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OnixS C++ CME Market Data Handler
2.56.0.0
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OnixS C++ CME Market Data Handler
2.56.0.0
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Public Member Functions | |
| Trade (SecurityId id, const GroupInstance &entry) | |
| Initializes an instance. | |
| ~Trade () | |
| Releases associated data. | |
| SecurityId | securityId () const |
| Unique instrument ID as qualified by the exchange per tag 22-SecurityIDSource (tag 48). More... | |
| TradeUpdateAction | action () const |
| Type of Market Data (Trade) update action. | |
| Price | price () const |
| Price. | |
| bool | quantity (SignedQuantity &quantity) const |
| Quantity if available. | |
| bool | tradeVolume (Volume &value) const |
| Total traded volume since the beginning of the session. | |
| TradeCondition | tradeCondition () const |
| Condition describing a trade. | |
| bool | netChangeFromPreviousDay (Price &value) const |
| Net change from previous day’s closing price vs. More... | |
| TickDirection | tickDirection () const |
| Retrieves tick direction if available. | |
| AggressorSide | aggressorSide () const |
| Returns the aggressor side of the trade. | |
| bool | entryTime (TimeSpan &time) const |
| Trade time if available. | |
| const GroupInstance & | marketDataEntry () const |
| Returns group entry (FIX fields) of underlying message. More... | |
| std::string | toString () const |
| Returns text presentation. | |
| void | toString (std::string &) const |
| Appends text presentation. | |
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Returns group entry (FIX fields) of underlying message.
Group entry contains all the data related with given trade.
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inline |
Net change from previous day’s closing price vs.
last traded price.
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inline |
Unique instrument ID as qualified by the exchange per tag 22-SecurityIDSource (tag 48).