OnixS C++ CME Market Data Handler  5.4.0
API documentation
IncrementalRefreshOrderBook47::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 orderId (UInt64 &value) const
 
bool orderPriority (UInt64 &value) const
 
bool entryPx (Decimal &value) const
 
bool displayQty (Int32 &value) const
 
Int32 securityId () const
 
UpdateAction::Enum updateAction () const
 
EntryTypeBook::Enum 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 6198 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 6210 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 6213 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 6219 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )
inlinestatic

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

Definition at line 6297 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Entity class name.

Definition at line 6304 of file Messages.h.

bool displayQty ( Int32 value) const
inline

Visible order qty.

Definition at line 6260 of file Messages.h.

bool entryPx ( Decimal value) const
inline

Order price.

Definition at line 6250 of file Messages.h.

EntryTypeBook::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 6287 of file Messages.h.

bool orderId ( UInt64 value) const
inline

Order ID.

Definition at line 6230 of file Messages.h.

bool orderPriority ( UInt64 value) const
inline

Order priority for execution on the order book.

Definition at line 6240 of file Messages.h.

Int32 securityId ( ) const
inline

Security ID.

Definition at line 6270 of file Messages.h.

UpdateAction::Enum updateAction ( ) const
inline

Order book update action to be applied to the order referenced by OrderID.

Definition at line 6279 of file Messages.h.


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