OnixS C++ CME MDP Streamlined Market Data Handler  1.2.0
API Documentation
IncrementalRefreshTradeBlocks349 Struct Reference

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

Classes

struct  Entry
 

Public Types

enum  { TemplateId = 349 }
 
typedef BinaryGroupWithNested< Entry, GroupSize, MessageSizeEntries
 
- Public Types inherited from BinaryMessage
typedef MessageSize BinarySize
 
typedef MessageHeader::BlockLength BodySize
 

Public Member Functions

 IncrementalRefreshTradeBlocks349 ()
 
 IncrementalRefreshTradeBlocks349 (const void *data, EncodedLength length)
 
bool transactTime (Timestamp &value) const
 
MatchEventIndicator matchEventIndicator () const
 
UInt16 batchTotalMessages () const
 
bool tradeDate (Timestamp &value) const
 
Entries entries () const
 
- Public Member Functions inherited from BinaryMessage
 BinaryMessage ()
 
 BinaryMessage (const void *data, MessageSize size)
 
 BinaryMessage (const BinaryMessage &other)
 
 operator bool () const
 
MessageTemplateId templateId () const
 
SchemaVersion version () const
 
const void * binary () const
 
MessageSize binarySize () const
 
const void * body () const
 
BodySize bodySize () const
 
BinaryMessageoperator= (const BinaryMessage &other)
 

Static Public Member Functions

static BlockLength blockLength (SchemaVersion)
 
static const CharclassName ()
 
static StrRef fixType ()
 

Additional Inherited Members

- Protected Types inherited from BinaryMessage
typedef BinaryGroupList< MessageSizeGroupList
 
- Protected Member Functions inherited from BinaryMessage
GroupList groups () const
 
- Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
 BinaryFields ()
 
 ~BinaryFields ()
 
const FieldValue & ordinary (MessageSizeoffset) const
 
bool ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null) const
 
bool ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (MessageSizeoffset) const
 
bool decimal (Decimal &value, MessageSizeoffset, const NullValue &null) const
 
Enumeration::Enum enumeration (MessageSizeoffset) const
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (MessageSizeoffset) const
 
StrRef fixedStr (MessageSizeoffset, SchemaVersion since) const
 
bool fixedStr (StrRef &value, MessageSizeoffset) const
 

Detailed Description

Definition at line 3074 of file Messages.h.

Member Typedef Documentation

Repeating group containing Entry entries.

Definition at line 3859 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 3079 of file Messages.h.

Constructor & Destructor Documentation

Initializes blank instance.

Definition at line 3862 of file Messages.h.

IncrementalRefreshTradeBlocks349 ( const void *  data,
EncodedLength  length 
)
inline

Initializes instance over given memory block.

Definition at line 3867 of file Messages.h.

Member Function Documentation

UInt16 batchTotalMessages ( ) const
inline

Total number of messages contained within batch which is defined by match event indicator (5799).

Definition at line 3901 of file Messages.h.

static BlockLength blockLength ( SchemaVersion  )
inlinestatic

Size of message body in bytes.

Definition at line 3939 of file Messages.h.

static const Char* className ( )
inlinestatic

Returns class name.

Definition at line 3946 of file Messages.h.

Entries entries ( ) const
inline

Returns instance of Entries repeating group.

Definition at line 3930 of file Messages.h.

static StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 3953 of file Messages.h.

MatchEventIndicator matchEventIndicator ( ) const
inline

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.

Definition at line 3892 of file Messages.h.

bool tradeDate ( Timestamp value) const
inline

Indicates date of trade referenced in this message in YYYYMMDD format (expressed in local time at place of trade).

Returned only in trade and trade cancel execution reports.

Definition at line 3912 of file Messages.h.

bool transactTime ( Timestamp value) const
inline

Start of event processing time in number of nanoseconds since Unix epoch.

Not present for EFP (828=2) and EFR (828=11) transactions.

Definition at line 3881 of file Messages.h.


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