SnapshotFullRefresh52::Entry Struct Reference

#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 ()

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

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 4545 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

inline

Initializes blank instance.

Definition at line 4548 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 4554 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 4655 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

inlinestatic

Entity class name.

Definition at line 4662 of file Messages.h.

bool entryPx ( Decimal &  value ) const

inline

Market Data entry price.

Definition at line 4565 of file Messages.h.

bool entrySize ( Int32 &  value ) const

inline

Market Data entry quantity.

Definition at line 4575 of file Messages.h.

EntryType::Enum entryType ( ) const

inline

Market Data entry type.

Definition at line 4645 of file Messages.h.

bool numberOfOrders ( Int32 &  value ) const

inline

Aggregate number of orders at the given price level.

Definition at line 4585 of file Messages.h.

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum &  value ) const

inline

Flag describing Open Price entry.

Definition at line 4625 of file Messages.h.

bool priceLevel ( Int8 &  value ) const

inline

Aggregate book position.

Definition at line 4595 of file Messages.h.

SettlPriceType settlPriceType ( ) const

inline

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

Definition at line 4637 of file Messages.h.

bool tradingReferenceDate ( Timestamp &  value ) const

inline

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

Definition at line 4606 of file Messages.h.

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

• include/OnixS/CME/MDH/Messages.h