OnixS C++ CME Market Data Handler  5.4.0
API documentation
IncrementalRefreshSessionStatistics51::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)
Decimal entryPx () const
Int32 securityId () const
UInt32 rptSeq () const
bool openCloseSettlFlag (OpenCloseSettlFlag::Enum &value) const
UpdateAction::Enum updateAction () const
EntryTypeStatistics::Enum entryType () const
bool entrySize (Int32 &value) 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 4081 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 4093 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 4096 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 4102 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 4178 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 4185 of file Messages.h.

Decimal entryPx ( ) const

Market Data entry price.

Definition at line 4113 of file Messages.h.

bool entrySize ( Int32 value) const

Indicative Opening Quantity.

Definition at line 4166 of file Messages.h.

EntryTypeStatistics::Enum entryType ( ) const

Market Data entry type.

Definition at line 4158 of file Messages.h.

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum value) const

Flag describing IOP and Open Price entries.

Definition at line 4138 of file Messages.h.

UInt32 rptSeq ( ) const

MD Entry sequence number per instrument update.

Definition at line 4129 of file Messages.h.

Int32 securityId ( ) const

Security ID.

Definition at line 4121 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

Market Data update action.

Definition at line 4149 of file Messages.h.

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