OnixS C++ HKEX OMD-C Handler 1.0.0
API documentation
Loading...
Searching...
No Matches
IndexData.h
Go to the documentation of this file.
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
22#include <vector>
23
28
29
30namespace OnixS {
31namespace HKEX {
32namespace MarketData {
33namespace Omdc {
34
37 {
39 UInt16 msgSize() const
41 {
42 return ordinary<UInt16>(0);
43 }
44
46 UInt16 msgType() const
48 {
49 return ordinary<UInt16>(2);
50 }
51
55 {
56 return fixedStr<11>(4);
57 }
58
62 {
63 return fixedStr<1>(15);
64 }
65
67 Int64 indexTime() const
69 {
70 return ordinary<Int64>(16);
71 }
72
74 Int64 indexValue() const
76 {
77 return ordinary<Int64>(24);
78 }
79
81 Int64 netChgPrevDay() const
83 {
84 return ordinary<Int64>(32);
85 }
86
88 Int64 highValue() const
90 {
91 return ordinary<Int64>(40);
92 }
93
95 Int64 lowValue() const
97 {
98 return ordinary<Int64>(48);
99 }
100
102 Int64 eASValue() const
104 {
105 return ordinary<Int64>(56);
106 }
107
109 Int64 indexTurnover() const
111 {
112 return ordinary<Int64>(64);
113 }
114
116 Int64 openingValue() const
118 {
119 return ordinary<Int64>(72);
120 }
121
123 Int64 closingValue() const
125 {
126 return ordinary<Int64>(80);
127 }
128
131 Int64 previousSesClose() const
133 {
134 return ordinary<Int64>(88);
135 }
136
138 Int64 indexVolume() const
140 {
141 return ordinary<Int64>(96);
142 }
143
145 Int32 netChgPrevDayPct() const
147 {
148 return ordinary<Int32>(104);
149 }
150
154 {
155 return fixedStr<1>(108);
156 }
157
160
162 static void validateSize(MessageSize size)
163 {
164 if ONIXS_HKEX_OMDC_UNLIKELY(size < messageSize_)
165 throwIncorrectSize("IndexData", size, messageSize_);
166 }
167
169 IndexDataMsg(const void* data, MessageSize size)
171 : BinaryMessage(data, size)
172 {
173 }
174 };
175
177 ONIXS_HKEX_OMDC_API void toStr(std::string&, const IndexDataMsg&);
178
180 inline std::string toStr(const IndexDataMsg& msg)
181 {
182 std::string str;
183 toStr(str, msg);
184 return str;
185 }
186
187}
188}
189}
190}
#define ONIXS_HKEX_OMDC_CONST_OR_CONSTEXPR
Definition Compiler.h:171
#define ONIXS_HKEX_OMDC_NOTHROW
Definition Compiler.h:169
BinaryMessage() noexcept
Initializes blank instance referencing to nothing.
Provides efficient way of accessing text-based FIX field values.
Definition String.h:46
ONIXS_HKEX_OMDC_API void toStr(std::string &, Side::Enum)
Appends string presentation of object.
UInt16 MessageSize
Aliases message length type.
Definition Defines.h:93
ONIXS_HKEX_OMDC_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
Int64 openingValue() const noexcept
First value for an index.
Definition IndexData.h:116
Int64 eASValue() const noexcept
Estimated Average Settlement Value.
Definition IndexData.h:102
StrRef exception() const noexcept
Exception indicator.
Definition IndexData.h:152
Int64 netChgPrevDay() const noexcept
Net change of IndexValue from the previous close, as provided in index source.
Definition IndexData.h:81
UInt16 msgSize() const noexcept
Size of the message.
Definition IndexData.h:39
Int64 indexTurnover() const noexcept
Current turnover of underlying constituents.
Definition IndexData.h:109
UInt16 msgType() const noexcept
Type of message.
Definition IndexData.h:46
StrRef indexStatus() const noexcept
Index status.
Definition IndexData.h:60
Int64 indexTime() const noexcept
Publisher timestamp.
Definition IndexData.h:67
static constexpr MessageSize messageSize_
Total message size.
Definition IndexData.h:159
Int64 lowValue() const noexcept
Lowest value for an index.
Definition IndexData.h:95
Int32 netChgPrevDayPct() const noexcept
Percentage change of IndexValue from the previous close, as provided in index source.
Definition IndexData.h:145
StrRef indexCode() const noexcept
Upstream source’s index code or market information identifier.
Definition IndexData.h:53
Int64 highValue() const noexcept
Highest value for an index.
Definition IndexData.h:88
Int64 closingValue() const noexcept
Last value for an index.
Definition IndexData.h:123
static void validateSize(MessageSize size)
Check the given size.
Definition IndexData.h:162
Int64 previousSesClose() const noexcept
Previous session closing value (previous day's closing value for CSI , CES and SnP,...
Definition IndexData.h:131
Int64 indexValue() const noexcept
Current value of the index.
Definition IndexData.h:74
IndexDataMsg(const void *data, MessageSize size) noexcept
Initializes instance over given memory block.
Definition IndexData.h:169
Int64 indexVolume() const noexcept
Index volume of underlying constituents. Only applicable for CSI and CES.
Definition IndexData.h:138