#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 | 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 |
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 |
Number of entries in Market Data message. Entry of Entry repeating group.
Definition at line 2509 of file Messages.h.
typedef BinaryGroupEntry< GroupSize::BlockLength > Base |
Aliases base class type.
Definition at line 2521 of file Messages.h.
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inline |
Initializes blank instance.
Definition at line 2524 of file Messages.h.
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Initializes instance of given version over given memory block.
Definition at line 2530 of file Messages.h.
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inlinestatic |
Returns size of entry body in bytes for given version of message template.
Definition at line 2603 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 2610 of file Messages.h.
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inline |
Market Data entry type.
Definition at line 2595 of file Messages.h.
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Upper price threshold for the instrument.
Definition at line 2541 of file Messages.h.
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Lower price threshold for the instrument.
Definition at line 2551 of file Messages.h.
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Differential static value for price banding.
Definition at line 2561 of file Messages.h.
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inline |
MD Entry sequence number per instrument update.
Definition at line 2579 of file Messages.h.
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inline |
Security ID.
Definition at line 2571 of file Messages.h.
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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 2589 of file Messages.h.