#include <OnixS/CME/MDH/Messages.h>
Public Types | |
typedef BinaryGroupEntry< GroupSize::BlockLength > | Base |
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 Char * | className () |
Number of entries in Market Data message. Entry of Entry repeating group.
Definition at line 4533 of file Messages.h.
typedef BinaryGroupEntry< GroupSize::BlockLength > Base |
Aliases base class type.
Definition at line 4545 of file Messages.h.
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inline |
Initializes blank instance.
Definition at line 4548 of file Messages.h.
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Initializes instance of given version over given memory block.
Definition at line 4554 of file Messages.h.
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inlinestatic |
Returns size of entry body in bytes for given version of message template.
Definition at line 4655 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 4662 of file Messages.h.
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inline |
Market Data entry price.
Definition at line 4565 of file Messages.h.
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inline |
Market Data entry quantity.
Definition at line 4575 of file Messages.h.
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inline |
Market Data entry type.
Definition at line 4645 of file Messages.h.
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inline |
Aggregate number of orders at the given price level.
Definition at line 4585 of file Messages.h.
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inline |
Flag describing Open Price entry.
Definition at line 4625 of file Messages.h.
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inline |
Aggregate book position.
Definition at line 4595 of file Messages.h.
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inline |
Bitmap field of eight Boolean type indicators representing settlement price type.
Definition at line 4637 of file Messages.h.
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inline |
Indicates the date of trade session corresponding to a statistic entry.
Definition at line 4606 of file Messages.h.