#include <OnixS/CME/MDH/Messages.h>
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| BinaryMessage (const void *encoded, EncodedLength length, SchemaVersion since) |
| BinaryBlock () |
| ~BinaryBlock () |
Value | ordinary (MessageSize offset) const |
bool | ordinary (Value &value, MessageSize offset, const NullValue &null) const |
bool | ordinary (Value &value, MessageSize offset, const NullValue &null, SchemaVersion since) const |
Enumeration::Enum | enumeration (MessageSize offset) const |
bool | enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null) const |
bool | enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null, SchemaVersion since) const |
Decimal | decimal (MessageSize offset) const |
bool | decimal (Decimal &value, MessageSize offset, const NullValue &null) const |
bool | decimal (Decimal &value, MessageSize offset, const NullValue &null, SchemaVersion since) const |
StrRef | fixedStr (MessageSize offset) const |
StrRef | fixedStr (MessageSize offset, SchemaVersion since) const |
Definition at line 7562 of file Messages.h.
◆ Entries
◆ anonymous enum
Message template ID from SBE schema.
Definition at line 7565 of file Messages.h.
◆ SnapshotFullRefreshLongQty69() [1/2]
Initializes blank instance.
Definition at line 7670 of file Messages.h.
◆ SnapshotFullRefreshLongQty69() [2/2]
Initializes instance over given memory block.
Definition at line 7673 of file Messages.h.
◆ blockLength()
Size of message body in bytes.
Definition at line 7804 of file Messages.h.
◆ className()
const Char * className |
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inlinestatic |
◆ entries()
◆ fixType()
◆ highLimitPrice()
bool highLimitPrice |
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Decimal & | value | ) |
const |
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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.
◆ lastMsgSeqNumProcessed()
UInt32 lastMsgSeqNumProcessed |
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const |
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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.
◆ lastUpdateTime()
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.
◆ lowLimitPrice()
bool lowLimitPrice |
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Decimal & | value | ) |
const |
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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.
◆ maxPriceVariation()
bool maxPriceVariation |
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Decimal & | value | ) |
const |
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inline |
Differential value for price banding.
Definition at line 7787 of file Messages.h.
◆ rptSeq()
MD Entry sequence number per instrument update. Reset weekly.
Definition at line 7711 of file Messages.h.
◆ securityId()
Int32 securityId |
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const |
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inline |
◆ securityTradingStatus()
Identifies the current trading state of the instrument.
Definition at line 7755 of file Messages.h.
◆ totNumReports()
UInt32 totNumReports |
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const |
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inline |
Total number of instruments in the Replay loop. Used on Replay Feed only.
Definition at line 7694 of file Messages.h.
◆ tradeDate()
Trade session date sent as number of days since Unix epoch.
Definition at line 7737 of file Messages.h.
◆ transactTime()
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.
Definition at line 7720 of file Messages.h.