251 MDSnapshotEntries (
const Group& group)
260 class ONIXS_EUREX_EMDI_API DepthSnapshot :
public Message
321 DepthSnapshot (
const void* impl)
Decimal type for better precision.
InstrumentType::Enum productComplex() const
Type of instrument.
SecurityStatus::Enum securityStatus() const
Security Status.
bool lastMsgSeqNumProcessed(UInt32 &seqNum) const
Last message sequence number sent regardless of message type.
friend class DepthSnapshotWrapper
UInt64 lastUpdateTime() const
Time of last change for SecurityID (nanoseconds).
MarketSegmentId marketSegmentId() const
Product identifier.
MDSnapshotEntries mdEntries() const
Entries.
SecurityStatus::Enum tesSecurityStatus() const
Defines the TES security status.
RefreshIndicator::Enum refreshIndicator() const
Refresh Indicator.
SecurityId securityId() const
Instrument identifier.
UInt32 getUInt32(Tag tag) const
Group getGroup(Tag numberOfInstancesTag) const
UInt64 getUInt64(Tag tag) const
Int64 getInt64(Tag tag) const
FieldValueRef get(Tag tag) const
GroupInstance(const GroupInstance &other)
Initializes instance as reference to the other one.
friend class DepthSnapshot
Market data snapshot entry.
QuoteCondition::Enum quoteCondition() const
Potential security trading event.
MultiLegReportingType::Enum multiLegReportingType() const
MultiLegReportingType.
TradingSessionId::Enum tradingSessionId() const
MDOriginType::Enum mdOriginType() const
Origin type.
SecurityTradingEvent::Enum potentialSecurityTradingEvent() const
Potential security trading event.
bool mdEntryTime(UInt64 &time) const
Time of entry (nanoseconds) for last trade entry only (TradeCondition="U").
bool mdPriceLevel(UInt32 &level) const
bool lowPx(Decimal &price) const
Lower boundary price.
SoldOutIndicator::Enum soldOutIndicator() const
Applicable for cash market products only (trading model continuous auction).
TradeConditionSet tradeCondition() const
bool mdEntrySize(Decimal &size) const
Quantity.
bool highPx(Decimal &price) const
Upper boundary price.
TrdType::Enum trdType() const
MarketCondition::Enum marketCondition() const
Indicator for stressed market conditions.
bool mdEntryPx(Decimal &price) const
Price.
bool totalNumOfTrades(UInt32 &number) const
bool nonDisclosedTradeVolume(Decimal &volume) const
Non disclosed trade volumes.
TradingSessionSubID::Enum tradingSessionSubID() const
Defines the trading session sub ID.
BookType::Enum mdBookType() const
Top-of-book is only applicable to IPS, i.e. requires the presence of MDSubBookType.
MDEntryType::Enum mdEntryType() const
Defines the entry type.
SecurityTradingEvent::Enum securityTradingEvent() const
Identifies an event related to a securityTradingStatus()
MultiLegPriceModel::Enum multiLegPriceModel() const
MultiLegPriceModel.
SecurityTradingStatus::Enum securityTradingStatus() const
Defines the security trading status.
bool fastMarketIndicator() const
Indicates if product is in the state Fast Market.
bool numberOfOrders(UInt32 &number) const
Number Of Orders.
TradSesStatus::Enum tesTradSesStatus() const
Defines the TES trading session status.
SubBookType::Enum mdSubBookType() const
Optional qualifier to MDBookType.
SequenceNumber seqNum() const
Message(const Message &other)
TypedGroup(const Group &group)
Enumeration::Enum getIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Int64 SecurityId
Alias for Security Id type.
Enumeration::Enum getNonZeroIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
Exposes list of available sub book types.
@ Undefined
Used to identify absence of value.
@ OptionalRefresh
Optional Refresh.
@ MandatoryRefresh
Mandatory Refresh.