#include <OnixS/Euronext/MarketData/OptiqMdg/messaging/Messages.h>
Classes | |
struct | ContractEMMPropertiesEntry |
Public Types | |
enum | { TemplateId = 1013 } |
typedef SchemaTraits | Schema |
typedef SbeGroup< ContractEMMPropertiesEntry, GroupSizeEncoding, MessageSize > | ContractEMMProperties |
Public Types inherited from SbeMessage | |
typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
Public Member Functions | |
ContractStandingData ()=default | |
ContractStandingData (const void *data, EncodedLength length) | |
ContractStandingData (const SbeMessage &message) | |
bool | seqNum (Uint64 &value) const noexcept |
bool | rebroadcastIndicator (UnsignedChar &value) const noexcept |
bool | symbolIndex (Uint32 &value) const noexcept |
OptiqSegment::Enum | optiqSegment () const noexcept |
bool | partitionId (Uint16 &value) const noexcept |
bool | contractEventDate (Uint16 &value) const noexcept |
ExchangeCode::Enum | exchangeCode () const noexcept |
bool | exerStyle (ExerciseStyle::Enum &value) const noexcept |
StrRef | contractName () const noexcept |
bool | contractType (ContractType::Enum &value) const noexcept |
UnderlyingType::Enum | underlyingType () const noexcept |
bool | priceDecimals (UnsignedChar &value) const noexcept |
bool | quantityDecimals (UnsignedChar &value) const noexcept |
bool | amountDecimals (UnsignedChar &value) const noexcept |
bool | ratioDecimals (UnsignedChar &value) const noexcept |
bool | mainDepositary (StrRef &value) const noexcept |
StrRef | mIC () const noexcept |
StrRef | countryOfExchange () const noexcept |
StrRef | productCode () const noexcept |
bool | underlyingMIC (StrRef &value) const noexcept |
bool | underlyingISINCode (StrRef &value) const noexcept |
bool | underlyingExpiry (Uint32 &value) const noexcept |
OrderTypeRules | orderTypeRules () const noexcept |
bool | settlementMethod (Char &value) const noexcept |
StrRef | tradingCurrency () const noexcept |
bool | strikePriceDecimalsRatio (UnsignedChar &value) const noexcept |
MmProtections | mMProtections () const noexcept |
ContractTradingType::Enum | contractTradingType () const noexcept |
bool | instUnitExp (InstrumentUnitExpression::Enum &value) const noexcept |
bool | underlyingSubtype (UnderlyingSubtype::Enum &value) const noexcept |
bool | motherStockISIN (StrRef &value) const noexcept |
bool | settlementTickSize (Uint64 &value) const noexcept |
bool | eDSPTickSize (Uint64 &value) const noexcept |
bool | underlyingSymbolIndex (Uint32 &value) const noexcept |
bool | tradingPolicy (TradingPolicy::Enum &value) const noexcept |
bool | referenceSpreadTableId (Uint16 &value) const noexcept |
bool | derivativesMarketModel (DerivativesMarketModel::Enum &value) const noexcept |
bool | tradingUnit (Uint64 &value) const noexcept |
bool | referencePriceOriginInOpeningCall (ReferencePriceOrigin::Enum &value) const noexcept |
bool | referencePriceOriginInContinuous (ReferencePriceOrigin::Enum &value) const noexcept |
bool | referencePriceOriginInTradingInterruption (ReferencePriceOrigin::Enum &value) const noexcept |
bool | collarExpansionFactor (UnsignedChar &value) const noexcept |
bool | mIFIdIILiquidFlag (UnsignedChar &value) const noexcept |
PricingAlgorithm::Enum | pricingAlgorithm () const noexcept |
bool | lotMultiplier (Uint64 &value) const noexcept |
ContractEMMProperties | contractEMMProperties () const noexcept |
std::string | toString () const |
Public Member Functions inherited from SbeMessage | |
SbeMessage () noexcept | |
SbeMessage (const void *data, MessageSize size) | |
SbeMessage (const void *data, MessageSize size, NoCheck) noexcept | |
void | clear () noexcept |
bool | valid () const noexcept |
MessageTemplateId | templateId () const noexcept |
SchemaVersion | version () const noexcept |
SchemaId | schemaId () const noexcept |
const void * | binary () const noexcept |
const void * | blockEnd () const noexcept |
MessageSize | bufferSize () const noexcept |
BlockLength | blockLength () const noexcept |
const void * | block () const noexcept |
Static Public Member Functions | |
static constexpr BlockLength | minimalBlockLength (SchemaVersion version) noexcept |
static constexpr BlockLength | blockLength (SchemaVersion version) noexcept |
static constexpr MessageSize | getMinimalVariableFieldsSize (SchemaVersion version) |
static constexpr const Char * | className () |
static constexpr StrRef | fixType () noexcept |
Additional Inherited Members | |
Protected Types inherited from SbeMessage | |
typedef SbeGroupList< MessageSize > | GroupList |
Protected Member Functions inherited from SbeMessage | |
GroupList | groups () const noexcept |
template<class Group , class Callable , class Owner > | |
Group | getGroup (Callable callable, Owner &owner) const noexcept |
template<class Group , class Callable , class Owner > | |
Group | getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize > | |
SbeFields ()=default | |
~SbeFields ()=default | |
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize > | |
BinaryBlock ()=default | |
~BinaryBlock ()=default | |
Value | ordinary (MessageSizeoffset) const noexcept |
bool | ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept |
bool | ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
Enumeration::Enum | enumeration (MessageSizeoffset) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept |
bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept |
StrRef | fixedStr (MessageSizeoffset) const noexcept |
bool | fixedStr (StrRef &value, MessageSizeoffset) const noexcept |
bool | fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept |
Definition at line 5406 of file Messages.h.
