OnixS C++ HKEX OMD-C Handler 1.0.0
API documentation
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IndexDataMsg Struct Reference

Public Member Functions

UInt16 msgSize () const noexcept
UInt16 msgType () const noexcept
StrRef indexCode () const noexcept
StrRef indexStatus () const noexcept
Int64 indexTime () const noexcept
Int64 indexValue () const noexcept
Int64 netChgPrevDay () const noexcept
Int64 highValue () const noexcept
Int64 lowValue () const noexcept
Int64 eASValue () const noexcept
Int64 indexTurnover () const noexcept
Int64 openingValue () const noexcept
Int64 closingValue () const noexcept
Int64 previousSesClose () const noexcept
Int64 indexVolume () const noexcept
Int32 netChgPrevDayPct () const noexcept
StrRef exception () const noexcept
 IndexDataMsg (const void *data, MessageSize size) noexcept
Public Member Functions inherited from BinaryMessage
 BinaryMessage () noexcept
 BinaryMessage (const void *data, MessageSize size) noexcept
 BinaryMessage (const BinaryMessage &other) noexcept
 operator bool () const noexcept
const void * binary () const noexcept
MessageSize binarySize () const noexcept
BinaryMessageoperator= (const BinaryMessage &other) noexcept

Static Public Member Functions

static void validateSize (MessageSize size)

Static Public Attributes

static constexpr MessageSize messageSize_ = 109

Additional Inherited Members

Public Types inherited from BinaryMessage
typedef MessageSize BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage submessage (MessageSize offset, MessageSize size) const noexcept
FieldValue ordinary (MessageSize offset) const noexcept
const FieldValue & ordinaryRef (MessageSize offset) const noexcept
Enumeration::Enum enumeration (MessageSize offset) const noexcept
StrRef fixedStr (MessageSize offset) const noexcept

Detailed Description

Definition at line 36 of file IndexData.h.

Constructor & Destructor Documentation

◆ IndexDataMsg()

IndexDataMsg ( const void * data,
MessageSize size )
inlinenoexcept

Initializes instance over given memory block.

Definition at line 169 of file IndexData.h.

Member Function Documentation

◆ closingValue()

Int64 closingValue ( ) const
inlinenoexcept

Last value for an index.

Definition at line 123 of file IndexData.h.

◆ eASValue()

Int64 eASValue ( ) const
inlinenoexcept

Estimated Average Settlement Value.

Definition at line 102 of file IndexData.h.

◆ exception()

StrRef exception ( ) const
inlinenoexcept

Exception indicator.

Definition at line 152 of file IndexData.h.

◆ highValue()

Int64 highValue ( ) const
inlinenoexcept

Highest value for an index.

Definition at line 88 of file IndexData.h.

◆ indexCode()

StrRef indexCode ( ) const
inlinenoexcept

Upstream source’s index code or market information identifier.

Definition at line 53 of file IndexData.h.

◆ indexStatus()

StrRef indexStatus ( ) const
inlinenoexcept

Index status.

Definition at line 60 of file IndexData.h.

◆ indexTime()

Int64 indexTime ( ) const
inlinenoexcept

Publisher timestamp.

Definition at line 67 of file IndexData.h.

◆ indexTurnover()

Int64 indexTurnover ( ) const
inlinenoexcept

Current turnover of underlying constituents.

Definition at line 109 of file IndexData.h.

◆ indexValue()

Int64 indexValue ( ) const
inlinenoexcept

Current value of the index.

Definition at line 74 of file IndexData.h.

◆ indexVolume()

Int64 indexVolume ( ) const
inlinenoexcept

Index volume of underlying constituents. Only applicable for CSI and CES.

Definition at line 138 of file IndexData.h.

◆ lowValue()

Int64 lowValue ( ) const
inlinenoexcept

Lowest value for an index.

Definition at line 95 of file IndexData.h.

◆ msgSize()

UInt16 msgSize ( ) const
inlinenoexcept

Size of the message.

Definition at line 39 of file IndexData.h.

◆ msgType()

UInt16 msgType ( ) const
inlinenoexcept

Type of message.

Definition at line 46 of file IndexData.h.

◆ netChgPrevDay()

Int64 netChgPrevDay ( ) const
inlinenoexcept

Net change of IndexValue from the previous close, as provided in index source.

Definition at line 81 of file IndexData.h.

◆ netChgPrevDayPct()

Int32 netChgPrevDayPct ( ) const
inlinenoexcept

Percentage change of IndexValue from the previous close, as provided in index source.

Definition at line 145 of file IndexData.h.

◆ openingValue()

Int64 openingValue ( ) const
inlinenoexcept

First value for an index.

Definition at line 116 of file IndexData.h.

◆ previousSesClose()

Int64 previousSesClose ( ) const
inlinenoexcept

Previous session closing value (previous day's closing value for CSI , CES and SnP, previous session’s closing value for HSI and TR)

Definition at line 131 of file IndexData.h.

◆ validateSize()

void validateSize ( MessageSize size)
inlinestatic

Check the given size.

Definition at line 162 of file IndexData.h.

Member Data Documentation

◆ messageSize_

MessageSize messageSize_ = 109
staticconstexpr

Total message size.

Definition at line 159 of file IndexData.h.