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

Public Member Functions
UDT	timestamp () const ONIXS_EUROTLX_GTP_NOTHROW

UInt64	instrument () const ONIXS_EUROTLX_GTP_NOTHROW

SourceVenue::Enum	sourceVenue () const ONIXS_EUROTLX_GTP_NOTHROW

Size4	volume () const ONIXS_EUROTLX_GTP_NOTHROW

Size4	volumeOnBookOnly () const ONIXS_EUROTLX_GTP_NOTHROW

Price4	vwap () const ONIXS_EUROTLX_GTP_NOTHROW

Price4	vwapOnBookOnly () const ONIXS_EUROTLX_GTP_NOTHROW

UInt32	numberOfTrades () const ONIXS_EUROTLX_GTP_NOTHROW

UInt32	numberOfTradesOnBookOnly () const ONIXS_EUROTLX_GTP_NOTHROW

Price4	turnover () const ONIXS_EUROTLX_GTP_NOTHROW

Price4	turnoverOnBookOnly () const ONIXS_EUROTLX_GTP_NOTHROW

Price	officialOpeningPrice () const ONIXS_EUROTLX_GTP_NOTHROW

Price	officialClosingPrice () const ONIXS_EUROTLX_GTP_NOTHROW

Price	tradeHighOnBookOnly () const ONIXS_EUROTLX_GTP_NOTHROW

Price	tradeLowOnBookOnly () const ONIXS_EUROTLX_GTP_NOTHROW

Price	tradeHigh () const ONIXS_EUROTLX_GTP_NOTHROW

Price	tradeLow () const ONIXS_EUROTLX_GTP_NOTHROW

Price	tradeHigh52week () const ONIXS_EUROTLX_GTP_NOTHROW

Price	tradeLow52week () const ONIXS_EUROTLX_GTP_NOTHROW

Byte	openingPriceIndicator () const ONIXS_EUROTLX_GTP_NOTHROW

Byte	closingPriceIndicator () const ONIXS_EUROTLX_GTP_NOTHROW

Price	iAUPrice () const ONIXS_EUROTLX_GTP_NOTHROW

Size	iAUPairedSize () const ONIXS_EUROTLX_GTP_NOTHROW

Size	imbalanceQuantity () const ONIXS_EUROTLX_GTP_NOTHROW

ImbalanceDirection::Enum	imbalanceDirection () const ONIXS_EUROTLX_GTP_NOTHROW

Price	bestClosingBidPrice () const ONIXS_EUROTLX_GTP_NOTHROW

Price	bestClosingAskPrice () const ONIXS_EUROTLX_GTP_NOTHROW

Size	bestClosingBidSize () const ONIXS_EUROTLX_GTP_NOTHROW

Size	bestClosingAskSize () const ONIXS_EUROTLX_GTP_NOTHROW

Price	tradeHighOffBook () const ONIXS_EUROTLX_GTP_NOTHROW

Price	tradeLowOffBook () const ONIXS_EUROTLX_GTP_NOTHROW

Size	openInterest () const ONIXS_EUROTLX_GTP_NOTHROW

Price	volatility () const ONIXS_EUROTLX_GTP_NOTHROW

AuctionType::Enum	auctionType () const ONIXS_EUROTLX_GTP_NOTHROW

Price	lastTradePrice () const ONIXS_EUROTLX_GTP_NOTHROW

Size	lastTradeQuantity () const ONIXS_EUROTLX_GTP_NOTHROW

UDT	lastTradeTime () const ONIXS_EUROTLX_GTP_NOTHROW

Price	staticReferencePrice () const ONIXS_EUROTLX_GTP_NOTHROW

Price	dynamicReferencePrice () const ONIXS_EUROTLX_GTP_NOTHROW

	StatisticsSnapshotMsg (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_ = 273

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 StatisticsSnapshot.h.

Constructor & Destructor Documentation

StatisticsSnapshotMsg	(	const void *	data,
		MessageSize	size
	)

inline

Initializes instance over given memory block.

Definition at line 326 of file StatisticsSnapshot.h.

Member Function Documentation

AuctionType::Enum auctionType ( ) const

inline

Auction Type.

Definition at line 271 of file StatisticsSnapshot.h.

Price bestClosingAskPrice ( ) const

inline

The best offer price at the time the instrument moves into closing auction session.

Definition at line 222 of file StatisticsSnapshot.h.

Size bestClosingAskSize ( ) const

inline

The best offer size at the time the instrument moves into closing auction session.

Definition at line 236 of file StatisticsSnapshot.h.

Price bestClosingBidPrice ( ) const

inline

The best bid price at the time the instrument moves into closing auction session.

Definition at line 215 of file StatisticsSnapshot.h.

Size bestClosingBidSize ( ) const

inline

The best bid size at the time the instrument moves into closing auction session.

Definition at line 229 of file StatisticsSnapshot.h.

Byte closingPriceIndicator ( ) const

inline

Definition at line 179 of file StatisticsSnapshot.h.

Price dynamicReferencePrice ( ) const

inline

Reference Price as reported by the source venue. (Specific to BIT/TLX)

Definition at line 309 of file StatisticsSnapshot.h.

