IncrementalRefreshBookLongQty64::Entry Struct Reference

#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 (UInt64 &value) const
Int32	securityId () const
UInt32	rptSeq () const
bool	numberOfOrders (Int32 &value) const
UInt8	priceLevel () const
UpdateAction::Enum	updateAction () const
EntryTypeBook::Enum	entryType () 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)
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

Detailed Description

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

Definition at line 6750 of file Messages.h.

Member Typedef Documentation

Base

typedef BinaryGroupEntry<GroupSize::BlockLength> Base

Aliases base class type.

Definition at line 6753 of file Messages.h.

Constructor & Destructor Documentation

Entry() [1/2]

Entry ( )

inline

Initializes blank instance.

Definition at line 6756 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 6760 of file Messages.h.

Member Function Documentation

blockLength()

BlockLength blockLength ( SchemaVersion )

inlinestatic

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

Definition at line 6841 of file Messages.h.

className()

const Char * className ( )

inlinestatic

Entity class name.

Definition at line 6848 of file Messages.h.

entryPx()

bool entryPx ( Decimal & value ) const

inline

Market Data entry price.

Definition at line 6768 of file Messages.h.

entrySize()

bool entrySize ( UInt64 & value ) const

inline

Aggregate booked qty at price level, notional.

Definition at line 6778 of file Messages.h.

entryType()

EntryTypeBook::Enum entryType ( ) const

inline

Market Data entry type.

Definition at line 6831 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 6805 of file Messages.h.

priceLevel()

UInt8 priceLevel ( ) const

inline

Aggregate book level.

Definition at line 6815 of file Messages.h.

rptSeq()

UInt32 rptSeq ( ) const

inline

Market Data entry sequence number per instrument update.

Definition at line 6796 of file Messages.h.

securityId()

Int32 securityId ( ) const

inline

SecurityID.

Definition at line 6788 of file Messages.h.

updateAction()

UpdateAction::Enum updateAction ( ) const

inline

Market Data update action.

Definition at line 6823 of file Messages.h.