InstrumentLegMsg Struct Reference

Public Member Functions
Integer4	instrumentLocate () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8	timestamp () const ONIXS_FMXUST_BIMP_NOTHROW
Integer1	legNumber () const ONIXS_FMXUST_BIMP_NOTHROW
Integer4	legInstrumentLocate () const ONIXS_FMXUST_BIMP_NOTHROW
Side::Enum	legSide () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8	legRatioQty () const ONIXS_FMXUST_BIMP_NOTHROW
	InstrumentLegMsg (const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_FMXUST_BIMP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_FMXUST_BIMP_NOTHROW
ONIXS_FMXUST_BIMP_EXPLICIT	operator bool () const ONIXS_FMXUST_BIMP_NOTHROW
const void *	binary () const ONIXS_FMXUST_BIMP_NOTHROW
MessageSize	binarySize () const ONIXS_FMXUST_BIMP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_FMXUST_BIMP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 27

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage	submessage (MessageSize offset, MessageSize size) const ONIXS_FMXUST_BIMP_NOTHROW
FieldValue	ordinary (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
const FieldValue &	ordinaryRef (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
Enumeration::Enum	enumeration (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
StrRef	fixedStr (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW

Detailed Description

Definition at line 36 of file InstrumentLeg.h.

Constructor & Destructor Documentation

InstrumentLegMsg()

InstrumentLegMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 93 of file InstrumentLeg.h.

Member Function Documentation

instrumentLocate()

Integer4 instrumentLocate ( ) const

inline

Instrument locate code assigned to the multi-leg security for the day.

Definition at line 39 of file InstrumentLeg.h.

legInstrumentLocate()

Integer4 legInstrumentLocate ( ) const

inline

The instrument locate code for this leg.

Definition at line 61 of file InstrumentLeg.h.

legNumber()

Integer1 legNumber ( ) const

inline

The number of this leg.

Definition at line 54 of file InstrumentLeg.h.

legRatioQty()

Integer8 legRatioQty ( ) const

inline

The ratio of quantity for the leg instrument relative to the entire multi-leg security, scaled by

1. The amount you trade for this leg is Order Size * LegRatioQty / 1000000.

Definition at line 76 of file InstrumentLeg.h.

legSide()

Side::Enum legSide ( ) const

inline

Leg Side.

Definition at line 68 of file InstrumentLeg.h.

timestamp()

Integer8 timestamp ( ) const

inline

Timestamp for this message. Expressed as the number of nanoseconds since Unix Epoch (00:00:00 UTC on 1 January 1970).

Definition at line 47 of file InstrumentLeg.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 86 of file InstrumentLeg.h.

Member Data Documentation

messageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 27

static

Total message size.

Definition at line 83 of file InstrumentLeg.h.