SnapshotFullRefreshOrderBook53 Struct Reference

#include <Messages.h>

Collaboration diagram for SnapshotFullRefreshOrderBook53:

Classes
struct	Entry

Public Types
enum	{ TemplateId = 53 }
typedef BinaryGroup< Entry, GroupSize, MessageSize >	Entries
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
typedef MessageHeader::BlockLength	BodySize

Public Member Functions
	SnapshotFullRefreshOrderBook53 ()
	SnapshotFullRefreshOrderBook53 (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 9766 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<Entry, GroupSize, MessageSize> Entries

Repeating group containing Entry entries.

Definition at line 9867 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 9771 of file Messages.h.

Constructor & Destructor Documentation

SnapshotFullRefreshOrderBook53 ( )

inline

Initializes blank instance.

Definition at line 9870 of file Messages.h.

SnapshotFullRefreshOrderBook53 ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 9875 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BodySize bodySize ( SchemaVersion  )

inlinestatic

Size of message body in bytes.

Definition at line 9948 of file Messages.h.

UInt32 chunks ( ) const

inline

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

Definition at line 9914 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

inlinestatic

Returns class name.

Definition at line 9955 of file Messages.h.

UInt32 currentChunk ( ) const

inline

Chunk sequence.

Definition at line 9922 of file Messages.h.

Entries entries ( ) const

inline

Returns instance of Entries repeating group.

Definition at line 9939 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 9962 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 9889 of file Messages.h.

Int32 securityId ( ) const

inline

Security ID.

Definition at line 9905 of file Messages.h.

UInt32 totNumReports ( ) const

inline

Total number of instruments in the replayed loop.

Definition at line 9897 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 9931 of file Messages.h.

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

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