OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
InstrumentSummary.h
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19 
20 #pragma once
21 
26 
27 namespace OnixS
28 {
29  namespace Eurex
30  {
31  namespace MarketData
32  {
33  namespace EOBI
34  {
35  class ONIXS_EUREX_EMDI_API InstrumentSummaryEntry : public DataContainer
36  {
37  public:
38  /// Price.
39  bool mdEntryPx (Decimal& price) const;
40 
41  /// Quantity.
42  QuantityType mdEntrySize() const;
43 
44  /// Type of market data entry.
45  EOBI::MDEntryType::Enum mdEntryType() const;
46 
47  /// Trade Condition
48  EOBI::TradeCondition::Enum tradeCondition() const;
49 
50  /// Appends text presentation.
51  void toString (std::string&) const;
52 
53  private:
55 
56  InstrumentSummaryEntry (const void* data);
57  };
58 
60  {
61  public:
62  /// Number of entries
63  size_t size() const;
64 
65  /// Entry accessor
66  InstrumentSummaryEntry operator[] (size_t idx) const;
67 
68  /// Appends text presentation.
69  void toString (std::string&) const;
70 
71  private:
72  friend class InstrumentSummary;
73 
74  explicit
75  InstrumentSummaryEntries (const void* data);
76  };
77 
78  class ONIXS_EUREX_EMDI_API InstrumentSummary : public MessageBase
79  {
80  public:
81  /// Message type
82  std::string msgType() const;
83 
84  /// Market data type
85  EOBI::MarketDataType::Enum marketDataType() const;
86 
87  /// Marketplace assigned identifier.
88  EOBI::SecurityIDSource::Enum securityIDSource() const;
89 
90  /// Unique instrument identifier.
91  UInt64 securityID() const;
92 
93  /// Last update time of the corresponding order book.
94  UInt64 lastUpdateTime() const;
95 
96  /// Last matching execution timestamp.
97  UInt64 trdRegTSExecutionTime() const;
98 
99  /// Corresponding number of orders for this instrument.
100  UInt16 totNoOrders() const;
101 
102  /// Instrument status.
103  EOBI::SecurityStatus::Enum securityStatus() const;
104 
105  /// Instrument state status.
106  EOBI::SecurityTradingStatus::Enum securityTradingStatus() const;
107 
108  /// Indicator for stressed market conditions.
109  EOBI::MarketCondition::Enum marketCondition() const;
110 
111  /// Fast market indicator
112  EOBI::FastMarketIndicator::Enum fastMarketIndicator() const;
113 
114  ///
115  EOBI::SecurityTradingEvent::Enum securityTradingEvent() const;
116 
117  /// Number of entries in Market Data message for MDEntryGrp.
118  UInt8 noMDEntries() const;
119 
120  /// Variable size array, record counter: NoMDEntries
121  InstrumentSummaryEntries mdInstrumentEntryGrp() const;
122 
123  /// Appends text presentation.
124  void toString (std::string&) const;
125 
126  private:
128 
129  InstrumentSummary (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
130  };
131  }
132  }
133  }
134 }
135 
unsigned char UInt8
Definition: Numeric.h:35
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63
unsigned short UInt16
Definition: Numeric.h:38