OnixS C++ CME Market Data Handler  5.7.0
API documentation
SnapshotFullRefreshOrderBook53::Entry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase

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 CharclassName ()

Detailed Description

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

Definition at line 6516 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 6528 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 6531 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 6537 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 6592 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 6599 of file Messages.h.

Int32 displayQty ( ) const

Visible order qty.

Definition at line 6574 of file Messages.h.

Decimal entryPx ( ) const

Order Price.

Definition at line 6566 of file Messages.h.

EntryTypeBook::Enum entryType ( ) const

Market Data entry type.

Definition at line 6582 of file Messages.h.

UInt64 orderId ( ) const

Unique Order ID.

Definition at line 6548 of file Messages.h.

bool orderPriority ( UInt64 value) const

Order priority for execution on the order book.

Definition at line 6556 of file Messages.h.

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