SnapshotFullRefreshLongQty69 Struct Reference

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

Classes
struct	Entry

Public Types
enum	{ TemplateId = 69 }
typedef BinaryGroup< Entry, GroupSize, MessageSize >	Entries
Public Types inherited from BinaryMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength
typedef BinaryGroups< MessageSize >	Groups

Public Member Functions
	SnapshotFullRefreshLongQty69 ()
	SnapshotFullRefreshLongQty69 (const void *data, EncodedLength length)
UInt32	lastMsgSeqNumProcessed () const
UInt32	totNumReports () const
Int32	securityId () const
UInt32	rptSeq () const
Timestamp	transactTime () const
Timestamp	lastUpdateTime () const
bool	tradeDate (Timestamp &value) const
bool	securityTradingStatus (SecurityTradingStatus::Enum &value) const
bool	highLimitPrice (Decimal &value) const
bool	lowLimitPrice (Decimal &value) const
bool	maxPriceVariation (Decimal &value) const
Entries	entries () const
Public Member Functions inherited from BinaryMessage
	BinaryMessage ()
	BinaryMessage (const void *encoded, EncodedLength length)
	BinaryMessage (const BinaryMessage &other)
	operator bool () const
MessageTemplateId	templateId () const
SchemaVersion	version () const
const void *	encoded () const
EncodedLength	encodedLength () const
const void *	block () const
BlockLength	blockLength () const
Groups	groups () const
BinaryMessage &	operator= (const BinaryMessage &other)

Static Public Member Functions
static BlockLength	blockLength (SchemaVersion)
static const Char *	className ()
static StrRef	fixType ()

Additional Inherited Members
Protected Member Functions inherited from BinaryMessage
	BinaryMessage (const void *encoded, EncodedLength length, SchemaVersion since)
Protected Member Functions inherited from BinaryBlock< BinaryMessage, MessageSize >
	BinaryBlock ()
	~BinaryBlock ()
Value	ordinary (MessageSizeoffset) const
bool	ordinary (Value &value, MessageSizeoffset, const NullValue &null) const
bool	ordinary (Value &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
Enumeration::Enum	enumeration (MessageSizeoffset) const
bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null) const
bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
Decimal	decimal (MessageSizeoffset) const
bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null) const
bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
StrRef	fixedStr (MessageSizeoffset) const
StrRef	fixedStr (MessageSizeoffset, SchemaVersion since) const

Detailed Description

Definition at line 7562 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 7667 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 7565 of file Messages.h.

Constructor & Destructor Documentation

SnapshotFullRefreshLongQty69 ( )

inline

Initializes blank instance.

Definition at line 7670 of file Messages.h.

SnapshotFullRefreshLongQty69 ( const void *  data, EncodedLength  length  )

inline

Initializes instance over given memory block.

Definition at line 7673 of file Messages.h.

Member Function Documentation

static BlockLength blockLength ( SchemaVersion  )

inlinestatic

Size of message body in bytes.

Definition at line 7804 of file Messages.h.

static const Char* className ( )

inlinestatic

Returns class name.

Definition at line 7811 of file Messages.h.

Entries entries ( ) const

inline

Returns instance of Entries repeating group.

Definition at line 7797 of file Messages.h.

static StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 7818 of file Messages.h.

bool highLimitPrice ( Decimal &  value ) const

inline

Upper price threshold for the instrument.

Orders submitted with prices above the upper limit will be rejected.

Definition at line 7766 of file Messages.h.

UInt32 lastMsgSeqNumProcessed ( ) const

inline

Sequence number of the last Incremental feed packet processed.

This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 7685 of file Messages.h.

Timestamp lastUpdateTime ( ) const

inline

UTC Date and time of last Security Definition add, update or delete on a given Market Data channel.

Definition at line 7729 of file Messages.h.

bool lowLimitPrice ( Decimal &  value ) const

inline

Lower price threshold for the instrument.

Orders submitted with prices below the lower limit will be rejected.

Definition at line 7777 of file Messages.h.

bool maxPriceVariation ( Decimal &  value ) const

inline

Differential value for price banding.

Definition at line 7787 of file Messages.h.

UInt32 rptSeq ( ) const

inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 7711 of file Messages.h.

Int32 securityId ( ) const

inline

Unique instrument ID.

Definition at line 7702 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum &  value ) const

inline

Identifies the current trading state of the instrument.

Definition at line 7755 of file Messages.h.

UInt32 totNumReports ( ) const

inline

Total number of instruments in the Replay loop.

Used on Replay Feed only.

Definition at line 7694 of file Messages.h.

bool tradeDate ( Timestamp &  value ) const

inline

Trade session date sent as number of days since Unix epoch.

Definition at line 7737 of file Messages.h.

Timestamp transactTime ( ) const

inline

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 7720 of file Messages.h.

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

• OnixS/CME/MDH/Messages.h