OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
IncrementalRefreshBookLongQty64::Entry Struct Reference

#include <OnixS/CME/ConflatedUDP/Messages.h>

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase

Public Member Functions

 Entry ()
 Entry (const void *data, EncodedLength length, SchemaVersion version)
bool entryPx (Decimal &value) const
bool entrySize (UInt64 &value) const
Int32 securityId () const
UInt32 rptSeq () const
bool numberOfOrders (Int32 &value) const
UInt8 priceLevel () const
UpdateAction::Enum updateAction () const
EntryTypeBook::Enum entryType () const

Static Public Member Functions

static ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength (SchemaVersion)
static ONIXS_CONFLATEDUDP_EXPORTED const CharclassName ()

Detailed Description

Number of entries in Market Data message.. Entry of Entry repeating group.

Definition at line 1131 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 1143 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 1146 of file Messages.h.

Entry ( const void *  data,
EncodedLength  length,
SchemaVersion  version 

Initializes instance of given version over given memory block.

Definition at line 1152 of file Messages.h.

Member Function Documentation

static ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength ( SchemaVersion  )

Returns size of entry body in bytes for given version of message template.

Definition at line 1236 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED const Char* className ( )

Entity class name.

Definition at line 1243 of file Messages.h.

bool entryPx ( Decimal value) const

Market Data entry price.

Definition at line 1163 of file Messages.h.

bool entrySize ( UInt64 value) const

Aggregate booked qty at price level, notional.

Definition at line 1173 of file Messages.h.

EntryTypeBook::Enum entryType ( ) const

Market Data entry type.

Definition at line 1226 of file Messages.h.

bool numberOfOrders ( Int32 value) const

In Book entry - aggregate number of orders at given price level.

Definition at line 1200 of file Messages.h.

UInt8 priceLevel ( ) const

Aggregate book level.

Definition at line 1210 of file Messages.h.

UInt32 rptSeq ( ) const

Market Data entry sequence number per instrument update.

Definition at line 1191 of file Messages.h.

Int32 securityId ( ) const


Definition at line 1183 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

Market Data update action.

Definition at line 1218 of file Messages.h.

The documentation for this struct was generated from the following file: