OpenInterest Class Reference

Public Member Functions
SecurityId	securityId () const
MarketSegmentId	marketSegmentId () const
Decimal	mdEntrySize () const
UInt64	mdEntryTime () const
Public Member Functions inherited from Message
	Message (const Message &other)
	~Message ()
FieldValueRef	type () const
SequenceNumber	seqNum () const
FieldValueRef	senderCompId () const
bool	operator== (const Message &) const
bool	operator!= (const Message &) const
std::string	toString (char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
std::string	toStringWithFieldNames () const
void	toString (std::string &str, char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
Message &	operator= (const Message &)
Public Member Functions inherited from FieldSet
	operator bool () const
FieldValueRef	get (Tag tag) const
Int32	getInt32 (Tag tag) const
UInt32	getUInt32 (Tag tag) const
Int64	getInt64 (Tag tag) const
UInt64	getUInt64 (Tag tag) const
Decimal	getDecimal (Tag tag) const
StringRef	getStringRef (Tag tag) const
Timestamp	getTimestamp (Tag tag, TimestampFormat::Enum=TimestampFormat::YYYYMMDDHHMMSSNsec) const
Group	getGroup (Tag numberOfInstancesTag) const
Group	getOptionalGroup (Tag numberOfInstancesTag) const
bool	hasFlag (Tag tag) const
size_t	fields (Fields &fields) const
void	swap (FieldSet &) throw ()

Friends
class	OpenInterestWrapper

Additional Inherited Members
Protected Member Functions inherited from FieldSet
	FieldSet ()
	FieldSet (const Message *, void *)
	FieldSet (const FieldSet &)
	~FieldSet ()
FieldSet &	operator= (const FieldSet &)
Protected Attributes inherited from FieldSet
const Message *	container_
void *	impl_

Detailed Description

Definition at line 35 of file OpenInterest.h.

Member Function Documentation

MarketSegmentId marketSegmentId ( ) const

inline

Product identifier.

Definition at line 45 of file OpenInterest.h.

Decimal mdEntrySize ( ) const

inline

Adjusted Open Interest Quantity.

Definition at line 51 of file OpenInterest.h.

UInt64 mdEntryTime ( ) const

inline

Time of entry (nanoseconds)

Definition at line 57 of file OpenInterest.h.

SecurityId securityId ( ) const

inline

Instrument identifier.

Definition at line 39 of file OpenInterest.h.

Friends And Related Function Documentation

friend class OpenInterestWrapper

friend

Definition at line 63 of file OpenInterest.h.