OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 20.0.1
Users' manual and API documentation
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SnapshotOrder.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
26
27namespace 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:
39 std::string msgType() const;
40
43
46
48 UInt64 trdRegTSTimePriority() const;
49
52
55
58
61
63 bool price (Decimal& price) const;
64
66 void toString (std::string&) const 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}
Decimal type for better precision.
Definition Numeric.h:66
const DataSource & dataSource() const
Returns data source.
Definition MessageBase.h:56
MessageBase(const void *data, const DataSource &dataSource)
Definition MessageBase.h:62
UInt64 trdRegTSTimePriority() const
Priority timestamp.
bool price(Decimal &price) const
Price.
EOBI::MDUpdateAction::Enum mdUpdateAction() const
Update action.
EOBI::OrderType::Enum ordType() const
Order type. Used for cash market instruments only.
QuantityType displayQty() const
Quantity.
void toString(std::string &) const override
Appends text presentation.
EOBI::Side::Enum side() const
Side of the order. Value Description: 1 Buy, 2 Sell.
Int8 hHIIndicator() const
The updated index of the HHI interval at the ordersÂ’ price level, if the product is HHI enabled.
EOBI::MarketDataType::Enum marketDataType() const
Market data type.
std::string msgType() const
Message type.