Classes | |
| struct | BlockDetailsEntry |
| struct | SecurityAltIDEntry |
Public Types | |
| enum | |
| typedef SchemaTraits | Schema |
| typedef SecurityDefinitionReport | ThisType |
| typedef SbeGroup< BlockDetailsEntry, GroupSizeEncoding, MessageSize > | BlockDetails |
| typedef SbeGroup< SecurityAltIDEntry, GroupSizeEncoding, MessageSize > | SecurityAltID |
| Public Types inherited from SbeMessage | |
| typedef MessageSize | EncodedLength |
| typedef MessageSize | BlockLength |
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 UInt64 | getMaxMessageSize (UInt8) noexcept |
| static constexpr StrRef | className () noexcept |
| static constexpr StrRef | fixType () noexcept |
Additional Inherited Members | |
| Protected Types inherited from SbeMessage | |
| typedef SbeGroupList< MessageSize > | GroupList |
| typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
| Protected Member Functions inherited from SbeMessage | |
| SbeMessage & | version (SchemaVersion version) noexcept |
| GroupList | groups () noexcept |
| GroupList | groups () const noexcept |
| template<typename Group> | |
| void | initGroup (Group &group, typename Group::EntrySize entrySize) noexcept |
| template<typename Group> | |
| void | setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
| template<typename Group> | |
| void | constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail) |
| template<typename DATA> | |
| void | setVarDataField (DATA &data, StrRef value, const void *oldMessageTail) |
| VariableLengthFieldList | variableLengthFields () noexcept |
| VariableLengthFieldList | variableLengthFields () const noexcept |
| void | init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept |
| MessageSize | calculateBinarySize (const void *tail) const noexcept |
| template<class Callable, class Owner> | |
| void | setVariableLengthField (Callable callable, StrRef value, Owner &owner) |
| template<class Callable, class Owner> | |
| void | setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner) |
| template<class Callable, class Owner> | |
| StrRef | getVariableLengthField (Callable callable, const Owner &owner) const noexcept |
| template<class Callable, class Owner> | |
| StrRef | getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
| template<class Callable, class Owner> | |
| void | setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept |
| template<class Group, class Callable, class Owner> | |
| void | resetGroup (Callable callable, Owner &owner) noexcept |
| template<class Callable, class Owner> | |
| void | setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept |
| template<class Group, class Callable, class Owner> | |
| void | resetGroup (Callable callable, SchemaVersion since, Owner &owner) |
| template<class Group, class Callable, class Owner> | |
| ONIXS_ICEBOE_FORCEINLINE Group | getGroup (Callable callable, Owner &owner) const noexcept |
| template<class Group, class Callable, class Owner> | |
| ONIXS_ICEBOE_FORCEINLINE Group | getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept |
| template<class Group, class Callable, class Owner> | |
| ONIXS_ICEBOE_FORCEINLINE Group | constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
| template<class Group, class Callable, class Owner> | |
| ONIXS_ICEBOE_FORCEINLINE Group | constructGroup (Callable callable, typename Group::Size length, Owner &owner) |
| template<class Group, class Callable, class Owner> | |
| Group | setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner) |
| template<class Group, class Callable, class Owner> | |
| Group | setupGroup (Callable callable, typename Group::Size length, Owner &owner) |
| 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 | |
| ONIXS_ICEBOE_FORCEINLINE Value | ordinary (MessageSize offset) const noexcept |
| ONIXS_ICEBOE_FORCEINLINE Enumeration | enumeration (MessageSize offset) const noexcept |
| ONIXS_ICEBOE_FORCEINLINE StrRef | fixedStr (MessageSize offset) const noexcept |
| ONIXS_ICEBOE_FORCEINLINE Value | decimal (MessageSize offset) const noexcept |
| ONIXS_ICEBOE_FORCEINLINE std::enable_if<!isComposite< typenameNullValue::Value >::value, SbeOptionalConverted< decltype(std::declval< Callable >()(std::declval< typenameArgType< Callable >::type >()))> >::type | convertible (MessageSize offset, OptionalTag) const noexcept(noexcept(Callable::Nothrow)) |
| Protected Member Functions inherited from BinaryBlockBase | |
| ~BinaryBlockBase ()=default | |
| Static Protected Member Functions inherited from SbeMessage | |
| static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 4232 of file Messages.h.
