OnixS C++ CME MDP Premium Market Data Handler 5.10.3
Users' manual and API documentation
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ImpliedPriceLevel Class Reference

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

Public Member Functions

 ImpliedPriceLevel ()
 ImpliedPriceLevel (const ImpliedPriceLevel &other)
 ImpliedPriceLevel (const Messaging::Decimal &price, MbpBookQuantity qty)
 ~ImpliedPriceLevel ()
bool exist () const
bool & exist ()
const Messaging::Decimalprice () const
Messaging::Decimalprice ()
MbpBookQuantity quantity () const
MbpBookQuantityquantity ()
ImpliedPriceLeveloperator= (const ImpliedPriceLevel &other)

Detailed Description

Definition at line 32 of file ImpliedPriceLevel.h.

Constructor & Destructor Documentation

◆ ImpliedPriceLevel() [1/3]

ImpliedPriceLevel ( )
inline

Initializes undefined level.

Definition at line 36 of file ImpliedPriceLevel.h.

◆ ImpliedPriceLevel() [2/3]

ImpliedPriceLevel ( const ImpliedPriceLevel & other)
inline

Initializes as copy of other level.

Definition at line 44 of file ImpliedPriceLevel.h.

◆ ImpliedPriceLevel() [3/3]

ImpliedPriceLevel ( const Messaging::Decimal & price,
MbpBookQuantity qty )
inline

Initializes defined level according to specified attributes.

Definition at line 53 of file ImpliedPriceLevel.h.

◆ ~ImpliedPriceLevel()

~ImpliedPriceLevel ( )
inline

Cleans everything up.

Definition at line 61 of file ImpliedPriceLevel.h.

Member Function Documentation

◆ exist() [1/2]

bool & exist ( )
inline

Updates existence status.

Definition at line 70 of file ImpliedPriceLevel.h.

◆ exist() [2/2]

bool exist ( ) const
inline

Identifies whether price level exist.

Definition at line 64 of file ImpliedPriceLevel.h.

◆ operator=()

ImpliedPriceLevel & operator= ( const ImpliedPriceLevel & other)
inline

Definition at line 107 of file ImpliedPriceLevel.h.

◆ price() [1/2]

Messaging::Decimal & price ( )
inline

Price value.

Definition at line 89 of file ImpliedPriceLevel.h.

◆ price() [2/2]

const Messaging::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 83 of file ImpliedPriceLevel.h.

◆ quantity() [1/2]

MbpBookQuantity & quantity ( )
inline

Quantity for the given price.

Definition at line 101 of file ImpliedPriceLevel.h.

◆ quantity() [2/2]

MbpBookQuantity quantity ( ) const
inline

Quantity for the given price.

Definition at line 95 of file ImpliedPriceLevel.h.