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

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

Classes

struct  LegsEntry
 
struct  PartyIDsEntry
 
struct  UnderlyingsEntry
 

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
 
typedef BinaryGroup< UnderlyingsEntry, GroupSize, MessageSizeUnderlyings
 
typedef BinaryGroup< PartyIDsEntry, GroupSize, MessageSizePartyIDs
 
typedef BinaryGroup< LegsEntry, GroupSize, MessageSizeLegs
 
- Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength BodySize
 

Public Member Functions

 Entry ()
 
 Entry (const void *data, EncodedLength length, SchemaVersion version)
 
UpdateAction::Enum updateAction () const
 
EntryTypeTrade entryType () const
 
bool securityId (UInt64 &value) const
 
UInt32 rptSeq () const
 
bool entryPx (Decimal &value) const
 
Decimal entrySize () 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
 
bool securitySubType (StrRef &value) const
 
bool maturityMonthYear (MaturityMonthYear &value) const
 
bool securityExchange (StrRef &value) const
 
bool maturityDate (Timestamp &value) const
 
bool unitOfMeasure (StrRef &value) const
 
bool unitOfMeasureCurrency (StrRef &value) const
 
bool unitOfMeasureQty (Decimal &value) const
 
bool couponRate (Decimal &value) const
 
bool priceType (UInt16 &value) const
 
bool trdType (UInt8 &value) const
 
bool entryId (StrRef &value) const
 
bool putOrCall (UInt8 &value) const
 
bool strikePrice (Decimal &value) const
 
bool restructuringType (StrRef &value) const
 
bool seniority (StrRef &value) const
 
bool referenceId (StrRef &value) const
 
bool strategyLinkId (StrRef &value) const
 
bool legRefId (StrRef &value) const
 
Underlyings underlyings () const
 
PartyIDs partyIds () const
 
Legs legs () 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
 
BinaryGroupEntryoperator= (const BinaryGroupEntry &other)
 

Static Public Member Functions

static BlockLength blockLength (SchemaVersion)
 
static const CharclassName ()
 

Additional Inherited Members

- Protected Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef BinaryGroupList< MessageSizeGroupList
 
- 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 3083 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 3095 of file Messages.h.

Repeating group containing LegsEntry entries.

Definition at line 3500 of file Messages.h.

Repeating group containing PartyIDsEntry entries.

Definition at line 3275 of file Messages.h.

Repeating group containing UnderlyingsEntry entries.

Definition at line 3203 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 3098 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 3104 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 3575 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 3833 of file Messages.h.

static const Char* className ( )
inlinestatic

Entity class name.

Definition at line 3850 of file Messages.h.

bool couponRate ( Decimal value) const
inline

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment.

Definition at line 3694 of file Messages.h.

bool entryId ( StrRef value) const
inline

Market data entry identifier to map multiple prices of a single trade.

Definition at line 3725 of file Messages.h.

bool entryPx ( Decimal value) const
inline

Price of the Market Data Entry.

Definition at line 3536 of file Messages.h.

Decimal entrySize ( ) const
inline

Traded quantity.

Definition at line 3546 of file Messages.h.

EntryTypeTrade entryType ( ) const
inline

Market Data Entry Type.

Definition at line 3511 of file Messages.h.

bool legRefId ( StrRef value) const
inline

Used to correlate leg instrument definitions with their executions.

Cross referenced to Tag 1788.

Definition at line 3795 of file Messages.h.

Legs legs ( ) const
inline

Returns instance of Legs repeating group.

Definition at line 3821 of file Messages.h.

bool maturityDate ( Timestamp value) const
inline

Maturity date of instrument.

Definition at line 3643 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear value) const
inline

This field provides the actual calendar date for contract maturity month and year (used for standardized futures and options).

Definition at line 3624 of file Messages.h.

Entry next ( SchemaVersion  ) const
inline

Returns reference to the next item.

Definition at line 3839 of file Messages.h.

bool numberOfOrders ( Int32 value) const
inline

The total number of real orders per instrument that participated in a match step within a match event.

Definition at line 3555 of file Messages.h.

PartyIDs partyIds ( ) const
inline

Returns instance of PartyIDs repeating group.

Definition at line 3812 of file Messages.h.

bool priceType ( UInt16 value) const
inline

Valid price types for intraday trade.

Definition at line 3704 of file Messages.h.

bool putOrCall ( UInt8 value) const
inline

Indicates whether an option instrument is a put or call.

Definition at line 3734 of file Messages.h.

bool referenceId ( StrRef value) const
inline

For future use.

Definition at line 3774 of file Messages.h.

bool restructuringType ( StrRef value) const
inline

A category of CDS credit event in which the underlying bond experiences a restructuring.

Definition at line 3755 of file Messages.h.

UInt32 rptSeq ( ) const
inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 3528 of file Messages.h.

bool securityExchange ( StrRef value) const
inline

Market used to help identify an instrument.

Definition at line 3634 of file Messages.h.

bool securityGroup ( StrRef value) const
inline

Indicates the product code for the instrument.

Definition at line 3595 of file Messages.h.

bool securityId ( UInt64 value) const
inline

Unique security ID.

Definition at line 3517 of file Messages.h.

bool securitySubType ( StrRef value) const
inline

SecuritySubType for CDS only.

Definition at line 3613 of file Messages.h.

bool securityType ( StrRef value) const
inline

Identifies the type of instrument.

Definition at line 3604 of file Messages.h.

bool seniority ( StrRef value) const
inline

Specifies which issue (underlying bond) will receive payment priority in the event of a default.

Definition at line 3765 of file Messages.h.

bool strategyLinkId ( StrRef value) const
inline

Identifies the multileg strategy (e.g.

spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.

Definition at line 3785 of file Messages.h.

bool strikePrice ( Decimal value) const
inline

Strike Price for an option instrument.

Definition at line 3744 of file Messages.h.

bool symbol ( StrRef value) const
inline

Instrument/Index/Swap Name.

Definition at line 3586 of file Messages.h.

Int32 tradeId ( ) const
inline

Unique Trade Entry ID per Instrument and Trading Date.

Definition at line 3565 of file Messages.h.

bool trdType ( UInt8 value) const
inline

Valid trade types for intraday trade.

Definition at line 3714 of file Messages.h.

Underlyings underlyings ( ) const
inline

Returns instance of Underlyings repeating group.

Definition at line 3804 of file Messages.h.

bool unitOfMeasure ( StrRef value) const
inline

Unit of measure for the products' original contract size.

Definition at line 3661 of file Messages.h.

bool unitOfMeasureCurrency ( StrRef value) const
inline

Indicates the ISO Currency code if it is a currency product.

Definition at line 3671 of file Messages.h.

bool unitOfMeasureQty ( Decimal value) const
inline

This field contains the notional value for each instrument.

The notional value is equivalent to the corresponding premium-quoted contract.

Definition at line 3682 of file Messages.h.

UpdateAction::Enum updateAction ( ) const
inline

Market Data update Action.

Definition at line 3503 of file Messages.h.


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