Classes | |
| struct | EmmPatternRepEntry |
Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef SbeGroup< EmmPatternRepEntry, GroupSizeEncoding, MessageSize > | EmmPatternRep |
| Public Types inherited from SbeMessage | |
| typedef MessageSize | EncodedLength |
| typedef MessageSize | BlockLength |
Public Member Functions | |
| StandingData ()=default | |
| StandingData (const void *data, EncodedLength length) | |
| StandingData (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 | fullInstrumentName (StrRef &value) const noexcept |
| StrRef | instrumentName () const noexcept |
| bool | instrumentTradingCode (StrRef &value) const noexcept |
| StrRef | instrumentGroupCode () const noexcept |
| StrRef | iSINCode () 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 |
| StrRef | cFI () const noexcept |
| bool | instrumentEventDate (Uint16 &value) const noexcept |
| bool | strikePrice (Int64 &value) const noexcept |
| bool | darkEligibility (UnsignedChar &value) const noexcept |
| bool | darkLISThreshold (Uint64 &value) const noexcept |
| bool | darkMinQuantity (Uint32 &value) const noexcept |
| bool | dateOfLastTrade (Uint16 &value) const noexcept |
| bool | depositaryList (StrRef &value) const noexcept |
| bool | mainDepositary (StrRef &value) const noexcept |
| bool | firstSettlementDate (Uint16 &value) const noexcept |
| bool | guaranteeIndicator (GuaranteeIndicator::Enum &value) const noexcept |
| bool | iCB (StrRef &value) const noexcept |
| bool | issuingCountry (StrRef &value) const noexcept |
| bool | lastAdjustedClosingPrice (Int64 &value) const noexcept |
| bool | lotSize (Uint64 &value) const noexcept |
| bool | maturityDate (StrRef &value) const noexcept |
| bool | maximumDecimalsInQuantity (UnsignedChar &value) const noexcept |
| StrRef | mIC () const noexcept |
| bool | mICList (StrRef &value) const noexcept |
| bool | countryOfExchange (StrRef &value) const noexcept |
| bool | mnemonic (StrRef &value) const noexcept |
| bool | underlyingMIC (StrRef &value) const noexcept |
| bool | underlyingISINCode (StrRef &value) const noexcept |
| bool | tradingCurrency (StrRef &value) const noexcept |
| bool | currencyCoefficient (Uint32 &value) const noexcept |
| bool | tradingCurrencyIndicator (TradingCurrencyIndicator::Enum &value) const noexcept |
| bool | strikeCurrencyIndicator (StrikeCurrencyIndicator::Enum &value) const noexcept |
| bool | numberInstrumentCirculating (Uint64 &value) const noexcept |
| bool | parValue (Uint64 &value) const noexcept |
| bool | quantityNotation (StrRef &value) const noexcept |
| bool | instUnitExp (InstrumentUnitExpression::Enum &value) const noexcept |
| bool | settlementDelay (StrRef &value) const noexcept |
| bool | strikeCurrency (StrRef &value) const noexcept |
| bool | taxCode (TaxCode::Enum &value) const noexcept |
| bool | typeOfCorporateEvent (StrRef &value) const noexcept |
| bool | typeOfMarketAdmission (TypeOfMarketAdmission::Enum &value) const noexcept |
| bool | repoIndicator (RepoIndicator::Enum &value) const noexcept |
| bool | issuePrice (Int64 &value) const noexcept |
| bool | nominalCurrency (StrRef &value) const noexcept |
| bool | issuePriceDecimals (UnsignedChar &value) const noexcept |
| bool | strikePriceDecimals (UnsignedChar &value) const noexcept |
| bool | liquidInstrumentIndicator (UnsignedChar &value) const noexcept |
| bool | marketOfReferenceMIC (StrRef &value) const noexcept |
| bool | iCBCode (StrRef &value) const noexcept |
| bool | thresholdLISPostTrade60mn (Uint64 &value) const noexcept |
| bool | thresholdLISPostTrade120mn (Uint64 &value) const noexcept |
| bool | thresholdLISPostTradeEOD (Uint64 &value) const noexcept |
| bool | longMnemonic (StrRef &value) const noexcept |
| bool | maxOrderAmountCall (Uint64 &value) const noexcept |
| bool | maxOrderAmountContinuous (Uint64 &value) const noexcept |
| bool | maxOrderQuantityCall (Uint64 &value) const noexcept |
| bool | maxOrderQuantityContinuous (Uint64 &value) const noexcept |
| bool | poolFactor (Uint32 &value) const noexcept |
| EmmPatternRep | emmPatternRep () 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 3289 of file Messages.h.
