OpenInterest.h

Go to the documentation of this file.

/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable OnixS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/

#pragma once

#include <OnixS/Eurex/MarketData/Message.h>
#include <OnixS/Eurex/MarketData/Defines.h>
#include <OnixS/Eurex/MarketData/Numeric.h>
#include <OnixS/Eurex/MarketData/Group.h>
#include <OnixS/Eurex/MarketData/Tags.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            /// Adjusted open interest
            class ONIXS_EUREX_EMDI_API OpenInterest : public Message
            {
                public:
                    /// Instrument identifier.
                    SecurityId securityId() const
                    {
                        return getInt64 (Tags::SecurityID);
                    }

                    /// Product identifier.
                    MarketSegmentId marketSegmentId() const
                    {
                        return getUInt32 (Tags::MarketSegmentID);
                    }

                    /// Adjusted Open Interest Quantity
                    Decimal mdEntrySize() const
                    {
                        return getGroup (Tags::NoMDEntries).at (0).getDecimal (Tags::MDEntrySize);
                    }

                    /// Time of entry (nanoseconds)
                    UInt64 mdEntryTime() const
                    {
                        return getGroup (Tags::NoMDEntries).at (0).getUInt64 (Tags::MDEntryTime);
                    }

                private:
                    friend class OpenInterestWrapper;

                    OpenInterest (const void* impl)
                        : Message (impl)
                    {
                    }
            };
        }
    }
}