OnixS C++ CME MDP Premium Market Data Handler 5.9.0
Users' manual and API documentation
Loading...
Searching...
No Matches
IncrementalRefreshOrderBook47::Entry Struct Reference

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

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

Number of entries in Market Data message. 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.