OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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IncrementalRefreshBookCombinedEntry< Order, Price > Class Template Reference

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 >

Definition at line 33 of file MessageSupplements.h.

Constructor & Destructor Documentation

◆ IncrementalRefreshBookCombinedEntry() [1/2]

template<class Order, class Price>
IncrementalRefreshBookCombinedEntry ( const Order & order,
const Price & price )
inline

Initializes instance from order and price components.

Definition at line 37 of file MessageSupplements.h.

◆ IncrementalRefreshBookCombinedEntry() [2/2]

template<class Order, class Price>
IncrementalRefreshBookCombinedEntry ( const IncrementalRefreshBookCombinedEntry< Order, Price > & other)
inline

Initializes as copy of the other one.

Definition at line 44 of file MessageSupplements.h.

Member Function Documentation

◆ displayQty()

template<class Order, class Price>
bool displayQty ( DisplayQuantity & quantity) const
inline

Display quantity.

Definition at line 89 of file MessageSupplements.h.

◆ entryPx()

template<class Order, class Price>
bool entryPx ( Decimal & price) const
inline

Price value.

Definition at line 83 of file MessageSupplements.h.

◆ entryType()

template<class Order, class Price>
EntryTypeBook::Enum entryType ( ) const
inline

Type of market data entry.

Definition at line 57 of file MessageSupplements.h.

◆ operator=()

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

Re-initializes as copy of the other instance.

Definition at line 95 of file MessageSupplements.h.

◆ orderId()

template<class Order, class Price>
bool orderId ( OrderId & id) const
inline

Order identifier.

Definition at line 69 of file MessageSupplements.h.

◆ orderPriority()

template<class Order, class Price>
bool orderPriority ( OrderPriority & priority) const
inline

Order priority.

Definition at line 77 of file MessageSupplements.h.

◆ securityId()

template<class Order, class Price>
SecurityId securityId ( ) const
inline

Security id whose MBO book is to be updated.

Definition at line 51 of file MessageSupplements.h.

◆ updateAction()

template<class Order, class Price>
OrderUpdateAction::Enum updateAction ( ) const
inline

Indicates action of atomic book update.

Definition at line 63 of file MessageSupplements.h.