#include <OnixS/CME/MDH/Messages.h>
Public Types | |
typedef BinaryGroupEntry< GroupSize::BlockLength > | Base |
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 Char * | className () |
Number of entries in Market Data message. Entry of Entry repeating group.
Definition at line 6318 of file Messages.h.
typedef BinaryGroupEntry< GroupSize::BlockLength > Base |
Aliases base class type.
Definition at line 6330 of file Messages.h.
|
inline |
Initializes blank instance.
Definition at line 6333 of file Messages.h.
|
inline |
Initializes instance of given version over given memory block.
Definition at line 6339 of file Messages.h.
|
inlinestatic |
Returns size of entry body in bytes for given version of message template.
Definition at line 6417 of file Messages.h.
|
inlinestatic |
Entity class name.
Definition at line 6424 of file Messages.h.
|
inline |
Visible order qty.
Definition at line 6380 of file Messages.h.
|
inline |
Order price.
Definition at line 6370 of file Messages.h.
|
inline |
Market Data entry type.
Definition at line 6407 of file Messages.h.
|
inline |
Order ID.
Definition at line 6350 of file Messages.h.
|
inline |
Order priority for execution on the order book.
Definition at line 6360 of file Messages.h.
|
inline |
Security ID.
Definition at line 6390 of file Messages.h.
|
inline |
Order book update action to be applied to the order referenced by OrderID.
Definition at line 6399 of file Messages.h.