OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 19.0.3
Users' manual and API documentation
Loading...
Searching...
No Matches
AddScaledSimpleInstrument.h
Go to the documentation of this file.
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable OnixS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
27
28namespace OnixS
29{
30 namespace Eurex
31 {
32 namespace MarketData
33 {
34 namespace EOBI
35 {
37 class ONIXS_EUREX_EMDI_API RelatedInstrumentEntry : public DataContainer
38 {
39 public:
41 void toString (std::string&) const;
42
44 Int64 relatedSecurityId() const noexcept;
45
46 private:
48 explicit RelatedInstrumentEntry(const void* data) noexcept;
49 };
50
51 class ONIXS_EUREX_EMDI_API RelatedInstrumentEntries : public DataContainer
52 {
53 public:
55 size_t size() const noexcept;
56
58 RelatedInstrumentEntry operator[] (size_t idx) const;
59
61 void toString (std::string&) const;
62
63 private:
65
66 explicit RelatedInstrumentEntries (const void* data) noexcept;
67 };
68
70 class ONIXS_EUREX_EMDI_API AddScaledSimpleInstrument : public MessageBase
71 {
72 public:
74 std::string msgType() const;
75
77 UInt64 securityID() const noexcept;
78
80 UInt64 transactTime() const noexcept;
81
83 StringRef securityDesc() const noexcept;
84
86 EOBI::SecurityType::Enum securityType() const noexcept;
87
89 UInt16 quantityScalingFactor() const noexcept;
90
93
94
95 private:
97 AddScaledSimpleInstrument (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
98 };
99 }
100 }
101 }
102}
UInt64 transactTime() const noexcept
Official timestamp of order book entry.
UInt64 securityID() const noexcept
Unique instrument identifier.
StringRef securityDesc() const noexcept
Human readable description of instrument.
EOBI::SecurityType::Enum securityType() const noexcept
Strategy Type.
RelatedInstrumentEntries relatedInstrumentEntries() const noexcept
const DataSource & dataSource() const
Returns data source.
Definition MessageBase.h:56
MessageBase(const void *data, const DataSource &dataSource)
Definition MessageBase.h:62
size_t size() const noexcept
Number of entries.
void toString(std::string &) const
Appends text presentation.
void toString(std::string &) const
Appends text presentation.
unsigned short UInt16
Definition Numeric.h:38
STL namespace.