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

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
 

Public Member Functions

 Entry ()
 
 Entry (const void *data, EncodedLength length, SchemaVersion version)
 
bool entryPx (Decimal &value) const
 
bool entrySize (Int32 &value) const
 
bool numberOfOrders (Int32 &value) const
 
bool priceLevel (Int8 &value) const
 
bool tradingReferenceDate (Timestamp &value) const
 
bool openCloseSettlFlag (OpenCloseSettlFlag::Enum &value) const
 
SettlPriceType settlPriceType () const
 
EntryType::Enum entryType () const
 

Static Public Member Functions

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

Detailed Description

Number of entries in Market Data message. Entry of Entry repeating group.

Definition at line 4437 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 4449 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 4452 of file Messages.h.

Entry ( const void *  data,
EncodedLength  length,
SchemaVersion  version 
)
inline

Initializes instance of given version over given memory block.

Definition at line 4458 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 4559 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Entity class name.

Definition at line 4566 of file Messages.h.

bool entryPx ( Decimal value) const
inline

Market Data entry price.

Definition at line 4469 of file Messages.h.

bool entrySize ( Int32 value) const
inline

Market Data entry quantity.

Definition at line 4479 of file Messages.h.

EntryType::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 4549 of file Messages.h.

bool numberOfOrders ( Int32 value) const
inline

Aggregate number of orders at the given price level.

Definition at line 4489 of file Messages.h.

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum value) const
inline

Flag describing Open Price entry.

Definition at line 4529 of file Messages.h.

bool priceLevel ( Int8 value) const
inline

Aggregate book position.

Definition at line 4499 of file Messages.h.

SettlPriceType settlPriceType ( ) const
inline

Bitmap field of eight Boolean type indicators representing settlement price type.

Definition at line 4541 of file Messages.h.

bool tradingReferenceDate ( Timestamp value) const
inline

Indicates the date of trade session corresponding to a statistic entry.

Definition at line 4510 of file Messages.h.


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