OnixS C++ CME Market Data Handler  5.4.0
API documentation
SnapshotFullRefresh52 Struct Reference

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

Classes

struct  Entry
 

Public Types

enum  { TemplateId = 52 }
 
typedef BinaryGroup< Entry, GroupSize, MessageSizeEntries
 
- Public Types inherited from BinaryMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 
typedef BinaryGroups< MessageSizeGroups
 

Public Member Functions

 SnapshotFullRefresh52 ()
 
 SnapshotFullRefresh52 (const void *data, EncodedLength length)
 
UInt32 lastMsgSeqNumProcessed () const
 
UInt32 totNumReports () const
 
Int32 securityId () const
 
UInt32 rptSeq () const
 
Timestamp transactTime () const
 
Timestamp lastUpdateTime () const
 
bool tradeDate (Timestamp &value) const
 
bool securityTradingStatus (SecurityTradingStatus::Enum &value) const
 
bool highLimitPrice (Decimal &value) const
 
bool lowLimitPrice (Decimal &value) const
 
bool maxPriceVariation (Decimal &value) const
 
Entries entries () const
 
- Public Member Functions inherited from BinaryMessage
 BinaryMessage ()
 
 BinaryMessage (const void *encoded, EncodedLength length)
 
 BinaryMessage (const BinaryMessage &other)
 
 operator bool () const
 
MessageTemplateId templateId () const
 
SchemaVersion version () const
 
const void * encoded () const
 
EncodedLength encodedLength () const
 
const void * block () const
 
BlockLength blockLength () const
 
Groups groups () const
 
BinaryMessageoperator= (const BinaryMessage &other)
 

Static Public Member Functions

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength (SchemaVersion)
 
static ONIXS_CMEMDH_EXPORTED const CharclassName ()
 
static ONIXS_CMEMDH_EXPORTED StrRef fixType ()
 

Additional Inherited Members

- Protected Member Functions inherited from BinaryBlock< BinaryMessage, MessageSize >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (MessageSize offset) const
 
bool ordinary (Value &value, MessageSize offset, const NullValue &null) const
 
bool ordinary (Value &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
 
Enumeration::Enum enumeration (MessageSize offset) const
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (MessageSize offset) const
 
bool decimal (Decimal &value, MessageSize offset, const NullValue &null) const
 
bool decimal (Decimal &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (MessageSize offset) const
 
StrRef fixedStr (MessageSize offset, SchemaVersion since) const
 

Detailed Description

Definition at line 4428 of file Messages.h.

Member Typedef Documentation

Repeating group containing Entry entries.

Definition at line 4575 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 4433 of file Messages.h.

Constructor & Destructor Documentation

Initializes blank instance.

Definition at line 4578 of file Messages.h.

SnapshotFullRefresh52 ( const void *  data,
EncodedLength  length 
)
inline

Initializes instance over given memory block.

Definition at line 4583 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )
inlinestatic

Size of message body in bytes.

Definition at line 4717 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Returns class name.

Definition at line 4724 of file Messages.h.

Entries entries ( ) const
inline

Returns instance of Entries repeating group.

Definition at line 4708 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 4731 of file Messages.h.

bool highLimitPrice ( Decimal value) const
inline

Upper price threshold for the instrument.

Definition at line 4678 of file Messages.h.

UInt32 lastMsgSeqNumProcessed ( ) const
inline

Sequence number of the last Incremental feed packet processed. This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 4597 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inline

UTC Date and time of last Security Definition add, update or delete on a given Market Data channel.

Definition at line 4640 of file Messages.h.

bool lowLimitPrice ( Decimal value) const
inline

Lower price threshold for the instrument.

Definition at line 4688 of file Messages.h.

bool maxPriceVariation ( Decimal value) const
inline

Differential value for price banding.

Definition at line 4698 of file Messages.h.

UInt32 rptSeq ( ) const
inline

Sequence number of the last Market Data entry processed for the instrument.

Definition at line 4622 of file Messages.h.

Int32 securityId ( ) const
inline

Security ID.

Definition at line 4613 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const
inline

Identifies the current trading state of the instrument.

Definition at line 4667 of file Messages.h.

UInt32 totNumReports ( ) const
inline

Total number of messages replayed in the loop.

Definition at line 4605 of file Messages.h.

bool tradeDate ( Timestamp value) const
inline

Trade session date sent as number of days since Unix epoch.

Definition at line 4648 of file Messages.h.

Timestamp transactTime ( ) const
inline

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 4631 of file Messages.h.


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