OnixS C++ CME MDP Premium Market Data Handler  5.8.3
API Documentation
SnapshotFullRefreshOrderBook53 Struct Reference

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


struct  Entry

Public Types

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

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
BinaryMessageoperator= (const BinaryMessage &other)

Static Public Member Functions

static BlockLength blockLength (SchemaVersion)
static const CharclassName ()
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

Repeating group containing Entry entries.

Definition at line 5908 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.


Definition at line 5825 of file Messages.h.

Constructor & Destructor Documentation

Initializes blank instance.

Definition at line 5911 of file Messages.h.

SnapshotFullRefreshOrderBook53 ( const void *  data,
EncodedLength  length 

Initializes instance over given memory block.

Definition at line 5914 of file Messages.h.

Member Function Documentation

static BlockLength blockLength ( SchemaVersion  )

Size of message body in bytes.

Definition at line 5989 of file Messages.h.

UInt32 chunks ( ) const

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

Definition at line 5957 of file Messages.h.

static const Char* className ( )

Returns class name.

Definition at line 5996 of file Messages.h.

UInt32 currentChunk ( ) const

Chunk sequence.

Definition at line 5965 of file Messages.h.

Entries entries ( ) const

Returns instance of Entries repeating group.

Definition at line 5982 of file Messages.h.

static StrRef fixType ( )

FIX message type.

Definition at line 6003 of file Messages.h.

UInt32 lastMsgSeqNumProcessed ( ) const

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

Security ID.

Definition at line 5948 of file Messages.h.

UInt32 totNumReports ( ) const

Total number of instruments in the replayed loop.

Definition at line 5940 of file Messages.h.

Timestamp transactTime ( ) const

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: