OnixS C++ CME MDP Premium Market Data Handler  5.8.3
API Documentation
InstrumentDefinitionSpread56::LegsEntry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
 
- 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
 
BinaryGroupEntryoperator= (const BinaryGroupEntry &other)
 

Static Public Member Functions

static BlockLength blockLength (SchemaVersion)
 
static const CharclassName ()
 

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

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: