OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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SnapshotFullRefresh52 Struct Reference

Classes

struct  Entry

Public Types

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

Additional Inherited Members

Protected Member Functions inherited from BinaryMessage
 BinaryMessage (const void *encoded, EncodedLength length, SchemaVersion since)
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 3961 of file Messages.h.

Member Typedef Documentation

◆ Entries

Repeating group containing Entry entries.

Definition at line 4091 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 52 

Definition at line 3964 of file Messages.h.

Constructor & Destructor Documentation

◆ SnapshotFullRefresh52() [1/2]

Initializes blank instance.

Definition at line 4094 of file Messages.h.

◆ SnapshotFullRefresh52() [2/2]

SnapshotFullRefresh52 ( const void * data,
EncodedLength length )
inline

Initializes instance over given memory block.

Definition at line 4097 of file Messages.h.

Member Function Documentation

◆ blockLength()

BlockLength blockLength ( SchemaVersion )
inlinestatic

Size of message body in bytes.

Definition at line 4225 of file Messages.h.

◆ className()

const Char * className ( )
inlinestatic

Returns class name.

Definition at line 4232 of file Messages.h.

◆ entries()

Entries entries ( ) const
inline

Returns instance of Entries repeating group.

Definition at line 4218 of file Messages.h.

◆ fixType()

StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 4239 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( Decimal & value) const
inline

Upper price threshold for the instrument.

Definition at line 4188 of file Messages.h.

◆ lastMsgSeqNumProcessed()

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 4109 of file Messages.h.

◆ lastUpdateTime()

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 4152 of file Messages.h.

◆ lowLimitPrice()

bool lowLimitPrice ( Decimal & value) const
inline

Lower price threshold for the instrument.

Definition at line 4198 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( Decimal & value) const
inline

Differential value for price banding.

Definition at line 4208 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const
inline

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

Definition at line 4134 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inline

Security ID.

Definition at line 4125 of file Messages.h.

◆ securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value) const
inline

Identifies the current trading state of the instrument.

Definition at line 4178 of file Messages.h.

◆ totNumReports()

UInt32 totNumReports ( ) const
inline

Total number of messages replayed in the loop.

Definition at line 4117 of file Messages.h.

◆ tradeDate()

bool tradeDate ( Timestamp & value) const
inline

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

Definition at line 4160 of file Messages.h.

◆ transactTime()

Timestamp transactTime ( ) const
inline

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

Definition at line 4143 of file Messages.h.