OnixS C++ CME Market Data Handler  4.8.0.10
API documentation
SnapshotFullRefreshOrderBook44 Struct Reference

#include <Messages.h>

Collaboration diagram for SnapshotFullRefreshOrderBook44:

Classes

struct  Entry
 

Public Types

enum  { TemplateId = 44 }
 
typedef BinaryGroup< Entry, GroupSize, MessageSize > Entries
 
- Public Types inherited from BinaryMessage
typedef MessageSize BinarySize
 
typedef MessageHeader::BlockLength BodySize
 

Public Member Functions

 SnapshotFullRefreshOrderBook44 ()
 
 SnapshotFullRefreshOrderBook44 (const void *data, MessageSize size)
 
UInt32 lastMsgSeqNumProcessed () const
 
UInt32 totNumReports () const
 
Int32 securityId () const
 
UInt32 chunks () const
 
UInt32 currentChunk () const
 
Timestamp transactTime () 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 4397 of file Messages.h.

Member Typedef Documentation

Repeating group containing Entry entries.

Definition at line 4498 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 4402 of file Messages.h.

Constructor & Destructor Documentation

Initializes blank instance.

Definition at line 4501 of file Messages.h.

SnapshotFullRefreshOrderBook44 ( const void *  data,
MessageSize  size 
)
inline

Initializes instance over given memory block.

Definition at line 4506 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BodySize bodySize ( SchemaVersion  )
inlinestatic

Size of message body in bytes.

Definition at line 4579 of file Messages.h.

UInt32 chunks ( ) const
inline

Total number of packets that constitutes a single instrument order book.

Definition at line 4545 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Returns class name.

Definition at line 4586 of file Messages.h.

UInt32 currentChunk ( ) const
inline

Chunk sequence.

Definition at line 4553 of file Messages.h.

Entries entries ( ) const
inline

Returns instance of Entries repeating group.

Definition at line 4570 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 4593 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 4520 of file Messages.h.

Int32 securityId ( ) const
inline

Security ID.

Definition at line 4536 of file Messages.h.

UInt32 totNumReports ( ) const
inline

Total number of instruments in the replayed loop.

Definition at line 4528 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 4562 of file Messages.h.


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