IndicativeQuoteInformationMsg Struct Reference

#include <OnixS/EuroTLX/MarketData/GTP/Messages/IndicativeQuoteInformation.h>

Public Member Functions
UDT	timestamp () const ONIXS_EUROTLX_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_EUROTLX_GTP_NOTHROW
Price	bidIndicativePrice () const ONIXS_EUROTLX_GTP_NOTHROW
Price	askIndicativePrice () const ONIXS_EUROTLX_GTP_NOTHROW
UInt64	instrumentID () const ONIXS_EUROTLX_GTP_NOTHROW
Alpha	rfqID () const ONIXS_EUROTLX_GTP_NOTHROW
	IndicativeQuoteInformationMsg (const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_EUROTLX_GTP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_EUROTLX_GTP_NOTHROW
ONIXS_EUROTLX_GTP_EXPLICIT	operator bool () const ONIXS_EUROTLX_GTP_NOTHROW
const void *	binary () const ONIXS_EUROTLX_GTP_NOTHROW
MessageSize	binarySize () const ONIXS_EUROTLX_GTP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_EUROTLX_GTP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 47

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
FieldValue	ordinary (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
const FieldValue &	ordinaryRef (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
Enumeration::Enum	enumeration (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
StrRef	fixedStr (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW

Detailed Description

Definition at line 36 of file IndicativeQuoteInformation.h.

Constructor & Destructor Documentation

IndicativeQuoteInformationMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 93 of file IndicativeQuoteInformation.h.

Member Function Documentation

Price askIndicativePrice ( ) const

inline

Indicative price of the quotes on the sell side of the RFQ. Will indicate the yield if the instrument is traded on yield.

Definition at line 62 of file IndicativeQuoteInformation.h.

Price bidIndicativePrice ( ) const

inline

Indicative price of the quotes on the buy side of the RFQ. Will indicate the yield if the instrument is traded on yield.

Definition at line 54 of file IndicativeQuoteInformation.h.

UInt64 instrumentID ( ) const

inline

GTP Instrument Identifier.

Definition at line 69 of file IndicativeQuoteInformation.h.

Alpha rfqID ( ) const

inline

Unique ID assigned to a particular RFQ by the system.

Definition at line 76 of file IndicativeQuoteInformation.h.

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 46 of file IndicativeQuoteInformation.h.

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file IndicativeQuoteInformation.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 86 of file IndicativeQuoteInformation.h.

Member Data Documentation

ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 47

static

Total message size.

Definition at line 83 of file IndicativeQuoteInformation.h.

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

• include/OnixS/EuroTLX/MarketData/GTP/Messages/IndicativeQuoteInformation.h