Public Types | |
| typedef BinaryGroupEntry< GroupSize::BlockLength > | Base |
| Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength > | |
| typedef GroupSize::BlockLength | EncodedLength |
| typedef GroupSize::BlockLength | BlockLength |
Public Member Functions | |
| Entry () | |
| Entry (const void *data, EncodedLength length, SchemaVersion version) | |
| bool | entryPx (Decimal &value) const |
| bool | entrySize (UInt64 &value) const |
| bool | numberOfOrders (Int32 &value) const |
| bool | priceLevel (UInt8 &value) const |
| bool | openCloseSettlFlag (OpenCloseSettlFlag::Enum &value) const |
| EntryType::Enum | entryType () const |
| Public Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength > | |
| BinaryGroupEntry () | |
| BinaryGroupEntry (const void *encoded, BlockLength length, SchemaVersion version) | |
| BinaryGroupEntry (const BinaryGroupEntry &other) | |
| operator bool () const | |
| const void * | encoded () const |
| EncodedLength | encodedLength () const |
| const void * | block () const |
| BlockLength | blockLength () const |
| SchemaVersion | version () const |
| BinaryGroupEntry & | operator= (const BinaryGroupEntry &other) |
Static Public Member Functions | |
| static BlockLength | blockLength (SchemaVersion) |
| static const Char * | className () |
Additional Inherited Members | |
| Protected Member Functions inherited from BinaryBlock< Container, BlockLength > | |
| BinaryBlock () | |
| ~BinaryBlock () | |
| template<class Value> | |
| Value | ordinary (BlockLength offset) const |
| template<class Value, class NullValue> | |
| bool | ordinary (Value &value, BlockLength offset, const NullValue &null) const |
| template<class Value, class NullValue> | |
| bool | ordinary (Value &value, BlockLength offset, const NullValue &null, SchemaVersion since) const |
| template<class Enumeration> | |
| Enumeration::Enum | enumeration (BlockLength offset) const |
| template<class Enumeration, class NullValue> | |
| bool | enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null) const |
| template<class Enumeration, class NullValue> | |
| bool | enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null, SchemaVersion since) const |
| template<class Value> | |
| Decimal | decimal (BlockLength offset) const |
| template<class NullValue> | |
| bool | decimal (Decimal &value, BlockLength offset, const NullValue &null) const |
| template<class NullValue> | |
| bool | decimal (Decimal &value, BlockLength offset, const NullValue &null, SchemaVersion since) const |
| template<BlockLength Length> | |
| StrRef | fixedStr (BlockLength offset) const |
| template<BlockLength Length> | |
| StrRef | fixedStr (BlockLength offset, SchemaVersion since) const |
Entry of Entry repeating group.
Definition at line 7572 of file Messages.h.
| typedef BinaryGroupEntry<GroupSize::BlockLength> Base |
Aliases base class type.
Definition at line 7575 of file Messages.h.
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inline |
Initializes blank instance.
Definition at line 7578 of file Messages.h.
|
inline |
Initializes instance of given version over given memory block.
Definition at line 7582 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 7653 of file Messages.h.
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inlinestatic |
Entity class name.
Definition at line 7660 of file Messages.h.
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inline |
Market Data entry price.
Definition at line 7590 of file Messages.h.
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inline |
Market Data entry size.
Definition at line 7600 of file Messages.h.
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inline |
Market Data entry type.
Definition at line 7643 of file Messages.h.
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inline |
In Book Entry - Aggregate number of orders at given price level.
In Trade Entry - a total number of real orders per instrument that participated in a match step within a match event.
Definition at line 7613 of file Messages.h.
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inline |
Flag that additionally describes a market data entry.
Definition at line 7633 of file Messages.h.
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inline |
Aggregate book level.
Definition at line 7623 of file Messages.h.
