OnixS C++ CME Market Data Handler  5.4.0
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 5914 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 5926 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 5929 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 5935 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 5989 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )
inlinestatic

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

Definition at line 6026 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Entity class name.

Definition at line 6033 of file Messages.h.

Decimal entryPx ( ) const
inline

Trade price.

Definition at line 5946 of file Messages.h.

Int32 entrySize ( ) const
inline

Consolidated trade quantity.

Definition at line 5954 of file Messages.h.

EntryTypeTrade entryType ( ) const
inline

Market Data entry type.

Definition at line 6008 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 5979 of file Messages.h.

UInt32 rptSeq ( ) const
inline

Sequence number per instrument update.

Definition at line 5970 of file Messages.h.

Int32 securityId ( ) const
inline

Security ID as defined by CME.

Definition at line 5962 of file Messages.h.

bool tradeEntryId ( UInt32 value) const
inline

Market Data Trade entry ID.

Definition at line 6014 of file Messages.h.

UpdateAction::Enum updateAction ( ) const
inline

Market Data update action.

Definition at line 6000 of file Messages.h.


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