OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
FixingLockdown.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::FixingLockdown` message structure
4  */
5 /*
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23 
24 #pragma once
25 
26 #include "../Export.h"
27 #include "../Types.h"
28 
29 #include <iosfwd>
30 #include <string>
31 
32 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
33 
34 /// This class represents the Fixing Lockdown Message.
35 struct ONIXS_ICEMDH_EXPORT FixingLockdown
36 {
37  /// Message type constant
38  enum { messageType = '4' };
39 
40  /// Unique identifier of the market.
42 
43  /// Date format: MM-DD-YYYY.
44  std::string auctionDate;
45 
46  /// Date time the message was sent. Milliseconds since Jan 1st, 1970,
47  /// 00:00:00 GMT.
49 
50  /// The auction runs twice daily at 10:30am and 3:00pm London time. The
51  /// values disseminated via this field are: `GOLD_1030`, `GOLD_1500`,
52  /// `SILVER_1200`.
53  std::string description;
54 
55  /// Round.
56  short round;
57 
58  /// Aggregate bid quantity. Apply `NumDecimalsQuantity`.
59  int aggBidQty;
60 
61  /// Aggregate offer quantity. Apply `NumDecimalsQuantity`.
63 
64  /// Auctioneers price for the round in USD. Please apply
65  /// `OrderPriceDenominator`. Use 2 decimal places for USD Price for Gold
66  /// and 3 decimal places for Silver.
68 
69  /// Indicate if this is balanced or not.
70  bool isBalanced;
71 
72  /// Indicate if this is final or not.
73  bool isFinal;
74 
75  /// Obsolete. The price will be published via the Fixing Indicative Price
76  /// Message.
78 
79  /// Obsolete. The price will be published via the Fixing Indicative Price
80  /// Message.
82 
83  /// Apply to `AggBidQty` and `AggOfferQty`.
85 
86  /// Default constructor.
88 
89  /// Initialize from raw message data.
90  FixingLockdown(const char* data, size_t dataSize);
91 
92  /// Deserialize from raw data.
93  void deserialize(const char* data, size_t dataSize);
94 
95  /// Reset all fields to default values.
96  void reset();
97 
98  /// Returns string representation.
99  std::string toString() const;
100 };
101 
102 /// Make it printable using C++ I/O streams.
103 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const FixingLockdown&);
104 
105 }}}} // namespace MarketData, iMpact, ICE, OnixS
bool isFinal
Indicate if this is final or not.
MarketId marketId
Unique identifier of the market.
long long Price
Alias for order identifiers type.
Definition: Types.h:54
int MarketId
Alias for market identifiers type.
Definition: Types.h:39
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int aggBidQty
Aggregate bid quantity. Apply NumDecimalsQuantity.
int aggOfferQty
Aggregate offer quantity. Apply NumDecimalsQuantity.
char numDecimalsQuantity
Apply to AggBidQty and AggOfferQty.
This class represents the Fixing Lockdown Message.
std::string auctionDate
Date format: MM-DD-YYYY.
bool isBalanced
Indicate if this is balanced or not.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57