OnixS C++ CME Market Data Handler  5.7.0
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 4533 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 4545 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 4548 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 4554 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 4655 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 4662 of file Messages.h.

bool entryPx ( Decimal value) const

Market Data entry price.

Definition at line 4565 of file Messages.h.

bool entrySize ( Int32 value) const

Market Data entry quantity.

Definition at line 4575 of file Messages.h.

EntryType::Enum entryType ( ) const

Market Data entry type.

Definition at line 4645 of file Messages.h.

bool numberOfOrders ( Int32 value) const

Aggregate number of orders at the given price level.

Definition at line 4585 of file Messages.h.

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum value) const

Flag describing Open Price entry.

Definition at line 4625 of file Messages.h.

bool priceLevel ( Int8 value) const

Aggregate book position.

Definition at line 4595 of file Messages.h.

SettlPriceType settlPriceType ( ) const

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

Definition at line 4637 of file Messages.h.

bool tradingReferenceDate ( Timestamp value) const

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

Definition at line 4606 of file Messages.h.

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