OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
AuctionBestBidOffer Class Reference

#include <OnixS/Eurex/MarketData/EOBI/AuctionBestBidOffer.h>

Collaboration diagram for AuctionBestBidOffer:

Public Member Functions

std::string msgType () const
 
EOBI::MarketDataType::Enum marketDataType () const
 
EOBI::SecurityIDSource::Enum securityIDSource () const
 
UInt64 transactTime () const
 
UInt64 securityID () const
 
bool bidPx (Decimal &price) const
 
bool offerPx (Decimal &price) const
 
bool bidSize (QuantityType &size) const
 
bool offerSize (QuantityType &size) const
 
PotentialSecurityTradingEvent::Enum potentialSecurityTradingEvent () const
 
OrdType::Enum bidOrdType () const
 
OrdType::Enum offerOrdType () const
 
void toString (std::string &) const
 
- Public Member Functions inherited from MessageBase
UInt32 msgSeqNum () const
 
std::string toString () const
 
virtual ~MessageBase ()
 
const DataSourcedataSource () const
 

Friends

class Implementation::MessageFactory
 

Additional Inherited Members

- Protected Member Functions inherited from MessageBase
 MessageBase (const void *data, const DataSource &dataSource)
 
- Protected Member Functions inherited from DataContainer
 DataContainer (const void *data)
 
template<class TData >
const TData * getData () const
 

Detailed Description

Definition at line 34 of file AuctionBestBidOffer.h.

Member Function Documentation

EOBI::OrdType::Enum bidOrdType ( ) const

Indicates the existence of market orders on the bid side if BidPx is not set. Used for cash market instruments only.

Definition at line 102 of file AuctionBestBidOffer.cpp.

bool bidPx ( Decimal price) const

Bid price/rate.

Definition at line 57 of file AuctionBestBidOffer.cpp.

bool bidSize ( QuantityType size) const

Used for cash market instruments only.

Definition at line 77 of file AuctionBestBidOffer.cpp.

EOBI::MarketDataType::Enum marketDataType ( ) const

Market data type.

Definition at line 37 of file AuctionBestBidOffer.cpp.

std::string msgType ( ) const

Message type.

Definition at line 32 of file AuctionBestBidOffer.cpp.

EOBI::OrdType::Enum offerOrdType ( ) const

Indicates the existence of market orders on the offer side if OfferPx is not set. Used for cash market instruments only.

Definition at line 107 of file AuctionBestBidOffer.cpp.

bool offerPx ( Decimal price) const

Offer price/rate.

Definition at line 67 of file AuctionBestBidOffer.cpp.

bool offerSize ( QuantityType size) const

Used for cash market instruments only.

Definition at line 87 of file AuctionBestBidOffer.cpp.

EOBI::PotentialSecurityTradingEvent::Enum potentialSecurityTradingEvent ( ) const

Used for cash market instruments only.

Definition at line 97 of file AuctionBestBidOffer.cpp.

UInt64 securityID ( ) const

Unique instrument identifier.

Definition at line 52 of file AuctionBestBidOffer.cpp.

EOBI::SecurityIDSource::Enum securityIDSource ( ) const

Marketplace assigned identifier.

Definition at line 42 of file AuctionBestBidOffer.cpp.

void toString ( std::string &  presentation) const
virtual

Appends text presentation.

Reimplemented from MessageBase.

Definition at line 112 of file AuctionBestBidOffer.cpp.

UInt64 transactTime ( ) const

Official timestamp of order book entry.

Definition at line 47 of file AuctionBestBidOffer.cpp.

Friends And Related Function Documentation

friend class Implementation::MessageFactory
friend

Definition at line 79 of file AuctionBestBidOffer.h.


The documentation for this class was generated from the following files: