OnixS C++ CME MDP Premium Market Data Handler 5.9.0
Users' manual and API documentation
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SnapshotFullRefreshOrderBook53::Entry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength EncodedLength
typedef GroupSize::BlockLength BlockLength

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
Public Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
 BinaryGroupEntry ()
 BinaryGroupEntry (const void *encoded, BlockLength length, SchemaVersion version)
 BinaryGroupEntry (const BinaryGroupEntry &other)
 operator bool () const
const void * encoded () const
EncodedLength encodedLength () const
const void * block () const
BlockLength blockLength () const
SchemaVersion version () const
BinaryGroupEntryoperator= (const BinaryGroupEntry &other)

Static Public Member Functions

static BlockLength blockLength (SchemaVersion)
static const CharclassName ()

Additional Inherited Members

Protected Member Functions inherited from BinaryBlock< Container, BlockLength >
 BinaryBlock ()
 ~BinaryBlock ()
template<class Value>
Value ordinary (BlockLength offset) const
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, const NullValue &null) const
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, const NullValue &null, SchemaVersion since) const
template<class Enumeration>
Enumeration::Enum enumeration (BlockLength offset) const
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null) const
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, const NullValue &null, SchemaVersion since) const
template<class Value>
Decimal decimal (BlockLength offset) const
template<class NullValue>
bool decimal (Decimal &value, BlockLength offset, const NullValue &null) const
template<class NullValue>
bool decimal (Decimal &value, BlockLength offset, const NullValue &null, SchemaVersion since) const
template<BlockLength Length>
StrRef fixedStr (BlockLength offset) const
template<BlockLength Length>
StrRef fixedStr (BlockLength offset, SchemaVersion since) const

Detailed Description

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

Definition at line 5686 of file Messages.h.

Member Typedef Documentation

◆ Base

Aliases base class type.

Definition at line 5689 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry() [1/2]

Entry ( )
inline

Initializes blank instance.

Definition at line 5692 of file Messages.h.

◆ Entry() [2/2]

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

Initializes instance of given version over given memory block.

Definition at line 5696 of file Messages.h.

Member Function Documentation

◆ blockLength()

BlockLength blockLength ( SchemaVersion )
inlinestatic

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

Definition at line 5748 of file Messages.h.

◆ className()

const Char * className ( )
inlinestatic

Entity class name.

Definition at line 5755 of file Messages.h.

◆ displayQty()

Int32 displayQty ( ) const
inline

Visible order qty.

Definition at line 5730 of file Messages.h.

◆ entryPx()

Decimal entryPx ( ) const
inline

Order Price.

Definition at line 5722 of file Messages.h.

◆ entryType()

EntryTypeBook::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 5738 of file Messages.h.

◆ orderId()

UInt64 orderId ( ) const
inline

Unique Order ID.

Definition at line 5704 of file Messages.h.

◆ orderPriority()

bool orderPriority ( UInt64 & value) const
inline

Order priority for execution on the order book.

Definition at line 5712 of file Messages.h.