OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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TradeAtReferencePriceStatus.h
Go to the documentation of this file.
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
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7* Access to and use of the software is governed by the terms of the applicable OnixS Software
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10* for it's own data processing purposes under the terms defined in the Agreement.
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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.
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16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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19
20#pragma once
21
28
29namespace OnixS
30{
31 namespace Eurex
32 {
33 namespace MarketData
34 {
35
37 class ONIXS_EUREX_EMDI_API TarpsClearingPriceParameter : GroupInstance
38 {
39 public:
45
47 bool clearingPriceOffset (Decimal& value) const
48 {
49 return get (Tags::ClearingPriceOffset).toNumber (value);
50 }
51
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 explicit
71 TarpsClearingPriceParameters (const Group& group)
73 {
74 }
75
77 };
78
80 class ONIXS_EUREX_EMDI_API TradeAtReferencePriceStatus : public Message
81 {
82 public:
83
89
92 {
94 }
95
98 {
99 return StringRef("M");
100 }
101
107
113
114 private:
116
117 TradeAtReferencePriceStatus (const void* impl)
118 : Message (impl)
119 {
120 }
121 };
122 }
123 }
124}
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)
Clearing price parameter for total return futures status message.
bool clearingPriceOffset(Decimal &value) const
Price constant defined on the instrument level and used for the clearing price conversion.
BusinessDayType::Enum businessDayType() const
Business date type.
bool relatedClosePrice(Decimal &value) const
The previous day�s underlying index close value.
MarketSegmentId marketSegmentId() const
Product identifier.
TarpsClearingPriceParameters clearingPriceParameters() const
Clearing price parameters.
SecurityType::Enum securityType() const
Type of security.
const Tag NoClearingPriceParameters
Definition Tags.h:159
Enumeration::Enum getIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
Definition FieldSet.h:228
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition Defines.h:40
Int64 SecurityId
Alias for Security Id type.
Definition Defines.h:51