OnixS C++ CME Market Data Handler  5.7.0
API documentation
IncrementalRefreshLimitsBanding50::Entry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase

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

Static Public Member Functions

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

Detailed Description

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

Definition at line 3972 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 3984 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 3987 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 3993 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 4066 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 4073 of file Messages.h.

EntryTypeLimits entryType ( ) const

Market Data entry type.

Definition at line 4058 of file Messages.h.

bool highLimitPrice ( Decimal value) const

Upper price threshold for the instrument.

Definition at line 4004 of file Messages.h.

bool lowLimitPrice ( Decimal value) const

Lower price threshold for the instrument.

Definition at line 4014 of file Messages.h.

bool maxPriceVariation ( Decimal value) const

Differential static value for price banding.

Definition at line 4024 of file Messages.h.

UInt32 rptSeq ( ) const

MD Entry sequence number per instrument update.

Definition at line 4042 of file Messages.h.

Int32 securityId ( ) const

Security ID.

Definition at line 4034 of file Messages.h.

UpdateActionNew updateAction ( ) const

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 4052 of file Messages.h.

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