInstrumentName(StrRef &value) const noexcept
Provides access to fullInstrumentName field.
Definition Messages.h:7679
bool underlyingIndexName(StrRef &value) const noexcept
Provides access to underlyingIndexName field.
Definition Messages.h:7754
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:8586
InterestPaymentDateRepEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:8548
bool interestPaymentDate(Uint16 &value) const noexcept
Provides access to interestPaymentDate field.
Definition Messages.h:8560
bool dividendCurrency(StrRef &value) const noexcept
Provides access to dividendCurrency field.
Definition Messages.h:8836
bool priceIndexLevelDecimals(UnsignedChar &value) const noexcept
Provides access to priceIndexLevelDecimals field.
Definition Messages.h:9007
bool issueDate(Uint16 &value) const noexcept
Provides access to issueDate field.
Definition Messages.h:8920
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:9060
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:8635
bool dividendRecordDate(Uint16 &value) const noexcept
Provides access to dividendRecordDate field.
Definition Messages.h:8847
BfInstrumentReference(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:8624
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:8645
bool paymentFrequency(PaymentFrequency::Enum &value) const noexcept
Provides access to paymentFrequency field.
Definition Messages.h:8953
bool issuingCountry(StrRef &value) const noexcept
Provides access to issuingCountry field.
Definition Messages.h:8930
bool iSINCode(StrRef &value) const noexcept
Provides access to iSINCode field.
Definition Messages.h:8675
bool mIC(StrRef &value) const noexcept
Provides access to mIC field.
Definition Messages.h:8815
InstrumentCategory::Enum instrumentCategory() const noexcept
Provides access to instrumentCategory field.
Definition Messages.h:8974
bool dividendPaymentDate(Uint16 &value) const noexcept
Provides access to dividendPaymentDate field.
Definition Messages.h:8877
bool maturityDate(StrRef &value) const noexcept
Provides access to maturityDate field.
Definition Messages.h:8794
bool amountDecimals(UnsignedChar &value) const noexcept
Provides access to amountDecimals field.
Definition Messages.h:9027
bool grossDividendPayablePerUnit(Int64 &value) const noexcept
Provides access to grossDividendPayablePerUnit field.
Definition Messages.h:8826
bool cFI(StrRef &value) const noexcept
Provides access to cFI field.
Definition Messages.h:8941
bool grossDividendInEuros(Int64 &value) const noexcept
Provides access to grossDividendInEuros field.
Definition Messages.h:8910
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:8655
bool exDividendDate(Uint16 &value) const noexcept
Provides access to exDividendDate field.
Definition Messages.h:8867
bool closingPrice(Int64 &value) const noexcept
Provides access to closingPrice field.
Definition Messages.h:8805
bool longInstrumentName(StrRef &value) const noexcept
Provides access to longInstrumentName field.
Definition Messages.h:8708
bool coupon(Int64 &value) const noexcept
Provides access to coupon field.
Definition Messages.h:8784
bool sEDOLCode(StrRef &value) const noexcept
Provides access to sEDOLCode field.
Definition Messages.h:8686
OptiqSegment::Enum optiqSegment() const noexcept
Provides access to optiqSegment field.
Definition Messages.h:8665
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:9086
bool dividendRate(Uint64 &value) const noexcept
Provides access to dividendRate field.
Definition Messages.h:8857
bool quantityDecimals(UnsignedChar &value) const noexcept
Provides access to quantityDecimals field.
Definition Messages.h:9017
bool miFIdPriceNotation(StrRef &value) const noexcept
Provides access to miFIDPriceNotation field.
Definition Messages.h:8996
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:9072
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:9107
bool shareAmountInIssue(Int64 &value) const noexcept
Provides access to shareAmountInIssue field.
Definition Messages.h:8740
bool longIssuerName(StrRef &value) const noexcept
Provides access to longIssuerName field.
Definition Messages.h:8697
bool minimumAmount(Int64 &value) const noexcept
Provides access to minimumAmount field.
Definition Messages.h:8964
bool lastNAVPrice(Int64 &value) const noexcept
Provides access to lastNAVPrice field.
Definition Messages.h:8762
bool nextMeeting(StrRef &value) const noexcept
Provides access to nextMeeting field.
Definition Messages.h:8899
bool openedClosedFund(OpenedClosedFund::Enum &value) const noexcept
Provides access to openedClosedFund field.
Definition Messages.h:8751
SbeGroup< InterestPaymentDateRepEntry, GroupSizeEncoding, MessageSize > InterestPaymentDateRep
Repeating group containing InterestPaymentDateRepEntry entries.
Definition Messages.h:8608
bool currency(StrRef &value) const noexcept
Provides access to currency field.
Definition Messages.h:8719
bool grossOfCDSCIndicator(GrossofCDSCIndicator::Enum &value) const noexcept
Provides access to grossOfCDSCIndicator field.
Definition Messages.h:8773
bool ratioMultiplierDecimals(UnsignedChar &value) const noexcept
Provides access to ratioMultiplierDecimals field.
Definition Messages.h:9037
bool dateOfInitialListing(Uint16 &value) const noexcept
Provides access to dateOfInitialListing field.
Definition Messages.h:8730
bool taxDescriptionAttachingToADividend(TaxDescriptionAttachingtoaDividend::Enum &value) const noexcept
Provides access to taxDescriptionAttachingToADividend field.
Definition Messages.h:8888
bool securityCondition(SecurityCondition::Enum &value) const noexcept
Provides access to securityCondition field.
Definition Messages.h:8985
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:9790
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:9735
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:9765
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:9745
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:9755
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:9816
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:9802
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:9837
BfInstrumentSuspension(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:9724
bool securityCondition(SecurityCondition::Enum &value) const noexcept
Provides access to securityCondition field.
Definition Messages.h:9776
bool quantity(Uint64 &value) const noexcept
Provides access to quantity field.
Definition Messages.h:9299
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:9400
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:9197
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:9238
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:9207
StrRef mMTModificationIndicator() const noexcept
Provides access to mMTModificationIndicator field.
Definition Messages.h:9258
bool mMTSpecialDividendIndicator(StrRef &value) const noexcept
Provides access to mMTSpecialDividendIndicator field.
Definition Messages.h:9331
bool tradingCurrency(StrRef &value) const noexcept
Provides access to tradingCurrency field.
Definition Messages.h:9386
bool mMTAgencyCrossTradeIndicator(StrRef &value) const noexcept
Provides access to mMTAgencyCrossTradeIndicator field.
Definition Messages.h:9309
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:9217
bool price(Int64 &value) const noexcept
Provides access to price field.
Definition Messages.h:9269
bool quantityNotation(StrRef &value) const noexcept
Provides access to quantityNotation field.
Definition Messages.h:9365
BfTrade()=default
Initializes a blank instance.
bool notionalAmountTraded(Int64 &value) const noexcept
Provides access to notionalAmountTraded field.
Definition Messages.h:9376
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:9426
BfTrade(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:9186
bool bidOfferDateTime(Uint64 &value) const noexcept
Provides access to bidOfferDateTime field.
Definition Messages.h:9248
bool miFIdPriceNotation(StrRef &value) const noexcept
Provides access to miFIDPriceNotation field.
Definition Messages.h:9354
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:9412
bool mMTTradingMode(MmtTradingMode::Enum &value) const noexcept
Provides access to mMTTradingMode field.
Definition Messages.h:9343
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:9447
bool bidPrice(Int64 &value) const noexcept
Provides access to bidPrice field.
Definition Messages.h:9279
StrRef miFIdTransactionId() const noexcept
Provides access to miFIDTransactionID field.
Definition Messages.h:9227
bool mMTBenchmarkIndicator(StrRef &value) const noexcept
Provides access to mMTBenchmarkIndicator field.
Definition Messages.h:9320
bool offerPrice(Int64 &value) const noexcept
Provides access to offerPrice field.
Definition Messages.h:9289
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:9620
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:9515
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:9587
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:9525
StrRef mMTModificationIndicator() const noexcept
Provides access to mMTModificationIndicator field.
Definition Messages.h:9566
bool nAVOfferPrice(Int64 &value) const noexcept
Provides access to nAVOfferPrice field.
Definition Messages.h:9607
bool nAVPrice(Int64 &value) const noexcept
Provides access to nAVPrice field.
Definition Messages.h:9577
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:9535
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:9646
bool bidOfferDateTime(Uint64 &value) const noexcept
Provides access to bidOfferDateTime field.
Definition Messages.h:9545
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:9632
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:9667
Bfnav()=default
Initializes a blank instance.
StrRef miFIdTransactionId() const noexcept
Provides access to miFIDTransactionID field.
Definition Messages.h:9555
bool nAVBidPrice(Int64 &value) const noexcept
Provides access to nAVBidPrice field.
Definition Messages.h:9597
Bfnav(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:9504
ContractEMMPropertiesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:5461
bool patternId(Uint16 &value) const noexcept
Provides access to patternID field.
Definition Messages.h:5493
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:5573
bool eMM(Emm::Enum &value) const noexcept
Provides access to eMM field.
Definition Messages.h:5473
bool dynamicCollarLogic(DynamicCollarLogic::Enum &value) const noexcept
Provides access to dynamicCollarLogic field.
Definition Messages.h:5526
bool lotSize(Uint64 &value) const noexcept
Provides access to lotSize field.
Definition Messages.h:5503
bool collarUnhaltDelay(Uint32 &value) const noexcept
Provides access to collarUnhaltDelay field.
Definition Messages.h:5547
bool collarMaxUnhaltNb(UnsignedChar &value) const noexcept
Provides access to collarMaxUnhaltNb field.
Definition Messages.h:5537
bool strategyAuthorized(StrategyAuthorized &value) const noexcept
Provides access to strategyAuthorized field.
Definition Messages.h:5514
bool tickSizeIndexId(Uint16 &value) const noexcept
Provides access to tickSizeIndexID field.
Definition Messages.h:5483
bool settlementTickSize(Uint64 &value) const noexcept
Provides access to settlementTickSize field.
Definition Messages.h:5950
bool underlyingMIC(StrRef &value) const noexcept
Provides access to underlyingMIC field.
Definition Messages.h:5821
OrderTypeRules orderTypeRules() const noexcept
Provides access to orderTypeRules field.
Definition Messages.h:5853
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:6112
bool priceDecimals(UnsignedChar &value) const noexcept
Provides access to priceDecimals field.
Definition Messages.h:5737
bool lotMultiplier(Uint64 &value) const noexcept
Provides access to lotMultiplier field.
Definition Messages.h:6090
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:5622
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:5632
ContractStandingData(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:5611
bool contractEventDate(Uint16 &value) const noexcept
Provides access to contractEventDate field.
Definition Messages.h:5672
StrRef mIC() const noexcept
Provides access to mIC field.
Definition Messages.h:5788
bool ratioDecimals(UnsignedChar &value) const noexcept
Provides access to ratioDecimals field.
Definition Messages.h:5767
bool mainDepositary(StrRef &value) const noexcept
Provides access to mainDepositary field.
Definition Messages.h:5777
StrRef tradingCurrency() const noexcept
Provides access to tradingCurrency field.
Definition Messages.h:5873
bool collarExpansionFactor(UnsignedChar &value) const noexcept
Provides access to collarExpansionFactor field.
Definition Messages.h:6060
bool eDSPTickSize(Uint64 &value) const noexcept
Provides access to eDSPTickSize field.
Definition Messages.h:5960
ContractTradingType::Enum contractTradingType() const noexcept
Provides access to contractTradingType field.
Definition Messages.h:5905
bool amountDecimals(UnsignedChar &value) const noexcept
Provides access to amountDecimals field.
Definition Messages.h:5757
bool underlyingSymbolIndex(Uint32 &value) const noexcept
Provides access to underlyingSymbolIndex field.
Definition Messages.h:5970
bool underlyingISINCode(StrRef &value) const noexcept
Provides access to underlyingISINCode field.
Definition Messages.h:5832
bool referenceSpreadTableId(Uint16 &value) const noexcept
Provides access to referenceSpreadTableID field.
Definition Messages.h:5992
bool strikePriceDecimalsRatio(UnsignedChar &value) const noexcept
Provides access to strikePriceDecimalsRatio field.
Definition Messages.h:5884
bool exerStyle(ExerciseStyle::Enum &value) const noexcept
Provides access to exerStyle field.
Definition Messages.h:5693
bool tradingUnit(Uint64 &value) const noexcept
Provides access to tradingUnit field.
Definition Messages.h:6014
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:5642
bool referencePriceOriginInOpeningCall(ReferencePriceOrigin::Enum &value) const noexcept
Provides access to referencePriceOriginInOpeningCall field.
Definition Messages.h:6025
bool instUnitExp(InstrumentUnitExpression::Enum &value) const noexcept
Provides access to instUnitExp field.
Definition Messages.h:5916
StrRef contractName() const noexcept
Provides access to contractName field.
Definition Messages.h:5704
OptiqSegment::Enum optiqSegment() const noexcept
Provides access to optiqSegment field.
Definition Messages.h:5652
MmProtections mMProtections() const noexcept
Provides access to mMProtections field.
Definition Messages.h:5894
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:6139
bool quantityDecimals(UnsignedChar &value) const noexcept
Provides access to quantityDecimals field.
Definition Messages.h:5747
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:6125
bool underlyingSubtype(UnderlyingSubtype::Enum &value) const noexcept
Provides access to underlyingSubtype field.
Definition Messages.h:5928
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:6160
SbeGroup< ContractEMMPropertiesEntry, GroupSizeEncoding, MessageSize > ContractEMMProperties
Repeating group containing ContractEMMPropertiesEntry entries.
