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

Classes
struct	Entry

Public Types
enum	{ TemplateId = 52 }

typedef BinaryGroup< Entry, GroupSize, MessageSize >	Entries

Public Types inherited from BinaryMessage
typedef MessageSize	EncodedLength

typedef MessageSize	BlockLength

typedef BinaryGroups< MessageSize >	Groups

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

BinaryMessage &	operator= (const BinaryMessage &other)

Static Public Member Functions
static BlockLength	blockLength (SchemaVersion)

static const Char *	className ()

static StrRef	fixType ()

Additional Inherited Members
Protected Member Functions inherited from BinaryBlock< BinaryMessage, MessageSize >
	BinaryBlock ()

	~BinaryBlock ()

Value	ordinary (MessageSizeoffset) const

bool	ordinary (Value &value, MessageSizeoffset, const NullValue &null) const

bool	ordinary (Value &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const

Enumeration::Enum	enumeration (MessageSizeoffset) const

bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null) const

bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const

Decimal	decimal (MessageSizeoffset) const

bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null) const

bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const

StrRef	fixedStr (MessageSizeoffset) const

StrRef	fixedStr (MessageSizeoffset, SchemaVersion since) const

Detailed Description

Definition at line 4071 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 4201 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 4074 of file Messages.h.

Constructor & Destructor Documentation

SnapshotFullRefresh52 ( )

inline

Initializes blank instance.

Definition at line 4204 of file Messages.h.

SnapshotFullRefresh52	(	const void *	data,
		EncodedLength	length
	)

inline

Initializes instance over given memory block.

Definition at line 4207 of file Messages.h.

Member Function Documentation

static BlockLength blockLength ( SchemaVersion )

inlinestatic

Size of message body in bytes.

Definition at line 4341 of file Messages.h.

static const Char* className ( )

inlinestatic

Returns class name.

Definition at line 4348 of file Messages.h.

Entries entries ( ) const

inline

Returns instance of Entries repeating group.

Definition at line 4334 of file Messages.h.

static StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 4355 of file Messages.h.

bool highLimitPrice ( Decimal & value ) const

inline

Upper price threshold for the instrument.

Definition at line 4304 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 4225 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 4268 of file Messages.h.

bool lowLimitPrice ( Decimal & value ) const

inline

Lower price threshold for the instrument.

Definition at line 4314 of file Messages.h.

bool maxPriceVariation ( Decimal & value ) const

inline

Differential value for price banding.

Definition at line 4324 of file Messages.h.

UInt32 rptSeq ( ) const

inline

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

Definition at line 4250 of file Messages.h.

Int32 securityId ( ) const

inline

Security ID.

Definition at line 4241 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inline

Identifies the current trading state of the instrument.

Definition at line 4294 of file Messages.h.

UInt32 totNumReports ( ) const

inline

Total number of messages replayed in the loop.

Definition at line 4233 of file Messages.h.

bool tradeDate ( Timestamp & value ) const

inline

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

Definition at line 4276 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 4259 of file Messages.h.

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

OnixS/CME/MDH/Messages.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation