OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
MarketStatistics.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::MarketStatistics` message structure
4  */
5 /*
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22  */
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 Market Statistics Message.
35 struct ONIXS_ICEMDH_EXPORT MarketStatistics
36 {
37  /// Message type constant
38  enum { messageType = 'J' };
39 
40  /// Unique identifier of the market.
42 
43  /// Electronic trade volume only, excluding block and other volumes.
44  int volume;
45 
46  /// Block volume.
48 
49  /// EFS volume.
50  int efsVolume;
51 
52  /// EFP volume.
53  int efpVolume;
54 
55  /// High price. `DealPriceDenominator` for the market should be applied to
56  /// get the real price.
58 
59  /// Low price. `DealPriceDenominator` for the market should be applied to
60  /// get the real price.
62 
63  /// Weighted Average Price. `DealPriceDenominator` for the market should
64  /// be applied to get the real price.
66 
67  /// Date time is set to the transaction time of the last trade in the
68  /// bundle. If there is no trade in the bundle, it is set to the current
69  /// time. For adjusted trades, the DateTime will be before the current
70  /// time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
72 
73  /// Default constructor.
75 
76  /// Initialize from raw message data.
77  MarketStatistics(const char* data, size_t dataSize);
78 
79  /// Deserialize from raw data.
80  void deserialize(const char* data, size_t dataSize);
81 
82  /// Reset all fields to default values.
83  void reset();
84 
85  /// Returns string representation.
86  std::string toString() const;
87 };
88 
89 /// Make it printable using C++ I/O streams.
90 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const MarketStatistics&);
91 
92 }}}} // namespace MarketData, iMpact, ICE, OnixS
long long Price
Alias for order identifiers type.
Definition: Types.h:54
int volume
Electronic trade volume only, excluding block and other volumes.
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 Market Statistics Message.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57
MarketId marketId
Unique identifier of the market.