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< 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 |
Number of entries in Market Data message. Entry of Entry repeating group.
Definition at line 1771 of file Messages.h.
typedef BinaryGroupEntry< GroupSize::BlockLength > Base |
Aliases base class type.
Definition at line 1783 of file Messages.h.
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inline |
Initializes blank instance.
Definition at line 1786 of file Messages.h.
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inline |
Initializes instance of given version over given memory block.
Definition at line 1792 of file Messages.h.
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inlinestatic |
Returns size of entry body in bytes for given version of message template.
Definition at line 1868 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 1875 of file Messages.h.
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inline |
Market Data entry price.
Definition at line 1803 of file Messages.h.
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inline |
Market Data entry size.
Definition at line 1813 of file Messages.h.
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inline |
Market Data entry type.
Definition at line 1858 of file Messages.h.
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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.
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inline |
Flag that additionally describes a market data entry.
Definition at line 1847 of file Messages.h.
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inline |
Aggregate book level.
Definition at line 1836 of file Messages.h.