OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
IncrementalRefreshLimitsBanding50::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 highLimitPrice (Decimal &value) const
bool lowLimitPrice (Decimal &value) const
bool maxPriceVariation (Decimal &value) const
Int32 securityId () const
UInt32 rptSeq () const
UpdateActionNew updateAction () const
EntryTypeLimits 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 2462 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 2474 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 2477 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 2483 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 2556 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED const Char* className ( )

Entity class name.

Definition at line 2563 of file Messages.h.

EntryTypeLimits entryType ( ) const

Market Data entry type.

Definition at line 2548 of file Messages.h.

bool highLimitPrice ( Decimal value) const

Upper price threshold for the instrument.

Definition at line 2494 of file Messages.h.

bool lowLimitPrice ( Decimal value) const

Lower price threshold for the instrument.

Definition at line 2504 of file Messages.h.

bool maxPriceVariation ( Decimal value) const

Differential static value for price banding.

Definition at line 2514 of file Messages.h.

UInt32 rptSeq ( ) const

MD Entry sequence number per instrument update.

Definition at line 2532 of file Messages.h.

Int32 securityId ( ) const

Security ID.

Definition at line 2524 of file Messages.h.

UpdateActionNew updateAction ( ) const

Market Data entry update action. In order to delete banding value, high or low limit, the deleted price field is populated with a NULL.

Definition at line 2542 of file Messages.h.

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