#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< Container, BlockLength > | |
| BinaryBlock () | |
| ~BinaryBlock () | |
| template<class Value> | |
| Value | ordinary (BlockLength offset) const |
| template<class Value, class NullValue> | |
| bool | ordinary (Value &value, BlockLength offset, const NullValue &null) const |
| template<class Value, class NullValue> | |
| bool | ordinary (Value &value, BlockLength offset, const NullValue &null, SchemaVersion since) const |
| template<class Enumeration> | |
| Enumeration::Enum | enumeration (BlockLength offset) const |
| template<class Enumeration, class NullValue> | |
| bool | enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null) const |
| template<class Enumeration, class NullValue> | |
| bool | enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null, SchemaVersion since) const |
| template<class Value> | |
| Decimal | decimal (BlockLength offset) const |
| template<class NullValue> | |
| bool | decimal (Decimal &value, BlockLength offset, const NullValue &null) const |
| template<class NullValue> | |
| bool | decimal (Decimal &value, BlockLength offset, const NullValue &null, SchemaVersion since) const |
| template<BlockLength Length> | |
| StrRef | fixedStr (BlockLength offset) const |
| template<BlockLength Length> | |
| StrRef | fixedStr (BlockLength offset, SchemaVersion since) const |
Number of Leg entries. Entry of LegsEntry repeating group.
Definition at line 2290 of file Messages.h.
| typedef BinaryGroupEntry<GroupSize::BlockLength> Base |
Aliases base class type.
Definition at line 2293 of file Messages.h.
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inline |
Initializes blank instance.
Definition at line 2296 of file Messages.h.
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inline |
Initializes instance of given version over given memory block.
Definition at line 2300 of file Messages.h.
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inlinestatic |
Returns size of entry body in bytes for given version of message template.
Definition at line 2362 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 2369 of file Messages.h.
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inline |
Delta used to calculate the quantity of futures used to cover the option or option strategy.
Definition at line 2350 of file Messages.h.
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inline |
Price for the future leg of a UDS Covered instrument.
Definition at line 2339 of file Messages.h.
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inline |
Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument.
Definition at line 2331 of file Messages.h.
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inline |
Leg Security ID.
Definition at line 2308 of file Messages.h.
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inline |
Identifies source of tag 602-LegSecurityID value.
Definition at line 2316 of file Messages.h.
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inline |
Leg side.
Definition at line 2322 of file Messages.h.