Definition Messages.h:5595
UnderlyingType::Enum underlyingType() const noexcept
Provides access to underlyingType field.
Definition Messages.h:5727
bool tradingPolicy(TradingPolicy::Enum &value) const noexcept
Provides access to tradingPolicy field.
Definition Messages.h:5981
StrRef productCode() const noexcept
Provides access to productCode field.
Definition Messages.h:5810
bool referencePriceOriginInContinuous(ReferencePriceOrigin::Enum &value) const noexcept
Provides access to referencePriceOriginInContinuous field.
Definition Messages.h:6037
bool referencePriceOriginInTradingInterruption(ReferencePriceOrigin::Enum &value) const noexcept
Provides access to referencePriceOriginInTradingInterruption field.
Definition Messages.h:6049
bool mIFIdIILiquidFlag(UnsignedChar &value) const noexcept
Provides access to mIFIDIILiquidFlag field.
Definition Messages.h:6070
ExchangeCode::Enum exchangeCode() const noexcept
Provides access to exchangeCode field.
Definition Messages.h:5682
bool derivativesMarketModel(DerivativesMarketModel::Enum &value) const noexcept
Provides access to derivativesMarketModel field.
Definition Messages.h:6003
bool partitionId(Uint16 &value) const noexcept
Provides access to partitionID field.
Definition Messages.h:5662
bool settlementMethod(Char &value) const noexcept
Provides access to settlementMethod field.
Definition Messages.h:5863
bool contractType(ContractType::Enum &value) const noexcept
Provides access to contractType field.
Definition Messages.h:5716
PricingAlgorithm::Enum pricingAlgorithm() const noexcept
Provides access to pricingAlgorithm field.
Definition Messages.h:6080
bool motherStockISIN(StrRef &value) const noexcept
Provides access to motherStockISIN field.
Definition Messages.h:5939
StrRef countryOfExchange() const noexcept
Provides access to countryOfExchange field.
Definition Messages.h:5799
bool underlyingExpiry(Uint32 &value) const noexcept
Provides access to underlyingExpiry field.
Definition Messages.h:5843
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:230
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:207
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:256
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:242
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:277
EndOfDay(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:196
bool sessionTradingDay(Uint16 &value) const noexcept
Provides access to sessionTradingDay field.
Definition Messages.h:217
EndOfDay()=default
Initializes a blank instance.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:10066
bool lastMDSeqNum(Uint64 &value) const noexcept
Provides access to lastMDSeqNum field.
Definition Messages.h:10043
EndOfSnapshot(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:10032
bool snapshotTime(Uint64 &value) const noexcept
Provides access to snapshotTime field.
Definition Messages.h:10053
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:10092
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:10078
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:10113
EndOfSnapshot()=default
Initializes a blank instance.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:1668
NotUsedGroup1Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:1640
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:1636
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:1654
bool mMTOffBookAutomatedIndicator(MmtOffBookAutomatedIndicator::Enum &value) const noexcept
Provides access to mMTOffBookAutomatedIndicator field.
Definition Messages.h:2022
bool miFIdQtyinMsrmtUnitNotation(StrRef &value) const noexcept
Provides access to miFIDQtyinMsrmtUnitNotation field.
Definition Messages.h:1876
bool evaluatedPrice(Int64 &value) const noexcept
Provides access to evaluatedPrice field.
Definition Messages.h:2250
bool mifidPrice(StrRef &value) const noexcept
Provides access to mifidPrice field.
Definition Messages.h:1832
bool priceMultiplierDecimals(UnsignedChar &value) const noexcept
Provides access to priceMultiplierDecimals field.
Definition Messages.h:2187
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:2411
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:1717
bool transparencyIndicator(TransparencyIndicator::Enum &value) const noexcept
Provides access to transparencyIndicator field.
Definition Messages.h:2156
StrRef mifidQuantity() const noexcept
Provides access to mifidQuantity field.
Definition Messages.h:1843
StrRef mifidExecutionId() const noexcept
Provides access to mifidExecutionID field.
Definition Messages.h:1821
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:1747
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:1727
bool priceMultiplier(Uint32 &value) const noexcept
Provides access to priceMultiplier field.
Definition Messages.h:2177
bool blockTradeCode(BlockTradeCode::Enum &value) const noexcept
Provides access to blockTradeCode field.
Definition Messages.h:2123
bool mMTSpecialDividendIndicator(StrRef &value) const noexcept
Provides access to mMTSpecialDividendIndicator field.
Definition Messages.h:2010
bool venueofPublication(StrRef &value) const noexcept
Provides access to venueofPublication field.
Definition Messages.h:2376
bool marketOfReferenceMIC(StrRef &value) const noexcept
Provides access to marketOfReferenceMIC field.
Definition Messages.h:2239
bool mMTAgencyCrossTradeIndicator(StrRef &value) const noexcept
Provides access to mMTAgencyCrossTradeIndicator field.
Definition Messages.h:1977
bool mMTPublicationModeIlliquid(StrRef &value) const noexcept
Provides access to mMTPublicationModeIlliquid field.
Definition Messages.h:2352
bool tradeReference(StrRef &value) const noexcept
Provides access to tradeReference field.
Definition Messages.h:2134
bool mMTDuplicativeIndicator(StrRef &value) const noexcept
Provides access to mMTDuplicativeIndicator field.
Definition Messages.h:2077
bool mMTContingentTransactionIndicator(StrRef &value) const noexcept
Provides access to mMTContingentTransactionIndicator field.
Definition Messages.h:2340
StrRef venue() const noexcept
Provides access to venue field.
Definition Messages.h:2197
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:1757
bool mMTModificationIndicator(StrRef &value) const noexcept
Provides access to mMTModificationIndicator field.
Definition Messages.h:1988
bool mMTPreTradeTransparencyWaiverRelatedtoSizeandScale(StrRef &value) const noexcept
Provides access to mMTPreTradeTransparencyWaiverRelatedtoSizeandScale field.
Definition Messages.h:2316
TradeQualifier tradeQualifier() const noexcept
Provides access to tradeQualifier field.
Definition Messages.h:2088
bool mifidPriceNotation(StrRef &value) const noexcept
Provides access to mifidPriceNotation field.
Definition Messages.h:1854
bool repoSettlementDate(Uint16 &value) const noexcept
Provides access to repoSettlementDate field.
Definition Messages.h:2282
bool mifidCurrency(StrRef &value) const noexcept
Provides access to mifidCurrency field.
Definition Messages.h:1865
bool miFIdClearingFlag(StrRef &value) const noexcept
Provides access to miFIDClearingFlag field.
Definition Messages.h:1920
bool notionalCurrency(StrRef &value) const noexcept
Provides access to notionalCurrency field.
Definition Messages.h:1909
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:2442
bool mifidInstrumentIdType(StrRef &value) const noexcept
Provides access to mifidInstrumentIdType field.
Definition Messages.h:1799
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:2428
bool mMTTradingMode(MmtTradingMode::Enum &value) const noexcept
Provides access to mMTTradingMode field.
Definition Messages.h:1944
bool mifidQuantityMeasurementUnit(StrRef &value) const noexcept
Provides access to mifidQuantityMeasurementUnit field.
Definition Messages.h:1887
bool messagePriceNotation(MessagePriceNotation::Enum &value) const noexcept
Provides access to messagePriceNotation field.
Definition Messages.h:2261
bool publicationDateTime(StrRef &value) const noexcept
Provides access to publicationDateTime field.
Definition Messages.h:1778
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:2463
bool mMTPublicationModeSizeSpecific(StrRef &value) const noexcept
Provides access to mMTPublicationModeSizeSpecific field.
Definition Messages.h:2364
bool settlementDate(Uint16 &value) const noexcept
Provides access to settlementDate field.
Definition Messages.h:2272
bool transactionType(TransactionType::Enum &value) const noexcept
Provides access to transactionType field.
Definition Messages.h:2099
TradeType::Enum tradeType() const noexcept
Provides access to tradeType field.
Definition Messages.h:1789
bool missingPrice(StrRef &value) const noexcept
Provides access to missingPrice field.
Definition Messages.h:2304
bool originalReportTimestamp(Uint64 &value) const noexcept
Provides access to originalReportTimestamp field.
Definition Messages.h:2145
bool mMTNegotiationIndicator(StrRef &value) const noexcept
Provides access to mMTNegotiationIndicator field.
Definition Messages.h:1966
bool mMTPortfolioTransactionIndicator(StrRef &value) const noexcept
Provides access to mMTPortfolioTransactionIndicator field.
Definition Messages.h:2328
bool effectiveDateIndicator(EffectiveDateIndicator::Enum &value) const noexcept
Provides access to effectiveDateIndicator field.
Definition Messages.h:2111
bool mMTContributiontoPrice(StrRef &value) const noexcept
Provides access to mMTContributiontoPrice field.
Definition Messages.h:2033
SbeGroup< NotUsedGroup1Entry, GroupSizeEncoding, MessageSize > NotUsedGroup1
Repeating group containing NotUsedGroup1Entry entries.
Definition Messages.h:1690
bool mMTAlgorithmicIndicator(StrRef &value) const noexcept
Provides access to mMTAlgorithmicIndicator field.
Definition Messages.h:2044
bool mMTPublicationMode(StrRef &value) const noexcept
Provides access to mMTPublicationMode field.
Definition Messages.h:2055
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:1737
bool mMTBenchmarkIndicator(StrRef &value) const noexcept
Provides access to mMTBenchmarkIndicator field.
Definition Messages.h:1999
bool mMTPostTradeDeferral(StrRef &value) const noexcept
Provides access to mMTPostTradeDeferral field.
Definition Messages.h:2066
bool tradeUniqueIdentifier(StrRef &value) const noexcept
Provides access to tradeUniqueIdentifier field.
Definition Messages.h:2292
bool endTimeVwap(Uint32 &value) const noexcept
Provides access to endTimeVwap field.
Definition Messages.h:2218
bool miFIdEmissionAllowanceType(StrRef &value) const noexcept
Provides access to miFIDEmissionAllowanceType field.
Definition Messages.h:2228
bool mifidInstrumentId(StrRef &value) const noexcept
Provides access to mifidInstrumentID field.
Definition Messages.h:1810
FullTradeInformation(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:1706
bool startTimeVwap(Uint32 &value) const noexcept
Provides access to startTimeVwap field.
Definition Messages.h:2208
bool currencyCoefficient(Uint32 &value) const noexcept
Provides access to currencyCoefficient field.
Definition Messages.h:2167
bool mMTTransactionCategory(StrRef &value) const noexcept
Provides access to mMTTransactionCategory field.
Definition Messages.h:1955
StrRef tradingDateTime() const noexcept
Provides access to tradingDateTime field.
Definition Messages.h:1767
bool mMTMarketMechanism(MmtMarketMechanism::Enum &value) const noexcept
Provides access to mMTMarketMechanism field.
Definition Messages.h:1932
bool postTradeDeferralFlags(StrRef &value) const noexcept
Provides access to postTradeDeferralFlags field.
Definition Messages.h:2388
bool miFIdNotionalAmount(StrRef &value) const noexcept
Provides access to miFIDNotionalAmount field.
Definition Messages.h:1898
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:368
HealthStatus()=default
Initializes a blank instance.
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:345
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:355
HealthStatus(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:334
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:394
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:380
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:415
bool closingReferenceTime(Uint64 &value) const noexcept
Provides access to closingReferenceTime field.
Definition Messages.h:4907
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:4990
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:4807
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:4837
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:4817
bool openingTime(Uint64 &value) const noexcept
Provides access to openingTime field.
Definition Messages.h:4867
bool prctVarfromPrevClose(Int64 &value) const noexcept
Provides access to prctVarfromPrevClose field.
Definition Messages.h:4917
bool highLevel(Int64 &value) const noexcept
Provides access to highLevel field.
Definition Messages.h:4927
bool openingLevel(Int64 &value) const noexcept
Provides access to openingLevel field.
Definition Messages.h:4857
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:4847
bool lowLevel(Int64 &value) const noexcept
Provides access to lowLevel field.
Definition Messages.h:4947
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:5016
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:5002
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:5037
bool closingReferenceLevel(Int64 &value) const noexcept
Provides access to closingReferenceLevel field.
Definition Messages.h:4897
bool liquidationTime(Uint64 &value) const noexcept
Provides access to liquidationTime field.
Definition Messages.h:4977
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:4827
bool lowTime(Uint64 &value) const noexcept
Provides access to lowTime field.
Definition Messages.h:4957
IndexSummary(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:4796
bool confirmedReferenceTime(Uint64 &value) const noexcept
Provides access to confirmedReferenceTime field.
Definition Messages.h:4887
bool confirmedReferenceLevel(Int64 &value) const noexcept
Provides access to confirmedReferenceLevel field.
Definition Messages.h:4877
bool liquidationLevel(Int64 &value) const noexcept
Provides access to liquidationLevel field.
Definition Messages.h:4967
bool highTime(Uint64 &value) const noexcept
Provides access to highTime field.
Definition Messages.h:4937
IndexSummary()=default
Initializes a blank instance.
bool legSymbolIndex(Uint32 &value) const noexcept
Provides access to legSymbolIndex field.
Definition Messages.h:7065
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:7121
bool legLastQty(Uint64 &value) const noexcept
Provides access to legLastQty field.
Definition Messages.h:7095
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:7049
bool legLastPx(Int64 &value) const noexcept
Provides access to legLastPx field.
Definition Messages.h:7085
bool legRatio(Uint32 &value) const noexcept
Provides access to legRatio field.
Definition Messages.h:7075
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:7107
PackageComponentsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:7053
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:7254
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:7170
StrRef mifidExecutionId() const noexcept
Provides access to mifidExecutionID field.
Definition Messages.h:7220
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:7200
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:7180
bool contractSymbolIndex(Uint32 &value) const noexcept
Provides access to contractSymbolIndex field.
Definition Messages.h:7210
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:7280
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:7266
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:7301
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:7190
SbeGroup< PackageComponentsEntry, GroupSizeEncoding, MessageSize > PackageComponents
Repeating group containing PackageComponentsEntry entries.
Definition Messages.h:7143
StrategyCode::Enum strategyCode() const noexcept
Provides access to strategyCode field.
Definition Messages.h:7231
LisPackageStructure(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:7159
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:6823
bool previousPriority(Uint64 &value) const noexcept
Provides access to previousPriority field.
Definition Messages.h:6726
bool orderPx(Int64 &value) const noexcept
Provides access to orderPx field.
Definition Messages.h:6746
bool orderQuantity(Uint64 &value) const noexcept
Provides access to orderQuantity field.
Definition Messages.h:6766
static constexpr const Char * className()
Entity class name.
Definition Messages.h:6836
OrdersEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:6683
bool orderSide(OrderSide::Enum &value) const noexcept
Provides access to orderSide field.
Definition Messages.h:6756
bool pegOffset(Int8 &value) const noexcept
Provides access to pegOffset field.
Definition Messages.h:6776
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:6695
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:6679
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:6809
bool orderType(OrderType::Enum &value) const noexcept
Provides access to orderType field.
Definition Messages.h:6736
AccountType::Enum accountType() const noexcept
Provides access to accountType field.
Definition Messages.h:6797
MarketDataActionType::Enum actionType() const noexcept
Provides access to actionType field.
Definition Messages.h:6706
StrRef firmId() const noexcept
Provides access to firmID field.
Definition Messages.h:6786
bool orderPriority(Uint64 &value) const noexcept
Provides access to orderPriority field.
Definition Messages.h:6716
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:6923
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:6872
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:6902
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:6882
SbeGroup< OrdersEntry, GroupSizeEncoding, MessageSize > Orders
Repeating group containing OrdersEntry entries.
Definition Messages.h:6845
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:6949
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:6935
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:6970
LongOrderUpdate(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:6861
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:6892
bool bookState(BookState::Enum &value) const noexcept
Provides access to bookState field.
Definition Messages.h:2589
bool tradingSide(TradingSide::Enum &value) const noexcept
Provides access to tradingSide field.
Definition Messages.h:2633
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:2737
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:2579
bool priceLimits(PriceLimits::Enum &value) const noexcept
Provides access to priceLimits field.
Definition Messages.h:2643
PhaseQualifier phaseQualifier() const noexcept
Provides access to phaseQualifier field.
Definition Messages.h:2611
Session::Enum session() const noexcept
Provides access to session field.
Definition Messages.h:2677
bool scheduledEventTime(Uint64 &value) const noexcept
Provides access to scheduledEventTime field.
Definition Messages.h:2699
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:2569
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:2542
bool quoteSpreadMultiplier(QuoteSpreadMultiplier::Enum &value) const noexcept
Provides access to quoteSpreadMultiplier field.
Definition Messages.h:2654
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:2723
bool orderEntryQualifier(OrderEntryQualifier::Enum &value) const noexcept
Provides access to orderEntryQualifier field.
Definition Messages.h:2666
bool scheduledEvent(ScheduledEvent::Enum &value) const noexcept
Provides access to scheduledEvent field.
Definition Messages.h:2688
bool instrumentState(InstrumentState::Enum &value) const noexcept
Provides access to instrumentState field.
Definition Messages.h:2710
MarketStatesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:2546
MarketDataChangeType::Enum changeType() const noexcept
Provides access to changeType field.
Definition Messages.h:2559
bool tradingPeriod(TradingPeriod::Enum &value) const noexcept
Provides access to tradingPeriod field.
Definition Messages.h:2622
bool statusReason(StatusReason::Enum &value) const noexcept
Provides access to statusReason field.
Definition Messages.h:2600
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:2829
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:2786
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:2796
SbeGroup< MarketStatesEntry, GroupSizeEncoding, MessageSize > MarketStates
Repeating group containing MarketStatesEntry entries.
Definition Messages.h:2759
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:2855
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:2841
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:2876
MarketStatusChange(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:2775
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:2806
bool quantity(Uint64 &value) const noexcept
Provides access to quantity field.
Definition Messages.h:708
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:734
UpdatesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:655
static constexpr const Char * className()
Entity class name.
Definition Messages.h:747
bool numberOfOrders(Uint16 &value) const noexcept
Provides access to numberOfOrders field.
Definition Messages.h:688
MarketDataUpdateType::Enum updateType() const noexcept
Provides access to updateType field.
Definition Messages.h:668
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:678
bool price(Int64 &value) const noexcept
Provides access to price field.
Definition Messages.h:698
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:651
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:720
MarketUpdate(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:772
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:834
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:783
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:813
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:793
SbeGroup< UpdatesEntry, GroupSizeEncoding, MessageSize > Updates
Repeating group containing UpdatesEntry entries.
Definition Messages.h:756
MarketUpdate()=default
Initializes a blank instance.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:860
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:846
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:881
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:803
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:1081
bool previousPriority(Uint64 &value) const noexcept
Provides access to previousPriority field.
Definition Messages.h:1005
bool orderPx(Int64 &value) const noexcept
Provides access to orderPx field.
Definition Messages.h:1025
bool orderQuantity(Uint64 &value) const noexcept
Provides access to orderQuantity field.
Definition Messages.h:1045
static constexpr const Char * className()
Entity class name.
Definition Messages.h:1094
OrdersEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:962
bool orderSide(OrderSide::Enum &value) const noexcept
Provides access to orderSide field.
Definition Messages.h:1035
bool pegOffset(Int8 &value) const noexcept
Provides access to pegOffset field.
Definition Messages.h:1055
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:974
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:958
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:1067
bool orderType(OrderType::Enum &value) const noexcept
Provides access to orderType field.
Definition Messages.h:1015
MarketDataActionType::Enum actionType() const noexcept
Provides access to actionType field.
Definition Messages.h:985
bool orderPriority(Uint64 &value) const noexcept
Provides access to orderPriority field.
Definition Messages.h:995
OrderUpdate(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:1119
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:1181
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:1130
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:1160
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:1140
SbeGroup< OrdersEntry, GroupSizeEncoding, MessageSize > Orders
Repeating group containing OrdersEntry entries.
Definition Messages.h:1103
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:1207
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:1193
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:1228
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:1150
OrderUpdate()=default
Initializes a blank instance.
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:6281
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:6239
OutrightRepEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:6243
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:6267
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:6552
bool lotMultiplier(Uint64 &value) const noexcept
Provides access to lotMultiplier field.
