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 

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

Display quantity.

Definition at line 106 of file MessageSupplements.h.

bool entryPx ( Decimal price) const

Price value.

Definition at line 98 of file MessageSupplements.h.

EntryTypeBook::Enum entryType ( ) const

Type of market data entry.

Definition at line 66 of file MessageSupplements.h.

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

Re-initializes as copy of the other instance.

Definition at line 114 of file MessageSupplements.h.

bool orderId ( OrderId id) const

Order identifier.

Definition at line 80 of file MessageSupplements.h.

bool orderPriority ( OrderPriority priority) const

Order priority.

Definition at line 90 of file MessageSupplements.h.

SecurityId securityId ( ) const

Security id whose MBO book is to be updated.

Definition at line 59 of file MessageSupplements.h.

OrderUpdateAction::Enum updateAction ( ) const

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: