OnixS C++ CME MDP Conflated UDP Handler 1.1.2
API documentation
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IncrementalRefreshTradeSummaryLongQty65::Entry Struct Reference

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
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)
Decimal entryPx () const
UInt64 entrySize () const
Int32 securityId () const
UInt32 rptSeq () const
Int32 numberOfOrders () const
UInt32 tradeEntryId () const
bool aggressorSide (AggressorSide::Enum &value) const
UpdateAction::Enum updateAction () const
EntryTypeTrade 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
BinaryGroupEntryoperator= (const BinaryGroupEntry &other)

Static Public Member Functions

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

Additional Inherited Members

Protected Member Functions inherited from BinaryBlock< Container, BlockLength >
 BinaryBlock ()
 ~BinaryBlock ()
template<class Value>
Value ordinary (BlockLength offset) const
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, const NullValue &null) const
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, const NullValue &null, SchemaVersion since) const
template<class Enumeration>
Enumeration::Enum enumeration (BlockLength offset) const
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null) const
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null, SchemaVersion since) const
template<class Value>
Decimal decimal (BlockLength offset) const
template<class NullValue>
bool decimal (Decimal &value, BlockLength offset, const NullValue &null) const
template<class NullValue>
bool decimal (Decimal &value, BlockLength offset, const NullValue &null, SchemaVersion since) const
template<BlockLength Length>
StrRef fixedStr (BlockLength offset) const
template<BlockLength Length>
StrRef fixedStr (BlockLength offset, SchemaVersion since) const

Detailed Description

Number of Trade Summary entries. Entry of Entry repeating group.

Definition at line 1487 of file Messages.h.

Member Typedef Documentation

◆ Base

Aliases base class type.

Definition at line 1499 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry() [1/2]

Entry ( )
inline

Initializes blank instance.

Definition at line 1502 of file Messages.h.

◆ Entry() [2/2]

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

Initializes instance of given version over given memory block.

Definition at line 1508 of file Messages.h.

Member Function Documentation

◆ aggressorSide()

bool aggressorSide ( AggressorSide::Enum & value) const
inline

Indicates which side is the aggressor or if there is no aggressor.

Definition at line 1571 of file Messages.h.

◆ blockLength()

ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength ( SchemaVersion )
inlinestatic

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

Definition at line 1598 of file Messages.h.

◆ className()

ONIXS_CONFLATEDUDP_EXPORTED const Char * className ( )
inlinestatic

Entity class name.

Definition at line 1605 of file Messages.h.

◆ entryPx()

Decimal entryPx ( ) const
inline

Trade price.

Definition at line 1519 of file Messages.h.

◆ entrySize()

UInt64 entrySize ( ) const
inline

Consolidated trade quantity, notional.

Definition at line 1527 of file Messages.h.

◆ entryType()

EntryTypeTrade entryType ( ) const
inline

Market Data entry type.

Definition at line 1590 of file Messages.h.

◆ numberOfOrders()

Int32 numberOfOrders ( ) const
inline

The total number of real orders per instrument that participated in a match step within a match event.

Definition at line 1553 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const
inline

MD Entry sequence number per instrument update. Reset weekly.

Definition at line 1544 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inline

Security ID.

Definition at line 1535 of file Messages.h.

◆ tradeEntryId()

UInt32 tradeEntryId ( ) const
inline

Market Data Trade Entry ID.

Definition at line 1561 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const
inline

Market Data update action.

Definition at line 1582 of file Messages.h.