OnixS C++ CME Streamlined Market Data Handler
API documentation
IncrementalRefreshEris351::Entry Struct Reference

#include <Messages.h>

Collaboration diagram for IncrementalRefreshEris351::Entry:


struct  EventsEntry
struct  SecurityAltIDEntry

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
typedef BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSizeSecurityAltID
typedef BinaryGroup< EventsEntry, GroupSize, MessageSizeEvents

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

Static Public Member Functions

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength (SchemaVersion)

Detailed Description

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

Definition at line 3969 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 3981 of file Messages.h.

Repeating group containing EventsEntry entries.

Definition at line 4143 of file Messages.h.

Repeating group containing SecurityAltIDEntry entries.

Definition at line 4071 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 3984 of file Messages.h.

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

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

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 ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 4335 of file Messages.h.

Decimal calFutPx ( ) const

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 ONIXS_CMESTREAMLINEDMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 4352 of file Messages.h.

bool entryPositionNo ( Int32 value) const

Position in the book.

Definition at line 4199 of file Messages.h.

Decimal entryPx ( ) const

Price of the Market Data Entry.

Definition at line 4171 of file Messages.h.

bool entrySize ( UInt64 value) const

Quantity or volume represented by the Market Data Entry.

Definition at line 4179 of file Messages.h.

CHAR entryType ( ) const

Indicates the type of Market Data entry.

Definition at line 4154 of file Messages.h.

Events events ( ) const

Returns instance of Events repeating group.

Definition at line 4324 of file Messages.h.

bool maturityDate ( Timestamp value) const

Maturity date of instrument.

Definition at line 4289 of file Messages.h.

Entry next ( SchemaVersion  ) const

Returns reference to the next item.

Definition at line 4341 of file Messages.h.

bool numberOfOrders ( Int32 value) const

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

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

For future use.

Definition at line 4307 of file Messages.h.

UInt32 rptSeq ( ) const

MD Entry sequence number per instrument update. Reset weekly.

Definition at line 4163 of file Messages.h.

SecurityAltID securityAltId ( ) const

Returns instance of SecurityAltID repeating group.

Definition at line 4316 of file Messages.h.

StrRef securityExchange ( ) const

Market used to help identify an instrument.

Definition at line 4269 of file Messages.h.

bool securityGroup ( StrRef value) const

Indicates the product code for the instrument.

Definition at line 4251 of file Messages.h.

bool securityType ( StrRef value) const

Identifies the type of instrument.

Definition at line 4260 of file Messages.h.

bool symbol ( StrRef value) const

Instrument/Index/Swap Name.

Definition at line 4242 of file Messages.h.

Int32 tradeId ( ) const

The unique identifier for the trade entry, per instrument

  • trading date.

Definition at line 4221 of file Messages.h.

CHAR updateAction ( ) const

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: