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

Public Types
typedef BinaryGroupEntry< GroupSize::BlockLength >	Base

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

Int32	entrySize () const

Int32	securityId () const

UInt32	rptSeq () const

Int32	numberOfOrders () const

bool	aggressorSide (AggressorSide::Enum &value) const

UpdateAction::Enum	updateAction () const

EntryTypeTrade	entryType () const

bool	tradeEntryId (UInt32 &value) 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

BinaryGroupEntry &	operator= (const BinaryGroupEntry &other)

Static Public Member Functions
static BlockLength	blockLength (SchemaVersion)

static const Char *	className ()

Additional Inherited Members
Protected Member Functions inherited from BinaryBlock< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
	BinaryBlock ()

	~BinaryBlock ()

Value	ordinary (GroupSize::BlockLengthoffset) const

bool	ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null) const

bool	ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const

Enumeration::Enum	enumeration (GroupSize::BlockLengthoffset) const

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null) const

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const

Decimal	decimal (GroupSize::BlockLengthoffset) const

bool	decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null) const

bool	decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const

StrRef	fixedStr (GroupSize::BlockLengthoffset) const

StrRef	fixedStr (GroupSize::BlockLengthoffset, SchemaVersion since) const

Detailed Description

Entry of Entry repeating group.

Definition at line 5273 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry<GroupSize::BlockLength> Base

Aliases base class type.

Definition at line 5276 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

inline

Initializes blank instance.

Definition at line 5279 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 5283 of file Messages.h.

Member Function Documentation

bool aggressorSide ( AggressorSide::Enum & value ) const

inline

Indicates which side is the aggressor or if there is no aggressor.

Definition at line 5333 of file Messages.h.

static BlockLength blockLength ( SchemaVersion )

inlinestatic

Returns size of entry body in bytes for given version of message template.

Definition at line 5369 of file Messages.h.

static const Char* className ( )

inlinestatic

Entity class name.

Definition at line 5376 of file Messages.h.

Decimal entryPx ( ) const

inline

Trade price.

Definition at line 5291 of file Messages.h.

Int32 entrySize ( ) const

inline

Consolidated trade quantity.

Definition at line 5299 of file Messages.h.

EntryTypeTrade entryType ( ) const

inline

Market Data entry type.

Definition at line 5351 of file Messages.h.

Int32 numberOfOrders ( ) const

inline

The total number of real orders per instrument that participated in a match step within a match event.

Definition at line 5324 of file Messages.h.

UInt32 rptSeq ( ) const

inline

Sequence number per instrument update.

Definition at line 5315 of file Messages.h.

Int32 securityId ( ) const

inline

Security ID as defined by CME.

Definition at line 5307 of file Messages.h.

bool tradeEntryId ( UInt32 & value ) const

inline

Market Data Trade entry ID.

Definition at line 5357 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

inline

Market Data update action.

Definition at line 5343 of file Messages.h.

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

OnixS/CME/MDH/Messages.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation