OnixS C++ CME Market Data Handler  4.8.0.10
API documentation
Public Types | Public Member Functions | Static Public Member Functions | List of all members
IncrementalRefreshOrderBook43::Entry Struct Reference

#include <Messages.h>

Collaboration diagram for IncrementalRefreshOrderBook43::Entry:
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Public Types

typedef BinaryGroupEntry< GroupSize::BlockLength > Base
 
- Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength BodySize
 

Public Member Functions

 Entry ()
 
 Entry (const void *data, BodySize size, SchemaVersion version)
 
bool orderId (UInt64 &value) const
 
bool orderPriority (UInt64 &value) const
 
bool entryPx (Decimal &value) const
 
bool displayQty (Int32 &value) const
 
Int32 securityId () const
 
UpdateAction::Enum updateAction () const
 
EntryTypeBook::Enum entryType () const
 
- Public Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
 BinaryGroupEntry ()
 
 BinaryGroupEntry (const void *body, BodySize size, SchemaVersion version)
 
 BinaryGroupEntry (const BinaryGroupEntry &other)
 
 operator bool () const
 
const void * body () const
 
BodySize bodySize () const
 
SchemaVersion version () const
 
BinaryGroupEntry & operator= (const BinaryGroupEntry &other)
 

Static Public Member Functions

static ONIXS_CMEMDH_EXPORTED BodySize bodySize (SchemaVersion)
 
static ONIXS_CMEMDH_EXPORTED const Char * className ()
 

Additional Inherited Members

- Protected Member Functions inherited from BinaryFields< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
 BinaryFields ()
 
 ~BinaryFields ()
 
const FieldValue & ordinary (GroupSize::BlockLengthoffset) const
 
bool ordinary (FieldValue &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool ordinary (FieldValue &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Enumeration::Enum enumeration (GroupSize::BlockLengthoffset) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (GroupSize::BlockLengthoffset) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset, SchemaVersion since) const
 

Detailed Description

Number of entries in Market Data message. Entry of Entry repeating group.

Definition at line 4213 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 4225 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 4228 of file Messages.h.

Entry ( const void *  data,
BodySize  size,
SchemaVersion  version 
)
inline

Initializes instance of given version over given memory block.

Definition at line 4234 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BodySize bodySize ( SchemaVersion  )
inlinestatic

Returns size of entry body in bytes for given version of message template.

Definition at line 4312 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Entity class name.

Definition at line 4319 of file Messages.h.

bool displayQty ( Int32 &  value) const
inline

Visible order qty.

Definition at line 4275 of file Messages.h.

bool entryPx ( Decimal &  value) const
inline

Order price.

Definition at line 4265 of file Messages.h.

EntryTypeBook::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 4302 of file Messages.h.

bool orderId ( UInt64 &  value) const
inline

Order ID.

Definition at line 4245 of file Messages.h.

bool orderPriority ( UInt64 &  value) const
inline

Order priority for execution on the order book.

Definition at line 4255 of file Messages.h.

Int32 securityId ( ) const
inline

Security ID.

Definition at line 4285 of file Messages.h.

UpdateAction::Enum updateAction ( ) const
inline

Order book update action to be applied to the order referenced by OrderID.

Definition at line 4294 of file Messages.h.

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