#include <OnixS/CME/MDH/Messages.h>
Public Types | |
typedef BinaryGroupEntry< GroupSize::BlockLength > | Base |
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 Char * | className () |
Number of Trade Summary entries. Entry of Entry repeating group.
Definition at line 6028 of file Messages.h.
typedef BinaryGroupEntry< GroupSize::BlockLength > Base |
Aliases base class type.
Definition at line 6040 of file Messages.h.
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inline |
Initializes blank instance.
Definition at line 6043 of file Messages.h.
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Initializes instance of given version over given memory block.
Definition at line 6049 of file Messages.h.
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Indicates which side is the aggressor or if there is no aggressor.
Definition at line 6103 of file Messages.h.
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inlinestatic |
Returns size of entry body in bytes for given version of message template.
Definition at line 6140 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 6147 of file Messages.h.
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inline |
Trade price.
Definition at line 6060 of file Messages.h.
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Consolidated trade quantity.
Definition at line 6068 of file Messages.h.
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inline |
Market Data entry type.
Definition at line 6122 of file Messages.h.
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inline |
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.
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Sequence number per instrument update.
Definition at line 6084 of file Messages.h.
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inline |
Security ID as defined by CME.
Definition at line 6076 of file Messages.h.
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inline |
Market Data Trade entry ID.
Definition at line 6128 of file Messages.h.
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inline |
Market Data update action.
Definition at line 6114 of file Messages.h.