OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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InstrumentDefinitionSpread56::LegsEntry Struct Reference

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< 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

Detailed Description

Entry of LegsEntry repeating group.

Definition at line 2290 of file Messages.h.

Member Typedef Documentation

◆ Base

Aliases base class type.

Definition at line 2293 of file Messages.h.

Constructor & Destructor Documentation

◆ LegsEntry() [1/2]

LegsEntry ( )
inline

Initializes blank instance.

Definition at line 2296 of file Messages.h.

◆ LegsEntry() [2/2]

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

Initializes instance of given version over given memory block.

Definition at line 2300 of file Messages.h.

Member Function Documentation

◆ blockLength()

BlockLength blockLength ( SchemaVersion )
inlinestatic

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

Definition at line 2362 of file Messages.h.

◆ className()

const Char * className ( )
inlinestatic

Entity class name.

Definition at line 2369 of file Messages.h.

◆ legOptionDelta()

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 2350 of file Messages.h.

◆ legPrice()

bool legPrice ( Decimal & value) const
inline

Price for the future leg of a UDS Covered instrument.

Definition at line 2339 of file Messages.h.

◆ legRatioQty()

Int8 legRatioQty ( ) const
inline

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

Definition at line 2331 of file Messages.h.

◆ legSecurityId()

Int32 legSecurityId ( ) const
inline

Leg Security ID.

Definition at line 2308 of file Messages.h.

◆ legSecurityIdSource()

SecurityIDSource legSecurityIdSource ( ) const
inline

Identifies source of tag 602-LegSecurityID value.

Definition at line 2316 of file Messages.h.

◆ legSide()

LegSide::Enum legSide ( ) const
inline

Leg side.

Definition at line 2322 of file Messages.h.