StatisticsMsg Struct Reference

Public Member Functions
UInt16	msgSize () const noexcept
UInt16	msgType () const noexcept
UInt32	securityCode () const noexcept
UInt64	sharesTraded () const noexcept
Int64	turnover () const noexcept
Int32	highPrice () const noexcept
Int32	lowPrice () const noexcept
Int32	lastPrice () const noexcept
Int32	vWAP () const noexcept
UInt32	shortSellSharesTraded () const noexcept
Int64	shortSellTurnover () const noexcept
	StatisticsMsg (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
BinaryMessage &	operator= (const BinaryMessage &other) noexcept

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static constexpr MessageSize	messageSize_ = 52

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 Statistics.h.

Constructor & Destructor Documentation

StatisticsMsg()

StatisticsMsg ( const void * data, MessageSize size )

inlinenoexcept

Initializes instance over given memory block.

Definition at line 126 of file Statistics.h.

Member Function Documentation

highPrice()

Int32 highPrice ( ) const

inlinenoexcept

Highest trade price currently performed for a security.

Definition at line 74 of file Statistics.h.

lastPrice()

Int32 lastPrice ( ) const

inlinenoexcept

Last trade price for a security.

Definition at line 88 of file Statistics.h.

lowPrice()

Int32 lowPrice ( ) const

inlinenoexcept

Lowest trade price currently performed for a security.

Definition at line 81 of file Statistics.h.

msgSize()

UInt16 msgSize ( ) const

inlinenoexcept

Size of the message.

Definition at line 39 of file Statistics.h.

msgType()

UInt16 msgType ( ) const

inlinenoexcept

Type of message.

Definition at line 46 of file Statistics.h.

securityCode()

UInt32 securityCode ( ) const

inlinenoexcept

Uniquely identifies a security available for trading.

Definition at line 53 of file Statistics.h.

sharesTraded()

UInt64 sharesTraded ( ) const

inlinenoexcept

Number of shares traded for a security.

Definition at line 60 of file Statistics.h.

shortSellSharesTraded()

UInt32 shortSellSharesTraded ( ) const

inlinenoexcept

Number of short-sell shares traded for a security.

Definition at line 102 of file Statistics.h.

shortSellTurnover()

Int64 shortSellTurnover ( ) const

inlinenoexcept

Current short-sell turnover for a security.

Definition at line 109 of file Statistics.h.

turnover()

Int64 turnover ( ) const

inlinenoexcept

Current turnover.

Definition at line 67 of file Statistics.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 119 of file Statistics.h.

vWAP()

Int32 vWAP ( ) const

inlinenoexcept

Volume-Weighted Average Price.

Definition at line 95 of file Statistics.h.

Member Data Documentation

messageSize_

MessageSize messageSize_ = 52

staticconstexpr

Total message size.

Definition at line 116 of file Statistics.h.