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
IncrementalRefreshBookCombinedEntry &	operator= (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 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.