MarketSnapshot.h

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/*
 * Copyright (c) Onix Solutions Limited. All rights reserved.
 *
 * This software owned by Onix Solutions Limited and is protected by copyright law
 * and international copyright treaties.
 *
 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
 * Services Agreement (the Agreement) and Customer end user license agreements granting
 * a non-assignable, non-transferable and non-exclusive license to use the software
 * for it's own data processing purposes under the terms defined in the Agreement.
 *
 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
 * of this source code or associated reference material to any other location for further reproduction
 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
 *
 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
 * the terms of the Agreement is a violation of copyright law.
 */
 
#pragma once
 
#include "../Enumerations.h"
#include "../Export.h"
#include "../Types.h"
 
#include <iosfwd>
#include <string>
 
namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {

struct ONIXS_ICEMDH_EXPORT MarketSnapshot
{
    enum
    {
        messageType = 'C'
    };

    MarketId marketId;

    MarketType marketType;

    TradingStatus::Enum tradingStatus;

    int volume;

    int blockVolume;

    int efsVolume;

    int efpVolume;

    int openInterest;

    Price openingPrice;

    Price settlementPriceWithDealPricePrecision;

    long long high;

    long long low;

    long long vwap;

    int numOfBookEntries;

    Price lastTradePrice;

    int lastTradeQuantity;

    DateTime lastTradeDateTime;

    DateTime settlePriceDateTime;

    SequenceNumber lastMessageSequenceId;

    std::string openInterestDate;

    bool isSettlePriceOfficial;

    Price settlementPrice;

    bool hasPreviousDaySettlementPrice;

    Price previousDaySettlementPrice;

    MarketSnapshot();

    MarketSnapshot(const char* data, std::size_t dataSize);

    void deserialize(const char* data, std::size_t dataSize);

    void reset();

    std::string toString() const;
};

ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const MarketSnapshot&);
 
}}}} // namespace OnixS::ICE::iMpact::MarketData