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< 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 |
Entry of Entry repeating group.
Definition at line 7019 of file Messages.h.
typedef BinaryGroupEntry<GroupSize::BlockLength> Base |
Aliases base class type.
Definition at line 7022 of file Messages.h.
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inline |
Initializes blank instance.
Definition at line 7025 of file Messages.h.
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inline |
Initializes instance of given version over given memory block.
Definition at line 7029 of file Messages.h.
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inline |
Indicates which side is the aggressor or if there is no aggressor.
Definition at line 7088 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 7114 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 7121 of file Messages.h.
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inline |
Trade price.
Definition at line 7037 of file Messages.h.
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inline |
Consolidated trade quantity, notional.
Definition at line 7045 of file Messages.h.
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inline |
Market Data entry type.
Definition at line 7106 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 7071 of file Messages.h.
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inline |
MD Entry sequence number per instrument update.
Reset weekly.
Definition at line 7062 of file Messages.h.
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inline |
Security ID.
Definition at line 7053 of file Messages.h.
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inline |
Market Data Trade Entry ID.
Definition at line 7079 of file Messages.h.
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inline |
Market Data update action.
Definition at line 7098 of file Messages.h.