OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
Loading...
Searching...
No Matches
MarketSnapshot.h
Go to the documentation of this file.
1
5/*
6 * Copyright (c) Onix Solutions Limited. All rights reserved.
7 *
8 * This software owned by Onix Solutions Limited and is protected by copyright law
9 * and international copyright treaties.
10 *
11 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
12 * Services Agreement (the Agreement) and Customer end user license agreements granting
13 * a non-assignable, non-transferable and non-exclusive license to use the software
14 * for it's own data processing purposes under the terms defined in the Agreement.
15 *
16 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
17 * of this source code or associated reference material to any other location for further reproduction
18 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
19 *
20 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
21 * the terms of the Agreement is a violation of copyright law.
22 */
23
24#pragma once
25
26#include "../Enumerations.h"
27#include "../Export.h"
28#include "../Types.h"
29
30#include <iosfwd>
31#include <string>
32
33namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
34
36struct ONIXS_ICEMDH_EXPORT MarketSnapshot
37{
39 enum
40 {
42 };
43
46
49
52
54 int volume;
55
58
61
64
72
76
83
86 long long high;
87
90 long long low;
91
94 long long vwap;
95
101
105
108
111
116
121
123 std::string openInterestDate;
124
127
131
135
149
152
154 MarketSnapshot(const char* data, std::size_t dataSize);
155
157 void deserialize(const char* data, std::size_t dataSize);
158
160 void reset();
161
163 std::string toString() const;
164};
165
167ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const MarketSnapshot&);
168
169}}}} // namespace OnixS::ICE::iMpact::MarketData
Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
Definition Types.h:54
short MarketType
Alias for market types.
Definition Types.h:36
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int MarketId
Alias for market identifiers type.
Definition Types.h:39
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition Types.h:57
This class represents the Market Snapshot Message.
std::string toString() const
Returns string representation.
bool isSettlePriceOfficial
Indicate if the SettlementPrice is official.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
DateTime lastTradeDateTime
Last trade date/time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
TradingStatus::Enum tradingStatus
See Appendix A on the trading status codes.
std::string openInterestDate
The date Open Interest is effective for, in the format of YYYY-MM-DD.
MarketType marketType
See Appendix C for the list of market types and IDs.
void reset()
Reset all fields to default values.
MarketSnapshot(const char *data, std::size_t dataSize)
Initialize from raw message data.
int volume
Electronic trade volume only, excluding block and other volumes.
MarketId marketId
Unique identifier of the market.