OnixS C++ CME Market Data Handler  5.4.0
API documentation
IncrementalRefreshVolume37::Entry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
 

Public Member Functions

 Entry ()
 
 Entry (const void *data, EncodedLength length, SchemaVersion version)
 
Int32 entrySize () const
 
Int32 securityId () const
 
UInt32 rptSeq () const
 
UpdateAction::Enum updateAction () const
 
EntryTypeVol entryType () const
 

Static Public Member Functions

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength (SchemaVersion)
 
static ONIXS_CMEMDH_EXPORTED const CharclassName ()
 

Detailed Description

Number of entries in Market Data message. Entry of Entry repeating group.

Definition at line 4271 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 4283 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 4286 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 4292 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )
inlinestatic

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

Definition at line 4344 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Entity class name.

Definition at line 4351 of file Messages.h.

Int32 entrySize ( ) const
inline

Cumulative traded volume.

Definition at line 4303 of file Messages.h.

EntryTypeVol entryType ( ) const
inline

Electronic Volume entry provides cumulative session trade volume updated with the event.

Definition at line 4336 of file Messages.h.

UInt32 rptSeq ( ) const
inline

Market Data entry sequence number per instrument update.

Definition at line 4319 of file Messages.h.

Int32 securityId ( ) const
inline

Security ID.

Definition at line 4311 of file Messages.h.

UpdateAction::Enum updateAction ( ) const
inline

Market Data update action.

Definition at line 4327 of file Messages.h.


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