OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.0
API documentation
DepthSnapshot Class Reference

#include <OnixS/Eurex/MarketData/DepthSnapshot.h>

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
Messageoperator= (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 ()


class DepthSnapshotWrapper

Additional Inherited Members

- Protected Member Functions inherited from FieldSet
 FieldSet ()
 FieldSet (const Message *, void *)
 FieldSet (const FieldSet &)
 ~FieldSet ()
FieldSetoperator= (const FieldSet &)
- Protected Attributes inherited from FieldSet
const Messagecontainer_
void * impl_

Detailed Description

Definition at line 260 of file DepthSnapshot.h.

Member Function Documentation

bool lastMsgSeqNumProcessed ( UInt32 seqNum) const

Last message sequence number sent regardless of message type.

Definition at line 265 of file DepthSnapshot.h.

UInt64 lastUpdateTime ( ) const

Time of last change for SecurityID (nanoseconds).

Definition at line 307 of file DepthSnapshot.h.

MarketSegmentId marketSegmentId ( ) const

Product identifier.

Definition at line 277 of file DepthSnapshot.h.

MDSnapshotEntries mdEntries ( ) const


Definition at line 313 of file DepthSnapshot.h.

InstrumentType::Enum productComplex ( ) const

Type of instrument.

Definition at line 289 of file DepthSnapshot.h.

RefreshIndicator::Enum refreshIndicator ( ) const

Refresh Indicator.

Definition at line 271 of file DepthSnapshot.h.

SecurityId securityId ( ) const

Instrument identifier.

Definition at line 283 of file DepthSnapshot.h.

SecurityStatus::Enum securityStatus ( ) const

Security Status.

Definition at line 295 of file DepthSnapshot.h.

SecurityStatus::Enum tesSecurityStatus ( ) const

Defines the TES security status.

Definition at line 301 of file DepthSnapshot.h.

Friends And Related Function Documentation

friend class DepthSnapshotWrapper

Definition at line 319 of file DepthSnapshot.h.

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