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

#include <OnixS/Eurex/MarketData/OpenInterest.h>

Collaboration diagram for OpenInterest:

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
Messageoperator= (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 ()


class OpenInterestWrapper

Additional Inherited Members

- Protected Member Functions inherited from FieldSet
 FieldSet ()
 FieldSet (const Message *, void *)
 FieldSet (const FieldSet &)
 ~FieldSet ()
FieldSetoperator= (const FieldSet &)
- Protected Attributes inherited from FieldSet
const Messagecontainer_
void * impl_

Detailed Description

Definition at line 35 of file OpenInterest.h.

Member Function Documentation

MarketSegmentId marketSegmentId ( ) const

Product identifier.

Definition at line 45 of file OpenInterest.h.

Decimal mdEntrySize ( ) const

Adjusted Open Interest Quantity.

Definition at line 51 of file OpenInterest.h.

UInt64 mdEntryTime ( ) const

Time of entry (nanoseconds)

Definition at line 57 of file OpenInterest.h.

SecurityId securityId ( ) const

Instrument identifier.

Definition at line 39 of file OpenInterest.h.

Friends And Related Function Documentation

friend class OpenInterestWrapper

Definition at line 63 of file OpenInterest.h.

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