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OnixS Xetra MDI Market Data Handler for C++
1.0.0.0
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OnixS Xetra MDI Market Data Handler for C++
1.0.0.0
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Public Member Functions | |
| StringRef | entryType () const |
| SecurityId | securityId () const |
| TradingSessionSubId::Enum | tradingSessionSubID () const |
| SecurityTradingStatus | securityTradingStatus () const |
| StringRef | updateAction () const |
| bool | quoteCondition (StringRef &value) const |
| bool | priceLevel (PriceLevel &level) const |
| Book level. | |
| bool | price (Price &price) const |
| Lvl price. | |
| bool | mdEntrySize (Quantity &size) const |
| Quantity. | |
| bool | numberOfOrders (Quantity &number) const |
| Number Of Orders. | |
| bool | entryTime (StringRef &time) const |
| Time. | |
| bool | totalNumOfTrades (Quantity &number) const |
| Number Of Trades. | |
| bool | tradeVolume (Decimal &volume) const |
| Trade Volume. | |
| bool | tradeCondition (TradeConditionSet &tradeConditionSet) const |
| Trade Condition. | |
 Public Member Functions inherited from GroupInstance | |
| GroupInstance (const GroupInstance &other) | |
| Initializes instance as reference to the other one. | |
| GroupInstance & | operator= (const GroupInstance &) |
| Reinitializes instance as reference of other one. | |
| Public Member Functions inherited from FieldSet | |
| operator bool () const | |
| Indicates whether instance refers to a valid set of fields. More... | |
| FieldValueRef | get (Tag tag) const |
| Returns reference to a given field value. More... | |
| Int32 | getInt32 (Tag tag) const |
| Returns field value as an OnixS::FIX::Int32 value. More... | |
| UInt32 | getUInt32 (Tag tag) const |
| Returns field value as an OnixS::FIX::UInt32 value. More... | |
| Int64 | getInt64 (Tag tag) const |
| Returns field value as an OnixS::FIX::Int64 value. More... | |
| UInt64 | getUInt64 (Tag tag) const |
| Returns field value as an OnixS::FIX::UInt64 value. More... | |
| Decimal | getDecimal (Tag tag) const |
| Returns the field value as a decimal number. More... | |
| StringRef | getStringRef (Tag tag) const |
| Returns reference to a read-only text chain. More... | |
| Timestamp | getTimestamp (Tag tag, TimestampFormat::Enum=TimestampFormat::YYYYMMDDHHMMSSNsec) const |
| Returns the field value as timestamp of requested format. More... | |
| Group | getGroup (Tag numberOfInstancesTag) const |
| Returns reference to a repeating group if underlying field defines length of repeating group. More... | |
| Group | getOptionalGroup (Tag numberOfInstancesTag) const |
| Returns reference to a repeating group if underlying field defines length of repeating group. More... | |
| bool | hasFlag (Tag tag) const |
| Returns true if the given flag is present and it equals to "Y", otherwise false. More... | |
| template<typename Enumeration > | |
| Enumeration::Enum | getIntEnumFieldValue (Tag tag) const |
| template<typename Enumeration > | |
| Enumeration::Enum | getCharEnumFieldValue (Tag tag) const |
Friends | |
| class | TypedGroup< IncrementalEntry > |
Additional Inherited Members | |
| Protected Member Functions inherited from FieldSet | |
| FieldSet (const Message *, void *) | |
| FieldSet (const FieldSet &) | |
| FieldSet & | operator= (const FieldSet &) |
| Protected Attributes inherited from FieldSet | |
| void * | impl_ |
| const Message * | container_ |