SnapshotFullRefreshOrderBook53::Entry Struct Reference

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

Public Types
typedef BinaryGroupEntry< GroupSize::BlockLength >	Base

Public Member Functions
	Entry ()
	Entry (const void *data, EncodedLength length, SchemaVersion version)
UInt64	orderId () const
bool	orderPriority (UInt64 &value) const
Decimal	entryPx () const
Int32	displayQty () const
EntryTypeBook::Enum	entryType () const

Static Public Member Functions
static ONIXS_CMEMDH_EXPORTED BlockLength	blockLength (SchemaVersion)
static ONIXS_CMEMDH_EXPORTED const Char *	className ()

Detailed Description

Number of entries in Market Data message. Entry of Entry repeating group.

Definition at line 6390 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 6402 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

inline

Initializes blank instance.

Definition at line 6405 of file Messages.h.

Entry ( const void *  data, EncodedLength  length, SchemaVersion  version  )

inline

Initializes instance of given version over given memory block.

Definition at line 6411 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

inlinestatic

Returns size of entry body in bytes for given version of message template.

Definition at line 6466 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

inlinestatic

Entity class name.

Definition at line 6473 of file Messages.h.

Int32 displayQty ( ) const

inline

Visible order qty.

Definition at line 6448 of file Messages.h.

Decimal entryPx ( ) const

inline

Order Price.

Definition at line 6440 of file Messages.h.

EntryTypeBook::Enum entryType ( ) const

inline

Market Data entry type.

Definition at line 6456 of file Messages.h.

UInt64 orderId ( ) const

inline

Unique Order ID.

Definition at line 6422 of file Messages.h.

bool orderPriority ( UInt64 &  value ) const

inline

Order priority for execution on the order book.

Definition at line 6430 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