OnixS C++ CME MDP Premium Market Data Handler 5.9.0
Users' manual and API documentation
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IncrementalRefreshBook46::Entry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
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
BinaryGroupEntryoperator= (const BinaryGroupEntry &other)

Static Public Member Functions

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

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

Detailed Description

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

Definition at line 3025 of file Messages.h.

Member Typedef Documentation

◆ Base

Aliases base class type.

Definition at line 3028 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry() [1/2]

Entry ( )
inline

Initializes blank instance.

Definition at line 3031 of file Messages.h.

◆ Entry() [2/2]

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

Initializes instance of given version over given memory block.

Definition at line 3035 of file Messages.h.

Member Function Documentation

◆ blockLength()

BlockLength blockLength ( SchemaVersion version)
inlinestatic

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

Definition at line 3127 of file Messages.h.

◆ className()

const Char * className ( )
inlinestatic

Entity class name.

Definition at line 3137 of file Messages.h.

◆ entryPx()

bool entryPx ( Decimal & value) const
inline

Market Data entry price.

Definition at line 3043 of file Messages.h.

◆ entrySize()

bool entrySize ( Int32 & value) const
inline

Market Data entry size.

Definition at line 3053 of file Messages.h.

◆ entryType()

EntryTypeBook::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 3106 of file Messages.h.

◆ numberOfOrders()

bool numberOfOrders ( Int32 & value) const
inline

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

Definition at line 3080 of file Messages.h.

◆ priceLevel()

UInt8 priceLevel ( ) const
inline

Aggregate book level.

Definition at line 3090 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const
inline

Market Data entry sequence number per instrument update.

Definition at line 3071 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inline

Security ID.

Definition at line 3063 of file Messages.h.

◆ tradeableSize()

bool tradeableSize ( Int32 & value) const
inline

Tradeable qty.

Definition at line 3114 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const
inline

Market Data update action.

Definition at line 3098 of file Messages.h.