Classes
struct	OutrightRepEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef SbeGroup< OutrightRepEntry, GroupSizeEncoding, MessageSize >	OutrightRep
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	OutrightStandingData ()=default
	OutrightStandingData (const void *data, EncodedLength length)
	OutrightStandingData (const SbeMessage &message)
bool	seqNum (Uint64 &value) const noexcept
bool	rebroadcastIndicator (UnsignedChar &value) const noexcept
bool	symbolIndex (Uint32 &value) const noexcept
bool	contractSymbolIndex (Uint32 &value) const noexcept
bool	instrumentEventDate (Uint16 &value) const noexcept
StrRef	iSINCode () const noexcept
bool	cFI (StrRef &value) const noexcept
StrRef	maturityDate () const noexcept
bool	lotSize (Uint64 &value) const noexcept
bool	strikePrice (Int64 &value) const noexcept
bool	lastTradingDate (Uint16 &value) const noexcept
bool	daysToExpiry (Uint16 &value) const noexcept
bool	derivativesInstrumentTradingCode (StrRef &value) const noexcept
bool	derivativesInstrumentType (DerivativesInstrumentType::Enum &value) const noexcept
bool	expiryCycleType (ExpiryCycleType::Enum &value) const noexcept
bool	underlyingDerivativesInstrumentTradingCode (StrRef &value) const noexcept
bool	underlyingSymbolIndex (Uint32 &value) const noexcept
bool	tradingUnit (Uint64 &value) const noexcept
bool	lotMultiplier (Uint64 &value) const noexcept
bool	expirationDate (Uint16 &value) const noexcept
OutrightRep	outrightRep () 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

Detailed Description

Definition at line 6241 of file Messages.h.

Member Typedef Documentation

◆ OutrightRep

typedef SbeGroup<OutrightRepEntry, GroupSizeEncoding, MessageSize> OutrightRep

Repeating group containing OutrightRepEntry entries.

Definition at line 6330 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 6246 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	1014

Definition at line 6249 of file Messages.h.

Constructor & Destructor Documentation

◆ OutrightStandingData() [1/3]

OutrightStandingData ( )

default

Initializes a blank instance.

◆ OutrightStandingData() [2/3]

OutrightStandingData	(	const void *	data,
		EncodedLength	length )

inline

Creates an instance over the given memory block.

Definition at line 6336 of file Messages.h.

◆ OutrightStandingData() [3/3]

OutrightStandingData ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 6346 of file Messages.h.

Member Function Documentation

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 6592 of file Messages.h.

◆ cFI()

bool cFI ( StrRef & value ) const

inlinenoexcept

Provides access to cFI field.

Definition at line 6418 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 6618 of file Messages.h.

◆ contractSymbolIndex()

bool contractSymbolIndex ( Uint32 & value ) const

inlinenoexcept

Provides access to contractSymbolIndex field.

Definition at line 6387 of file Messages.h.

◆ daysToExpiry()

bool daysToExpiry ( Uint16 & value ) const

inlinenoexcept

Provides access to daysToExpiry field.

Definition at line 6470 of file Messages.h.

◆ derivativesInstrumentTradingCode()

bool derivativesInstrumentTradingCode ( StrRef & value ) const

inlinenoexcept

Provides access to derivativesInstrumentTradingCode field.

Definition at line 6480 of file Messages.h.

◆ derivativesInstrumentType()

bool derivativesInstrumentType ( DerivativesInstrumentType::Enum & value ) const

inlinenoexcept

Provides access to derivativesInstrumentType field.

Definition at line 6492 of file Messages.h.

◆ expirationDate()

bool expirationDate ( Uint16 & value ) const

inlinenoexcept

Provides access to expirationDate field.

Definition at line 6557 of file Messages.h.

◆ expiryCycleType()

bool expiryCycleType ( ExpiryCycleType::Enum & value ) const

inlinenoexcept

Provides access to expiryCycleType field.

