Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
short MarketType
Alias for market types.
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int MarketId
Alias for market identifiers type.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
This class represents the Market Snapshot Message.
std::string toString() const
Returns string representation.
bool hasPreviousDaySettlementPrice
Price previousDaySettlementPrice
DateTime settlePriceDateTime
int blockVolume
Block volume.
int lastTradeQuantity
Last trade quantity.
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 lastMessageSequenceId
Price settlementPriceWithDealPricePrecision
int volume
Electronic trade volume only, excluding block and other volumes.
MarketId marketId
Unique identifier of the market.
MarketSnapshot()
Default constructor.
Enum
Known trading statuses.