#include <Messages.h>

Collaboration diagram for SnapshotFullRefresh38:

Classes
struct	Entry

Public Types
enum	{ TemplateId = 38 }

typedef BinaryGroup< Entry, GroupSize, MessageSize >	Entries

Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize

typedef MessageHeader::BlockLength	BodySize

Public Member Functions
	SnapshotFullRefresh38 ()

	SnapshotFullRefresh38 (const void *data, MessageSize size)

UInt32	lastMsgSeqNumProcessed () const

UInt32	totNumReports () const

Int32	securityId () const

UInt32	rptSeq () const

Timestamp	transactTime () const

Timestamp	lastUpdateTime () const

bool	tradeDate (Timestamp &value) const

bool	securityTradingStatus (SecurityTradingStatus::Enum &value) const

bool	highLimitPrice (Decimal &value) const

bool	lowLimitPrice (Decimal &value) const

bool	maxPriceVariation (Decimal &value) const

Entries	entries () const

Public Member Functions inherited from BinaryMessage
	BinaryMessage ()

	BinaryMessage (const void *data, MessageSize size)

	BinaryMessage (const BinaryMessage &other)

	operator bool () const

MessageTemplateId	templateId () const

SchemaVersion	version () const

const void *	binary () const

MessageSize	binarySize () const

const void *	body () const

BodySize	bodySize () const

BinaryMessage &	operator= (const BinaryMessage &other)

Static Public Member Functions
static ONIXS_CMEMDH_EXPORTED BodySize	bodySize (SchemaVersion)

static ONIXS_CMEMDH_EXPORTED const Char *	className ()

static ONIXS_CMEMDH_EXPORTED StrRef	fixType ()

Additional Inherited Members
Protected Types inherited from BinaryMessage
typedef BinaryGroupList< MessageSize >	GroupList

Protected Member Functions inherited from BinaryMessage
GroupList	groups () const

Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
	BinaryFields ()

	~BinaryFields ()

const FieldValue &	ordinary (MessageSizeoffset) const

bool	ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null) const

bool	ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const

Enumeration::Enum	enumeration (MessageSizeoffset) const

bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null) const

bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const

Decimal	decimal (MessageSizeoffset) const

bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null) const

bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const

StrRef	fixedStr (MessageSizeoffset) const

StrRef	fixedStr (MessageSizeoffset, SchemaVersion since) const

Detailed Description

Definition at line 2634 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 2781 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 2639 of file Messages.h.

Constructor & Destructor Documentation

SnapshotFullRefresh38 ( )

inline

Initializes blank instance.

Definition at line 2784 of file Messages.h.

SnapshotFullRefresh38	(	const void *	data,
		MessageSize	size
	)

inline

Initializes instance over given memory block.

Definition at line 2789 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BodySize bodySize ( SchemaVersion )

inlinestatic

Size of message body in bytes.

Definition at line 2923 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

inlinestatic

Returns class name.

Definition at line 2930 of file Messages.h.

Entries entries ( ) const

inline

Returns instance of Entries repeating group.

Definition at line 2914 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 2937 of file Messages.h.

bool highLimitPrice ( Decimal & value ) const

inline

Upper price threshold for the instrument.

Definition at line 2884 of file Messages.h.

UInt32 lastMsgSeqNumProcessed ( ) const

inline

Sequence number of the last Incremental feed packet processed. This value is used to synchronize the snapshot loop with the real-time feed.

Definition at line 2803 of file Messages.h.

Timestamp lastUpdateTime ( ) const

inline

UTC Date and time of last Security Definition add, update or delete on a given Market Data channel.

Definition at line 2846 of file Messages.h.

bool lowLimitPrice ( Decimal & value ) const

inline

Lower price threshold for the instrument.

Definition at line 2894 of file Messages.h.

bool maxPriceVariation ( Decimal & value ) const

inline

Differential value for price banding.

Definition at line 2904 of file Messages.h.

UInt32 rptSeq ( ) const

inline

Sequence number of the last Market Data entry processed for the instrument.

Definition at line 2828 of file Messages.h.

Int32 securityId ( ) const

inline

Security ID.

Definition at line 2819 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inline

Identifies the current trading state of the instrument.

Definition at line 2873 of file Messages.h.

UInt32 totNumReports ( ) const

inline

Total number of messages replayed in the loop.

Definition at line 2811 of file Messages.h.

bool tradeDate ( Timestamp & value ) const

inline

Trade session date sent as number of days since Unix epoch.

Definition at line 2854 of file Messages.h.

Timestamp transactTime ( ) const

inline

Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.

Definition at line 2837 of file Messages.h.

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

/work/include/OnixS/CME/MDH/Messages.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation