OnixS C++ CME MDP Conflated UDP Handler  1.1.2
API documentation
Public Types | Public Member Functions | Static Public Member Functions | List of all members
IncrementalRefreshBookLongQty64::Entry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLength > Base
 
- Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength EncodedLength
 
typedef GroupSize::BlockLength BlockLength
 

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
 
- Public Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
 BinaryGroupEntry ()
 
 BinaryGroupEntry (const void *encoded, BlockLength length, SchemaVersion version)
 
 BinaryGroupEntry (const BinaryGroupEntry &other)
 
 operator bool () const
 
const void * encoded () const
 
EncodedLength encodedLength () const
 
const void * block () const
 
BlockLength blockLength () const
 
SchemaVersion version () const
 
BinaryGroupEntry & operator= (const BinaryGroupEntry &other)
 

Static Public Member Functions

static ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength (SchemaVersion)
 
static ONIXS_CONFLATEDUDP_EXPORTED const Char * className ()
 

Additional Inherited Members

- Protected Member Functions inherited from BinaryBlock< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (GroupSize::BlockLengthoffset) const
 
bool ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Enumeration::Enum enumeration (GroupSize::BlockLengthoffset) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (GroupSize::BlockLengthoffset) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset, SchemaVersion since) const
 

Detailed Description

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

Definition at line 1178 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 1190 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 1193 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 1199 of file Messages.h.

Member Function Documentation

static ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength ( SchemaVersion  )
inlinestatic

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

Definition at line 1283 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED const Char* className ( )
inlinestatic

Entity class name.

Definition at line 1290 of file Messages.h.

bool entryPx ( Decimal &  value) const
inline

Market Data entry price.

Definition at line 1210 of file Messages.h.

bool entrySize ( UInt64 &  value) const
inline

Aggregate booked qty at price level, notional.

Definition at line 1220 of file Messages.h.

EntryTypeBook::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 1273 of file Messages.h.

bool numberOfOrders ( Int32 &  value) const
inline

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

Definition at line 1247 of file Messages.h.

UInt8 priceLevel ( ) const
inline

Aggregate book level.

Definition at line 1257 of file Messages.h.

UInt32 rptSeq ( ) const
inline

Market Data entry sequence number per instrument update.

Definition at line 1238 of file Messages.h.

Int32 securityId ( ) const
inline

SecurityID.

Definition at line 1230 of file Messages.h.

UpdateAction::Enum updateAction ( ) const
inline

Market Data update action.

Definition at line 1265 of file Messages.h.

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