SnapshotFullRefreshOrderBook53 Struct Reference

Classes
struct	Entry

Public Types
enum
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 BinaryMessage
	BinaryMessage (const void *encoded, EncodedLength length, SchemaVersion since)
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 5676 of file Messages.h.

Member Typedef Documentation

Entries

typedef BinaryGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 5762 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	53

Definition at line 5679 of file Messages.h.

Constructor & Destructor Documentation

SnapshotFullRefreshOrderBook53() [1/2]

SnapshotFullRefreshOrderBook53 ( )

inline

Initializes blank instance.

Definition at line 5765 of file Messages.h.

SnapshotFullRefreshOrderBook53() [2/2]

SnapshotFullRefreshOrderBook53 ( const void * data, EncodedLength length )

inline

Initializes instance over given memory block.

Definition at line 5768 of file Messages.h.

Member Function Documentation

blockLength()

BlockLength blockLength ( SchemaVersion )

inlinestatic

Size of message body in bytes.

Definition at line 5837 of file Messages.h.

chunks()

UInt32 chunks ( ) const

inline

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

Definition at line 5805 of file Messages.h.

className()

const Char * className ( )

inlinestatic

Returns class name.

Definition at line 5844 of file Messages.h.

currentChunk()

UInt32 currentChunk ( ) const

inline

Chunk sequence.

Definition at line 5813 of file Messages.h.

entries()

Entries entries ( ) const

inline

Returns instance of Entries repeating group.

Definition at line 5830 of file Messages.h.

fixType()

StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 5851 of file Messages.h.

lastMsgSeqNumProcessed()

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 5780 of file Messages.h.

securityId()

Int32 securityId ( ) const

inline

Security ID.

Definition at line 5796 of file Messages.h.

totNumReports()

UInt32 totNumReports ( ) const

inline

Total number of instruments in the replayed loop.

Definition at line 5788 of file Messages.h.

transactTime()

Timestamp transactTime ( ) const

inline

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 5822 of file Messages.h.