Definition Messages.h:6519
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:6330
bool derivativesInstrumentType(DerivativesInstrumentType::Enum &value) const noexcept
Provides access to derivativesInstrumentType field.
Definition Messages.h:6465
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:6340
StrRef iSINCode() const noexcept
Provides access to iSINCode field.
Definition Messages.h:6380
StrRef maturityDate() const noexcept
Provides access to maturityDate field.
Definition Messages.h:6402
bool contractSymbolIndex(Uint32 &value) const noexcept
Provides access to contractSymbolIndex field.
Definition Messages.h:6360
bool derivativesInstrumentTradingCode(StrRef &value) const noexcept
Provides access to derivativesInstrumentTradingCode field.
Definition Messages.h:6453
bool lastTradingDate(Uint16 &value) const noexcept
Provides access to lastTradingDate field.
Definition Messages.h:6433
bool daysToExpiry(Uint16 &value) const noexcept
Provides access to daysToExpiry field.
Definition Messages.h:6443
bool underlyingSymbolIndex(Uint32 &value) const noexcept
Provides access to underlyingSymbolIndex field.
Definition Messages.h:6499
bool underlyingDerivativesInstrumentTradingCode(StrRef &value) const noexcept
Provides access to underlyingDerivativesInstrumentTradingCode field.
Definition Messages.h:6488
bool cFI(StrRef &value) const noexcept
Provides access to cFI field.
Definition Messages.h:6391
bool lotSize(Uint64 &value) const noexcept
Provides access to lotSize field.
Definition Messages.h:6413
bool instrumentEventDate(Uint16 &value) const noexcept
Provides access to instrumentEventDate field.
Definition Messages.h:6370
bool tradingUnit(Uint64 &value) const noexcept
Provides access to tradingUnit field.
Definition Messages.h:6509
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:6350
bool expiryCycleType(ExpiryCycleType::Enum &value) const noexcept
Provides access to expiryCycleType field.
Definition Messages.h:6477
bool expirationDate(Uint16 &value) const noexcept
Provides access to expirationDate field.
Definition Messages.h:6530
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:6579
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:6565
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:6600
SbeGroup< OutrightRepEntry, GroupSizeEncoding, MessageSize > OutrightRep
Repeating group containing OutrightRepEntry entries.
Definition Messages.h:6303
bool strikePrice(Int64 &value) const noexcept
Provides access to strikePrice field.
Definition Messages.h:6423
OutrightStandingData(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:6319
bool quantity(Uint64 &value) const noexcept
Provides access to quantity field.
Definition Messages.h:1352
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:1412
static constexpr const Char * className()
Entity class name.
Definition Messages.h:1425
bool imbalanceQty(Uint64 &value) const noexcept
Provides access to imbalanceQty field.
Definition Messages.h:1362
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:1332
bool price(Int64 &value) const noexcept
Provides access to price field.
Definition Messages.h:1342
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:1305
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:1398
MarketDataPriceType::Enum priceType() const noexcept
Provides access to priceType field.
Definition Messages.h:1322
bool imbalanceQtySide(ImbalanceQuantitySide::Enum &value) const noexcept
Provides access to imbalanceQtySide field.
Definition Messages.h:1373
bool priceQualifier(PriceQualifier::Enum &value) const noexcept
Provides access to priceQualifier field.
Definition Messages.h:1385
PricesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:1309
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:1512
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:1461
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:1491
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:1471
SbeGroup< PricesEntry, GroupSizeEncoding, MessageSize > Prices
Repeating group containing PricesEntry entries.
Definition Messages.h:1434
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:1538
PriceUpdate()=default
Initializes a blank instance.
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:1524
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:1559
PriceUpdate(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:1450
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:1481
RealTimeIndex(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:4302
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:4426
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:4313
bool eventTime(Uint64 &value) const noexcept
Provides access to eventTime field.
Definition Messages.h:4343
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:4323
bool pctgOfCapitalization(Uint64 &value) const noexcept
Provides access to pctgOfCapitalization field.
Definition Messages.h:4373
IndexPriceCode::Enum indexPriceCode() const noexcept
Provides access to indexPriceCode field.
Definition Messages.h:4413
IndexLevelType::Enum indexLevelType() const noexcept
Provides access to indexLevelType field.
Definition Messages.h:4403
bool prctVarfromPrevClose(Int64 &value) const noexcept
Provides access to prctVarfromPrevClose field.
Definition Messages.h:4383
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:4353
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:4452
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:4438
bool numTradedInstruments(Uint16 &value) const noexcept
Provides access to numTradedInstruments field.
Definition Messages.h:4393
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:4473
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:4333
bool indexLevel(Int64 &value) const noexcept
Provides access to indexLevel field.
Definition Messages.h:4363
RealTimeIndex()=default
Initializes a blank instance.
bool patternId(Uint16 &value) const noexcept
Provides access to patternID field.
Definition Messages.h:3323
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:3401
bool marketModel(MarketModel::Enum &value) const noexcept
Provides access to marketModel field.
Definition Messages.h:3343
bool lotSize(Uint64 &value) const noexcept
Provides access to lotSize field.
Definition Messages.h:3353
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:3297
bool instUnitExp(InstrumentUnitExpression::Enum &value) const noexcept
Provides access to instUnitExp field.
Definition Messages.h:3364
bool anonymous(Anonymous::Enum &value) const noexcept
Provides access to anonymous field.
Definition Messages.h:3375
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:3387
EmmPatternRepEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:3301
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:3313
bool tickSizeIndexId(Uint16 &value) const noexcept
Provides access to tickSizeIndexID field.
Definition Messages.h:3333
bool underlyingMIC(StrRef &value) const noexcept
Provides access to underlyingMIC field.
Definition Messages.h:3817
bool thresholdLISPostTrade60mn(Uint64 &value) const noexcept
Provides access to thresholdLISPostTrade60mn field.
Definition Messages.h:4067
bool taxCode(TaxCode::Enum &value) const noexcept
Provides access to taxCode field.
Definition Messages.h:3949
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:4175
bool priceDecimals(UnsignedChar &value) const noexcept
Provides access to priceDecimals field.
Definition Messages.h:3555
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:3450
bool guaranteeIndicator(GuaranteeIndicator::Enum &value) const noexcept
Provides access to guaranteeIndicator field.
Definition Messages.h:3699
bool maxOrderAmountCall(Uint64 &value) const noexcept
Provides access to maxOrderAmountCall field.
Definition Messages.h:4109
bool longMnemonic(StrRef &value) const noexcept
Provides access to longMnemonic field.
Definition Messages.h:4097
bool strikeCurrencyIndicator(StrikeCurrencyIndicator::Enum &value) const noexcept
Provides access to strikeCurrencyIndicator field.
Definition Messages.h:3873
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:3460
bool issuingCountry(StrRef &value) const noexcept
Provides access to issuingCountry field.
