OnixS C++ CME MDP Premium Market Data Handler  5.8.9
API Documentation
IncrementalRefreshLimitsBanding50::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 highLimitPrice (Decimal &value) const
 
bool lowLimitPrice (Decimal &value) const
 
bool maxPriceVariation (Decimal &value) const
 
Int32 securityId () const
 
UInt32 rptSeq () const
 
UpdateActionNew updateAction () const
 
EntryTypeLimits 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
 
BinaryGroupEntryoperator= (const BinaryGroupEntry &other)
 

Static Public Member Functions

static BlockLength blockLength (SchemaVersion)
 
static const CharclassName ()
 

Additional Inherited Members

- Protected Member Functions inherited from BinaryBlock< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (GroupSize::BlockLengthoffset) const
 
bool ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Enumeration::Enum enumeration (GroupSize::BlockLengthoffset) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (GroupSize::BlockLengthoffset) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset, SchemaVersion since) const
 

Detailed Description

Entry of Entry repeating group.

Definition at line 3586 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 3589 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 3592 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 3596 of file Messages.h.

Member Function Documentation

static BlockLength blockLength ( SchemaVersion  )
inlinestatic

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

Definition at line 3666 of file Messages.h.

static const Char* className ( )
inlinestatic

Entity class name.

Definition at line 3673 of file Messages.h.

EntryTypeLimits entryType ( ) const
inline

Market Data entry type.

Definition at line 3658 of file Messages.h.

bool highLimitPrice ( Decimal value) const
inline

Upper price threshold for the instrument.

Definition at line 3604 of file Messages.h.

bool lowLimitPrice ( Decimal value) const
inline

Lower price threshold for the instrument.

Definition at line 3614 of file Messages.h.

bool maxPriceVariation ( Decimal value) const
inline

Differential static value for price banding.

Definition at line 3624 of file Messages.h.

UInt32 rptSeq ( ) const
inline

MD Entry sequence number per instrument update.

Definition at line 3642 of file Messages.h.

Int32 securityId ( ) const
inline

Security ID.

Definition at line 3634 of file Messages.h.

UpdateActionNew updateAction ( ) const
inline

Market Data entry update action.

In order to delete banding value, high or low limit, the deleted price field is populated with a NULL.

Definition at line 3652 of file Messages.h.


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