OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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TopOfBook Class Reference

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

◆ bidPx()

bool bidPx ( Decimal & price) const

Bid price/rate.

◆ bidSize()

bool bidSize ( QuantityType & size) const

Quantity of bid.

◆ marketDataType()

EOBI::MarketDataType::Enum marketDataType ( ) const

Market data type.

◆ msgType()

std::string msgType ( ) const

Message type.

◆ numberOfBuyOrders()

bool numberOfBuyOrders ( UInt16 & number) const

Number of bid orders.

◆ numberOfSellOrders()

bool numberOfSellOrders ( UInt16 & number) const

Number of offer orders.

◆ offerPx()

bool offerPx ( Decimal & price) const

Offer price/rate.

◆ offerSize()

bool offerSize ( QuantityType & size) const

Quantity of offer.

◆ securityID()

UInt64 securityID ( ) const

Unique instrument identifier.

◆ securityIDSource()

EOBI::SecurityIDSource::Enum securityIDSource ( ) const

Marketplace assigned identifier.

◆ toString()

void toString ( std::string & ) const
virtual

Appends text presentation.

Reimplemented from MessageBase.

◆ transactTime()

UInt64 transactTime ( ) const

Transaction timestamp.

◆ Implementation::MessageFactory

friend class Implementation::MessageFactory
friend

Definition at line 74 of file TopOfBook.h.