Repeating group containing ContractEMMPropertiesEntry entries.
Definition at line 5568 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 5411 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 5414 of file Messages.h.
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default |
Initializes a blank instance.
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inline |
Creates an instance over the given memory block.
Definition at line 5574 of file Messages.h.
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inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 5584 of file Messages.h.
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inlinenoexcept |
Provides access to amountDecimals field.
Definition at line 5730 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 6098 of file Messages.h.
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inlinestatic |
Definition at line 6124 of file Messages.h.
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inlinenoexcept |
Provides access to collarExpansionFactor field.
Definition at line 6033 of file Messages.h.
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inlinenoexcept |
Definition at line 6074 of file Messages.h.
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inlinenoexcept |
Provides access to contractEventDate field.
Definition at line 5645 of file Messages.h.
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inlinenoexcept |
Provides access to contractName field.
Definition at line 5677 of file Messages.h.
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inlinenoexcept |
Provides access to contractTradingType field.
Definition at line 5878 of file Messages.h.
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inlinenoexcept |
Provides access to contractType field.
Definition at line 5689 of file Messages.h.
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inlinenoexcept |
Provides access to countryOfExchange field.
Definition at line 5772 of file Messages.h.
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inlinenoexcept |
Provides access to derivativesMarketModel field.
Definition at line 5976 of file Messages.h.
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inlinenoexcept |
Provides access to eDSPTickSize field.
Definition at line 5933 of file Messages.h.
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inlinenoexcept |
Provides access to exchangeCode field.
Definition at line 5655 of file Messages.h.
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inlinenoexcept |
Provides access to exerStyle field.
Definition at line 5666 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 6133 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 6112 of file Messages.h.
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inlinenoexcept |
Provides access to instUnitExp field.
Definition at line 5889 of file Messages.h.
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inlinenoexcept |
Provides access to lotMultiplier field.
Definition at line 6063 of file Messages.h.
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inlinenoexcept |
Provides access to mainDepositary field.
Definition at line 5750 of file Messages.h.
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inlinenoexcept |
Provides access to mIC field.
Definition at line 5761 of file Messages.h.
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inlinenoexcept |
Provides access to mIFIDIILiquidFlag field.
Definition at line 6043 of file Messages.h.
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inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 6085 of file Messages.h.
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inlinenoexcept |
Provides access to mMProtections field.
Definition at line 5867 of file Messages.h.
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inlinenoexcept |
Provides access to motherStockISIN field.
Definition at line 5912 of file Messages.h.
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inlinenoexcept |
Provides access to optiqSegment field.
Definition at line 5625 of file Messages.h.
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inlinenoexcept |
Provides access to orderTypeRules field.
Definition at line 5826 of file Messages.h.
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inlinenoexcept |
Provides access to partitionID field.
Definition at line 5635 of file Messages.h.
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inlinenoexcept |
Provides access to priceDecimals field.
Definition at line 5710 of file Messages.h.
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inlinenoexcept |
Provides access to pricingAlgorithm field.
Definition at line 6053 of file Messages.h.
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inlinenoexcept |
Provides access to productCode field.
Definition at line 5783 of file Messages.h.
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inlinenoexcept |
Provides access to quantityDecimals field.
Definition at line 5720 of file Messages.h.
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inlinenoexcept |
Provides access to ratioDecimals field.
Definition at line 5740 of file Messages.h.
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inlinenoexcept |
Provides access to rebroadcastIndicator field.
Definition at line 5605 of file Messages.h.
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inlinenoexcept |
Provides access to referencePriceOriginInContinuous field.
Definition at line 6010 of file Messages.h.
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inlinenoexcept |
Provides access to referencePriceOriginInOpeningCall field.
Definition at line 5998 of file Messages.h.
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inlinenoexcept |
Provides access to referencePriceOriginInTradingInterruption field.
Definition at line 6022 of file Messages.h.
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inlinenoexcept |
Provides access to referenceSpreadTableID field.
Definition at line 5965 of file Messages.h.
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inlinenoexcept |
Provides access to mDSeqNum field.
Definition at line 5595 of file Messages.h.
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inlinenoexcept |
Provides access to settlementMethod field.
Definition at line 5836 of file Messages.h.
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inlinenoexcept |
Provides access to settlementTickSize field.
Definition at line 5923 of file Messages.h.
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inlinenoexcept |
Provides access to strikePriceDecimalsRatio field.
Definition at line 5857 of file Messages.h.
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inlinenoexcept |
Provides access to symbolIndex field.
Definition at line 5615 of file Messages.h.
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inline |
Definition at line 1045 of file MessageSerialization.h.
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inlinenoexcept |
Provides access to tradingCurrency field.
Definition at line 5846 of file Messages.h.
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inlinenoexcept |
Provides access to tradingPolicy field.
Definition at line 5954 of file Messages.h.
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inlinenoexcept |
Provides access to tradingUnit field.
Definition at line 5987 of file Messages.h.
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inlinenoexcept |
Provides access to underlyingExpiry field.
Definition at line 5816 of file Messages.h.
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inlinenoexcept |
Provides access to underlyingISINCode field.
Definition at line 5805 of file Messages.h.
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inlinenoexcept |
Provides access to underlyingMIC field.
Definition at line 5794 of file Messages.h.
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inlinenoexcept |
Provides access to underlyingSubtype field.
Definition at line 5901 of file Messages.h.
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inlinenoexcept |
Provides access to underlyingSymbolIndex field.
Definition at line 5943 of file Messages.h.
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inlinenoexcept |
Provides access to underlyingType field.
Definition at line 5700 of file Messages.h.