OnixS C++ EuroTLX GTP Market Data Handler  1.4.0
API documentation
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
 
BinaryMessageoperator= (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

Total message size.

Definition at line 83 of file IndicativeQuoteInformation.h.


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