OnixS C++ CME MDP Premium Market Data Handler 5.9.0
Users' manual and API documentation
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SnapshotFullRefresh52::Entry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength EncodedLength
typedef GroupSize::BlockLength BlockLength

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
Public Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
 BinaryGroupEntry ()
 BinaryGroupEntry (const void *encoded, BlockLength length, SchemaVersion version)
 BinaryGroupEntry (const BinaryGroupEntry &other)
 operator bool () const
const void * encoded () const
EncodedLength encodedLength () const
const void * block () const
BlockLength blockLength () const
SchemaVersion version () const
BinaryGroupEntryoperator= (const BinaryGroupEntry &other)

Static Public Member Functions

static BlockLength blockLength (SchemaVersion)
static const CharclassName ()

Additional Inherited Members

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

Detailed Description

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

Definition at line 3971 of file Messages.h.

Member Typedef Documentation

◆ Base

Aliases base class type.

Definition at line 3974 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry() [1/2]

Entry ( )
inline

Initializes blank instance.

Definition at line 3977 of file Messages.h.

◆ Entry() [2/2]

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

Initializes instance of given version over given memory block.

Definition at line 3981 of file Messages.h.

Member Function Documentation

◆ blockLength()

BlockLength blockLength ( SchemaVersion )
inlinestatic

Returns size of entry body in bytes for given version of message template.

Definition at line 4077 of file Messages.h.

◆ className()

const Char * className ( )
inlinestatic

Entity class name.

Definition at line 4084 of file Messages.h.

◆ entryPx()

bool entryPx ( Decimal & value) const
inline

Market Data entry price.

Definition at line 3989 of file Messages.h.

◆ entrySize()

bool entrySize ( Int32 & value) const
inline

Market Data entry quantity.

Definition at line 3999 of file Messages.h.

◆ entryType()

EntryType::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 4067 of file Messages.h.

◆ numberOfOrders()

bool numberOfOrders ( Int32 & value) const
inline

Aggregate number of orders at the given price level.

Definition at line 4009 of file Messages.h.

◆ openCloseSettlFlag()

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum & value) const
inline

Flag describing Open Price entry.

Definition at line 4048 of file Messages.h.

◆ priceLevel()

bool priceLevel ( Int8 & value) const
inline

Aggregate book position.

Definition at line 4019 of file Messages.h.

◆ settlPriceType()

SettlPriceType settlPriceType ( ) const
inline

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

Definition at line 4059 of file Messages.h.

◆ tradingReferenceDate()

bool tradingReferenceDate ( Timestamp & value) const
inline

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

Definition at line 4030 of file Messages.h.