OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  17.0.1
API documentation
MassInstrumentStateChange.h
Go to the documentation of this file.
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.
6 *
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.
11 *
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.
15 *
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 
26 namespace OnixS
27 {
28  namespace Eurex
29  {
30  namespace MarketData
31  {
32  namespace EOBI
33  {
34  ///
35  class ONIXS_EUREX_EMDI_API MassInstrumentStateChangeEntry : public DataContainer
36  {
37  public:
38 
39  /// Security ID
40  UInt64 securityID() const ONIXS_EUREX_EMDI_NOEXCEPT;
41 
42  /// Upper boundary price.
43  bool highPx(Decimal& price) const;
44 
45  /// Lower boundary price.
46  bool lowPx(Decimal& price) const;
47 
48  /// SecurityStatus
50 
51  /// SecurityTradingStatus
53 
54  /// MarketCondition
56 
57  /// SecurityTradingEvent
59 
60  /// SoldOutIndicator
62 
63  ///
65 
66  /// Appends text presentation.
67  void toString (std::string&) const;
68 
69  private:
71 
72  explicit
74  };
75 
76  ///
77  class ONIXS_EUREX_EMDI_API MassInstrumentStateChangeEntries : public DataContainer
78  {
79  public:
80  /// Number of entries
81  size_t size() const ONIXS_EUREX_EMDI_NOEXCEPT;
82 
83  /// Entry accessor
84  MassInstrumentStateChangeEntry operator[] (size_t idx) const;
85 
86  /// Appends text presentation.
87  void toString (std::string&) const;
88 
89  private:
91 
92  explicit
94  };
95 
96  ///
97  class ONIXS_EUREX_EMDI_API MassInstrumentStateChange : public MessageBase
98  {
99  public:
100  /// Message type
101  std::string msgType() const;
102 
103  /// Marketplace assigned identifier.
104  SecurityIDSource::Enum securityIDSource() const ONIXS_EUREX_EMDI_NOEXCEPT;
105 
106  /// ProductComplex
107  ProductComplex::Enum instrumentScopeProductComplex() const ONIXS_EUREX_EMDI_NOEXCEPT;
108 
109  /// SecurityMassStatus
110  SecurityMassStatus::Enum securityMassStatus() const ONIXS_EUREX_EMDI_NOEXCEPT;
111 
112  /// SecurityMassTradingStatus
113  SecurityMassTradingStatus::Enum securityMassTradingStatus() const ONIXS_EUREX_EMDI_NOEXCEPT;
114 
115  /// MassMarketCondition
116  MassMarketCondition::Enum massMarketCondition() const ONIXS_EUREX_EMDI_NOEXCEPT;
117 
118  /// FastMarketIndicator
119  FastMarketIndicator::Enum fastMarketIndicator() const ONIXS_EUREX_EMDI_NOEXCEPT;
120 
121  /// SecurityMassTradingEvent
122  SecurityMassTradingEvent::Enum securityMassTradingEvent() const ONIXS_EUREX_EMDI_NOEXCEPT;
123 
124  /// MassSoldOutIndicator
125  MassSoldOutIndicator::Enum massSoldOutIndicator() const ONIXS_EUREX_EMDI_NOEXCEPT;
126 
127  ///
128  EOBI::TESSecurityMassStatus::Enum tesSecurityMassStatus() const;
129 
130  /// Transaction timestamp.
131  UInt64 transactTime() const ONIXS_EUREX_EMDI_NOEXCEPT;
132 
133  /// LastFragment
134  LastFragment::Enum lastFragment() const ONIXS_EUREX_EMDI_NOEXCEPT;
135 
136  /// Variable size array, record counter: NoRelatedSym
138  mdMassInstrumentStateChangeEntryGrp() const ONIXS_EUREX_EMDI_NOEXCEPT;
139 
140  /// Appends text presentation.
141  void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
142 
143  private:
144  friend class Implementation::MessageFactory;
145 
146  MassInstrumentStateChange (const void* data, const DataSource& dataSource)
147  : MessageBase (data, dataSource) {}
148  };
149  }
150  }
151  }
152 }
#define ONIXS_EUREX_EMDI_NOEXCEPT
Definition: Compiler.h:130
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition: Compiler.h:134
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63