#include <Messages.h>
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| typedef BinaryGroupList< MessageSize > | GroupList |
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| GroupList | groups () const |
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| | BinaryFields () |
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| | ~BinaryFields () |
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| const FieldValue & | ordinary (MessageSizeoffset) const |
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| bool | ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null) const |
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| bool | ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const |
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| Enumeration::Enum | enumeration (MessageSizeoffset) const |
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| bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null) const |
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| bool | enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const |
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| Decimal | decimal (MessageSizeoffset) const |
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| bool | decimal (Decimal &value, MessageSizeoffset, const NullValue &null) const |
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| bool | decimal (Decimal &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const |
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| StrRef | fixedStr (MessageSizeoffset) const |
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| StrRef | fixedStr (MessageSizeoffset, SchemaVersion since) const |
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Definition at line 7823 of file Messages.h.
Message template ID from SBE schema.
Definition at line 7828 of file Messages.h.
Initializes blank instance.
Definition at line 7973 of file Messages.h.
Initializes instance over given memory block.
Definition at line 7978 of file Messages.h.
Size of message body in bytes.
Definition at line 8112 of file Messages.h.
| static ONIXS_CMEMDH_EXPORTED const Char* className |
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inlinestatic |
Returns instance of Entries repeating group.
Definition at line 8103 of file Messages.h.
| static ONIXS_CMEMDH_EXPORTED StrRef fixType |
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inlinestatic |
| bool highLimitPrice |
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Decimal & |
value | ) |
const |
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inline |
Upper price threshold for the instrument.
Definition at line 8073 of file Messages.h.
| UInt32 lastMsgSeqNumProcessed |
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const |
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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 7992 of file Messages.h.
UTC Date and time of last Security Definition add, update or delete on a given Market Data channel.
Definition at line 8035 of file Messages.h.
| bool lowLimitPrice |
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Decimal & |
value | ) |
const |
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inline |
Lower price threshold for the instrument.
Definition at line 8083 of file Messages.h.
| bool maxPriceVariation |
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Decimal & |
value | ) |
const |
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inline |
Differential value for price banding.
Definition at line 8093 of file Messages.h.
Sequence number of the last Market Data entry processed for the instrument.
Definition at line 8017 of file Messages.h.
| Int32 securityId |
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const |
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inline |
Identifies the current trading state of the instrument.
Definition at line 8062 of file Messages.h.
| UInt32 totNumReports |
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const |
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inline |
Total number of messages replayed in the loop.
Definition at line 8000 of file Messages.h.
Trade session date sent as number of days since Unix epoch.
Definition at line 8043 of file Messages.h.
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch.
Definition at line 8026 of file Messages.h.
The documentation for this struct was generated from the following file: