OnixS C++ CME MDP Premium Market Data Handler  5.9.0
API Documentation
Public Types | Public Member Functions | Static Public Member Functions | List of all members
IncrementalRefreshTradeSummaryLongQty65::Entry Struct Reference

#include <OnixS/CME/MDH/Messages.h>

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
 
UInt64 entrySize () const
 
Int32 securityId () const
 
UInt32 rptSeq () const
 
Int32 numberOfOrders () const
 
UInt32 tradeEntryId () const
 
bool aggressorSide (AggressorSide::Enum &value) const
 
UpdateAction::Enum updateAction () const
 
EntryTypeTrade entryType () 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< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (GroupSize::BlockLengthoffset) const
 
bool ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Enumeration::Enum enumeration (GroupSize::BlockLengthoffset) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (GroupSize::BlockLengthoffset) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset, SchemaVersion since) const
 

Detailed Description

Entry of Entry repeating group.

Definition at line 7019 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry<GroupSize::BlockLength> Base

Aliases base class type.

Definition at line 7022 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 7025 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 7029 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 7088 of file Messages.h.

static BlockLength blockLength ( SchemaVersion  )
inlinestatic

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

Definition at line 7114 of file Messages.h.

static const Char* className ( )
inlinestatic

Entity class name.

Definition at line 7121 of file Messages.h.

Decimal entryPx ( ) const
inline

Trade price.

Definition at line 7037 of file Messages.h.

UInt64 entrySize ( ) const
inline

Consolidated trade quantity, notional.

Definition at line 7045 of file Messages.h.

EntryTypeTrade entryType ( ) const
inline

Market Data entry type.

Definition at line 7106 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 7071 of file Messages.h.

UInt32 rptSeq ( ) const
inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 7062 of file Messages.h.

Int32 securityId ( ) const
inline

Security ID.

Definition at line 7053 of file Messages.h.

UInt32 tradeEntryId ( ) const
inline

Market Data Trade Entry ID.

Definition at line 7079 of file Messages.h.

UpdateAction::Enum updateAction ( ) const
inline

Market Data update action.

Definition at line 7098 of file Messages.h.

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