OnixS C++ CME MDP Premium Market Data Handler  5.9.0
API Documentation
Public Types | Public Member Functions | Static Public Member Functions | List of all members
SnapshotFullRefreshLongQty69::Entry Struct Reference

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

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< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (GroupSize::BlockLengthoffset) const
 
bool ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool ordinary (Value &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Enumeration::Enum enumeration (GroupSize::BlockLengthoffset) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (GroupSize::BlockLengthoffset) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset, SchemaVersion since) const
 

Detailed Description

Entry of Entry repeating group.

Definition at line 7572 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry<GroupSize::BlockLength> Base

Aliases base class type.

Definition at line 7575 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 7578 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 7582 of file Messages.h.

Member Function Documentation

static BlockLength blockLength ( SchemaVersion  )
inlinestatic

Returns size of entry body in bytes for given version of message template.

Definition at line 7653 of file Messages.h.

static const Char* className ( )
inlinestatic

Entity class name.

Definition at line 7660 of file Messages.h.

bool entryPx ( Decimal &  value) const
inline

Market Data entry price.

Definition at line 7590 of file Messages.h.

bool entrySize ( UInt64 &  value) const
inline

Market Data entry size.

Definition at line 7600 of file Messages.h.

EntryType::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 7643 of file Messages.h.

bool numberOfOrders ( Int32 &  value) const
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.

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum &  value) const
inline

Flag that additionally describes a market data entry.

Definition at line 7633 of file Messages.h.

bool priceLevel ( UInt8 &  value) const
inline

Aggregate book level.

Definition at line 7623 of file Messages.h.

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