Size iAUPairedSize ( ) const

inline

Quantity to be matched at the last reported indicative price.

Definition at line 193 of file StatisticsSnapshot.h.

Price iAUPrice ( ) const

inline

Contains the last reported Indicative Auction Crossing Price/Yield.

Definition at line 186 of file StatisticsSnapshot.h.

ImbalanceDirection::Enum imbalanceDirection ( ) const

inline

Imbalance Direction.

Definition at line 208 of file StatisticsSnapshot.h.

Size imbalanceQuantity ( ) const

inline

Quantity that was eligible to be matched at the indicative price but was not to be matched at the last indicative price.

Definition at line 201 of file StatisticsSnapshot.h.

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 46 of file StatisticsSnapshot.h.

Price lastTradePrice ( ) const

inline

Executed price at which the instrument was last traded. If no relevant trades have taken place the value 0 will be populated.

Definition at line 279 of file StatisticsSnapshot.h.

Size lastTradeQuantity ( ) const

inline

Executed quantity of the trade which set the Last Trade Price. If no relevant trades have taken place the value 0 will be populated.

Definition at line 287 of file StatisticsSnapshot.h.

UDT lastTradeTime ( ) const

inline

Transaction time of the trade which set the Last Trade Price. If no relevant trades have taken place the value 0 will be populated.

Definition at line 295 of file StatisticsSnapshot.h.

UInt32 numberOfTrades ( ) const

inline

Count of all trades for the day.

Definition at line 88 of file StatisticsSnapshot.h.

UInt32 numberOfTradesOnBookOnly ( ) const

inline

Count of trades for the day excluding off-book trades.

Definition at line 95 of file StatisticsSnapshot.h.

Price officialClosingPrice ( ) const

inline

Official Closing Price for the instrument.

Definition at line 123 of file StatisticsSnapshot.h.

Price officialOpeningPrice ( ) const

inline

Official Opening Price for the instrument.

Definition at line 116 of file StatisticsSnapshot.h.

Byte openingPriceIndicator ( ) const

inline

Definition at line 172 of file StatisticsSnapshot.h.

Size openInterest ( ) const

inline

Total of unsettled derivatives contracts.

Definition at line 257 of file StatisticsSnapshot.h.

SourceVenue::Enum sourceVenue ( ) const

inline

Source venue.

Definition at line 53 of file StatisticsSnapshot.h.

Price staticReferencePrice ( ) const

inline

Reference Price as reported by the source venue. (Specific to BIT/TLX)

Definition at line 302 of file StatisticsSnapshot.h.

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file StatisticsSnapshot.h.

Price tradeHigh ( ) const

inline

Current trading day high price of all trades.

Definition at line 144 of file StatisticsSnapshot.h.

Price tradeHigh52week ( ) const

inline

52-week high price of all trades.

Definition at line 158 of file StatisticsSnapshot.h.

Price tradeHighOffBook ( ) const

inline

Current trading day high price of off-book trades.

Definition at line 243 of file StatisticsSnapshot.h.

Price tradeHighOnBookOnly ( ) const

inline

Current trading day high price excluding off-book trades.

Definition at line 130 of file StatisticsSnapshot.h.

Price tradeLow ( ) const

inline

Current trading day low price of all trades.

Definition at line 151 of file StatisticsSnapshot.h.

Price tradeLow52week ( ) const

inline

52-week low price of all trades.

Definition at line 165 of file StatisticsSnapshot.h.

Price tradeLowOffBook ( ) const

inline

Current trading day low price of off-book trades.

Definition at line 250 of file StatisticsSnapshot.h.

Price tradeLowOnBookOnly ( ) const

inline

Current trading day low price excluding off-book trades.

Definition at line 137 of file StatisticsSnapshot.h.

Price4 turnover ( ) const

inline

Turnover of all trades for the day.

Definition at line 102 of file StatisticsSnapshot.h.

Price4 turnoverOnBookOnly ( ) const

inline

Turnover for the day excluding off-book trades.

Definition at line 109 of file StatisticsSnapshot.h.

static void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 319 of file StatisticsSnapshot.h.

Price volatility ( ) const

inline

Derivatives volatility.

Definition at line 264 of file StatisticsSnapshot.h.

Size4 volume ( ) const

inline

Cumulative volume of all trades for the trading day.

Definition at line 60 of file StatisticsSnapshot.h.

Size4 volumeOnBookOnly ( ) const

inline

Cumulative volume for the trading day excluding off-book trades.

Definition at line 67 of file StatisticsSnapshot.h.

Price4 vwap ( ) const

inline

Volume weighted average price for the day for all trades.

Definition at line 74 of file StatisticsSnapshot.h.

Price4 vwapOnBookOnly ( ) const

inline

Volume weighted average price for the day excluding off-book trades.

Definition at line 81 of file StatisticsSnapshot.h.

Member Data Documentation

ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 273

static

Total message size.

Definition at line 316 of file StatisticsSnapshot.h.

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

include/OnixS/EuroTLX/MarketData/GTP/Messages/StatisticsSnapshot.h

Public Member Functions

Static Public Member Functions

Static Public Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation