OnixS C++ CME MDP Streamlined Market Data Handler  1.2.0
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
IncrementalRefreshEris353::Entry Struct Reference

#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
 
bool quoteType (UInt8 &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 4449 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 4461 of file Messages.h.

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 4623 of file Messages.h.

typedef BinaryGroup<SecurityAltIDEntry, GroupSize, MessageSize> SecurityAltID

Repeating group containing SecurityAltIDEntry entries.

Definition at line 4551 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 4464 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 4470 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 4711 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 4825 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 4671 of file Messages.h.

static const Char* className ( )
inlinestatic

Entity class name.

Definition at line 4842 of file Messages.h.

bool entryPositionNo ( Int32 &  value) const
inline

Position in the book.

Definition at line 4679 of file Messages.h.

Decimal entryPx ( ) const
inline

Price of the Market Data Entry.

Definition at line 4651 of file Messages.h.

bool entrySize ( UInt64 &  value) const
inline

Quantity or volume represented by the Market Data Entry.

Definition at line 4659 of file Messages.h.

CHAR entryType ( ) const
inline

Indicates the type of Market Data entry.

Definition at line 4634 of file Messages.h.

Events events ( ) const
inline

Returns instance of Events repeating group.

Definition at line 4814 of file Messages.h.

bool maturityDate ( Timestamp &  value) const
inline

Maturity date of instrument.

Definition at line 4769 of file Messages.h.

Entry next ( SchemaVersion  ) const
inline

Returns reference to the next item.

Definition at line 4831 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 4690 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 4759 of file Messages.h.

bool quoteType ( UInt8 &  value) const
inline

Identifies the type of quote. 0=Indicative, 1=Tradeable.

Definition at line 4796 of file Messages.h.

bool referenceId ( StrRef &  value) const
inline

For future use.

Definition at line 4787 of file Messages.h.

UInt32 rptSeq ( ) const
inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 4643 of file Messages.h.

SecurityAltID securityAltId ( ) const
inline

Returns instance of SecurityAltID repeating group.

Definition at line 4806 of file Messages.h.

StrRef securityExchange ( ) const
inline

Market used to help identify an instrument.

Definition at line 4749 of file Messages.h.

bool securityGroup ( StrRef &  value) const
inline

Indicates the product code for the instrument.

Definition at line 4731 of file Messages.h.

bool securityType ( StrRef &  value) const
inline

Identifies the type of instrument.

Definition at line 4740 of file Messages.h.

bool symbol ( StrRef &  value) const
inline

Instrument/Index/Swap Name.

Definition at line 4722 of file Messages.h.

Int32 tradeId ( ) const
inline

The unique identifier for the trade entry, per instrument.

  • trading date.

Definition at line 4701 of file Messages.h.

CHAR updateAction ( ) const
inline

Indicates the type of Market Data update action.

Definition at line 4626 of file Messages.h.

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