OnixS C++ CME MDP Premium Market Data Handler  5.8.6
API Documentation
TradeSummaryArgs< Summary, Data > Class Template Reference

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

Public Types

typedef SecurityDataArgs< Summary, Data > Base
typedef Base::Message Message
typedef Base::Entry Entry
typedef TradeOrderIds OrderIds
- Public Types inherited from SecurityDataArgs< Summary, Data >
typedef Summary Message
typedef Data Entry

Public Member Functions

 TradeSummaryArgs (const NetPacket &packet, const Message &message, const Entry &entry, const OrderIds &ids=nullOrders())
 TradeSummaryArgs (const TradeSummaryArgs &other)
const OrderIdsorderIds () const
- Public Member Functions inherited from SecurityDataArgs< Summary, Data >
 SecurityDataArgs (const NetPacket &packet, const Message &message, const Entry &entry)
 SecurityDataArgs (const SecurityDataArgs &other)
const NetPacketpacket () const
const Messagemessage () const
const Entryentry () const

Detailed Description

template<class Summary, class Data = typename Summary::Entry>
class OnixS::CME::MDH::TradeSummaryArgs< Summary, Data >

Definition at line 110 of file SecurityListener.h.

Member Typedef Documentation

typedef SecurityDataArgs<Summary, Data> Base

Definition at line 113 of file SecurityListener.h.

typedef Base::Entry Entry

Aliases trade summary data entry.

Definition at line 120 of file SecurityListener.h.

typedef Base::Message Message

Aliases type of message holding trade summary repeating group entries.

Definition at line 117 of file SecurityListener.h.

Aliases collection of order ids.

Definition at line 123 of file SecurityListener.h.

Constructor & Destructor Documentation

TradeSummaryArgs ( const NetPacket packet,
const Message message,
const Entry entry,
const OrderIds ids = nullOrders() 

Initializes instance with data to be referenced.

Definition at line 126 of file SecurityListener.h.

TradeSummaryArgs ( const TradeSummaryArgs< Summary, Data > &  other)

Initializes the instance as ref-copy of the other one.

Definition at line 138 of file SecurityListener.h.

Member Function Documentation

const OrderIds& orderIds ( ) const

Order details referring to given trade.

Collection may be empty if order details gather is not enabled.

See also
HandlerSettings::tradeProcessing for more information.

Definition at line 150 of file SecurityListener.h.

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