FuturesVarianceSymbolMappingMsg Struct Reference

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

Public Member Functions
Binary4	timeOffset () const ONIXS_BATS_PITCH_NOTHROW
Binary4	unitTimestamp () const ONIXS_BATS_PITCH_NOTHROW
StrRef	feedSymbol () const ONIXS_BATS_PITCH_NOTHROW
StrRef	futuresSymbol () const ONIXS_BATS_PITCH_NOTHROW
SignedBinary8	accruedDayVariance () const ONIXS_BATS_PITCH_NOTHROW
Binary2	numFinalReturns () const ONIXS_BATS_PITCH_NOTHROW
Binary2	numElapsedReturns () const ONIXS_BATS_PITCH_NOTHROW
	FuturesVarianceSymbolMappingMsg (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_ = 40

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 FuturesVarianceSymbolMapping.h.

Constructor & Destructor Documentation

FuturesVarianceSymbolMappingMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 98 of file FuturesVarianceSymbolMapping.h.

Member Function Documentation

SignedBinary8 accruedDayVariance ( ) const

inline

Accrued day variance.

Definition at line 67 of file FuturesVarianceSymbolMapping.h.

StrRef feedSymbol ( ) const

inline

Six character, base 62 symbol.

Definition at line 53 of file FuturesVarianceSymbolMapping.h.

StrRef futuresSymbol ( ) const

inline

Twelve character textual definition of the symbol.

Definition at line 60 of file FuturesVarianceSymbolMapping.h.

Binary2 numElapsedReturns ( ) const

inline

Number of SnP 500 Index returns.

Definition at line 81 of file FuturesVarianceSymbolMapping.h.

Binary2 numFinalReturns ( ) const

inline

Number of SnP 500 Index returns.

Definition at line 74 of file FuturesVarianceSymbolMapping.h.

Binary4 timeOffset ( ) const

inline

Nanosecond offset from last unit timestamp.

Definition at line 39 of file FuturesVarianceSymbolMapping.h.

Binary4 unitTimestamp ( ) const

inline

Unit timestamp expressed as number of whole seconds since the Epoch (Midnight, January 1, 1970 UTC).

Definition at line 46 of file FuturesVarianceSymbolMapping.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 91 of file FuturesVarianceSymbolMapping.h.

Member Data Documentation

ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 40

static

Total message size.

Definition at line 88 of file FuturesVarianceSymbolMapping.h.

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

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