IncrementalRefreshBookCombinedEntry< Order, Price > Class Template Reference

#include <MessageSupplements.h>

Public Member Functions
	IncrementalRefreshBookCombinedEntry (const Order &order, const Price &price)
	IncrementalRefreshBookCombinedEntry (const IncrementalRefreshBookCombinedEntry &other)
SecurityId	securityId () const
EntryTypeBook::Enum	entryType () const
OrderUpdateAction::Enum	updateAction () const
bool	orderId (OrderId &id) const
bool	orderPriority (OrderPriority &priority) const
bool	entryPx (Decimal &price) const
bool	displayQty (DisplayQuantity &quantity) const
IncrementalRefreshBookCombinedEntry &	operator= (const IncrementalRefreshBookCombinedEntry &other)

Detailed Description

template<class Order, class Price>
class OnixS::CME::MDH::IncrementalRefreshBookCombinedEntry< Order, Price >

Data for MBO book atomic update gathered from IncrementalRefreshBook message containing atomic updates for all types of books.

Definition at line 37 of file MessageSupplements.h.

Constructor & Destructor Documentation

IncrementalRefreshBookCombinedEntry ( const Order &  order, const Price &  price  )

inline

Initializes instance from order and price components.

Definition at line 45 of file MessageSupplements.h.

IncrementalRefreshBookCombinedEntry ( const IncrementalRefreshBookCombinedEntry< Order, Price > &  other )

inline

Initializes as copy of the other one.

Definition at line 52 of file MessageSupplements.h.

Member Function Documentation

bool displayQty ( DisplayQuantity &  quantity ) const

inline

Display quantity.

Definition at line 106 of file MessageSupplements.h.

bool entryPx ( Decimal &  price ) const

inline

Price value.

Definition at line 98 of file MessageSupplements.h.

EntryTypeBook::Enum entryType ( ) const

inline

Type of market data entry.

Definition at line 66 of file MessageSupplements.h.

IncrementalRefreshBookCombinedEntry& operator= ( const IncrementalRefreshBookCombinedEntry< Order, Price > &  other )

inline

Re-initializes as copy of the other instance.

Definition at line 114 of file MessageSupplements.h.

bool orderId ( OrderId &  id ) const

inline

Order identifier.

Definition at line 80 of file MessageSupplements.h.

bool orderPriority ( OrderPriority &  priority ) const

inline

Order priority.

Definition at line 90 of file MessageSupplements.h.

SecurityId securityId ( ) const

inline

Security id whose MBO book is to be updated.

Definition at line 59 of file MessageSupplements.h.

OrderUpdateAction::Enum updateAction ( ) const

inline

Indicates action of atomic book update.

Definition at line 73 of file MessageSupplements.h.

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

• /work/include/OnixS/CME/MDH/MessageSupplements.h