OnixS C++ CME Market Data Handler  5.4.0
API documentation
IncrementalRefreshBookCombinedEntry< Order, Price > Class Template Reference

#include <OnixS/CME/MDH/MessageSupplements.h>

Public Member Functions

 IncrementalRefreshBookCombinedEntry (const Order &order, const Price &price)
 
 IncrementalRefreshBookCombinedEntry (const IncrementalRefreshBookCombinedEntry &other)
 
SecurityId securityId () const
 
EntryTypeBook::Enum entryType () const
 
OrderUpdateAction::Enum updateAction () const
 
bool orderId (OrderId &id) const
 
bool orderPriority (OrderPriority &priority) const
 
bool entryPx (Decimal &price) const
 
bool displayQty (DisplayQuantity &quantity) const
 
IncrementalRefreshBookCombinedEntryoperator= (const IncrementalRefreshBookCombinedEntry &other)
 

Detailed Description

template<class Order, class Price>
class OnixS::CME::MDH::IncrementalRefreshBookCombinedEntry< Order, Price >

Data for MBO book atomic update gathered from IncrementalRefreshBook message containing atomic updates for all types of books.

Definition at line 37 of file MessageSupplements.h.

Constructor & Destructor Documentation

IncrementalRefreshBookCombinedEntry ( const Order order,
const Price &  price 
)
inline

Initializes instance from order and price components.

Definition at line 45 of file MessageSupplements.h.

Initializes as copy of the other one.

Definition at line 52 of file MessageSupplements.h.

Member Function Documentation

bool displayQty ( DisplayQuantity quantity) const
inline

Display quantity.

Definition at line 106 of file MessageSupplements.h.

bool entryPx ( Decimal price) const
inline

Price value.

Definition at line 98 of file MessageSupplements.h.

EntryTypeBook::Enum entryType ( ) const
inline

Type of market data entry.

Definition at line 66 of file MessageSupplements.h.

IncrementalRefreshBookCombinedEntry& operator= ( const IncrementalRefreshBookCombinedEntry< Order, Price > &  other)
inline

Re-initializes as copy of the other instance.

Definition at line 114 of file MessageSupplements.h.

bool orderId ( OrderId id) const
inline

Order identifier.

Definition at line 80 of file MessageSupplements.h.

bool orderPriority ( OrderPriority priority) const
inline

Order priority.

Definition at line 90 of file MessageSupplements.h.

SecurityId securityId ( ) const
inline

Security id whose MBO book is to be updated.

Definition at line 59 of file MessageSupplements.h.

OrderUpdateAction::Enum updateAction ( ) const
inline

Indicates action of atomic book update.

Definition at line 73 of file MessageSupplements.h.


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