OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.0.1
API documentation
SnapshotOrder.h
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19 
20 #pragma once
21 
26 
27 namespace OnixS
28 {
29  namespace Eurex
30  {
31  namespace MarketData
32  {
33  namespace EOBI
34  {
35  class ONIXS_EUREX_EMDI_API SnapshotOrder : public MessageBase
36  {
37  public:
38  /// Message type
39  std::string msgType() const;
40 
41  /// Market data type
42  EOBI::MarketDataType::Enum marketDataType() const;
43 
44  /// Update action
45  EOBI::MDUpdateAction::Enum mdUpdateAction() const;
46 
47  /// Priority timestamp.
48  UInt64 trdRegTSTimePriority() const;
49 
50  /// Quantity.
51  QuantityType displayQty() const;
52 
53  /// Side of the order. Value Description: 1 Buy, 2 Sell
54  EOBI::Side::Enum side() const;
55 
56  /// Reserved for future release.
57  EOBI::OrderType::Enum ordType() const;
58 
59  /// The updated index of the HHI interval at the ordersÂ’ price level, if the product is HHI enabled.
60  UInt8 hHIIndicator() const;
61 
62  /// Price
63  bool price (Decimal& price) const;
64 
65  /// Appends text presentation.
66  void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
67 
68  private:
69  friend class Implementation::MessageFactory;
70 
71  SnapshotOrder (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
72  };
73  }
74  }
75  }
76 }
unsigned char UInt8
Definition: Numeric.h:35
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition: Compiler.h:126
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63