OnixS C++ CME Market Data Handler  5.7.0
API documentation
InstrumentDefinitionSpread56::LegsEntry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase

Public Member Functions

 LegsEntry ()
 LegsEntry (const void *data, EncodedLength length, SchemaVersion version)
Int32 legSecurityId () const
SecurityIDSource legSecurityIdSource () const
LegSide::Enum legSide () const
Int8 legRatioQty () const
bool legPrice (Decimal &value) const
bool legOptionDelta (Decimal &value) const

Static Public Member Functions

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

Detailed Description

Number of Leg entries. Entry of LegsEntry repeating group.

Definition at line 2634 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 2646 of file Messages.h.

Constructor & Destructor Documentation

LegsEntry ( )

Initializes blank instance.

Definition at line 2649 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 2655 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 2720 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 2727 of file Messages.h.

bool legOptionDelta ( Decimal value) const

Delta used to calculate the quantity of futures used to cover the option or option strategy.

Definition at line 2708 of file Messages.h.

bool legPrice ( Decimal value) const

Price for the future leg of a UDS Covered instrument.

Definition at line 2697 of file Messages.h.

Int8 legRatioQty ( ) const

Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument.

Definition at line 2689 of file Messages.h.

Int32 legSecurityId ( ) const

Leg Security ID.

Definition at line 2666 of file Messages.h.

SecurityIDSource legSecurityIdSource ( ) const

Identifies source of tag 602-LegSecurityID value.

Definition at line 2674 of file Messages.h.

LegSide::Enum legSide ( ) const

Leg side.

Definition at line 2680 of file Messages.h.

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