32template <
class Order,
class Price>
45 : order_(other.order_)
46 , price_(other.price_)
53 return price_.securityId();
59 return price_.entryType();
65 return order_.orderUpdateAction();
71 id = order_.orderId();
79 return order_.orderPriority(priority);
85 return price_.entryPx(price);
91 return order_.displayQty(quantity);
97 order_ = other.order_;
98 price_ = other.price_;
113typedef IncrementalRefreshBookCombinedEntry<IncrementalRefreshBook46::OrderIDEntry, IncrementalRefreshBook46::Entry>
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
#define ONIXS_CMEMDH_NAMESPACE_END
A real number with floating exponent.
Data for MBO book atomic update gathered from IncrementalRefreshBook message containing atomic update...
IncrementalRefreshBookCombinedEntry & operator=(const IncrementalRefreshBookCombinedEntry &other)
Re-initializes as copy of the other instance.
IncrementalRefreshBookCombinedEntry(const IncrementalRefreshBookCombinedEntry &other)
Initializes as copy of the other one.
bool entryPx(Decimal &price) const
Price value.
IncrementalRefreshBookCombinedEntry(const Order &order, const Price &price)
Initializes instance from order and price components.
bool orderPriority(OrderPriority &priority) const
Order priority.
bool displayQty(DisplayQuantity &quantity) const
Display quantity.
EntryTypeBook::Enum entryType() const
Type of market data entry.
OrderUpdateAction::Enum updateAction() const
Indicates action of atomic book update.
SecurityId securityId() const
Security id whose MBO book is to be updated.
bool orderId(OrderId &id) const
Order identifier.
Order as the member of the Market By Order (MBO) book.
UInt64 OrderId
Type for order identification.
Int32 DisplayQuantity
Presents display quantity.
IncrementalRefreshBookCombinedEntry< IncrementalRefreshBook46::OrderIDEntry, IncrementalRefreshBook46::Entry > IncrementalRefreshBook46CombinedEntry
Data for MBO book atomic update gathered from IncrementalRefreshBook46 message containing atomic upda...
Int32 SecurityId
Unique security identifier.
UInt64 OrderPriority
Type for order priority.
IncrementalRefreshBookCombinedEntry< IncrementalRefreshBookLongQty64::OrderIDEntry, IncrementalRefreshBookLongQty64::Entry > IncrementalRefreshBook64CombinedEntry
Data for MBO book atomic update gathered from IncrementalRefreshBook46 message containing atomic upda...