OnixS C++ CME MDP Premium Market Data Handler  5.9.0
API Documentation
ImpliedPriceLevel Class Reference

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

Public Member Functions

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

Detailed Description

Definition at line 31 of file ImpliedPriceLevel.h.

Constructor & Destructor Documentation

ImpliedPriceLevel ( )
inline

Initializes undefined level.

Definition at line 35 of file ImpliedPriceLevel.h.

ImpliedPriceLevel ( const ImpliedPriceLevel other)
inline

Initializes as copy of other level.

Definition at line 43 of file ImpliedPriceLevel.h.

ImpliedPriceLevel ( const Decimal price,
MbpBookQuantity  qty 
)
inline

Initializes defined level according to specified attributes.

Definition at line 52 of file ImpliedPriceLevel.h.

~ImpliedPriceLevel ( )
inline

Cleans everything up.

Definition at line 60 of file ImpliedPriceLevel.h.

Member Function Documentation

bool exist ( ) const
inline

Identifies whether price level exist.

Definition at line 63 of file ImpliedPriceLevel.h.

bool& exist ( )
inline

Updates existence status.

Definition at line 69 of file ImpliedPriceLevel.h.

ImpliedPriceLevel& operator= ( const ImpliedPriceLevel other)
inline

Definition at line 106 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 82 of file ImpliedPriceLevel.h.

Decimal& price ( )
inline

Price value.

Definition at line 88 of file ImpliedPriceLevel.h.

MbpBookQuantity quantity ( ) const
inline

Quantity for the given price.

Definition at line 94 of file ImpliedPriceLevel.h.

MbpBookQuantity& quantity ( )
inline

Quantity for the given price.

Definition at line 100 of file ImpliedPriceLevel.h.


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