Classes | |
struct | ContractEMMPropertiesEntry |
Public Types | |
enum | |
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 StrRef | className () noexcept |
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 (MessageSize offset) const noexcept |
Enumeration::Enum | enumeration (MessageSize offset) const noexcept |
StrRef | fixedStr (MessageSize offset) const noexcept |
Definition at line 5457 of file Messages.h.
Repeating group containing ContractEMMPropertiesEntry entries.
Definition at line 5620 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 5462 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | ||
---|---|---|
TemplateId | 1013 |
Definition at line 5465 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Creates an instance over the given memory block.
Definition at line 5626 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 5636 of file Messages.h.
|
inlinenoexcept |
Provides access to amountDecimals field.
Definition at line 5782 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 6150 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 6176 of file Messages.h.
|
inlinenoexcept |
Provides access to collarExpansionFactor field.
Definition at line 6085 of file Messages.h.
|
inlinenoexcept |
Definition at line 6126 of file Messages.h.
|
inlinenoexcept |
Provides access to contractEventDate field.
Definition at line 5697 of file Messages.h.
|
inlinenoexcept |
Provides access to contractName field.
Definition at line 5729 of file Messages.h.
|
inlinenoexcept |
Provides access to contractTradingType field.
Definition at line 5930 of file Messages.h.
|
inlinenoexcept |
Provides access to contractType field.
Definition at line 5741 of file Messages.h.
|
inlinenoexcept |
Provides access to countryOfExchange field.
Definition at line 5824 of file Messages.h.
|
inlinenoexcept |
Provides access to derivativesMarketModel field.
Definition at line 6028 of file Messages.h.
|
inlinenoexcept |
Provides access to eDSPTickSize field.
Definition at line 5985 of file Messages.h.
|
inlinenoexcept |
Provides access to exchangeCode field.
Definition at line 5707 of file Messages.h.
|
inlinenoexcept |
Provides access to exerStyle field.
Definition at line 5718 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 6186 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 6164 of file Messages.h.
|
inlinenoexcept |
Provides access to instUnitExp field.
Definition at line 5941 of file Messages.h.
|
inlinenoexcept |
Provides access to lotMultiplier field.
Definition at line 6115 of file Messages.h.
|
inlinenoexcept |
Provides access to mainDepositary field.
Definition at line 5802 of file Messages.h.
|
inlinenoexcept |
Provides access to mIC field.
Definition at line 5813 of file Messages.h.
|
inlinenoexcept |
Provides access to mIFIDIILiquidFlag field.
Definition at line 6095 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 6137 of file Messages.h.
|
inlinenoexcept |
Provides access to mMProtections field.
Definition at line 5919 of file Messages.h.
|
inlinenoexcept |
Provides access to motherStockISIN field.
Definition at line 5964 of file Messages.h.
|
inlinenoexcept |
Provides access to optiqSegment field.
Definition at line 5677 of file Messages.h.
|
inlinenoexcept |
Provides access to orderTypeRules field.
Definition at line 5878 of file Messages.h.
|
inlinenoexcept |
Provides access to partitionID field.
Definition at line 5687 of file Messages.h.
|
inlinenoexcept |
Provides access to priceDecimals field.
Definition at line 5762 of file Messages.h.
|
inlinenoexcept |
Provides access to pricingAlgorithm field.
Definition at line 6105 of file Messages.h.
|
inlinenoexcept |
Provides access to productCode field.
Definition at line 5835 of file Messages.h.
|
inlinenoexcept |
Provides access to quantityDecimals field.
Definition at line 5772 of file Messages.h.
|
inlinenoexcept |
Provides access to ratioDecimals field.
Definition at line 5792 of file Messages.h.
|
inlinenoexcept |
Provides access to rebroadcastIndicator field.
Definition at line 5657 of file Messages.h.
|
inlinenoexcept |
Provides access to referencePriceOriginInContinuous field.
Definition at line 6062 of file Messages.h.
|
inlinenoexcept |
Provides access to referencePriceOriginInOpeningCall field.
Definition at line 6050 of file Messages.h.
|
inlinenoexcept |
Provides access to referencePriceOriginInTradingInterruption field.
Definition at line 6074 of file Messages.h.
|
inlinenoexcept |
Provides access to referenceSpreadTableID field.
Definition at line 6017 of file Messages.h.
|
inlinenoexcept |
Provides access to mDSeqNum field.
Definition at line 5647 of file Messages.h.
|
inlinenoexcept |
Provides access to settlementMethod field.
Definition at line 5888 of file Messages.h.
|
inlinenoexcept |
Provides access to settlementTickSize field.
Definition at line 5975 of file Messages.h.
|
inlinenoexcept |
Provides access to strikePriceDecimalsRatio field.
Definition at line 5909 of file Messages.h.
|
inlinenoexcept |
Provides access to symbolIndex field.
Definition at line 5667 of file Messages.h.
|
inline |
Definition at line 1045 of file MessageSerialization.h.
|
inlinenoexcept |
Provides access to tradingCurrency field.
Definition at line 5898 of file Messages.h.
|
inlinenoexcept |
Provides access to tradingPolicy field.
Definition at line 6006 of file Messages.h.
|
inlinenoexcept |
Provides access to tradingUnit field.
Definition at line 6039 of file Messages.h.
|
inlinenoexcept |
Provides access to underlyingExpiry field.
Definition at line 5868 of file Messages.h.
|
inlinenoexcept |
Provides access to underlyingISINCode field.
Definition at line 5857 of file Messages.h.
|
inlinenoexcept |
Provides access to underlyingMIC field.
Definition at line 5846 of file Messages.h.
|
inlinenoexcept |
Provides access to underlyingSubtype field.
Definition at line 5953 of file Messages.h.
|
inlinenoexcept |
Provides access to underlyingSymbolIndex field.
Definition at line 5995 of file Messages.h.
|
inlinenoexcept |
Provides access to underlyingType field.
Definition at line 5752 of file Messages.h.