Repeating group containing BlockDetailsEntry entries.
Definition at line 4385 of file Messages.h.
| typedef SchemaTraits Schema |
Used template schema.
Definition at line 4237 of file Messages.h.
Repeating group containing SecurityAltIDEntry entries.
Definition at line 4521 of file Messages.h.
| typedef SecurityDefinitionReport ThisType |
This type alias.
Definition at line 4240 of file Messages.h.
| anonymous enum |
Message template ID from SBE schema.
| Enumerator | ||
|---|---|---|
| TemplateId | 115 | |
Definition at line 4243 of file Messages.h.
|
default |
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 4527 of file Messages.h.
|
inline |
Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.
Definition at line 4539 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 4549 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 4557 of file Messages.h.
|
inlinenoexcept |
Creates an instance over the given memory block.
Performs no checks.
Definition at line 4567 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5704 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5712 of file Messages.h.
Definition at line 5720 of file Messages.h.
|
inlinenoexcept |
int32NULL.
Definition at line 5282 of file Messages.h.
int32NULL.
Definition at line 5290 of file Messages.h.
Definition at line 5298 of file Messages.h.
|
inlinenoexcept |
Definition at line 5930 of file Messages.h.
|
inlinenoexcept |
Definition at line 5939 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 5949 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 5959 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Size of message body in bytes.
Definition at line 6225 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5626 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5634 of file Messages.h.
Definition at line 5642 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 5172 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 5180 of file Messages.h.
|
inlinenoexcept |
Definition at line 6337 of file Messages.h.
|
inlinenoexcept |
Provides access to cfiCode field.
Definition at line 4739 of file Messages.h.
Provides access to cfiCode field.
Definition at line 4748 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Definition at line 6309 of file Messages.h.
|
inlinenoexcept |
Provides access to clearable field.
Definition at line 5344 of file Messages.h.
|
inlinenoexcept |
Provides access to clearable field.
Definition at line 5352 of file Messages.h.
|
inlinenoexcept |
Definition at line 6031 of file Messages.h.
Definition at line 6124 of file Messages.h.
|
inlinenoexcept |
Provides access to contractMultiplier field.
Definition at line 4835 of file Messages.h.
Provides access to contractMultiplier field.
Definition at line 4843 of file Messages.h.
|
inlinenoexcept |
Provides access to contractSize field.
Definition at line 5208 of file Messages.h.
Provides access to contractSize field.
Definition at line 5216 of file Messages.h.
|
inlinenoexcept |
Provides access to currency field.
Definition at line 4973 of file Messages.h.
Definition at line 4991 of file Messages.h.
Provides access to currency field.
Definition at line 4982 of file Messages.h.
|
inlinenoexcept |
Provides access to denominator field.
Definition at line 5466 of file Messages.h.
Provides access to denominator field.
Definition at line 5474 of file Messages.h.
|
inlinenoexcept |
UTC days since Unix epoch (January 1st, 1970).
Definition at line 4878 of file Messages.h.
Definition at line 4893 of file Messages.h.
UTC days since Unix epoch (January 1st, 1970).
Definition at line 4885 of file Messages.h.
|
inlinenoexcept |
Provides access to exchangeSilo field.
Definition at line 4667 of file Messages.h.
|
inlinenoexcept |
Provides access to exchangeSilo field.
Definition at line 4675 of file Messages.h.
|
inlinestaticconstexprnoexcept |
FIX message type.
Definition at line 6317 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5652 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5660 of file Messages.h.
Definition at line 5668 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5756 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5764 of file Messages.h.
Definition at line 5772 of file Messages.h.
Maximal message size.
Definition at line 6245 of file Messages.h.
|
inlinestaticconstexpr |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 6235 of file Messages.h.
|
inlinenoexcept |
Provides access to granularity field.
Definition at line 5262 of file Messages.h.
Provides access to granularity field.
Definition at line 5271 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5678 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5686 of file Messages.h.
Definition at line 5694 of file Messages.h.
|
inlinenoexcept |
int32NULL.
Definition at line 5388 of file Messages.h.
int32NULL.
Definition at line 5396 of file Messages.h.
Definition at line 5404 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5414 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5422 of file Messages.h.
Definition at line 5430 of file Messages.h.
|
inlinenoexcept |
int32NULL.
