OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
SnapshotFullRefreshLongQty69::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)
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

Static Public Member Functions

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

Detailed Description

Number of entries in Market Data message. Entry of Entry repeating group.

Definition at line 1724 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 1736 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 1739 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 1745 of file Messages.h.

Member Function Documentation

static ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 1821 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED const Char* className ( )

Entity class name.

Definition at line 1828 of file Messages.h.

bool entryPx ( Decimal value) const

Market Data entry price.

Definition at line 1756 of file Messages.h.

bool entrySize ( UInt64 value) const

Market Data entry size.

Definition at line 1766 of file Messages.h.

EntryType::Enum entryType ( ) const

Market Data entry type.

Definition at line 1811 of file Messages.h.

bool numberOfOrders ( Int32 value) const

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 1779 of file Messages.h.

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum value) const

Flag that additionally describes a market data entry.

Definition at line 1800 of file Messages.h.

bool priceLevel ( UInt8 value) const

Aggregate book level.

Definition at line 1789 of file Messages.h.

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