IncrementalRefreshOrderBook47::Entry Struct Reference

#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 ()

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

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 6330 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

inline

Initializes blank instance.

Definition at line 6333 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 6339 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 6417 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

inlinestatic

Entity class name.

Definition at line 6424 of file Messages.h.

bool displayQty ( Int32 &  value ) const

inline

Visible order qty.

Definition at line 6380 of file Messages.h.

bool entryPx ( Decimal &  value ) const

inline

Order price.

Definition at line 6370 of file Messages.h.

EntryTypeBook::Enum entryType ( ) const

inline

Market Data entry type.

Definition at line 6407 of file Messages.h.

bool orderId ( UInt64 &  value ) const

inline

Order ID.

Definition at line 6350 of file Messages.h.

bool orderPriority ( UInt64 &  value ) const

inline

Order priority for execution on the order book.

Definition at line 6360 of file Messages.h.

Int32 securityId ( ) const

inline

Security ID.

Definition at line 6390 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 6399 of file Messages.h.

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

• include/OnixS/CME/MDH/Messages.h