OnixS C++ CME MDP Streamlined Market Data Handler 1.2.0
API Documentation
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IncrementalRefreshTradeBlocks365 Struct Reference

Classes

struct  Entry

Public Types

enum  
typedef BinaryGroupWithNested< Entry, GroupSize, MessageSizeEntries
Public Types inherited from BinaryMessage
typedef MessageSize BinarySize
typedef MessageHeader::BlockLength BodySize

Public Member Functions

 IncrementalRefreshTradeBlocks365 ()
 IncrementalRefreshTradeBlocks365 (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 (MessageSize offset) const
Decimal decimal (MessageSize offset) const
Enumeration::Enum enumeration (MessageSize offset) const
StrRef fixedStr (MessageSize offset) const

Detailed Description

Definition at line 6332 of file Messages.h.

Member Typedef Documentation

◆ Entries

Repeating group containing Entry entries.

Definition at line 7117 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 365 

Definition at line 6337 of file Messages.h.

Constructor & Destructor Documentation

◆ IncrementalRefreshTradeBlocks365() [1/2]

Initializes blank instance.

Definition at line 7120 of file Messages.h.

◆ IncrementalRefreshTradeBlocks365() [2/2]

IncrementalRefreshTradeBlocks365 ( const void * data,
EncodedLength length )
inline

Initializes instance over given memory block.

Definition at line 7125 of file Messages.h.

Member Function Documentation

◆ batchTotalMessages()

UInt16 batchTotalMessages ( ) const
inline

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

Definition at line 7159 of file Messages.h.

◆ blockLength()

BlockLength blockLength ( SchemaVersion )
inlinestatic

Size of message body in bytes.

Definition at line 7197 of file Messages.h.

◆ className()

const Char * className ( )
inlinestatic

Returns class name.

Definition at line 7204 of file Messages.h.

◆ entries()

Entries entries ( ) const
inline

Returns instance of Entries repeating group.

Definition at line 7188 of file Messages.h.

◆ fixType()

StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 7211 of file Messages.h.

◆ matchEventIndicator()

MatchEventIndicator matchEventIndicator ( ) const
inline

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

Definition at line 7150 of file Messages.h.

◆ tradeDate()

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 7170 of file Messages.h.

◆ transactTime()

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 7139 of file Messages.h.