OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.0.1
API documentation
AuctionBestBidOffer.h
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19 
20 #pragma once
21 
25 
26 namespace OnixS
27 {
28  namespace Eurex
29  {
30  namespace MarketData
31  {
32  namespace EOBI
33  {
34  class ONIXS_EUREX_EMDI_API AuctionBestBidOffer : public MessageBase
35  {
36  public:
37  /// Message type
38  std::string msgType() const;
39 
40  /// Market data type
41  EOBI::MarketDataType::Enum marketDataType() const;
42 
43  /// Marketplace assigned identifier.
44  EOBI::SecurityIDSource::Enum securityIDSource() const;
45 
46  /// Official timestamp of order book entry.
47  UInt64 transactTime() const;
48 
49  /// Unique instrument identifier.
50  UInt64 securityID() const;
51 
52  /// Bid price/rate.
53  bool bidPx (Decimal& price) const;
54 
55  /// Offer price/rate.
56  bool offerPx (Decimal& price) const;
57 
58  /// Used for cash market instruments only.
59  bool bidSize (QuantityType& size) const;
60 
61  /// Used for cash market instruments only.
62  bool offerSize (QuantityType& size) const;
63 
64  /// Used for cash market instruments only.
65  PotentialSecurityTradingEvent::Enum potentialSecurityTradingEvent() const;
66 
67  /// Indicates the existence of market orders on the bid side if BidPx is not set.
68  /// Used for cash market instruments only.
69  OrdType::Enum bidOrdType() const;
70 
71  /// Indicates the existence of market orders on the offer side if OfferPx is not set.
72  /// Used for cash market instruments only.
73  OrdType::Enum offerOrdType() const;
74 
75  /// Appends text presentation.
76  void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
77 
78  private:
79  friend class Implementation::MessageFactory;
80 
81  AuctionBestBidOffer (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
82  };
83  }
84  }
85  }
86 }
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition: Compiler.h:126
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63