32 namespace MarketData {
42 return ordinary<SignedBinary8>(0);
49 return ordinary<Binary2>(8);
56 return ordinary<Binary2>(10);
63 return ordinary<BinaryPrice>(12);
70 return ordinary<SignedBinary8>(20);
77 return ordinary<BinaryPrice>(28);
85 return ordinary<SignedBinary8>(36);
92 return ordinary<SignedBinary8>(44);
101 if (ONIXS_BATS_PITCH_CHECK_EXPECT((size < messageSize_),
false))
114 ONIXS_CBOECFE_PITCH_API
void toStr(std::string&,
const Variance&);
Variance(const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
Initializes instance over given memory block.
ONIXS_CBOECFE_PITCH_API ONIXS_BATS_PITCH_COLDPATH ONIXS_BATS_PITCH_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
#define ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR
BinaryPrice previousSettlement() const ONIXS_BATS_PITCH_NOTHROW
Previous day Settlement Value.
Encapsulates services for manipulating little endian encoded messages.
BinaryMessage() ONIXS_BATS_PITCH_NOTHROW
Initializes blank instance referencing to nothing.
Binary2 MessageSize
Aliases message length type.
static void validateSize(MessageSize size)
Check the given size.
Binary2 numExpectedPrices() const ONIXS_BATS_PITCH_NOTHROW
Number of expected SP500 prices to be used for calculating returns during the life of the contract...
SignedBinary8 fedFundsRate() const ONIXS_BATS_PITCH_NOTHROW
Fed Funds rate of prior day (signed 64-bit number with 6 implied decimal places)
SignedBinary8 discountFactor() const ONIXS_BATS_PITCH_NOTHROW
Discount Factor (signed 64-bit decimal with 16 implied decimal places)
static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
SignedBinary8 realizedVariance() const ONIXS_BATS_PITCH_NOTHROW
Realized Variance to date (signed 64-bit decimal with 8 implied decimal places)
Binary2 numElapsedReturns() const ONIXS_BATS_PITCH_NOTHROW
Number of returns elapsed as of the beginning of the trading day.
#define ONIXS_BATS_PITCH_NOTHROW
ONIXS_CBOECFE_PITCH_API void toStr(std::string &, SideIndicator::Enum)
Appends string presentation of object.
SignedBinary8 previousARMVM() const ONIXS_BATS_PITCH_NOTHROW
BinaryPrice initialStrike() const ONIXS_BATS_PITCH_NOTHROW
Initial strike.