Repeating group containing EmmPatternRepEntry entries.
Definition at line 3440 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 3294 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 1007 | |
Definition at line 3297 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Creates an instance over the given memory block.
Definition at line 3446 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 3456 of file Messages.h.
|
inlinenoexcept |
Provides access to amountDecimals field.
Definition at line 3592 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 4207 of file Messages.h.
|
inlinenoexcept |
Provides access to cFI field.
Definition at line 3612 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 4233 of file Messages.h.
|
inlinenoexcept |
Provides access to countryOfExchange field.
Definition at line 3812 of file Messages.h.
|
inlinenoexcept |
Provides access to currencyCoefficient field.
Definition at line 3867 of file Messages.h.
|
inlinenoexcept |
Provides access to darkEligibility field.
Definition at line 3643 of file Messages.h.
|
inlinenoexcept |
Provides access to darkLISThreshold field.
Definition at line 3653 of file Messages.h.
|
inlinenoexcept |
Provides access to darkMinQuantity field.
Definition at line 3663 of file Messages.h.
|
inlinenoexcept |
Provides access to dateOfLastTrade field.
Definition at line 3673 of file Messages.h.
|
inlinenoexcept |
Provides access to depositaryList field.
Definition at line 3683 of file Messages.h.
|
inlinenoexcept |
Definition at line 4181 of file Messages.h.
|
inlinenoexcept |
Provides access to firstSettlementDate field.
Definition at line 3705 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 4243 of file Messages.h.
|
inlinenoexcept |
Provides access to fullInstrumentName field.
Definition at line 3517 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 4221 of file Messages.h.
|
inlinenoexcept |
Provides access to guaranteeIndicator field.
Definition at line 3716 of file Messages.h.
|
inlinenoexcept |
Provides access to iCB field.
Definition at line 3727 of file Messages.h.
|
inlinenoexcept |
Provides access to iCBCode field.
Definition at line 4073 of file Messages.h.
|
inlinenoexcept |
Provides access to instrumentEventDate field.
Definition at line 3623 of file Messages.h.
|
inlinenoexcept |
Provides access to instrumentGroupCode field.
Definition at line 3550 of file Messages.h.
|
inlinenoexcept |
Provides access to instrumentName field.
Definition at line 3528 of file Messages.h.
|
inlinenoexcept |
Provides access to instrumentTradingCode field.
Definition at line 3539 of file Messages.h.
|
inlinenoexcept |
Provides access to instUnitExp field.
Definition at line 3933 of file Messages.h.
|
inlinenoexcept |
Provides access to iSINCode field.
Definition at line 3561 of file Messages.h.
|
inlinenoexcept |
Provides access to issuePrice field.
Definition at line 4011 of file Messages.h.
|
inlinenoexcept |
Provides access to issuePriceDecimals field.
Definition at line 4032 of file Messages.h.
|
inlinenoexcept |
Provides access to issuingCountry field.
Definition at line 3738 of file Messages.h.
|
inlinenoexcept |
Provides access to lastAdjustedClosingPrice field.
Definition at line 3749 of file Messages.h.
|
inlinenoexcept |
Provides access to liquidInstrumentIndicator field.
Definition at line 4052 of file Messages.h.
|
inlinenoexcept |
Provides access to longMnemonic field.
Definition at line 4114 of file Messages.h.
|
inlinenoexcept |
Provides access to lotSize field.
Definition at line 3759 of file Messages.h.
|
inlinenoexcept |
Provides access to mainDepositary field.
Definition at line 3694 of file Messages.h.
|
inlinenoexcept |
Provides access to marketOfReferenceMIC field.
Definition at line 4062 of file Messages.h.
|
inlinenoexcept |
Provides access to maturityDate field.
Definition at line 3769 of file Messages.h.
|
inlinenoexcept |
Provides access to maximumDecimalsInQuantity field.
