OnixS C++ CME MDP Premium Market Data Handler  5.8.9
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
SnapshotFullRefreshOrderBook53 Struct Reference

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

Classes

struct  Entry
 

Public Types

enum  { TemplateId = 53 }
 
typedef BinaryGroup< Entry, GroupSize, MessageSize > Entries
 
- Public Types inherited from BinaryMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 
typedef BinaryGroups< MessageSize > Groups
 

Public Member Functions

 SnapshotFullRefreshOrderBook53 ()
 
 SnapshotFullRefreshOrderBook53 (const void *data, EncodedLength length)
 
UInt32 lastMsgSeqNumProcessed () const
 
UInt32 totNumReports () const
 
Int32 securityId () const
 
UInt32 chunks () const
 
UInt32 currentChunk () const
 
Timestamp transactTime () 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 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 5822 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 5908 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 5825 of file Messages.h.

Constructor & Destructor Documentation

SnapshotFullRefreshOrderBook53 ( )
inline

Initializes blank instance.

Definition at line 5911 of file Messages.h.

SnapshotFullRefreshOrderBook53 ( const void *  data,
EncodedLength  length 
)
inline

Initializes instance over given memory block.

Definition at line 5914 of file Messages.h.

Member Function Documentation

static BlockLength blockLength ( SchemaVersion  )
inlinestatic

Size of message body in bytes.

Definition at line 5989 of file Messages.h.

UInt32 chunks ( ) const
inline

Total number of packets that constitutes a single instrument order book.

Definition at line 5957 of file Messages.h.

static const Char* className ( )
inlinestatic

Returns class name.

Definition at line 5996 of file Messages.h.

UInt32 currentChunk ( ) const
inline

Chunk sequence.

Definition at line 5965 of file Messages.h.

Entries entries ( ) const
inline

Returns instance of Entries repeating group.

Definition at line 5982 of file Messages.h.

static StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 6003 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 5932 of file Messages.h.

Int32 securityId ( ) const
inline

Security ID.

Definition at line 5948 of file Messages.h.

UInt32 totNumReports ( ) const
inline

Total number of instruments in the replayed loop.

Definition at line 5940 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 5974 of file Messages.h.

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