Definition at line 6504 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 6628 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

Minimal variable fields size (when variable-length fields are empty).

Definition at line 6606 of file Messages.h.

◆ instrumentEventDate()

bool instrumentEventDate ( Uint16 & value ) const

inlinenoexcept

Provides access to instrumentEventDate field.

Definition at line 6397 of file Messages.h.

◆ iSINCode()

StrRef iSINCode ( ) const

inlinenoexcept

Provides access to iSINCode field.

Definition at line 6407 of file Messages.h.

◆ lastTradingDate()

bool lastTradingDate ( Uint16 & value ) const

inlinenoexcept

Provides access to lastTradingDate field.

Definition at line 6460 of file Messages.h.

◆ lotMultiplier()

bool lotMultiplier ( Uint64 & value ) const

inlinenoexcept

Provides access to lotMultiplier field.

Definition at line 6546 of file Messages.h.

◆ lotSize()

bool lotSize ( Uint64 & value ) const

inlinenoexcept

Provides access to lotSize field.

Definition at line 6440 of file Messages.h.

◆ maturityDate()

StrRef maturityDate ( ) const

inlinenoexcept

Provides access to maturityDate field.

Definition at line 6429 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 6579 of file Messages.h.

◆ outrightRep()

OutrightRep outrightRep ( ) const

inlinenoexcept

Returns: instance of OutrightRep repeating group.

Definition at line 6568 of file Messages.h.

◆ rebroadcastIndicator()

bool rebroadcastIndicator ( UnsignedChar & value ) const

inlinenoexcept

Provides access to rebroadcastIndicator field.

Definition at line 6367 of file Messages.h.

◆ seqNum()

bool seqNum ( Uint64 & value ) const

inlinenoexcept

Provides access to mDSeqNum field.

Definition at line 6357 of file Messages.h.

◆ strikePrice()

bool strikePrice ( Int64 & value ) const

inlinenoexcept

Provides access to strikePrice field.

Definition at line 6450 of file Messages.h.

◆ symbolIndex()

bool symbolIndex ( Uint32 & value ) const

inlinenoexcept

Provides access to symbolIndex field.

Definition at line 6377 of file Messages.h.

◆ toString()

std::string toString ( ) const

inline

Returns: a human-readable presentation.

Definition at line 1126 of file MessageSerialization.h.

◆ tradingUnit()

bool tradingUnit ( Uint64 & value ) const

inlinenoexcept

Provides access to tradingUnit field.

Definition at line 6536 of file Messages.h.

◆ underlyingDerivativesInstrumentTradingCode()

bool underlyingDerivativesInstrumentTradingCode ( StrRef & value ) const

inlinenoexcept

Provides access to underlyingDerivativesInstrumentTradingCode field.

Definition at line 6515 of file Messages.h.

◆ underlyingSymbolIndex()

bool underlyingSymbolIndex ( Uint32 & value ) const

inlinenoexcept

Provides access to underlyingSymbolIndex field.

Definition at line 6526 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ OutrightRep

◆ Schema

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ OutrightStandingData() [1/3]

◆ OutrightStandingData() [2/3]

◆ OutrightStandingData() [3/3]

Member Function Documentation

◆ blockLength()

◆ cFI()

◆ className()

◆ contractSymbolIndex()

◆ daysToExpiry()

◆ derivativesInstrumentTradingCode()

◆ derivativesInstrumentType()

◆ expirationDate()

◆ expiryCycleType()

◆ fixType()

◆ getMinimalVariableFieldsSize()

◆ instrumentEventDate()

◆ iSINCode()

◆ lastTradingDate()

◆ lotMultiplier()

◆ lotSize()

◆ maturityDate()

◆ minimalBlockLength()

◆ outrightRep()

◆ rebroadcastIndicator()

◆ seqNum()

◆ strikePrice()

◆ symbolIndex()

◆ toString()

◆ tradingUnit()

◆ underlyingDerivativesInstrumentTradingCode()

◆ underlyingSymbolIndex()