OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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TopOfBookImplied.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
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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 TopOfBookImpliedEntry : GroupInstance
36 {
37 public:
43
49
55
61
64 {
66 }
67
69 bool mdEntryPx (Decimal& price) const
70 {
71 return get (Tags::MDEntryPx).toNumber (price);
72 }
73
75 bool mdEntrySize (Decimal& size) const
76 {
77 return get (Tags::MDEntrySize).toNumber (size);
78 }
79
81 bool mdEntryTime (UInt64& time) const
82 {
83 return get (Tags::MDEntryTime).toNumber (time);
84 }
85
87 bool quoteCondition (UInt32& value) const
88 {
89 return get (Tags::QuoteCondition).toNumber (value);
90 }
91
92 private:
94
95 TopOfBookImpliedEntry (const GroupInstance& groupInstance)
96 : GroupInstance (groupInstance)
97 {
98 }
99 };
100
101 class TopOfBookImpliedEntries : public TypedGroup<TopOfBookImpliedEntry>
102 {
103 private:
104 explicit
105 TopOfBookImpliedEntries (const Group& group)
107 {
108 }
109
110 friend class TopOfBookImplied;
111 };
112
114 class ONIXS_EUREX_EMDI_API TopOfBookImplied : public Message
115 {
116 public:
117
123
129
130 private:
132
133 TopOfBookImplied (const void* impl)
134 : Message (impl)
135 {
136 }
137 };
138 }
139 }
140}
Decimal type for better precision.
Definition Numeric.h:66
UInt32 getUInt32(Tag tag) const
Group getGroup(Tag numberOfInstancesTag) const
FieldValueRef get(Tag tag) const
GroupInstance(const GroupInstance &other)
Initializes instance as reference to the other one.
Message(const Message &other)
bool mdEntryTime(UInt64 &time) const
For bids and offers the official time of book entry, for trades official time of execution (all in na...
MDUpdateAction::Enum mdUpdateAction() const
Update action.
bool mdEntrySize(Decimal &size) const
Quantity.
bool mdEntryPx(Decimal &price) const
Price.
bool quoteCondition(UInt32 &value) const
Quote Condition.
BookType::Enum mdBookType() const
Always Top of Book.
MDEntryType::Enum mdEntryType() const
Defines the entry type.
SecurityId securityId() const
Instrument identifier.
SubBookType::Enum mdSubBookType() const
Price / Quantity pairs.
MarketSegmentId marketSegmentId() const
Product identifier.
TopOfBookImpliedEntries mdEntries() const
Entries.
Enumeration::Enum getIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
Definition FieldSet.h:228
unsigned int UInt32
Definition Numeric.h:41
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition Defines.h:40
Int64 SecurityId
Alias for Security Id type.
Definition Defines.h:51