OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
Loading...
Searching...
No Matches
IncrementalRefreshBook46::Entry Struct Reference

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

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.