DepthSnapshot Class Reference

Public Member Functions
bool	lastMsgSeqNumProcessed (UInt32 &seqNum) const
RefreshIndicator::Enum	refreshIndicator () const
MarketSegmentId	marketSegmentId () const
SecurityId	securityId () const
InstrumentType::Enum	productComplex () const
SecurityStatus::Enum	securityStatus () const
SecurityStatus::Enum	tesSecurityStatus () const
UInt64	lastUpdateTime () const
MDSnapshotEntries	mdEntries () const
Public Member Functions inherited from Message
	Message (const Message &other)
	~Message ()
FieldValueRef	type () const
SequenceNumber	seqNum () const
FieldValueRef	senderCompId () const
bool	operator== (const Message &) const
bool	operator!= (const Message &) const
std::string	toString (char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
std::string	toStringWithFieldNames () const
void	toString (std::string &str, char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
Message &	operator= (const Message &)
Public Member Functions inherited from FieldSet
	operator bool () const
FieldValueRef	get (Tag tag) const
Int32	getInt32 (Tag tag) const
UInt32	getUInt32 (Tag tag) const
Int64	getInt64 (Tag tag) const
UInt64	getUInt64 (Tag tag) const
Decimal	getDecimal (Tag tag) const
StringRef	getStringRef (Tag tag) const
Timestamp	getTimestamp (Tag tag, TimestampFormat::Enum=TimestampFormat::YYYYMMDDHHMMSSNsec) const
Group	getGroup (Tag numberOfInstancesTag) const
Group	getOptionalGroup (Tag numberOfInstancesTag) const
bool	hasFlag (Tag tag) const
size_t	fields (Fields &fields) const
void	swap (FieldSet &) throw ()

Friends
class	DepthSnapshotWrapper

Additional Inherited Members
Protected Member Functions inherited from FieldSet
	FieldSet ()
	FieldSet (const Message *, void *)
	FieldSet (const FieldSet &)
	~FieldSet ()
FieldSet &	operator= (const FieldSet &)
Protected Attributes inherited from FieldSet
const Message *	container_
void *	impl_

Detailed Description

Definition at line 260 of file DepthSnapshot.h.

Member Function Documentation

lastMsgSeqNumProcessed()

bool lastMsgSeqNumProcessed ( UInt32 & seqNum ) const

inline

Last message sequence number sent regardless of message type.

Definition at line 265 of file DepthSnapshot.h.

lastUpdateTime()

UInt64 lastUpdateTime ( ) const

inline

Time of last change for SecurityID (nanoseconds).

Definition at line 307 of file DepthSnapshot.h.

marketSegmentId()

MarketSegmentId marketSegmentId ( ) const

inline

Product identifier.

Definition at line 277 of file DepthSnapshot.h.

mdEntries()

MDSnapshotEntries mdEntries ( ) const

inline

Entries.

Definition at line 313 of file DepthSnapshot.h.

productComplex()

InstrumentType::Enum productComplex ( ) const

inline

Type of instrument.

Definition at line 289 of file DepthSnapshot.h.

refreshIndicator()

RefreshIndicator::Enum refreshIndicator ( ) const

inline

Refresh Indicator.

Definition at line 271 of file DepthSnapshot.h.

securityId()

SecurityId securityId ( ) const

inline

Instrument identifier.

Definition at line 283 of file DepthSnapshot.h.

securityStatus()

SecurityStatus::Enum securityStatus ( ) const

inline

Security Status.

Definition at line 295 of file DepthSnapshot.h.

tesSecurityStatus()

SecurityStatus::Enum tesSecurityStatus ( ) const

inline

Defines the TES security status.

Definition at line 301 of file DepthSnapshot.h.

Friends And Related Symbol Documentation

DepthSnapshotWrapper

friend class DepthSnapshotWrapper

friend

Definition at line 319 of file DepthSnapshot.h.