#include <OnixS/CME/MDH/Messages.h>
Public Types | |
| typedef BinaryGroupEntry< GroupSize::BlockLength > | Base |
| Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength > | |
| typedef GroupSize::BlockLength | EncodedLength |
| typedef GroupSize::BlockLength | BlockLength |
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 |
| Public Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength > | |
| BinaryGroupEntry () | |
| BinaryGroupEntry (const void *encoded, BlockLength length, SchemaVersion version) | |
| BinaryGroupEntry (const BinaryGroupEntry &other) | |
| operator bool () const | |
| const void * | encoded () const |
| EncodedLength | encodedLength () const |
| const void * | block () const |
| BlockLength | blockLength () const |
| SchemaVersion | version () const |
| BinaryGroupEntry & | operator= (const BinaryGroupEntry &other) |
Static Public Member Functions | |
| static BlockLength | blockLength (SchemaVersion version) |
| static const Char * | className () |
Additional Inherited Members | |
| Protected Member Functions inherited from BinaryBlock< Container, BlockLength > | |
| BinaryBlock () | |
| ~BinaryBlock () | |
| template<class Value> | |
| Value | ordinary (BlockLength offset) const |
| template<class Value, class NullValue> | |
| bool | ordinary (Value &value, BlockLength offset, const NullValue &null) const |
| template<class Value, class NullValue> | |
| bool | ordinary (Value &value, BlockLength offset, const NullValue &null, SchemaVersion since) const |
| template<class Enumeration> | |
| Enumeration::Enum | enumeration (BlockLength offset) const |
| template<class Enumeration, class NullValue> | |
| bool | enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null) const |
| template<class Enumeration, class NullValue> | |
| bool | enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null, SchemaVersion since) const |
| template<class Value> | |
| Decimal | decimal (BlockLength offset) const |
| template<class NullValue> | |
| bool | decimal (Decimal &value, BlockLength offset, const NullValue &null) const |
| template<class NullValue> | |
| bool | decimal (Decimal &value, BlockLength offset, const NullValue &null, SchemaVersion since) const |
| template<BlockLength Length> | |
| StrRef | fixedStr (BlockLength offset) const |
| template<BlockLength Length> | |
| StrRef | fixedStr (BlockLength offset, SchemaVersion since) const |
Number of entries in Market Data message. Entry of Entry repeating group.
Definition at line 3025 of file Messages.h.
| typedef BinaryGroupEntry<GroupSize::BlockLength> Base |
Aliases base class type.
Definition at line 3028 of file Messages.h.
|
inline |
Initializes blank instance.
Definition at line 3031 of file Messages.h.
|
inline |
Initializes instance of given version over given memory block.
Definition at line 3035 of file Messages.h.
|
inlinestatic |
Returns size of entry body in bytes for given version of message template.
Definition at line 3127 of file Messages.h.
|
inlinestatic |
Entity class name.
Definition at line 3137 of file Messages.h.
|
inline |
Market Data entry price.
Definition at line 3043 of file Messages.h.
|
inline |
Market Data entry size.
Definition at line 3053 of file Messages.h.
|
inline |
Market Data entry type.
Definition at line 3106 of file Messages.h.
|
inline |
In Book entry - aggregate number of orders at given price level.
Definition at line 3080 of file Messages.h.
|
inline |
Aggregate book level.
Definition at line 3090 of file Messages.h.
|
inline |
Market Data entry sequence number per instrument update.
Definition at line 3071 of file Messages.h.
|
inline |
Security ID.
Definition at line 3063 of file Messages.h.
|
inline |
Tradeable qty.
Definition at line 3114 of file Messages.h.
|
inline |
Market Data update action.
Definition at line 3098 of file Messages.h.