#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)

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

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 Trade Summary entries. Entry of Entry repeating group.

Definition at line 1487 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 1499 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

inline

Initializes blank instance.

Definition at line 1502 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 1508 of file Messages.h.

Member Function Documentation

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.

static 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.

static ONIXS_CONFLATEDUDP_EXPORTED const Char* className ( )

inlinestatic

Entity class name.

Definition at line 1605 of file Messages.h.

Decimal entryPx ( ) const

inline

Trade price.

Definition at line 1519 of file Messages.h.

UInt64 entrySize ( ) const

inline

Consolidated trade quantity, notional.

Definition at line 1527 of file Messages.h.

EntryTypeTrade entryType ( ) const

inline

Market Data entry type.

Definition at line 1590 of file Messages.h.

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.

UInt32 rptSeq ( ) const

inline

MD Entry sequence number per instrument update. Reset weekly.

Definition at line 1544 of file Messages.h.

Int32 securityId ( ) const

inline

Security ID.

Definition at line 1535 of file Messages.h.

UInt32 tradeEntryId ( ) const

inline

Market Data Trade Entry ID.

Definition at line 1561 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

inline

Market Data update action.

Definition at line 1582 of file Messages.h.

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

include/OnixS/CME/ConflatedUDP/Messages.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation