IncrementalRefreshTradeSummary48::Entry Struct Reference

#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 ()

Detailed Description

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

Definition at line 6028 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 6040 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

inline

Initializes blank instance.

Definition at line 6043 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 6049 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 6103 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 6140 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

inlinestatic

Entity class name.

Definition at line 6147 of file Messages.h.

Decimal entryPx ( ) const

inline

Trade price.

Definition at line 6060 of file Messages.h.

Int32 entrySize ( ) const

inline

Consolidated trade quantity.

Definition at line 6068 of file Messages.h.

EntryTypeTrade entryType ( ) const

inline

Market Data entry type.

Definition at line 6122 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 6093 of file Messages.h.

UInt32 rptSeq ( ) const

inline

Sequence number per instrument update.

Definition at line 6084 of file Messages.h.

Int32 securityId ( ) const

inline

Security ID as defined by CME.

Definition at line 6076 of file Messages.h.

bool tradeEntryId ( UInt32 &  value ) const

inline

Market Data Trade entry ID.

Definition at line 6128 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

inline

Market Data update action.

Definition at line 6114 of file Messages.h.

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

• include/OnixS/CME/MDH/Messages.h