OnixS C++ CME Market Data Handler  5.4.0
API documentation
IncrementalRefreshBook46::Entry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
 

Public Member Functions

 Entry ()
 
 Entry (const void *data, EncodedLength length, SchemaVersion version)
 
bool entryPx (Decimal &value) const
 
bool entrySize (Int32 &value) const
 
Int32 securityId () const
 
UInt32 rptSeq () const
 
bool numberOfOrders (Int32 &value) const
 
UInt8 priceLevel () const
 
UpdateAction::Enum updateAction () const
 
EntryTypeBook::Enum entryType () const
 
bool tradeableSize (Int32 &value) const
 

Static Public Member Functions

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength (SchemaVersion version)
 
static ONIXS_CMEMDH_EXPORTED const CharclassName ()
 

Detailed Description

Number of entries in Market Data message. Entry of Entry repeating group.

Definition at line 3363 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 3375 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 3378 of file Messages.h.

Entry ( const void *  data,
EncodedLength  length,
SchemaVersion  version 
)
inline

Initializes instance of given version over given memory block.

Definition at line 3384 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  version)
inlinestatic

Returns size of entry body in bytes for given version of message template.

Definition at line 3479 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Entity class name.

Definition at line 3489 of file Messages.h.

bool entryPx ( Decimal value) const
inline

Market Data entry price.

Definition at line 3395 of file Messages.h.

bool entrySize ( Int32 value) const
inline

Market Data entry size.

Definition at line 3405 of file Messages.h.

EntryTypeBook::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 3458 of file Messages.h.

bool numberOfOrders ( Int32 value) const
inline

In Book entry - aggregate number of orders at given price level.

Definition at line 3432 of file Messages.h.

UInt8 priceLevel ( ) const
inline

Aggregate book level.

Definition at line 3442 of file Messages.h.

UInt32 rptSeq ( ) const
inline

Market Data entry sequence number per instrument update.

Definition at line 3423 of file Messages.h.

Int32 securityId ( ) const
inline

Security ID.

Definition at line 3415 of file Messages.h.

bool tradeableSize ( Int32 value) const
inline

Tradeable qty.

Definition at line 3466 of file Messages.h.

UpdateAction::Enum updateAction ( ) const
inline

Market Data update action.

Definition at line 3450 of file Messages.h.


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