#include <OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h>
Public Types | |
typedef SbeGroupEntry< GroupSize::BlockLength > | Base |
typedef Entry | ThisType |
Static Public Member Functions | |
static constexpr BlockLength | blockLength (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept |
static constexpr const Char * | className () |
Entry of Entry repeating group.
Definition at line 6292 of file Messages.h.
typedef SbeGroupEntry< GroupSize::BlockLength > Base |
Base class type.
Definition at line 6304 of file Messages.h.
This type alias.
Definition at line 6307 of file Messages.h.
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inline |
Initializes instance of given version over given memory block.
Definition at line 6311 of file Messages.h.
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inlinestaticnoexcept |
Definition at line 6616 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 6629 of file Messages.h.
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inlinenoexcept |
Price of the Market Data Entry.
Definition at line 6346 of file Messages.h.
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inlinenoexcept |
Definition at line 6364 of file Messages.h.
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inlinenoexcept |
Quantity of the MD Entry.
Definition at line 6375 of file Messages.h.
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inlinenoexcept |
Definition at line 6393 of file Messages.h.
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inlinenoexcept |
Market Data Entry Type.
Definition at line 6530 of file Messages.h.
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inlinenoexcept |
Aggregate number of orders at given price level.
In Trade Entry - Identifies the total number of real orders per instrument that participated in a match step within a match event.
Definition at line 6436 of file Messages.h.
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inlinenoexcept |
Definition at line 6457 of file Messages.h.
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inlinenoexcept |
Flag that identifies a market data entry.
Definition at line 6498 of file Messages.h.
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inlinenoexcept |
Definition at line 6519 of file Messages.h.
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inlinenoexcept |
Aggregate book price level, number from 1 to 10.
Definition at line 6468 of file Messages.h.
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inlinenoexcept |
Definition at line 6486 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 6329 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 6322 of file Messages.h.
Price of the Market Data Entry.
Definition at line 6355 of file Messages.h.
Quantity of the MD Entry.
Definition at line 6384 of file Messages.h.
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inlinenoexcept |
Market Data Entry Type.
Definition at line 6539 of file Messages.h.
Aggregate number of orders at given price level.
In Trade Entry - Identifies the total number of real orders per instrument that participated in a match step within a match event.
Definition at line 6448 of file Messages.h.
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inlinenoexcept |
Flag that identifies a market data entry.
Definition at line 6509 of file Messages.h.
Aggregate book price level, number from 1 to 10.
Definition at line 6477 of file Messages.h.
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inlinenoexcept |
Bitmap field of eight Boolean type indicators representing settlement price type.
Definition at line 6601 of file Messages.h.
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inlinenoexcept |
Bitmap field of eight Boolean type indicators representing settlement price type.
Definition at line 6591 of file Messages.h.
Tradeable qty.
Definition at line 6413 of file Messages.h.
Trading session date corresponding to a statistic entry, applicable only to Daily Statistics.
Definition at line 6570 of file Messages.h.
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inlinenoexcept |
Tradeable qty.
Definition at line 6404 of file Messages.h.
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inlinenoexcept |
Definition at line 6422 of file Messages.h.
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inlinenoexcept |
Trading session date corresponding to a statistic entry, applicable only to Daily Statistics.
Definition at line 6551 of file Messages.h.
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inlinenoexcept |
Definition at line 6579 of file Messages.h.