OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
Loading...
Searching...
No Matches
IncrementalRefreshTradeSummaryLongQty65::Entry Struct Reference

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
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
BinaryGroupEntryoperator= (const BinaryGroupEntry &other)

Static Public Member Functions

static BlockLength blockLength (SchemaVersion)
static const CharclassName ()

Additional Inherited Members

Protected Member Functions inherited from BinaryBlock< Container, BlockLength >
 BinaryBlock ()
 ~BinaryBlock ()
template<class Value>
Value ordinary (BlockLength offset) const
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, const NullValue &null) const
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, const NullValue &null, SchemaVersion since) const
template<class Enumeration>
Enumeration::Enum enumeration (BlockLength offset) const
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null) const
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null, SchemaVersion since) const
template<class Value>
Decimal decimal (BlockLength offset) const
template<class NullValue>
bool decimal (Decimal &value, BlockLength offset, const NullValue &null) const
template<class NullValue>
bool decimal (Decimal &value, BlockLength offset, const NullValue &null, SchemaVersion since) const
template<BlockLength Length>
StrRef fixedStr (BlockLength offset) const
template<BlockLength Length>
StrRef fixedStr (BlockLength offset, SchemaVersion since) const

Detailed Description

Entry of Entry repeating group.

Definition at line 7019 of file Messages.h.

Member Typedef Documentation

◆ Base

Aliases base class type.

Definition at line 7022 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry() [1/2]

Entry ( )
inline

Initializes blank instance.

Definition at line 7025 of file Messages.h.

◆ Entry() [2/2]

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

◆ aggressorSide()

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.

◆ blockLength()

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.

◆ className()

const Char * className ( )
inlinestatic

Entity class name.

Definition at line 7121 of file Messages.h.

◆ entryPx()

Decimal entryPx ( ) const
inline

Trade price.

Definition at line 7037 of file Messages.h.

◆ entrySize()

UInt64 entrySize ( ) const
inline

Consolidated trade quantity, notional.

Definition at line 7045 of file Messages.h.

◆ entryType()

EntryTypeTrade entryType ( ) const
inline

Market Data entry type.

Definition at line 7106 of file Messages.h.

◆ numberOfOrders()

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.

◆ rptSeq()

UInt32 rptSeq ( ) const
inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 7062 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inline

Security ID.

Definition at line 7053 of file Messages.h.

◆ tradeEntryId()

UInt32 tradeEntryId ( ) const
inline

Market Data Trade Entry ID.

Definition at line 7079 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const
inline

Market Data update action.

Definition at line 7098 of file Messages.h.