OnixS C++ CME Market Data Handler  5.7.0
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 6318 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 6330 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 6333 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 6339 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 6417 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 6424 of file Messages.h.

bool displayQty ( Int32 value) const

Visible order qty.

Definition at line 6380 of file Messages.h.

bool entryPx ( Decimal value) const

Order price.

Definition at line 6370 of file Messages.h.

EntryTypeBook::Enum entryType ( ) const

Market Data entry type.

Definition at line 6407 of file Messages.h.

bool orderId ( UInt64 value) const

Order ID.

Definition at line 6350 of file Messages.h.

bool orderPriority ( UInt64 value) const

Order priority for execution on the order book.

Definition at line 6360 of file Messages.h.

Int32 securityId ( ) const

Security ID.

Definition at line 6390 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

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

Definition at line 6399 of file Messages.h.

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