Definition at line 3780 of file Messages.h.
|
inlinenoexcept |
Provides access to maxOrderAmountCall field.
Definition at line 4126 of file Messages.h.
|
inlinenoexcept |
Provides access to maxOrderAmountContinuous field.
Definition at line 4137 of file Messages.h.
|
inlinenoexcept |
Provides access to maxOrderQuantityCall field.
Definition at line 4148 of file Messages.h.
|
inlinenoexcept |
Provides access to maxOrderQuantityContinuous field.
Definition at line 4159 of file Messages.h.
|
inlinenoexcept |
Provides access to mIC field.
Definition at line 3790 of file Messages.h.
|
inlinenoexcept |
Provides access to mICList field.
Definition at line 3801 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 4192 of file Messages.h.
|
inlinenoexcept |
Provides access to mnemonic field.
Definition at line 3823 of file Messages.h.
|
inlinenoexcept |
Provides access to nominalCurrency field.
Definition at line 4021 of file Messages.h.
|
inlinenoexcept |
Provides access to numberInstrumentCirculating field.
Definition at line 3901 of file Messages.h.
|
inlinenoexcept |
Provides access to optiqSegment field.
Definition at line 3497 of file Messages.h.
|
inlinenoexcept |
Provides access to partitionID field.
Definition at line 3507 of file Messages.h.
|
inlinenoexcept |
Provides access to parValue field.
Definition at line 3911 of file Messages.h.
|
inlinenoexcept |
Provides access to poolFactor field.
Definition at line 4170 of file Messages.h.
|
inlinenoexcept |
Provides access to priceDecimals field.
Definition at line 3572 of file Messages.h.
|
inlinenoexcept |
Provides access to quantityDecimals field.
Definition at line 3582 of file Messages.h.
|
inlinenoexcept |
Provides access to quantityNotation field.
Definition at line 3921 of file Messages.h.
|
inlinenoexcept |
Provides access to ratioDecimals field.
Definition at line 3602 of file Messages.h.
|
inlinenoexcept |
Provides access to rebroadcastIndicator field.
Definition at line 3477 of file Messages.h.
|
inlinenoexcept |
Provides access to repoIndicator field.
Definition at line 4000 of file Messages.h.
|
inlinenoexcept |
Provides access to mDSeqNum field.
Definition at line 3467 of file Messages.h.
|
inlinenoexcept |
Provides access to settlementDelay field.
Definition at line 3944 of file Messages.h.
|
inlinenoexcept |
Provides access to strikeCurrency field.
Definition at line 3955 of file Messages.h.
|
inlinenoexcept |
Provides access to strikeCurrencyIndicator field.
Definition at line 3890 of file Messages.h.
|
inlinenoexcept |
Provides access to strikePrice field.
Definition at line 3633 of file Messages.h.
|
inlinenoexcept |
Provides access to strikePriceDecimals field.
Definition at line 4042 of file Messages.h.
|
inlinenoexcept |
Provides access to symbolIndex field.
Definition at line 3487 of file Messages.h.
|
inlinenoexcept |
Provides access to taxCode field.
Definition at line 3966 of file Messages.h.
|
inlinenoexcept |
Provides access to thresholdLISPostTrade120mn field.
Definition at line 4094 of file Messages.h.
|
inlinenoexcept |
Provides access to thresholdLISPostTrade60mn field.
Definition at line 4084 of file Messages.h.
|
inlinenoexcept |
Provides access to thresholdLISPostTradeEOD field.
Definition at line 4104 of file Messages.h.
|
inline |
Definition at line 717 of file MessageSerialization.h.
|
inlinenoexcept |
Provides access to tradingCurrency field.
Definition at line 3856 of file Messages.h.
|
inlinenoexcept |
Provides access to tradingCurrencyIndicator field.
Definition at line 3878 of file Messages.h.
|
inlinenoexcept |
Provides access to typeOfCorporateEvent field.
Definition at line 3976 of file Messages.h.
|
inlinenoexcept |
Provides access to typeOfMarketAdmission field.
Definition at line 3988 of file Messages.h.
|
inlinenoexcept |
Provides access to underlyingISINCode field.
Definition at line 3845 of file Messages.h.
|
inlinenoexcept |
Provides access to underlyingMIC field.
Definition at line 3834 of file Messages.h.