OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
Loading...
Searching...
No Matches
IncrementalRefreshOrderBook47::Entry Struct Reference

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 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
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< 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

Entry of Entry repeating group.

Definition at line 5515 of file Messages.h.

Member Typedef Documentation

◆ Base

Aliases base class type.

Definition at line 5518 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry() [1/2]

Entry ( )
inline

Initializes blank instance.

Definition at line 5521 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 5525 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 5600 of file Messages.h.

◆ className()

const Char * className ( )
inlinestatic

Entity class name.

Definition at line 5607 of file Messages.h.

◆ displayQty()

bool displayQty ( Int32 & value) const
inline

Visible order qty.

Definition at line 5563 of file Messages.h.

◆ entryPx()

bool entryPx ( Decimal & value) const
inline

Order price.

Definition at line 5553 of file Messages.h.

◆ entryType()

EntryTypeBook::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 5590 of file Messages.h.

◆ orderId()

bool orderId ( UInt64 & value) const
inline

Order ID.

Definition at line 5533 of file Messages.h.

◆ orderPriority()

bool orderPriority ( UInt64 & value) const
inline

Order priority for execution on the order book.

Definition at line 5543 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inline

Security ID.

Definition at line 5573 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const
inline

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

Definition at line 5582 of file Messages.h.