InstrumentStatsMsg Struct Reference

Public Member Functions
Integer4	instrumentLocate () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8	timestamp () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8	tradeVolume () const ONIXS_FMXUST_BIMP_NOTHROW
SignedInteger8	highPrice () const ONIXS_FMXUST_BIMP_NOTHROW
SignedInteger8	lowPrice () const ONIXS_FMXUST_BIMP_NOTHROW
Integer4	openOrders () const ONIXS_FMXUST_BIMP_NOTHROW
bool	settlePriceType (SettlePriceType::Enum &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool	settlementPrice (SignedInteger8 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool	priorSettlePrice (SignedInteger8 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool	settlePriceDate (Integer4 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool	priorSettlePriceDate (Integer4 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool	openInterest (Integer4 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool	openInterestDate (Integer4 &value) const ONIXS_FMXUST_BIMP_NOTHROW
	InstrumentStatsMsg (const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_FMXUST_BIMP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_FMXUST_BIMP_NOTHROW
ONIXS_FMXUST_BIMP_EXPLICIT	operator bool () const ONIXS_FMXUST_BIMP_NOTHROW
const void *	binary () const ONIXS_FMXUST_BIMP_NOTHROW
MessageSize	binarySize () const ONIXS_FMXUST_BIMP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_FMXUST_BIMP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 74
static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize	minMessageSize_ = 41

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

Detailed Description

Definition at line 36 of file InstrumentStats.h.

Constructor & Destructor Documentation

InstrumentStatsMsg()

InstrumentStatsMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 172 of file InstrumentStats.h.

Member Function Documentation

highPrice()

SignedInteger8 highPrice ( ) const

inline

Highest traded price.

Definition at line 61 of file InstrumentStats.h.

instrumentLocate()

Integer4 instrumentLocate ( ) const

inline

Instrument locate code identifying the instrument.

Definition at line 39 of file InstrumentStats.h.

lowPrice()

SignedInteger8 lowPrice ( ) const

inline

Lowest traded price.

Definition at line 68 of file InstrumentStats.h.

openInterest()

bool openInterest ( Integer4 & value ) const

inline

Total number of contracts held by participants at the end of the trading day. Applicable to Futures.

Definition at line 137 of file InstrumentStats.h.

openInterestDate()

bool openInterestDate ( Integer4 & value ) const

inline

Date for open interest (YYYYMMDD). Applicable to Futures.

Definition at line 148 of file InstrumentStats.h.

openOrders()

Integer4 openOrders ( ) const

inline

Number of open orders.

Definition at line 75 of file InstrumentStats.h.

priorSettlePrice()

bool priorSettlePrice ( SignedInteger8 & value ) const

inline

Settlement price in prior trading session. Applicable to Futures.

Definition at line 104 of file InstrumentStats.h.

priorSettlePriceDate()

bool priorSettlePriceDate ( Integer4 & value ) const

inline

Date for previous settlement price (YYYYMMDD). Applicable to Futures.

Definition at line 126 of file InstrumentStats.h.

settlementPrice()

bool settlementPrice ( SignedInteger8 & value ) const

inline

Settlement price. Applicable to Futures.

Definition at line 93 of file InstrumentStats.h.

settlePriceDate()

bool settlePriceDate ( Integer4 & value ) const

inline

Date for settlement price (YYYYMMDD). Applicable to Futures.

Definition at line 115 of file InstrumentStats.h.

settlePriceType()

bool settlePriceType ( SettlePriceType::Enum & value ) const

inline

Settle Price Type. Applicable to Futures.

Definition at line 82 of file InstrumentStats.h.

timestamp()

Integer8 timestamp ( ) const

inline

Timestamp for this message. Expressed as the number of nanoseconds since Unix Epoch (00:00:00 UTC on 1 January 1970).

Definition at line 47 of file InstrumentStats.h.

tradeVolume()

Integer8 tradeVolume ( ) const

inline

Total traded volume.

Definition at line 54 of file InstrumentStats.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 165 of file InstrumentStats.h.

Member Data Documentation

messageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 74

static

Total message size.

Definition at line 159 of file InstrumentStats.h.

minMessageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize minMessageSize_ = 41

static

Min message size.

Definition at line 162 of file InstrumentStats.h.