OnixS C++ CME Market Data Handler  5.4.0
API documentation
SnapshotFullRefreshOrderBook53 Struct Reference

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

Classes

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 ONIXS_CMEMDH_EXPORTED BlockLength blockLength (SchemaVersion)
 
static ONIXS_CMEMDH_EXPORTED const CharclassName ()
 
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

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

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.


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