OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
Settlement.h
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19 
20 #pragma once
21 
28 
29 namespace OnixS
30 {
31  namespace Eurex
32  {
33  namespace MarketData
34  {
35  /// Settlement
36  class ONIXS_EUREX_EMDI_API Settlement : public Message
37  {
38  public:
39  /// Instrument ID from Eurex Exchange�s new trading architecture
41  {
42  return getInt64 (Tags::SecurityID);
43  }
44 
45  /// Product ID from Eurex Exchange�s new trading architecture
47  {
48  return getUInt32 (Tags::MarketSegmentID);
49  }
50 
51  /// Intraday Settlement Price
53  {
54  return getGroup (Tags::NoMDEntries).at (0).getDecimal (Tags::MDEntryPx);
55  }
56 
57  /// Settlement Price in trading notation (only for Variance Futures)
58  bool mdSecPx (Decimal& price) const
59  {
60  return getGroup (Tags::NoMDEntries).at (0).get (Tags::MDSecPx).toNumber (price);
61  }
62 
63  /// Time of entry (nanoseconds)
64  UInt64 mdEntryTime() const
65  {
66  return getGroup (Tags::NoMDEntries).at (0).getUInt64 (Tags::MDEntryTime);
67  }
68 
69  private:
70  friend class SettlementWrapper;
71 
72  Settlement (const void* impl)
73  : Message (impl)
74  {
75  }
76  };
77  }
78  }
79 }
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63
Decimal mdEntryPx() const
Intraday Settlement Price.
Definition: Settlement.h:52
SecurityId securityId() const
Instrument ID from Eurex Exchange�s new trading architecture.
Definition: Settlement.h:40
Int64 SecurityId
Alias for Security Id type.
Definition: Defines.h:51
UInt64 mdEntryTime() const
Time of entry (nanoseconds)
Definition: Settlement.h:64
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition: Defines.h:40
bool mdSecPx(Decimal &price) const
Settlement Price in trading notation (only for Variance Futures)
Definition: Settlement.h:58
MarketSegmentId marketSegmentId() const
Product ID from Eurex Exchange�s new trading architecture.
Definition: Settlement.h:46