OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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OpenInterest.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.
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
27
28namespace OnixS
29{
30 namespace Eurex
31 {
32 namespace MarketData
33 {
35 class ONIXS_EUREX_EMDI_API OpenInterest : public Message
36 {
37 public:
40 {
42 }
43
49
52 {
53 return getGroup (Tags::NoMDEntries).at (0).getDecimal (Tags::MDEntrySize);
54 }
55
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}
Decimal type for better precision.
Definition Numeric.h:66
UInt32 getUInt32(Tag tag) const
Group getGroup(Tag numberOfInstancesTag) const
Message(const Message &other)
Decimal mdEntrySize() const
Adjusted Open Interest Quantity.
UInt64 mdEntryTime() const
Time of entry (nanoseconds)
MarketSegmentId marketSegmentId() const
Product identifier.
SecurityId securityId() const
Instrument identifier.
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition Defines.h:40
Int64 SecurityId
Alias for Security Id type.
Definition Defines.h:51