OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  11.1.0
API documentation
TopOfBook Class Reference

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

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
 
bool numberOfBuyOrders (UInt16 &number) const
 
bool numberOfSellOrders (UInt16 &number) const
 
void toString (std::string &) const ONIXS_EUREX_EMDI_OVERRIDE
 
- 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 ONIXS_EUREX_EMDI_NOEXCEPT
 

Detailed Description

Definition at line 34 of file TopOfBook.h.

Member Function Documentation

bool bidPx ( Decimal price) const

Bid price/rate.

bool bidSize ( QuantityType size) const

Quantity of bid.

EOBI::MarketDataType::Enum marketDataType ( ) const

Market data type.

std::string msgType ( ) const

Message type.

bool numberOfBuyOrders ( UInt16 number) const

Number of bid orders.

bool numberOfSellOrders ( UInt16 number) const

Number of offer orders.

bool offerPx ( Decimal price) const

Offer price/rate.

bool offerSize ( QuantityType size) const

Quantity of offer.

UInt64 securityID ( ) const

Unique instrument identifier.

EOBI::SecurityIDSource::Enum securityIDSource ( ) const

Marketplace assigned identifier.

void toString ( std::string &  ) const
virtual

Appends text presentation.

Reimplemented from MessageBase.

UInt64 transactTime ( ) const

Transaction timestamp.

Friends And Related Function Documentation

friend class Implementation::MessageFactory
friend

Definition at line 74 of file TopOfBook.h.


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