OnixS C++ CME Market Data Handler  5.4.0
API documentation
ImpliedPriceLevel Class Reference

#include <OnixS/CME/MDH/ImpliedPriceLevel.h>

Public Member Functions

 ImpliedPriceLevel ()
 
 ImpliedPriceLevel (const ImpliedPriceLevel &other)
 
 ImpliedPriceLevel (const Decimal &price, Int32 qty)
 
 ~ImpliedPriceLevel ()
 
bool exist () const
 
bool & exist ()
 
const Decimalprice () const
 
Decimalprice ()
 
Int32 quantity () const
 
Int32quantity ()
 
ImpliedPriceLeveloperator= (const ImpliedPriceLevel &other)
 

Detailed Description

Definition at line 30 of file ImpliedPriceLevel.h.

Constructor & Destructor Documentation

ImpliedPriceLevel ( )
inline

Initializes undefined level.

Definition at line 43 of file ImpliedPriceLevel.h.

ImpliedPriceLevel ( const ImpliedPriceLevel other)
inline

Initializes as copy of other level.

Definition at line 51 of file ImpliedPriceLevel.h.

ImpliedPriceLevel ( const Decimal price,
Int32  qty 
)
inline

Initializes defined level according to specified attributes.

Definition at line 61 of file ImpliedPriceLevel.h.

~ImpliedPriceLevel ( )
inline

Cleans everything up.

Definition at line 68 of file ImpliedPriceLevel.h.

Member Function Documentation

bool exist ( ) const
inline

Identifies whether price level exist.

Definition at line 73 of file ImpliedPriceLevel.h.

bool& exist ( )
inline

Updates existence status.

Definition at line 79 of file ImpliedPriceLevel.h.

ImpliedPriceLevel& operator= ( const ImpliedPriceLevel other)
inline

Definition at line 117 of file ImpliedPriceLevel.h.

const Decimal& price ( ) const
inline

Price value.

Note
For CME Globex channels (market data groups) value presents if price level exists. However, for CME Partner Exchanges channels like BVMF price value may be NULL in a valid (existent) price level.
See also
NullPRICE.

Definition at line 92 of file ImpliedPriceLevel.h.

Decimal& price ( )
inline

Price value.

Definition at line 98 of file ImpliedPriceLevel.h.

Int32 quantity ( ) const
inline

Quantify for the given price.

Definition at line 104 of file ImpliedPriceLevel.h.

Int32& quantity ( )
inline

Quantify for the given price.

Definition at line 110 of file ImpliedPriceLevel.h.


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