OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
IncrementalRefreshTradeSummaryLongQty65::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)
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

Static Public Member Functions

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

Detailed Description

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

Definition at line 1440 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 1452 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 1455 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 1461 of file Messages.h.

Member Function Documentation

bool aggressorSide ( AggressorSide::Enum value) const

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

Definition at line 1524 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 1551 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED const Char* className ( )

Entity class name.

Definition at line 1558 of file Messages.h.

Decimal entryPx ( ) const

Trade price.

Definition at line 1472 of file Messages.h.

UInt64 entrySize ( ) const

Consolidated trade quantity, notional.

Definition at line 1480 of file Messages.h.

EntryTypeTrade entryType ( ) const

Market Data entry type.

Definition at line 1543 of file Messages.h.

Int32 numberOfOrders ( ) const

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

Definition at line 1506 of file Messages.h.

UInt32 rptSeq ( ) const

MD Entry sequence number per instrument update. Reset weekly.

Definition at line 1497 of file Messages.h.

Int32 securityId ( ) const

Security ID.

Definition at line 1488 of file Messages.h.

UInt32 tradeEntryId ( ) const

Market Data Trade Entry ID.

Definition at line 1514 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

Market Data update action.

Definition at line 1535 of file Messages.h.

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