OnixS C++ CME Market Data Handler  5.7.0
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 4361 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 4373 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 4376 of file Messages.h.

Entry ( const void *  data,
EncodedLength  length,
SchemaVersion  version 

Initializes instance of given version over given memory block.

Definition at line 4382 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 4434 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 4441 of file Messages.h.

Int32 entrySize ( ) const

Cumulative traded volume.

Definition at line 4393 of file Messages.h.

EntryTypeVol entryType ( ) const

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

Definition at line 4426 of file Messages.h.

UInt32 rptSeq ( ) const

Market Data entry sequence number per instrument update.

Definition at line 4409 of file Messages.h.

Int32 securityId ( ) const

Security ID.

Definition at line 4401 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

Market Data update action.

Definition at line 4417 of file Messages.h.

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