EndOfDaySummaryMsg Struct Reference

#include <OnixS/CboeCFE/MarketData/Pitch/Messages/EndOfDaySummary.h>

Public Member Functions
Binary4	timeOffset () const ONIXS_BATS_PITCH_NOTHROW
StrRef	symbol () const ONIXS_BATS_PITCH_NOTHROW
BinaryDate	tradeDate () const ONIXS_BATS_PITCH_NOTHROW
Binary4	openInterest () const ONIXS_BATS_PITCH_NOTHROW
BinaryPrice	highPrice () const ONIXS_BATS_PITCH_NOTHROW
BinaryPrice	lowPrice () const ONIXS_BATS_PITCH_NOTHROW
BinaryPrice	openPrice () const ONIXS_BATS_PITCH_NOTHROW
BinaryPrice	closePrice () const ONIXS_BATS_PITCH_NOTHROW
Binary4	totalVolume () const ONIXS_BATS_PITCH_NOTHROW
Binary4	blockVolume () const ONIXS_BATS_PITCH_NOTHROW
Binary4	eCRPVolume () const ONIXS_BATS_PITCH_NOTHROW
Binary1	summaryFlags () const ONIXS_BATS_PITCH_NOTHROW
	EndOfDaySummaryMsg (const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_BATS_PITCH_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_BATS_PITCH_NOTHROW
ONIXS_BATS_PITCH_EXPLICIT	operator bool () const ONIXS_BATS_PITCH_NOTHROW
const void *	binary () const ONIXS_BATS_PITCH_NOTHROW
MessageSize	binarySize () const ONIXS_BATS_PITCH_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_BATS_PITCH_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 65

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage	submessage (MessageSizeoffset, MessageSizesize) const ONIXS_BATS_PITCH_NOTHROW
FieldValue	ordinary (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW
const FieldValue &	ordinaryRef (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW
Enumeration::Enum	enumeration (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW
StrRef	fixedStr (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW

Detailed Description

Definition at line 36 of file EndOfDaySummary.h.

Constructor & Destructor Documentation

EndOfDaySummaryMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 133 of file EndOfDaySummary.h.

Member Function Documentation

Binary4 blockVolume ( ) const

inline

Total number of block contracts traded for the day.

Definition at line 102 of file EndOfDaySummary.h.

BinaryPrice closePrice ( ) const

inline

Closing Price for the day (valid only if Total Volume more than 0).

Definition at line 88 of file EndOfDaySummary.h.

Binary4 eCRPVolume ( ) const

inline

Total number of contracts traded for the day.

Definition at line 109 of file EndOfDaySummary.h.

BinaryPrice highPrice ( ) const

inline

Highest Price for the day (valid only if Total Volume more than 0).

Definition at line 67 of file EndOfDaySummary.h.

BinaryPrice lowPrice ( ) const

inline

Lowest Price for the day (valid only if Total Volume more than 0).

Definition at line 74 of file EndOfDaySummary.h.

Binary4 openInterest ( ) const

inline

Prior Trade Date Open Interest for this symbol.

Definition at line 60 of file EndOfDaySummary.h.

BinaryPrice openPrice ( ) const

inline

Opening Price for the day (valid only if Total Volume more than 0).

Definition at line 81 of file EndOfDaySummary.h.

Binary1 summaryFlags ( ) const

inline

Flags.

Definition at line 116 of file EndOfDaySummary.h.

StrRef symbol ( ) const

inline

Symbol right padded with spaces.

Definition at line 46 of file EndOfDaySummary.h.

Binary4 timeOffset ( ) const

inline

Nanosecond offset from last unit timestamp.

Definition at line 39 of file EndOfDaySummary.h.

Binary4 totalVolume ( ) const

inline

Total number of contracts traded for the day, including block and ECRP trades.

Definition at line 95 of file EndOfDaySummary.h.

BinaryDate tradeDate ( ) const

inline

Trade Date for the settlement.

Definition at line 53 of file EndOfDaySummary.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 126 of file EndOfDaySummary.h.

Member Data Documentation

ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 65

static

Total message size.

Definition at line 123 of file EndOfDaySummary.h.

---

The documentation for this struct was generated from the following file:

• include/OnixS/CboeCFE/MarketData/Pitch/Messages/EndOfDaySummary.h