Definition at line 5362 of file Messages.h.
int32NULL.
Definition at line 5370 of file Messages.h.
Definition at line 5378 of file Messages.h.
|
inlinenoexcept |
Definition at line 6087 of file Messages.h.
Definition at line 6204 of file Messages.h.
|
inlinenoexcept |
Definition at line 6065 of file Messages.h.
Definition at line 6174 of file Messages.h.
|
inlinenoexcept |
Provides access to hubID field.
Definition at line 5782 of file Messages.h.
Provides access to hubID field.
Definition at line 5790 of file Messages.h.
|
inlinenoexcept |
Definition at line 6059 of file Messages.h.
Definition at line 6164 of file Messages.h.
|
inlinenoexcept |
Provides access to impliedType field.
Definition at line 5502 of file Messages.h.
Provides access to impliedType field.
Definition at line 5510 of file Messages.h.
Definition at line 5518 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 5064 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 5072 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 5046 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 5054 of file Messages.h.
|
inlinenoexcept |
Provides access to initialMargin field.
Definition at line 5484 of file Messages.h.
Provides access to initialMargin field.
Definition at line 5492 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5440 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5448 of file Messages.h.
Definition at line 5456 of file Messages.h.
|
inlinenoexcept |
Provides access to listSeqNo field.
Definition at line 4703 of file Messages.h.
Provides access to listSeqNo field.
Definition at line 4711 of file Messages.h.
|
inlinenoexcept |
Provides access to lotSize field.
Definition at line 5190 of file Messages.h.
Provides access to lotSize field.
Definition at line 5198 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 5572 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 5580 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5878 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5886 of file Messages.h.
Definition at line 5894 of file Messages.h.
|
inlinenoexcept |
Provides access to marketTypeID field.
Definition at line 4631 of file Messages.h.
Provides access to marketTypeID field.
Definition at line 4639 of file Messages.h.
|
inlinenoexcept |
UTC days since Unix epoch (January 1st, 1970).
Definition at line 4785 of file Messages.h.
Definition at line 4800 of file Messages.h.
UTC days since Unix epoch (January 1st, 1970).
Definition at line 4792 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 5100 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 5108 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5730 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5738 of file Messages.h.
Definition at line 5746 of file Messages.h.
|
inlinestaticconstexprnoexcept |
Minimal size of message body in bytes.
Definition at line 6216 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 5082 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 5090 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5904 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5912 of file Messages.h.
Definition at line 5920 of file Messages.h.
|
inlinenoexcept |
Provides access to numOfCycles field.
Definition at line 5554 of file Messages.h.
Provides access to numOfCycles field.
Definition at line 5562 of file Messages.h.
|
inlinenoexcept |
Provides access to numOfDecimalPrice field.
Definition at line 5226 of file Messages.h.
Provides access to numOfDecimalPrice field.
Definition at line 5234 of file Messages.h.
|
inlinenoexcept |
Provides access to numOfDecimalQty field.
Definition at line 5244 of file Messages.h.
Provides access to numOfDecimalQty field.
Definition at line 5252 of file Messages.h.
|
inlinenoexcept |
int8NULL.
Definition at line 5528 of file Messages.h.
int8NULL.
Definition at line 5536 of file Messages.h.
Definition at line 5544 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 5118 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 5126 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 5136 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 5144 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5800 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5808 of file Messages.h.
Definition at line 5816 of file Messages.h.
|
inlinenoexcept |
Definition at line 6079 of file Messages.h.
Definition at line 6194 of file Messages.h.
|
inlinenoexcept |
Definition at line 6023 of file Messages.h.
Definition at line 6114 of file Messages.h.
|
inlinenoexcept |
Definition at line 6047 of file Messages.h.
Definition at line 6144 of file Messages.h.
|
inlinenoexcept |
Provides access to productID field.
Definition at line 5326 of file Messages.h.
Provides access to productID field.
Definition at line 5334 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 4903 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 4911 of file Messages.h.
Definition at line 4919 of file Messages.h.
|
inlinenoexcept |
int32NULL.
Definition at line 5852 of file Messages.h.
int32NULL.
Definition at line 5860 of file Messages.h.
Definition at line 5868 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 6272 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 6252 of file Messages.h.
|
inlinenoexcept |
Provides access to noRpts field.
Definition at line 4685 of file Messages.h.
Provides access to noRpts field.
Definition at line 4693 of file Messages.h.
|
inlinenoexcept |
UTC days since Unix epoch (January 1st, 1970).
Definition at line 4810 of file Messages.h.
Definition at line 4825 of file Messages.h.
UTC days since Unix epoch (January 1st, 1970).
Definition at line 4817 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 5154 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 5162 of file Messages.h.
|
inlinenoexcept |
Definition at line 5969 of file Messages.h.
|
inlinenoexcept |
Definition at line 5978 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 5988 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 5998 of file Messages.h.
|
inlinenoexcept |
Definition at line 6039 of file Messages.h.
Definition at line 6134 of file Messages.h.
|
inlinenoexcept |
Definition at line 6071 of file Messages.h.
Definition at line 6184 of file Messages.h.
|
inlinenoexcept |
Definition at line 6007 of file Messages.h.
Definition at line 6094 of file Messages.h.
|
inlinenoexcept |
Provides access to securityReqID field.
Definition at line 4577 of file Messages.h.
Provides access to securityReqID field.
Definition at line 4585 of file Messages.h.
|
inlinenoexcept |
Provides access to securityResponseID field.
Definition at line 4613 of file Messages.h.
Provides access to securityResponseID field.
Definition at line 4621 of file Messages.h.
|
inlinenoexcept |
Provides access to securityResponseType field.
Definition at line 4595 of file Messages.h.
|
inlinenoexcept |
Provides access to securityResponseType field.
Definition at line 4603 of file Messages.h.
|
inlinenoexcept |
int16NULL.
Definition at line 4759 of file Messages.h.
int16NULL.
Definition at line 4767 of file Messages.h.
Definition at line 4775 of file Messages.h.
|
inlinenoexcept |
Provides access to securityTradingStatus field.
Definition at line 4955 of file Messages.h.
|
inlinenoexcept |
Provides access to securityTradingStatus field.
Definition at line 4963 of file Messages.h.
|
inlinenoexcept |
Provides access to settlMethod field.
Definition at line 5002 of file Messages.h.
|
inlinenoexcept |
Provides access to settlMethod field.
Definition at line 5010 of file Messages.h.
|
inlinenoexcept |
UTC days since Unix epoch (January 1st, 1970).
Definition at line 4853 of file Messages.h.
Definition at line 4868 of file Messages.h.
UTC days since Unix epoch (January 1st, 1970).
Definition at line 4860 of file Messages.h.
|
inlinenoexcept |
Only supported for FLEX Expiry Option proudcts.
Definition at line 5020 of file Messages.h.
Definition at line 5036 of file Messages.h.
|
inlinenoexcept |
Only supported for FLEX Expiry Option proudcts.
Definition at line 5028 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 4929 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 4937 of file Messages.h.
Definition at line 4945 of file Messages.h.
|
inlinenoexcept |
Provides access to stripID field.
Definition at line 5608 of file Messages.h.
Provides access to stripID field.
Definition at line 5616 of file Messages.h.
|
inlinenoexcept |
Definition at line 6053 of file Messages.h.
Definition at line 6154 of file Messages.h.
|
inlinenoexcept |
Provides access to stripType field.
Definition at line 5590 of file Messages.h.
Provides access to stripType field.
Definition at line 5598 of file Messages.h.
|
inlinenoexcept |
Market ID. Unique identifier of the market.
Definition at line 4649 of file Messages.h.
Market ID. Unique identifier of the market.
Definition at line 4657 of file Messages.h.
|
inlinenoexcept |
Definition at line 6328 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5826 of file Messages.h.
|
inlinenoexcept |
uint8NULL.
Definition at line 5834 of file Messages.h.
Definition at line 5842 of file Messages.h.
|
inlinenoexcept |
Quantity, Price with constant exponent -9.
Definition at line 5308 of file Messages.h.
Quantity, Price with constant exponent -9.
Definition at line 5316 of file Messages.h.
|
inline |
Definition at line 461 of file MessageSerialization.h.
|
inlinenoexcept |
Market ID. Unique identifier of the Underlying Market.
Definition at line 4721 of file Messages.h.
Market ID. Unique identifier of the Underlying Market.
Definition at line 4729 of file Messages.h.
|
inlinenoexcept |
Definition at line 6015 of file Messages.h.
Definition at line 6104 of file Messages.h.