IncrementalRefreshEris351::Entry Struct Reference

Classes
struct	EventsEntry
struct	SecurityAltIDEntry

Public Types
typedef BinaryGroupEntry< GroupSize::BlockLength >	Base
typedef BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize >	SecurityAltID
typedef BinaryGroup< EventsEntry, GroupSize, MessageSize >	Events
Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BodySize

Public Member Functions
	Entry ()
	Entry (const void *data, EncodedLength length, SchemaVersion version)
CHAR	updateAction () const
CHAR	entryType () const
UInt32	rptSeq () const
Decimal	entryPx () const
bool	entrySize (UInt64 &value) const
Decimal	calFutPx () const
bool	entryPositionNo (Int32 &value) const
bool	numberOfOrders (Int32 &value) const
Int32	tradeId () const
bool	aggressorSide (AggressorSide::Enum &value) const
bool	symbol (StrRef &value) const
bool	securityGroup (StrRef &value) const
bool	securityType (StrRef &value) const
StrRef	securityExchange () const
bool	product (UInt8 &value) const
bool	maturityDate (Timestamp &value) const
bool	referenceId (StrRef &value) const
SecurityAltID	securityAltId () const
Events	events () const
Entry	next (SchemaVersion) const
Public Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
	BinaryGroupEntry ()
	BinaryGroupEntry (const void *body, BodySize size, SchemaVersion version)
	BinaryGroupEntry (const BinaryGroupEntry &other)
	operator bool () const
const void *	body () const
BodySize	bodySize () const
SchemaVersion	version () const
BinaryGroupEntry &	operator= (const BinaryGroupEntry &other)

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

Additional Inherited Members
Protected Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef BinaryGroupList< MessageSize >	GroupList
Protected Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
GroupList	groups () const
Protected Member Functions inherited from BinaryFields< Block, BlockSize >
	BinaryFields ()
	~BinaryFields ()
template<class FieldValue>
const FieldValue &	ordinary (BlockSize offset) const
template<class FieldValue, class NullValue>
bool	ordinary (FieldValue &value, BlockSize offset, const NullValue &null) const
template<class Value>
Decimal	decimal (BlockSize offset) const
template<class NullValue>
bool	decimal (Decimal &value, BlockSize offset, const NullValue &null) const
template<class FieldValue, class NullValue>
bool	ordinary (FieldValue &value, BlockSize offset, const NullValue &null, SchemaVersion since) const
template<class Enumeration>
Enumeration::Enum	enumeration (BlockSize offset) const
template<class Enumeration, class NullValue>
bool	enumeration (typename Enumeration::Enum &value, BlockSize offset, const NullValue &null) const
template<class Enumeration, class NullValue>
bool	enumeration (typename Enumeration::Enum &value, BlockSize offset, const NullValue &null, SchemaVersion since) const
template<BlockSize Size>
StrRef	fixedStr (BlockSize offset) const
template<BlockSize Size>
StrRef	fixedStr (BlockSize offset, SchemaVersion since) const
template<BlockSize Size>
bool	fixedStr (StrRef &value, BlockSize offset) const

Detailed Description

Entry of Entry repeating group.

Definition at line 3969 of file Messages.h.

Member Typedef Documentation

Base

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 3981 of file Messages.h.

Events

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 4143 of file Messages.h.

SecurityAltID

typedef BinaryGroup<SecurityAltIDEntry, GroupSize, MessageSize> SecurityAltID

Repeating group containing SecurityAltIDEntry entries.

Definition at line 4071 of file Messages.h.

Constructor & Destructor Documentation

Entry() [1/2]

Entry ( )

inline

Initializes blank instance.

Definition at line 3984 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 3990 of file Messages.h.

Member Function Documentation

aggressorSide()

bool aggressorSide ( AggressorSide::Enum & value ) const

inline

Indicates which side is aggressor of the trade.

If there is no value present, then there is no aggressor.

Definition at line 4231 of file Messages.h.

blockLength()

BlockLength blockLength ( SchemaVersion )

inlinestatic

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

Definition at line 4335 of file Messages.h.

calFutPx()

Decimal calFutPx ( ) const

inline

Calculated Futures Price using Swap NPV, Historical fixed and floating amounts and synthetic interest on variation margin.

Definition at line 4191 of file Messages.h.

className()

const Char * className ( )

inlinestatic

Entity class name.

Definition at line 4352 of file Messages.h.

entryPositionNo()

bool entryPositionNo ( Int32 & value ) const

inline

Position in the book.

Definition at line 4199 of file Messages.h.

entryPx()

Decimal entryPx ( ) const

inline

Price of the Market Data Entry.

Definition at line 4171 of file Messages.h.

entrySize()

bool entrySize ( UInt64 & value ) const

inline

Quantity or volume represented by the Market Data Entry.

Definition at line 4179 of file Messages.h.

entryType()

CHAR entryType ( ) const

inline

Indicates the type of Market Data entry.

Definition at line 4154 of file Messages.h.

events()

Events events ( ) const

inline

Returns instance of Events repeating group.

Definition at line 4324 of file Messages.h.

maturityDate()

bool maturityDate ( Timestamp & value ) const

inline

Maturity date of instrument.

Definition at line 4289 of file Messages.h.

next()

Entry next ( SchemaVersion ) const

inline

Returns reference to the next item.

Definition at line 4341 of file Messages.h.

numberOfOrders()

bool numberOfOrders ( Int32 & value ) const

inline

Number of orders working at a price level.

Not sent on implied.

Definition at line 4210 of file Messages.h.

product()

bool product ( UInt8 & value ) const

inline

Indicates the type of product the instrument is associated with in the message.

Definition at line 4279 of file Messages.h.

referenceId()

bool referenceId ( StrRef & value ) const

inline

For future use.

Definition at line 4307 of file Messages.h.

rptSeq()

UInt32 rptSeq ( ) const

inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 4163 of file Messages.h.

securityAltId()

SecurityAltID securityAltId ( ) const

inline

Returns instance of SecurityAltID repeating group.

Definition at line 4316 of file Messages.h.

securityExchange()

StrRef securityExchange ( ) const

inline

Market used to help identify an instrument.

Definition at line 4269 of file Messages.h.

securityGroup()

bool securityGroup ( StrRef & value ) const

inline

Indicates the product code for the instrument.

Definition at line 4251 of file Messages.h.

securityType()

bool securityType ( StrRef & value ) const

inline

Identifies the type of instrument.

Definition at line 4260 of file Messages.h.

symbol()

bool symbol ( StrRef & value ) const

inline

Instrument/Index/Swap Name.

Definition at line 4242 of file Messages.h.

tradeId()

Int32 tradeId ( ) const

inline

The unique identifier for the trade entry, per instrument.

• trading date.

Definition at line 4221 of file Messages.h.

updateAction()

CHAR updateAction ( ) const

inline

Indicates the type of Market Data update action.

Definition at line 4146 of file Messages.h.