OnixS C++ CME MDP Premium Market Data Handler  5.8.9
API Documentation
Public Types | Public Member Functions | Static Public Member Functions | List of all members
InstrumentDefinitionSpread56::LegsEntry Struct Reference

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

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

 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
 
- 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< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (GroupSize::BlockLengthoffset) const
 
bool ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Enumeration::Enum enumeration (GroupSize::BlockLengthoffset) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (GroupSize::BlockLengthoffset) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset, SchemaVersion since) const
 

Detailed Description

Entry of LegsEntry repeating group.

Definition at line 2358 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry<GroupSize::BlockLength> Base

Aliases base class type.

Definition at line 2361 of file Messages.h.

Constructor & Destructor Documentation

LegsEntry ( )
inline

Initializes blank instance.

Definition at line 2364 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 2368 of file Messages.h.

Member Function Documentation

static BlockLength blockLength ( SchemaVersion  )
inlinestatic

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

Definition at line 2430 of file Messages.h.

static const Char* className ( )
inlinestatic

Entity class name.

Definition at line 2437 of file Messages.h.

bool legOptionDelta ( Decimal &  value) const
inline

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

Definition at line 2418 of file Messages.h.

bool legPrice ( Decimal &  value) const
inline

Price for the future leg of a UDS Covered instrument.

Definition at line 2407 of file Messages.h.

Int8 legRatioQty ( ) const
inline

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

Definition at line 2399 of file Messages.h.

Int32 legSecurityId ( ) const
inline

Leg Security ID.

Definition at line 2376 of file Messages.h.

SecurityIDSource legSecurityIdSource ( ) const
inline

Identifies source of tag 602-LegSecurityID value.

Definition at line 2384 of file Messages.h.

LegSide::Enum legSide ( ) const
inline

Leg side.

Definition at line 2390 of file Messages.h.

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