OnixS EBS BrokerTec Market Data and Trading Handler for C++  2.14.1.0
Public Member Functions | Public Attributes | List of all members
MarketInfo Struct Reference

Market Info, Base structure fields. More...

Public Member Functions

std::string toString () const
 String representation.
 

Public Attributes

Price openingPrice
 Opening price is the price in the first deal when the market opened.
 
Price highPrice
 High price is the highest price in any deal during the day.
 
Price lowPrice
 Low price is the lowest price in any deal during the day.
 
Price lastPrice
 Last price is the price in the latest deal.
 
int64 lastVolume
 Last volume is the volume in the latest deal.
 
int64 turnover
 Turnover means the number of traded contracts during the day. More...
 
uint32 numberOfDeals
 Number of Deals gives the number of deals executed today.
 
OMexTime hhmmss
 Time, External.
 
TrendIndicator::Enum trendIndicator
 
DealSource::Enum dealSource
 Contains the deal source for the last executed deal for the instrument.
 

Detailed Description

Market Info, Base structure fields.

Note
When any price fields has NoPrice value (bit 31 (highest bit) is set) while all other bits are zero, this indicates that no price is available. This differs from the value of zero (all bits zero) indicating a price of zero (allowed at some exchanges).

Member Data Documentation

TrendIndicator::Enum trendIndicator
int64 turnover

Turnover means the number of traded contracts during the day.

If there are 100 contracts in a deal (100 bids and 100 asks), the volume will increase with 100. This value is a summary regardless of the Block Size.