OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
MarkerIndexPrices.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::MarkerIndexPrices` message structure
4  */
5 /*
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23 
24 #pragma once
25 
26 #include "../Export.h"
27 #include "../Types.h"
28 #include "../Enumerations.h"
29 
30 #include <iosfwd>
31 #include <string>
32 
33 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
34 
35 /// This class represents the Marker/Index Prices Message.
36 struct ONIXS_ICEMDH_EXPORT MarkerIndexPrices
37 {
38  /// Message type constant
39  enum { messageType = 'z' };
40 
41  /// The market ID of the underlying market of the Marker/Index.
43 
44  /// Price. `IndexPriceDenominator` for the market should be applied to get
45  /// the real price.
47 
48  /// The short name date of the Marker/Index. For example `Morn5Min`.
49  std::string shortName;
50 
51  /// The date and time the marker was put into. Milliseconds since Jan 1st,
52  /// 1970, 00:00:00 GMT.
54 
55  /// The date this price is effective for, in the format of YYYY-MM-DD.
56  std::string valuationDate;
57 
58  /// For Endex Spot markets, the possible values are Current (`C`), Default
59  /// (`D`), Final (`F`). For non-Endex Spot markets this field will be set
60  /// to `' '`.
62 
63  /// The market id of the marker market, or 0 if none is set.
65 
66  /// This field should be applied to the `Price` field to get the number of
67  /// decimals for the `Marker/Index`.
69 
70  /// Default constructor.
72 
73  /// Initialize from raw message data.
74  MarkerIndexPrices(const char* data, size_t dataSize);
75 
76  /// Deserialize from raw data.
77  void deserialize(const char* data, size_t dataSize);
78 
79  /// Reset all fields to default values.
80  void reset();
81 
82  /// Returns string representation.
83  std::string toString() const;
84 };
85 
86 /// Make it printable using C++ I/O streams.
87 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const MarkerIndexPrices&);
88 
89 }}}} // namespace MarketData, iMpact, ICE, OnixS
long long Price
Alias for order identifiers type.
Definition: Types.h:54
MarketId altMarketId
The market id of the marker market, or 0 if none is set.
std::string shortName
The short name date of the Marker/Index. For example Morn5Min.
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.
This class represents the Marker/Index Prices Message.
std::string valuationDate
The date this price is effective for, in the format of YYYY-MM-DD.
MarketId marketId
The market ID of the underlying market of the Marker/Index.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57