#include <OnixS/CME/MDH/Messages.h>
Public Types | |
typedef BinaryGroupEntry< GroupSize::BlockLength > | Base |
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 Char * | className () |
Number of Leg entries. Entry of LegsEntry repeating group.
Definition at line 2634 of file Messages.h.
typedef BinaryGroupEntry< GroupSize::BlockLength > Base |
Aliases base class type.
Definition at line 2646 of file Messages.h.
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inline |
Initializes blank instance.
Definition at line 2649 of file Messages.h.
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inline |
Initializes instance of given version over given memory block.
Definition at line 2655 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 2720 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 2727 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 2708 of file Messages.h.
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inline |
Price for the future leg of a UDS Covered instrument.
Definition at line 2697 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 2689 of file Messages.h.
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inline |
Leg Security ID.
Definition at line 2666 of file Messages.h.
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inline |
Identifies source of tag 602-LegSecurityID value.
Definition at line 2674 of file Messages.h.
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inline |
Leg side.
Definition at line 2680 of file Messages.h.