OnixS C++ CME Streamlined Market Data Handler
API documentation
IncrementalRefreshIndices348::Entry Struct Reference

#include <Messages.h>

Collaboration diagram for IncrementalRefreshIndices348::Entry:

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase

Public Member Functions

 Entry ()
 Entry (const void *data, EncodedLength length, SchemaVersion version)
UpdateActionNew updateAction () const
EntryTypeIndices::Enum entryType () const
UInt32 rptSeq () const
Decimal entryPx () const
bool entrySize (UInt64 &value) const
bool symbol (StrRef &value) const
bool openCloseSettlFlag (Int8 &value) const
bool yieldType (StrRef &value) const
Decimal yield () const
Decimal netChgPrevDay () const
Decimal netPctChg () const
Decimal percentTrading () const
bool entryCode (EntryCode::Enum &value) const
bool entryDate (Int32 &value) const
bool entryTime (Int32 &value) const
bool referenceId (StrRef &value) 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 2796 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 2808 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 2811 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 2817 of file Messages.h.

Member Function Documentation

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 2970 of file Messages.h.

static ONIXS_CMESTREAMLINEDMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 2977 of file Messages.h.

bool entryCode ( EntryCode::Enum value) const

List of conditions describing a index value.

Definition at line 2929 of file Messages.h.

bool entryDate ( Int32 value) const

Indicates Market Data Entry Date.

Definition at line 2939 of file Messages.h.

Decimal entryPx ( ) const

Price of the Market Data Entry.

Definition at line 2850 of file Messages.h.

bool entrySize ( UInt64 value) const

Quantity of the MD Entry.

Definition at line 2858 of file Messages.h.

bool entryTime ( Int32 value) const

Indicates Market Data Entry Timestamp.

Definition at line 2949 of file Messages.h.

EntryTypeIndices::Enum entryType ( ) const

Indicates Market Data Entry Type.

Definition at line 2834 of file Messages.h.

Decimal netChgPrevDay ( ) const

Net change from previous day's closing price.

Definition at line 2905 of file Messages.h.

Decimal netPctChg ( ) const

Index percentage change with respect to previous close.

Definition at line 2913 of file Messages.h.

bool openCloseSettlFlag ( Int8 value) const

Indicates whether the price is preliminary or previous day.

Definition at line 2877 of file Messages.h.

Decimal percentTrading ( ) const

Percent trading of the underlying index constituents.

Definition at line 2921 of file Messages.h.

bool referenceId ( StrRef value) const

For future use.

Definition at line 2959 of file Messages.h.

UInt32 rptSeq ( ) const

MD Entry sequence number per index update.

Definition at line 2842 of file Messages.h.

bool symbol ( StrRef value) const

Index Name.

Definition at line 2868 of file Messages.h.

UpdateActionNew updateAction ( ) const

Indicates Market data Update Action which is always New.

Definition at line 2828 of file Messages.h.

Decimal yield ( ) const

Yield of the index's underlying constituents and applicable for FI indices only.

Definition at line 2897 of file Messages.h.

bool yieldType ( StrRef value) const

Type of yield.

Definition at line 2887 of file Messages.h.

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