OnixS C++ CME MDP Conflated UDP Handler 1.1.2
API documentation
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SnapshotFullRefreshLongQty69::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)
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
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 entries in Market Data message. Entry of Entry repeating group.

Definition at line 1771 of file Messages.h.

Member Typedef Documentation

◆ Base

Aliases base class type.

Definition at line 1783 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry() [1/2]

Entry ( )
inline

Initializes blank instance.

Definition at line 1786 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 1792 of file Messages.h.

Member Function Documentation

◆ blockLength()

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.

◆ className()

ONIXS_CONFLATEDUDP_EXPORTED const Char * className ( )
inlinestatic

Entity class name.

Definition at line 1875 of file Messages.h.

◆ entryPx()

bool entryPx ( Decimal & value) const
inline

Market Data entry price.

Definition at line 1803 of file Messages.h.

◆ entrySize()

bool entrySize ( UInt64 & value) const
inline

Market Data entry size.

Definition at line 1813 of file Messages.h.

◆ entryType()

EntryType::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 1858 of file Messages.h.

◆ numberOfOrders()

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.

◆ openCloseSettlFlag()

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum & value) const
inline

Flag that additionally describes a market data entry.

Definition at line 1847 of file Messages.h.

◆ priceLevel()

bool priceLevel ( UInt8 & value) const
inline

Aggregate book level.

Definition at line 1836 of file Messages.h.