OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
IntervalPriceLimitNotification.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::IntervalPriceLimitNotification` 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 Interval Price Limit Notification Message.
35 struct ONIXS_ICEMDH_EXPORT IntervalPriceLimitNotification
36 {
37  /// Message type constant
38  enum { messageType = 'V' };
39 
40  /// Unique identifier of the market.
42 
43  /// IPL Hold Type.
44  char holdType;
45 
46  /// Date time of the IPL Hold notification.
48 
49  /// IPL bound violation type.
50  bool isUp;
51 
52  /// Hold duration, in milliseconds.
54 
55  /// IPL upper bound. OrderPriceDenominator for the market should be
56  /// applied to get the real price limit.
58 
59  /// IPL lower bound. OrderPriceDenominator for the market should be
60  /// applied to get the real price limit.
62 
63  /// Default constructor.
65 
66  /// Initialize from raw message data.
67  IntervalPriceLimitNotification(const char* data, size_t dataSize);
68 
69  /// Deserialize from raw data.
70  void deserialize(const char* data, size_t dataSize);
71 
72  /// Reset all fields to default values.
73  void reset();
74 
75  /// Returns string representation.
76  std::string toString() const;
77 };
78 
79 /// Make it printable using C++ I/O streams.
80 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const IntervalPriceLimitNotification&);
81 
82 }}}} // namespace MarketData, iMpact, ICE, OnixS
This class represents the Interval Price Limit Notification Message.
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.
DateTime notificationDateTime
Date time of the IPL Hold notification.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57