OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.0.3
API documentation
TradeAtReferencePriceStatus.h
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19 
20 #pragma once
21 
28 
29 namespace OnixS
30 {
31  namespace Eurex
32  {
33  namespace MarketData
34  {
35 
36  /// Clearing price parameter for total return futures status message
37  class ONIXS_EUREX_EMDI_API TarpsClearingPriceParameter : GroupInstance
38  {
39  public:
40  /// Business date type
42  {
44  }
45 
46  /// Price constant defined on the instrument level and used for the clearing price conversion.
47  bool clearingPriceOffset (Decimal& value) const
48  {
49  return get (Tags::ClearingPriceOffset).toNumber (value);
50  }
51 
52  /// The previous day�s underlying index close value.
53  bool relatedClosePrice (Decimal& value) const
54  {
55  return get (Tags::RelatedClosePrice).toNumber (value);
56  }
57 
58  private:
60 
61  TarpsClearingPriceParameter (const GroupInstance& groupInstance)
62  : GroupInstance (groupInstance)
63  {
64  }
65  };
66 
67  class TarpsClearingPriceParameters : public TypedGroup<TarpsClearingPriceParameter>
68  {
69  private:
70  TarpsClearingPriceParameters (const Group& group)
72  {
73  }
74 
76  };
77 
78  /// Total return futures status message
79  class ONIXS_EUREX_EMDI_API TradeAtReferencePriceStatus : public Message
80  {
81  public:
82 
83  /// Product identifier.
85  {
86  return getUInt32 (Tags::MarketSegmentID);
87  }
88 
89  /// Instrument identifier.
91  {
92  return getInt64 (Tags::SecurityID);
93  }
94 
95  ///
97  {
98  return StringRef("M");
99  }
100 
101  /// Type of security.
103  {
104  return getIntEnumFieldValue<SecurityType> (*this, Tags::SecurityType);
105  }
106 
107  /// Clearing price parameters
109  {
110  return getGroup (Tags::NoClearingPriceParameters);
111  }
112 
113  private:
115 
116  TradeAtReferencePriceStatus (const void* impl)
117  : Message (impl)
118  {
119  }
120  };
121  }
122  }
123 }
SecurityId securityId() const
Instrument identifier.
bool clearingPriceOffset(Decimal &value) const
Price constant defined on the instrument level and used for the clearing price conversion.
const Tag ClearingPriceOffset
Definition: Tags.h:178
MarketSegmentId marketSegmentId() const
Product identifier.
Definition: Group.h:25
Decimal type for better precision.
Definition: Numeric.h:63
const Tag NoClearingPriceParameters
Definition: Tags.h:176
Int64 SecurityId
Alias for Security Id type.
Definition: Defines.h:51
bool relatedClosePrice(Decimal &value) const
The previous day�s underlying index close value.
TarpsClearingPriceParameters clearingPriceParameters() const
Clearing price parameters.
SecurityType::Enum securityType() const
Type of security.
BusinessDayType::Enum businessDayType() const
Business date type.
Clearing price parameter for total return futures status message.
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition: Defines.h:40