OnixS C++ EuroTLX GTP Market Data Handler  1.4.0
API documentation
InstrumentStatus.h
Go to the documentation of this file.
1 /*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5 * and international copyright treaties.
6 *
7 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
8 * Services Agreement (the Agreement) and Customer end user license agreements granting
9 * a non-assignable, non-transferable and non-exclusive license to use the software
10 * for it's own data processing purposes under the terms defined in the Agreement.
11 *
12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13 * of this source code or associated reference material to any other location for further reproduction
14 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15 *
16 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17 * the terms of the Agreement is a violation of copyright law.
18 */
19 
20 #pragma once
21 
22 #include <vector>
23 
28 
29 
30 namespace OnixS {
31 namespace EuroTLX {
32 namespace MarketData {
33 namespace GTP {
34 
35  ///
37  {
38  /// Time the message was generated.
39  UDT timestamp() const
41  {
42  return ordinary<UDT>(3);
43  }
44 
45  /// GTP Instrument identifier.
46  UInt64 instrument() const
48  {
49  return ordinary<UInt64>(11);
50  }
51 
52  /// Venue from which market data is received for the instrument.
55  {
56  return enumeration<SourceVenue>(19);
57  }
58 
59  ///
62  {
63  return enumeration<TradingStatus>(21);
64  }
65 
66  ///
69  {
70  return enumeration<SessionChangeReason>(22);
71  }
72 
73  /// New time the session will end.
74  Time newEndTime() const
76  {
77  return fixedStr<6>(23);
78  }
79 
80  ///
83  {
84  return enumeration<OrderBookType>(29);
85  }
86 
87  /// Total message size.
89 
90  /// Check the given size.
91  static void validateSize(MessageSize size)
92  {
93  if(size < messageSize_)
94  throwIncorrectSize("InstrumentStatus", size, messageSize_);
95  }
96 
97  /// Initializes instance over given memory block.
98  InstrumentStatusMsg(const void* data, MessageSize size)
100  : BinaryMessage(data, size)
101  {
102  }
103  };
104 
105  /// Serializes object into string.
106  ONIXS_EUROTLX_GTP_API void toStr(std::string&, const InstrumentStatusMsg&);
107 
108  /// Serializes object into string.
109  inline std::string toStr(const InstrumentStatusMsg& msg)
110  {
111  std::string str;
112  toStr(str, msg);
113  return str;
114  }
115 
116 }
117 }
118 }
119 }
#define ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
UDT timestamp() const ONIXS_EUROTLX_GTP_NOTHROW
Time the message was generated.
BinaryMessage() ONIXS_EUROTLX_GTP_NOTHROW
Initializes blank instance referencing to nothing.
#define ONIXS_EUROTLX_GTP_NOTHROW
Definition: Compiler.h:27
static void validateSize(MessageSize size)
Check the given size.
OrderBookType::Enum orderBookType() const ONIXS_EUROTLX_GTP_NOTHROW
UInt16 MessageSize
Aliases message length type.
Definition: Defines.h:141
ONIXS_EUROTLX_GTP_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
SourceVenue::Enum sourceVenue() const ONIXS_EUROTLX_GTP_NOTHROW
Venue from which market data is received for the instrument.
InstrumentStatusMsg(const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
Initializes instance over given memory block.
SessionChangeReason::Enum sessionChangeReason() const ONIXS_EUROTLX_GTP_NOTHROW
Time newEndTime() const ONIXS_EUROTLX_GTP_NOTHROW
New time the session will end.
UInt64 instrument() const ONIXS_EUROTLX_GTP_NOTHROW
GTP Instrument identifier.
Encapsulates services for manipulating little endian encoded messages.
Provides efficient way of accessing text-based FIX field values.
Definition: String.h:45
static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
UInt64 UDT
time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,000,000 + (nanoseconds component)
Definition: Defines.h:94
TradingStatus::Enum tradingStatus() const ONIXS_EUROTLX_GTP_NOTHROW
ONIXS_EUROTLX_GTP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.