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

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< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
	BinaryFields ()

	~BinaryFields ()

const FieldValue &	ordinary (GroupSize::BlockLengthoffset) const

bool	ordinary (FieldValue &value, GroupSize::BlockLengthoffset, const NullValue &null) const

bool	ordinary (FieldValue &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const

Decimal	decimal (GroupSize::BlockLengthoffset) const

bool	decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null) const

Enumeration::Enum	enumeration (GroupSize::BlockLengthoffset) const

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null) const

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const

StrRef	fixedStr (GroupSize::BlockLengthoffset) const

StrRef	fixedStr (GroupSize::BlockLengthoffset, SchemaVersion since) const

bool	fixedStr (StrRef &value, GroupSize::BlockLengthoffset) const

Detailed Description

Entry of Entry repeating group.

Definition at line 3969 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 3981 of file Messages.h.

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 4143 of file Messages.h.

typedef BinaryGroup<SecurityAltIDEntry, GroupSize, MessageSize> SecurityAltID

Repeating group containing SecurityAltIDEntry entries.

Definition at line 4071 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

inline

Initializes blank instance.

Definition at line 3984 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 3990 of file Messages.h.

Member Function Documentation

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.

static 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.

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.

static const Char* className ( )

inlinestatic

Entity class name.

Definition at line 4352 of file Messages.h.

bool entryPositionNo ( Int32 & value ) const

inline

Position in the book.

Definition at line 4199 of file Messages.h.

Decimal entryPx ( ) const

inline

Price of the Market Data Entry.

Definition at line 4171 of file Messages.h.

bool entrySize ( UInt64 & value ) const

inline

Quantity or volume represented by the Market Data Entry.

Definition at line 4179 of file Messages.h.

CHAR entryType ( ) const

inline

Indicates the type of Market Data entry.

Definition at line 4154 of file Messages.h.

Events events ( ) const

inline

Returns instance of Events repeating group.

Definition at line 4324 of file Messages.h.

bool maturityDate ( Timestamp & value ) const

inline

Maturity date of instrument.

Definition at line 4289 of file Messages.h.

Entry next ( SchemaVersion ) const

inline

Returns reference to the next item.

Definition at line 4341 of file Messages.h.

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.

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.

bool referenceId ( StrRef & value ) const

inline

For future use.

Definition at line 4307 of file Messages.h.

UInt32 rptSeq ( ) const

inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 4163 of file Messages.h.

SecurityAltID securityAltId ( ) const

inline

Returns instance of SecurityAltID repeating group.

Definition at line 4316 of file Messages.h.

StrRef securityExchange ( ) const

inline

Market used to help identify an instrument.

Definition at line 4269 of file Messages.h.

bool securityGroup ( StrRef & value ) const

inline

Indicates the product code for the instrument.

Definition at line 4251 of file Messages.h.

bool securityType ( StrRef & value ) const

inline

Identifies the type of instrument.

Definition at line 4260 of file Messages.h.

bool symbol ( StrRef & value ) const

inline

Instrument/Index/Swap Name.

Definition at line 4242 of file Messages.h.

Int32 tradeId ( ) const

inline

The unique identifier for the trade entry, per instrument.

trading date.

Definition at line 4221 of file Messages.h.

CHAR updateAction ( ) const

inline

Indicates the type of Market Data update action.

Definition at line 4146 of file Messages.h.

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

OnixS/CME/Streamlined/Messages.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation