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 ONIXS_CMEMDH_EXPORTED BlockLength	blockLength (SchemaVersion)
static ONIXS_CMEMDH_EXPORTED const Char *	className ()
static ONIXS_CMEMDH_EXPORTED StrRef	fixType ()

Additional Inherited Members
Protected Member Functions inherited from BinaryBlock< BinaryMessage, MessageSize >
	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

Detailed Description

Definition at line 6381 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 6482 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 6386 of file Messages.h.

Constructor & Destructor Documentation

SnapshotFullRefreshOrderBook53 ( )

inline

Initializes blank instance.

Definition at line 6485 of file Messages.h.

SnapshotFullRefreshOrderBook53 ( const void *  data, EncodedLength  length  )

inline

Initializes instance over given memory block.

Definition at line 6490 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

inlinestatic

Size of message body in bytes.

Definition at line 6563 of file Messages.h.

UInt32 chunks ( ) const

inline

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

Definition at line 6529 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

inlinestatic

Returns class name.

Definition at line 6570 of file Messages.h.

UInt32 currentChunk ( ) const

inline

Chunk sequence.

Definition at line 6537 of file Messages.h.

Entries entries ( ) const

inline

Returns instance of Entries repeating group.

Definition at line 6554 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 6577 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 6504 of file Messages.h.

Int32 securityId ( ) const

inline

Security ID.

Definition at line 6520 of file Messages.h.

UInt32 totNumReports ( ) const

inline

Total number of instruments in the replayed loop.

Definition at line 6512 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 6546 of file Messages.h.

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

• include/OnixS/CME/MDH/Messages.h