OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
17.0.1
API documentation
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OnixS
Eurex
MarketData
EOBI
MassInstrumentStateChange.h
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable OnixS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include <
OnixS/Eurex/MarketData/ABI.h
>
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#include <
OnixS/Eurex/MarketData/Numeric.h
>
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#include <
OnixS/Eurex/MarketData/EOBI/MessageBase.h
>
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namespace
OnixS
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{
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namespace
Eurex
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{
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namespace
MarketData
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{
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namespace
EOBI
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{
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///
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class
ONIXS_EUREX_EMDI_API
MassInstrumentStateChangeEntry
:
public
DataContainer
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{
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public
:
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/// Security ID
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UInt64 securityID()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// Upper boundary price.
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bool
highPx(
Decimal
& price)
const
;
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/// Lower boundary price.
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bool
lowPx(
Decimal
& price)
const
;
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/// SecurityStatus
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EOBI::SecurityStatus::Enum
securityStatus()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// SecurityTradingStatus
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EOBI::SecurityTradingStatus::Enum
securityTradingStatus()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// MarketCondition
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EOBI::MarketCondition::Enum
marketCondition()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// SecurityTradingEvent
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EOBI::SecurityTradingEvent::Enum
securityTradingEvent()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// SoldOutIndicator
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EOBI::SoldOutIndicator::Enum
soldOutIndicator()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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///
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EOBI::TESSecurityStatus::Enum
tesSecurityStatus()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// Appends text presentation.
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void
toString (std::string&)
const
;
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private
:
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friend
class
MassInstrumentStateChangeEntries
;
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explicit
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MassInstrumentStateChangeEntry
(
const
void
* data)
ONIXS_EUREX_EMDI_NOEXCEPT
;
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};
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///
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class
ONIXS_EUREX_EMDI_API
MassInstrumentStateChangeEntries
:
public
DataContainer
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{
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public
:
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/// Number of entries
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size_t
size()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// Entry accessor
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MassInstrumentStateChangeEntry
operator[] (
size_t
idx)
const
;
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/// Appends text presentation.
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void
toString (std::string&)
const
;
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private
:
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friend
class
MassInstrumentStateChange
;
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explicit
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MassInstrumentStateChangeEntries
(
const
void
* data)
ONIXS_EUREX_EMDI_NOEXCEPT
;
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};
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///
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class
ONIXS_EUREX_EMDI_API
MassInstrumentStateChange
:
public
MessageBase
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{
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public
:
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/// Message type
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std::string msgType()
const
;
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/// Marketplace assigned identifier.
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SecurityIDSource::Enum
securityIDSource()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// ProductComplex
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ProductComplex::Enum
instrumentScopeProductComplex()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// SecurityMassStatus
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SecurityMassStatus::Enum
securityMassStatus()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// SecurityMassTradingStatus
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SecurityMassTradingStatus::Enum
securityMassTradingStatus()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// MassMarketCondition
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MassMarketCondition::Enum
massMarketCondition()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// FastMarketIndicator
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FastMarketIndicator::Enum
fastMarketIndicator()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// SecurityMassTradingEvent
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SecurityMassTradingEvent::Enum
securityMassTradingEvent()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// MassSoldOutIndicator
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MassSoldOutIndicator::Enum
massSoldOutIndicator()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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///
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EOBI::TESSecurityMassStatus::Enum
tesSecurityMassStatus()
const
;
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/// Transaction timestamp.
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UInt64 transactTime()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// LastFragment
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LastFragment::Enum
lastFragment()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// Variable size array, record counter: NoRelatedSym
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MassInstrumentStateChangeEntries
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mdMassInstrumentStateChangeEntryGrp()
const
ONIXS_EUREX_EMDI_NOEXCEPT
;
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/// Appends text presentation.
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void
toString (std::string&)
const
ONIXS_EUREX_EMDI_OVERRIDE
;
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private
:
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friend
class
Implementation::MessageFactory;
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MassInstrumentStateChange
(
const
void
* data,
const
DataSource
& dataSource)
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:
MessageBase
(data, dataSource) {}
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};
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}
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}
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}
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}
Numeric.h
OnixS::Eurex::MarketData::EOBI::MassInstrumentStateChangeEntry
Definition:
MassInstrumentStateChange.h:35
OnixS::Eurex::MarketData::EOBI::TESSecurityStatus::Enum
Enum
Definition:
Defines.h:1820
MessageBase.h
ONIXS_EUREX_EMDI_NOEXCEPT
#define ONIXS_EUREX_EMDI_NOEXCEPT
Definition:
Compiler.h:130
ONIXS_EUREX_EMDI_OVERRIDE
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition:
Compiler.h:134
OnixS::Eurex::MarketData::EOBI::LastFragment::Enum
Enum
Definition:
Defines.h:1657
OnixS::Eurex::MarketData::EOBI::SecurityStatus::Enum
Enum
Definition:
Defines.h:1225
ABI.h
OnixS::Eurex::MarketData::EOBI::SecurityIDSource::Enum
Enum
Definition:
Defines.h:1214
OnixS
Definition:
Defines.h:30
OnixS::Eurex::MarketData::Decimal
Decimal type for better precision.
Definition:
Numeric.h:63
OnixS::Eurex::MarketData::EOBI::MassInstrumentStateChange
Definition:
MassInstrumentStateChange.h:97
OnixS::Eurex::MarketData::EOBI::MassSoldOutIndicator::Enum
Enum
Definition:
Defines.h:1643
OnixS::Eurex::MarketData::EOBI::SecurityTradingEvent::Enum
Enum
Definition:
Defines.h:1417
OnixS::Eurex::MarketData::EOBI::SecurityMassStatus::Enum
Enum
Definition:
Defines.h:1504
OnixS::Eurex::MarketData::EOBI::SecurityMassTradingEvent::Enum
Enum
Definition:
Defines.h:1627
OnixS::Eurex::MarketData::EOBI::SoldOutIndicator::Enum
Enum
Definition:
Defines.h:1491
OnixS::Eurex::MarketData::EOBI::FastMarketIndicator::Enum
Enum
Definition:
Defines.h:1033
OnixS::Eurex::MarketData::EOBI::SecurityMassTradingStatus::Enum
Enum
Definition:
Defines.h:1538
OnixS::Eurex::MarketData::EOBI::MassInstrumentStateChangeEntries
Definition:
MassInstrumentStateChange.h:77
OnixS::Eurex::MarketData::EOBI::MarketCondition::Enum
Enum
Definition:
Defines.h:1459
OnixS::Eurex::MarketData::DataSource
Definition:
Defines.h:93
OnixS::Eurex::MarketData::EOBI::TESSecurityMassStatus::Enum
Enum
Definition:
Defines.h:1842
OnixS::Eurex::MarketData::EOBI::SecurityTradingStatus::Enum
Enum
Definition:
Defines.h:1243
OnixS::Eurex::MarketData::EOBI::DataContainer
Definition:
DataContainer.h:34
OnixS::Eurex::MarketData::EOBI::ProductComplex::Enum
Enum
Definition:
Defines.h:1190
OnixS::Eurex::MarketData::EOBI::MassMarketCondition::Enum
Enum
Definition:
Defines.h:1611
OnixS::Eurex::MarketData::EOBI::MessageBase
Definition:
MessageBase.h:41