#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	entryPx (Decimal &value) const

bool	entrySize (UInt64 &value) const

bool	numberOfOrders (Int32 &value) const

bool	priceLevel (UInt8 &value) const

bool	openCloseSettlFlag (OpenCloseSettlFlag::Enum &value) const

EntryType::Enum	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 entries in Market Data message. Entry of Entry repeating group.

Definition at line 1771 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 1783 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

inline

Initializes blank instance.

Definition at line 1786 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 1792 of file Messages.h.

Member Function Documentation

static ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength ( SchemaVersion )

inlinestatic

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

Definition at line 1868 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED const Char* className ( )

inlinestatic

Entity class name.

Definition at line 1875 of file Messages.h.

bool entryPx ( Decimal & value ) const

inline

Market Data entry price.

Definition at line 1803 of file Messages.h.

bool entrySize ( UInt64 & value ) const

inline

Market Data entry size.

Definition at line 1813 of file Messages.h.

EntryType::Enum entryType ( ) const

inline

Market Data entry type.

Definition at line 1858 of file Messages.h.

bool numberOfOrders ( Int32 & value ) const

inline

In Book Entry - Aggregate number of orders at given price level. In Trade Entry - a total number of real orders per instrument that participated in a match step within a match event.

Definition at line 1826 of file Messages.h.

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum & value ) const

inline

Flag that additionally describes a market data entry.

Definition at line 1847 of file Messages.h.

bool priceLevel ( UInt8 & value ) const

inline

Aggregate book level.

Definition at line 1836 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