OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  17.0.1
API documentation
AuctionClearingPrice.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 AuctionClearingPrice : 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  /// Transaction timestamp.
47  UInt64 transactTime() const;
48 
49  /// Unique instrument identifier.
50  UInt64 securityID() const;
51 
52  /// Indicating the potential Auction price for a crossed order book.
53  Decimal lastPx() const;
54 
55  ///
56  bool lastQty (QuantityType& qty) const;
57 
58  ///
59  bool imbalanceQty (QuantityType& qty) const;
60 
61  ///
62  SecurityTradingStatus::Enum securityTradingStatus() const;
63 
64  ///
65  PotentialSecurityTradingEvent::Enum potentialSecurityTradingEvent() const;
66 
67  /// Appends text presentation.
68  void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
69 
70  private:
71  friend class Implementation::MessageFactory;
72 
73  AuctionClearingPrice (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
74  };
75  }
76  }
77  }
78 }
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition: Compiler.h:134
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63