TotalVolumesAndPrices Struct Reference

Total Volumes and Prices answer structure fields. More...

Public Member Functions
std::string	toString () const
	String representation.

Public Attributes
uint32	sequenceNumber
	Sequence number.
uint32	blockSize
	Block size.
TrendIndicator::Enum	trendIndicator
	Trend indicator for the latest price compared to the previous one.
int64	lastTradeReportQty
	The quantity of the last trade report for the instrument.
int64	lastVolume
	Last volume is the volume in the latest deal.
int64	turnover
	Turnover means the number of traded contracts during the day. More...
int64	openBalance
	The number of outstanding contracts (not updated during the day).
Price	closingPrice
	Closing price was the price in the last deal when the market closed on the previous day.
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.
Price	lastTradeReportPrice
	The price of the last trade report for the instrument.
uint32	numberOfDeals
	Number of Deals gives the number of deals executed today.
uint32	totalNoOfAskOrders
	Total number of ask orders.
uint32	totalNoOfBidOrders
	Total number of bid orders.

Detailed Description

Total Volumes and Prices answer 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

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.