OnixS C++ CME MDP Premium Market Data Handler 5.9.0
Users' manual and API documentation
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IncrementalRefreshSessionStatisticsLongQty67::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)
Decimal entryPx () const
bool entrySize (UInt64 &value) const
Int32 securityId () const
UInt32 rptSeq () const
bool openCloseSettlFlag (OpenCloseSettlFlag::Enum &value) const
UpdateAction::Enum updateAction () const
EntryTypeStatistics::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 7406 of file Messages.h.

Member Typedef Documentation

◆ Base

Aliases base class type.

Definition at line 7409 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry() [1/2]

Entry ( )
inline

Initializes blank instance.

Definition at line 7412 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 7416 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 7486 of file Messages.h.

◆ className()

const Char * className ( )
inlinestatic

Entity class name.

Definition at line 7493 of file Messages.h.

◆ entryPx()

Decimal entryPx ( ) const
inline

Market Data entry price.

Definition at line 7424 of file Messages.h.

◆ entrySize()

bool entrySize ( UInt64 & value) const
inline

Indicative Opening Quantity.

Definition at line 7432 of file Messages.h.

◆ entryType()

EntryTypeStatistics::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 7476 of file Messages.h.

◆ openCloseSettlFlag()

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum & value) const
inline

Flag that additionally describes market data entry type.

Definition at line 7458 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const
inline

MD Entry sequence number per instrument update.

Definition at line 7450 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inline

Security ID.

Definition at line 7442 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const
inline

Market Data update action.

Definition at line 7468 of file Messages.h.