OnixS C++ CME Market Data Handler  5.4.0
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 2580 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 2592 of file Messages.h.

Constructor & Destructor Documentation

LegsEntry ( )
inline

Initializes blank instance.

Definition at line 2595 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 2601 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )
inlinestatic

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

Definition at line 2666 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Entity class name.

Definition at line 2673 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 2654 of file Messages.h.

bool legPrice ( Decimal value) const
inline

Price for the future leg of a UDS Covered instrument.

Definition at line 2643 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 2635 of file Messages.h.

Int32 legSecurityId ( ) const
inline

Leg Security ID.

Definition at line 2612 of file Messages.h.

SecurityIDSource legSecurityIdSource ( ) const
inline

Identifies source of tag 602-LegSecurityID value.

Definition at line 2620 of file Messages.h.

LegSide::Enum legSide ( ) const
inline

Leg side.

Definition at line 2626 of file Messages.h.


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