Definition Messages.h:3721
StrRef iSINCode() const noexcept
Provides access to iSINCode field.
Definition Messages.h:3544
bool mnemonic(StrRef &value) const noexcept
Provides access to mnemonic field.
Definition Messages.h:3806
StandingData(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:3439
bool iCBCode(StrRef &value) const noexcept
Provides access to iCBCode field.
Definition Messages.h:4056
SbeGroup< EmmPatternRepEntry, GroupSizeEncoding, MessageSize > EmmPatternRep
Repeating group containing EmmPatternRepEntry entries.
Definition Messages.h:3423
StrRef mIC() const noexcept
Provides access to mIC field.
Definition Messages.h:3773
bool ratioDecimals(UnsignedChar &value) const noexcept
Provides access to ratioDecimals field.
Definition Messages.h:3585
bool iCB(StrRef &value) const noexcept
Provides access to iCB field.
Definition Messages.h:3710
bool mainDepositary(StrRef &value) const noexcept
Provides access to mainDepositary field.
Definition Messages.h:3677
StrRef cFI() const noexcept
Provides access to cFI field.
Definition Messages.h:3595
bool marketOfReferenceMIC(StrRef &value) const noexcept
Provides access to marketOfReferenceMIC field.
Definition Messages.h:4045
bool nominalCurrency(StrRef &value) const noexcept
Provides access to nominalCurrency field.
Definition Messages.h:4004
bool maximumDecimalsInQuantity(UnsignedChar &value) const noexcept
Provides access to maximumDecimalsInQuantity field.
Definition Messages.h:3763
bool tradingCurrency(StrRef &value) const noexcept
Provides access to tradingCurrency field.
Definition Messages.h:3839
bool issuePriceDecimals(UnsignedChar &value) const noexcept
Provides access to issuePriceDecimals field.
Definition Messages.h:4015
bool maturityDate(StrRef &value) const noexcept
Provides access to maturityDate field.
Definition Messages.h:3752
bool darkMinQuantity(Uint32 &value) const noexcept
Provides access to darkMinQuantity field.
Definition Messages.h:3646
bool depositaryList(StrRef &value) const noexcept
Provides access to depositaryList field.
Definition Messages.h:3666
bool amountDecimals(UnsignedChar &value) const noexcept
Provides access to amountDecimals field.
Definition Messages.h:3575
bool countryOfExchange(StrRef &value) const noexcept
Provides access to countryOfExchange field.
Definition Messages.h:3795
bool underlyingISINCode(StrRef &value) const noexcept
Provides access to underlyingISINCode field.
Definition Messages.h:3828
bool lotSize(Uint64 &value) const noexcept
Provides access to lotSize field.
Definition Messages.h:3742
bool issuePrice(Int64 &value) const noexcept
Provides access to issuePrice field.
Definition Messages.h:3994
bool thresholdLISPostTrade120mn(Uint64 &value) const noexcept
Provides access to thresholdLISPostTrade120mn field.
Definition Messages.h:4077
bool darkLISThreshold(Uint64 &value) const noexcept
Provides access to darkLISThreshold field.
Definition Messages.h:3636
bool instrumentEventDate(Uint16 &value) const noexcept
Provides access to instrumentEventDate field.
Definition Messages.h:3606
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:3470
bool quantityNotation(StrRef &value) const noexcept
Provides access to quantityNotation field.
Definition Messages.h:3904
bool dateOfLastTrade(Uint16 &value) const noexcept
Provides access to dateOfLastTrade field.
Definition Messages.h:3656
bool typeOfCorporateEvent(StrRef &value) const noexcept
Provides access to typeOfCorporateEvent field.
Definition Messages.h:3959
bool instUnitExp(InstrumentUnitExpression::Enum &value) const noexcept
Provides access to instUnitExp field.
Definition Messages.h:3916
bool poolFactor(Uint32 &value) const noexcept
Provides access to poolFactor field.
Definition Messages.h:4153
OptiqSegment::Enum optiqSegment() const noexcept
Provides access to optiqSegment field.
Definition Messages.h:3480
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:4204
bool settlementDelay(StrRef &value) const noexcept
Provides access to settlementDelay field.
Definition Messages.h:3927
bool quantityDecimals(UnsignedChar &value) const noexcept
Provides access to quantityDecimals field.
Definition Messages.h:3565
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:4190
bool typeOfMarketAdmission(TypeOfMarketAdmission::Enum &value) const noexcept
Provides access to typeOfMarketAdmission field.
Definition Messages.h:3971
bool thresholdLISPostTradeEOD(Uint64 &value) const noexcept
Provides access to thresholdLISPostTradeEOD field.
Definition Messages.h:4087
bool strikeCurrency(StrRef &value) const noexcept
Provides access to strikeCurrency field.
Definition Messages.h:3938
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:4225
bool liquidInstrumentIndicator(UnsignedChar &value) const noexcept
Provides access to liquidInstrumentIndicator field.
Definition Messages.h:4035
bool maxOrderAmountContinuous(Uint64 &value) const noexcept
Provides access to maxOrderAmountContinuous field.
Definition Messages.h:4120
bool maxOrderQuantityCall(Uint64 &value) const noexcept
Provides access to maxOrderQuantityCall field.
Definition Messages.h:4131
bool strikePriceDecimals(UnsignedChar &value) const noexcept
Provides access to strikePriceDecimals field.
Definition Messages.h:4025
bool repoIndicator(RepoIndicator::Enum &value) const noexcept
Provides access to repoIndicator field.
Definition Messages.h:3983
bool tradingCurrencyIndicator(TradingCurrencyIndicator::Enum &value) const noexcept
Provides access to tradingCurrencyIndicator field.
Definition Messages.h:3861
bool parValue(Uint64 &value) const noexcept
Provides access to parValue field.
Definition Messages.h:3894
bool maxOrderQuantityContinuous(Uint64 &value) const noexcept
Provides access to maxOrderQuantityContinuous field.
Definition Messages.h:4142
StandingData()=default
Initializes a blank instance.
bool darkEligibility(UnsignedChar &value) const noexcept
Provides access to darkEligibility field.
Definition Messages.h:3626
bool lastAdjustedClosingPrice(Int64 &value) const noexcept
Provides access to lastAdjustedClosingPrice field.
Definition Messages.h:3732
bool partitionId(Uint16 &value) const noexcept
Provides access to partitionID field.
Definition Messages.h:3490
bool strikePrice(Int64 &value) const noexcept
Provides access to strikePrice field.
Definition Messages.h:3616
bool numberInstrumentCirculating(Uint64 &value) const noexcept
Provides access to numberInstrumentCirculating field.
Definition Messages.h:3884
bool currencyCoefficient(Uint32 &value) const noexcept
Provides access to currencyCoefficient field.
Definition Messages.h:3850
StrRef instrumentName() const noexcept
Provides access to instrumentName field.
