IncrementalRefreshTradeSummary48::Entry Struct Reference

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< 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

Entry of Entry repeating group.

Definition at line 5273 of file Messages.h.

Member Typedef Documentation

Base

typedef BinaryGroupEntry<GroupSize::BlockLength> Base

Aliases base class type.

Definition at line 5276 of file Messages.h.

Constructor & Destructor Documentation

Entry() [1/2]

Entry ( )

inline

Initializes blank instance.

Definition at line 5279 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 5283 of file Messages.h.

Member Function Documentation

aggressorSide()

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.

blockLength()

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.

className()

const Char * className ( )

inlinestatic

Entity class name.

Definition at line 5376 of file Messages.h.

entryPx()

Decimal entryPx ( ) const

inline

Trade price.

Definition at line 5291 of file Messages.h.

entrySize()

Int32 entrySize ( ) const

inline

Consolidated trade quantity.

Definition at line 5299 of file Messages.h.

entryType()

EntryTypeTrade entryType ( ) const

inline

Market Data entry type.

Definition at line 5351 of file Messages.h.

numberOfOrders()

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.

rptSeq()

UInt32 rptSeq ( ) const

inline

Sequence number per instrument update.

Definition at line 5315 of file Messages.h.

securityId()

Int32 securityId ( ) const

inline

Security ID as defined by CME.

Definition at line 5307 of file Messages.h.

tradeEntryId()

bool tradeEntryId ( UInt32 & value ) const

inline

Market Data Trade entry ID.

Definition at line 5357 of file Messages.h.

updateAction()

UpdateAction::Enum updateAction ( ) const

inline

Market Data update action.

Definition at line 5343 of file Messages.h.