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
SnapshotFullRefresh38::Entry Struct Reference

#include <Messages.h>

Collaboration diagram for SnapshotFullRefresh38::Entry:
Collaboration graph
[legend]

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 entryPx (Decimal &value) const
 
bool entrySize (Int32 &value) const
 
bool numberOfOrders (Int32 &value) const
 
bool priceLevel (Int8 &value) const
 
bool tradingReferenceDate (Timestamp &value) const
 
bool openCloseSettlFlag (OpenCloseSettlFlag::Enum &value) const
 
const SettlPriceType & settlPriceType () const
 
EntryType::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 2643 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 2655 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 2658 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 2664 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 2765 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Entity class name.

Definition at line 2772 of file Messages.h.

bool entryPx ( Decimal &  value) const
inline

Market Data entry price.

Definition at line 2675 of file Messages.h.

bool entrySize ( Int32 &  value) const
inline

Market Data entry quantity.

Definition at line 2685 of file Messages.h.

EntryType::Enum entryType ( ) const
inline

Market Data entry type.

Definition at line 2755 of file Messages.h.

bool numberOfOrders ( Int32 &  value) const
inline

Aggregate number of orders at the given price level.

Definition at line 2695 of file Messages.h.

bool openCloseSettlFlag ( OpenCloseSettlFlag::Enum &  value) const
inline

Flag describing Open Price entry.

Definition at line 2735 of file Messages.h.

bool priceLevel ( Int8 &  value) const
inline

Aggregate book position.

Definition at line 2705 of file Messages.h.

const SettlPriceType& settlPriceType ( ) const
inline

Bitmap field of eight Boolean type indicators representing settlement price type.

Definition at line 2747 of file Messages.h.

bool tradingReferenceDate ( Timestamp &  value) const
inline

Indicates the date of trade session corresponding to a statistic entry.

Definition at line 2716 of file Messages.h.

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