OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
OpenInterest.h
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19 
20 #pragma once
21 
27 
28 namespace OnixS
29 {
30  namespace Eurex
31  {
32  namespace MarketData
33  {
34  /// Adjusted open interest
35  class ONIXS_EUREX_EMDI_API OpenInterest : public Message
36  {
37  public:
38  /// Instrument identifier.
40  {
41  return getInt64 (Tags::SecurityID);
42  }
43 
44  /// Product identifier.
46  {
47  return getUInt32 (Tags::MarketSegmentID);
48  }
49 
50  /// Adjusted Open Interest Quantity
52  {
53  return getGroup (Tags::NoMDEntries).at (0).getDecimal (Tags::MDEntrySize);
54  }
55 
56  /// Time of entry (nanoseconds)
57  UInt64 mdEntryTime() const
58  {
59  return getGroup (Tags::NoMDEntries).at (0).getUInt64 (Tags::MDEntryTime);
60  }
61 
62  private:
63  friend class OpenInterestWrapper;
64 
65  OpenInterest (const void* impl)
66  : Message (impl)
67  {
68  }
69  };
70  }
71  }
72 }
UInt64 mdEntryTime() const
Time of entry (nanoseconds)
Definition: OpenInterest.h:57
SecurityId securityId() const
Instrument identifier.
Definition: OpenInterest.h:39
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63
Int64 SecurityId
Alias for Security Id type.
Definition: Defines.h:51
Decimal mdEntrySize() const
Adjusted Open Interest Quantity.
Definition: OpenInterest.h:51
MarketSegmentId marketSegmentId() const
Product identifier.
Definition: OpenInterest.h:45
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition: Defines.h:40