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

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

Collaboration diagram for TopOfBookImpliedEntry:

Public Member Functions

MDUpdateAction::Enum mdUpdateAction () const
 
MDEntryType::Enum mdEntryType () const
 
BookType::Enum mdBookType () const
 
SubBookType::Enum mdSubBookType () const
 
SecurityId securityId () const
 
bool mdEntryPx (Decimal &price) const
 
bool mdEntrySize (Decimal &size) const
 
bool mdEntryTime (UInt64 &time) const
 
bool quoteCondition (UInt32 &value) const
 

Friends

class TypedGroup< TopOfBookImpliedEntry >
 

Detailed Description

Definition at line 35 of file TopOfBookImplied.h.

Member Function Documentation

BookType::Enum mdBookType ( ) const
inline

Always Top of Book.

Definition at line 51 of file TopOfBookImplied.h.

bool mdEntryPx ( Decimal price) const
inline

Price.

Definition at line 69 of file TopOfBookImplied.h.

bool mdEntrySize ( Decimal size) const
inline

Quantity.

Definition at line 75 of file TopOfBookImplied.h.

bool mdEntryTime ( UInt64 &  time) const
inline

For bids and offers the official time of book entry, for trades official time of execution (all in nanoseconds).

Definition at line 81 of file TopOfBookImplied.h.

MDEntryType::Enum mdEntryType ( ) const
inline

Defines the entry type.

Definition at line 45 of file TopOfBookImplied.h.

SubBookType::Enum mdSubBookType ( ) const
inline

Price / Quantity pairs.

Definition at line 57 of file TopOfBookImplied.h.

MDUpdateAction::Enum mdUpdateAction ( ) const
inline

Update action.

Definition at line 39 of file TopOfBookImplied.h.

bool quoteCondition ( UInt32 value) const
inline

Quote Condition.

Definition at line 87 of file TopOfBookImplied.h.

SecurityId securityId ( ) const
inline

Instrument identifier.

Definition at line 63 of file TopOfBookImplied.h.

Friends And Related Function Documentation

friend class TypedGroup< TopOfBookImpliedEntry >
friend

Definition at line 93 of file TopOfBookImplied.h.


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