OnixS C++ CME Market Data Handler  5.7.0
API documentation
IncrementalRefreshTradeSummary48::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 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

Static Public Member Functions

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength (SchemaVersion)
static ONIXS_CMEMDH_EXPORTED const CharclassName ()

Detailed Description

Number of Trade Summary entries. Entry of Entry repeating group.

Definition at line 6028 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 6040 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 6043 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 6049 of file Messages.h.

Member Function Documentation

bool aggressorSide ( AggressorSide::Enum value) const

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

Definition at line 6103 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 6140 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 6147 of file Messages.h.

Decimal entryPx ( ) const

Trade price.

Definition at line 6060 of file Messages.h.

Int32 entrySize ( ) const

Consolidated trade quantity.

Definition at line 6068 of file Messages.h.

EntryTypeTrade entryType ( ) const

Market Data entry type.

Definition at line 6122 of file Messages.h.

Int32 numberOfOrders ( ) const

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

Definition at line 6093 of file Messages.h.

UInt32 rptSeq ( ) const

Sequence number per instrument update.

Definition at line 6084 of file Messages.h.

Int32 securityId ( ) const

Security ID as defined by CME.

Definition at line 6076 of file Messages.h.

bool tradeEntryId ( UInt32 value) const

Market Data Trade entry ID.

Definition at line 6128 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

Market Data update action.

Definition at line 6114 of file Messages.h.

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