OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
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
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12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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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
27
28namespace OnixS
29{
30 namespace Eurex
31 {
32 namespace MarketData
33 {
35 class ONIXS_EUREX_EMDI_API SecMassStat : GroupInstance
36 {
37 public:
38
41 {
43 }
44
50
56
62
68
74
76 bool highPx(Decimal& price) const
77 {
78 return get(Tags::HighPx).toNumber(price);
79 }
80
82 bool lowPx(Decimal& price) const
83 {
84 return get(Tags::LowPx).toNumber(price);
85 }
86
92
93 private:
94 friend class TypedGroup<SecMassStat>;
95
96 SecMassStat (const GroupInstance& groupInstance)
97 : GroupInstance (groupInstance)
98 {
99 }
100 };
101
102 class SecMassStats : public TypedGroup<SecMassStat>
103 {
104 private:
105 explicit
106 SecMassStats (const Group& group)
108 {
109 }
110
112 };
113
115 class ONIXS_EUREX_EMDI_API MassInstrumentStateChange : public Message
116 {
117 public:
123
129
135
141
147
153
156 {
158 }
159
161 UInt64 transactTime() const
162 {
164 }
165
171
174 bool hasSecMassStats() const
175 {
176 return (secMassStats().size() != 0);
177 }
178
184
190
196
202
203 private:
205
206 MassInstrumentStateChange (const void* impl)
207 : Message (impl)
208 {
209 }
210 };
211 }
212 }
213}
Decimal type for better precision.
Definition Numeric.h:66
UInt32 getUInt32(Tag tag) const
Group getOptionalGroup(Tag numberOfInstancesTag) const
UInt64 getUInt64(Tag tag) const
FieldValueRef get(Tag tag) const
GroupInstance(const GroupInstance &other)
Initializes instance as reference to the other one.
SecurityStatus::Enum tesSecurityMassStatus() const
TESSecurityMassStatus.
SecurityTradingStatus::Enum securityMassTradingStatus() const
Defines the security mass trading status.
SoldOutIndicator::Enum massSoldOutIndicator() const
MassSoldOutIndicator.
MarketCondition::Enum massMarketCondition() const
Indicator for stressed market conditions.
MarketCondition::Enum marketCondition() const
Indicator for stressed market conditions.
SecurityTradingEvent::Enum securityMassTradingEvent() const
Identifies an event related to a securityMassTradingStatus().
MarketSegmentId marketSegmentId() const
Product identifier.
bool fastMarketIndicator() const
Indicates if product is in the state Fast Market.
InstrumentType::Enum instrumentScopeProductComplex() const
Instrument type of affected instruments.
SecurityStatus::Enum securityMassStatus() const
SecurityMassStatus.
UInt64 transactTime() const
Time when request was processed by the matcher (nanoseconds).
Message(const Message &other)
SecurityStatus::Enum securityStatus() const
Security Status.
SecurityStatus::Enum tesTradSesStatus() const
Defines the TES trading session status.
bool lowPx(Decimal &price) const
Lower boundary price.
SoldOutIndicator::Enum soldOutIndicator() const
Identifies the sold out status (applicable for continuous auction trading model only).
bool highPx(Decimal &price) const
Upper boundary price.
MarketCondition::Enum marketCondition() const
Indicator for stressed market conditions.
SecurityTradingEvent::Enum securityTradingEvent() const
Identifies an event related to a securityTradingStatus()
SecurityTradingStatus::Enum securityTradingStatus() const
Defines the security trading status.
SecurityId securityId() const
Instrument identifier.
const Tag InstrumentScopeProductComplex
Definition Tags.h:115
const Tag SecurityMassTradingEvent
Definition Tags.h:188
const Tag SecurityTradingStatus
Definition Tags.h:61
const Tag TESSecurityMassStatus
Definition Tags.h:272
const Tag SecurityMassTradingStatus
Definition Tags.h:116
Enumeration::Enum getIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
Definition FieldSet.h:228
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition Defines.h:40
Int64 SecurityId
Alias for Security Id type.
Definition Defines.h:51
Enumeration::Enum getNonZeroIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
Definition FieldSet.h:235