OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 19.0.3
Users' manual and API documentation
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MassInstrumentStateChange.h
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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.
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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.
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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.
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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
25
26namespace OnixS
27{
28 namespace Eurex
29 {
30 namespace MarketData
31 {
32 namespace EOBI
33 {
35 class ONIXS_EUREX_EMDI_API MassInstrumentStateChangeEntry : public DataContainer
36 {
37 public:
38
40 UInt64 securityID() const noexcept;
41
43 bool highPx(Decimal& price) const;
44
46 bool lowPx(Decimal& price) const;
47
49 EOBI::SecurityStatus::Enum securityStatus() const noexcept;
50
53
55 EOBI::MarketCondition::Enum marketCondition() const noexcept;
56
59
61 EOBI::SoldOutIndicator::Enum soldOutIndicator() const noexcept;
62
64 EOBI::TESSecurityStatus::Enum tesSecurityStatus() const noexcept;
65
67 void toString (std::string&) const;
68
69 private:
71
72 explicit
73 MassInstrumentStateChangeEntry (const void* data) noexcept;
74 };
75
77 class ONIXS_EUREX_EMDI_API MassInstrumentStateChangeEntries : public DataContainer
78 {
79 public:
81 size_t size() const noexcept;
82
84 MassInstrumentStateChangeEntry operator[] (size_t idx) const;
85
87 void toString (std::string&) const;
88
89 private:
91
92 explicit
93 MassInstrumentStateChangeEntries (const void* data) noexcept;
94 };
95
97 class ONIXS_EUREX_EMDI_API MassInstrumentStateChange : public MessageBase
98 {
99 public:
101 std::string msgType() const;
102
105
108
111
114
117
120
123
126
129
131 UInt64 transactTime() const noexcept;
132
134 LastFragment::Enum lastFragment() const noexcept;
135
139
141 void toString (std::string&) const override;
142
143 private:
145
146 MassInstrumentStateChange (const void* data, const DataSource& dataSource)
147 : MessageBase (data, dataSource) {}
148 };
149 }
150 }
151 }
152}
Decimal type for better precision.
Definition Numeric.h:66
void toString(std::string &) const
Appends text presentation.
bool lowPx(Decimal &price) const
Lower boundary price.
bool highPx(Decimal &price) const
Upper boundary price.
EOBI::SoldOutIndicator::Enum soldOutIndicator() const noexcept
SoldOutIndicator.
EOBI::SecurityTradingEvent::Enum securityTradingEvent() const noexcept
SecurityTradingEvent.
EOBI::SecurityTradingStatus::Enum securityTradingStatus() const noexcept
SecurityTradingStatus.
void toString(std::string &) const
Appends text presentation.
EOBI::SecurityStatus::Enum securityStatus() const noexcept
SecurityStatus.
EOBI::MarketCondition::Enum marketCondition() const noexcept
MarketCondition.
EOBI::TESSecurityStatus::Enum tesSecurityStatus() const noexcept
UInt64 transactTime() const noexcept
Transaction timestamp.
LastFragment::Enum lastFragment() const noexcept
LastFragment.
MassMarketCondition::Enum massMarketCondition() const noexcept
MassMarketCondition.
MassInstrumentStateChangeEntries mdMassInstrumentStateChangeEntryGrp() const noexcept
Variable size array, record counter: NoRelatedSym.
SecurityMassTradingStatus::Enum securityMassTradingStatus() const noexcept
SecurityMassTradingStatus.
FastMarketIndicator::Enum fastMarketIndicator() const noexcept
FastMarketIndicator.
MassSoldOutIndicator::Enum massSoldOutIndicator() const noexcept
MassSoldOutIndicator.
void toString(std::string &) const override
Appends text presentation.
SecurityMassStatus::Enum securityMassStatus() const noexcept
SecurityMassStatus.
EOBI::TESSecurityMassStatus::Enum tesSecurityMassStatus() const
SecurityIDSource::Enum securityIDSource() const noexcept
Marketplace assigned identifier.
SecurityMassTradingEvent::Enum securityMassTradingEvent() const noexcept
SecurityMassTradingEvent.
ProductComplex::Enum instrumentScopeProductComplex() const noexcept
ProductComplex.
const DataSource & dataSource() const
Returns data source.
Definition MessageBase.h:56
MessageBase(const void *data, const DataSource &dataSource)
Definition MessageBase.h:62
STL namespace.