Definition Messages.h:3511
bool firstSettlementDate(Uint16 &value) const noexcept
Provides access to firstSettlementDate field.
Definition Messages.h:3688
bool fullInstrumentName(StrRef &value) const noexcept
Provides access to fullInstrumentName field.
Definition Messages.h:3500
bool instrumentTradingCode(StrRef &value) const noexcept
Provides access to instrumentTradingCode field.
Definition Messages.h:3522
StrRef instrumentGroupCode() const noexcept
Provides access to instrumentGroupCode field.
Definition Messages.h:3533
bool mICList(StrRef &value) const noexcept
Provides access to mICList field.
Definition Messages.h:3784
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:92
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:69
StartOfDay()=default
Initializes a blank instance.
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:118
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:104
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:139
bool sessionTradingDay(Uint16 &value) const noexcept
Provides access to sessionTradingDay field.
Definition Messages.h:79
StartOfDay(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:58
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:9928
bool lastMDSeqNum(Uint64 &value) const noexcept
Provides access to lastMDSeqNum field.
Definition Messages.h:9905
StartOfSnapshot(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:9894
bool snapshotTime(Uint64 &value) const noexcept
Provides access to snapshotTime field.
Definition Messages.h:9915
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:9954
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:9940
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:9975
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:4582
static constexpr const Char * className()
Entity class name.
Definition Messages.h:4595
bool statsUpdateValue(Int64 &value) const noexcept
Provides access to statsUpdateValue field.
Definition Messages.h:4556
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:4530
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:4568
NewStatsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:4534
StatsUpdateType::Enum statsUpdateType() const noexcept
Provides access to statsUpdateType field.
Definition Messages.h:4546
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:4672
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:4631
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:4641
Statistics()=default
Initializes a blank instance.
Statistics(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:4620
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:4651
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:4698
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:4684
SbeGroup< NewStatsEntry, GroupSizeEncoding, MessageSize > NewStats
Repeating group containing NewStatsEntry entries.
Definition Messages.h:4604
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:4719
bool legSymbolIndex(Uint32 &value) const noexcept
Provides access to legSymbolIndex field.
Definition Messages.h:5110
LegBuyorSell::Enum legBuySell() const noexcept
Provides access to legBuySell field.
Definition Messages.h:5140
bool legRatio(Uint32 &value) const noexcept
Provides access to legRatio field.
Definition Messages.h:5130
StrategyStandingDatarep1Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:5098
bool legPrice(Int64 &value) const noexcept
Provides access to legPrice field.
Definition Messages.h:5120
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:5331
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:5215
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:5225
StrRef maturityDate() const noexcept
Provides access to maturityDate field.
Definition Messages.h:5276
bool contractSymbolIndex(Uint32 &value) const noexcept
Provides access to contractSymbolIndex field.
Definition Messages.h:5297
bool cFI(StrRef &value) const noexcept
Provides access to cFI field.
Definition Messages.h:5307
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:5245
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:5357
StrategyStandingDatarep1 strategyStandingDatarep1() const noexcept
Definition Messages.h:5318
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:5343
SbeGroup< StrategyStandingDatarep1Entry, GroupSizeEncoding, MessageSize > StrategyStandingDatarep1
Repeating group containing StrategyStandingDatarep1Entry entries.
Definition Messages.h:5188
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:5378
StrRef derivativesInstrumentTradingCode() const noexcept
Provides access to derivativesInstrumentTradingCode field.
Definition Messages.h:5255
Emm::Enum eMM() const noexcept
Provides access to eMM field.
Definition Messages.h:5235
ExchangeCode::Enum exchangeCode() const noexcept
Provides access to exchangeCode field.
Definition Messages.h:5266
StrategyCode::Enum strategyCode() const noexcept
Provides access to strategyCode field.
Definition Messages.h:5287
StrategyStandingData(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:5204
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:547
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:483
bool retransmissionEndTime(Uint64 &value) const noexcept
Provides access to retransmissionEndTime field.
Definition Messages.h:524
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:504
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:534
bool retransmissionStartTime(Uint64 &value) const noexcept
Provides access to retransmissionStartTime field.
Definition Messages.h:514
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:573
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:559
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:594
TechnicalNotification(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:472
TechnicalNotificationType::Enum technicalNotificationType() const noexcept
Provides access to technicalNotificationType field.
Definition Messages.h:494
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Definition Messages.h:3061
bool phaseTime(Uint64 &value) const noexcept
Provides access to phaseTime field.
Definition Messages.h:2971
static constexpr const Char * className()
Entity class name.
Definition Messages.h:3074
TradingPeriod::Enum tradingPeriod() const noexcept
Provides access to tradingPeriod field.
Definition Messages.h:3001
PhaseQualifier phaseQualifier() const noexcept
Provides access to phaseQualifier field.
Definition Messages.h:2991
Session::Enum session() const noexcept
Provides access to session field.
Definition Messages.h:3023
SbeGroupEntry< GroupSizeEncoding::BlockLength > Base
Base class type.
Definition Messages.h:2955
PhaseId::Enum phaseId() const noexcept
Provides access to phaseId field.
Definition Messages.h:2981
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Definition Messages.h:3047
bool orderEntryQualifier(OrderEntryQualifier::Enum &value) const noexcept
Provides access to orderEntryQualifier field.
Definition Messages.h:3012
bool scheduledEvent(ScheduledEvent::Enum &value) const noexcept
Provides access to scheduledEvent field.
Definition Messages.h:3034
TimetablesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:2959
bool patternId(Uint16 &value) const noexcept
Provides access to patternID field.
Definition Messages.h:3140
static constexpr BlockLength minimalBlockLength(SchemaVersion version) noexcept
Minimal size of message body in bytes.
Definition Messages.h:3173
bool eMM(Emm::Enum &value) const noexcept
Provides access to eMM field.
Definition Messages.h:3130
bool seqNum(Uint64 &value) const noexcept
Provides access to mDSeqNum field.
Definition Messages.h:3110
bool rebroadcastIndicator(UnsignedChar &value) const noexcept
Provides access to rebroadcastIndicator field.
Definition Messages.h:3120
bool symbolIndex(Uint32 &value) const noexcept
Provides access to symbolIndex field.
Definition Messages.h:3150
static constexpr MessageSize getMinimalVariableFieldsSize(SchemaVersion version)
Minimal variable fields size (when variable-length fields are empty).
Definition Messages.h:3199
static constexpr BlockLength blockLength(SchemaVersion version) noexcept
Size of message body in bytes.
Definition Messages.h:3185
static constexpr StrRef fixType() noexcept
FIX message type.
Definition Messages.h:3220
Timetable()=default
Initializes a blank instance.
SbeGroup< TimetablesEntry, GroupSizeEncoding, MessageSize > Timetables
Repeating group containing TimetablesEntry entries.
Definition Messages.h:3083
Timetable(const SbeMessage &message)
Creates an instance over the given SBE message.
Definition Messages.h:3099