OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
OldStyleOptionsTradeAndMarketStats.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::OldStyleOptionsTradeAndMarketStats` 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 Old Style Options Trade and Market Stats Message.
36 struct ONIXS_ICEMDH_EXPORT OldStyleOptionsTradeAndMarketStats
37 {
38  /// Message type constant
39  enum { messageType = 'W' };
40 
41  /// The underlying market ID of this options market.
43 
44  /// Unique identifier of the trade.
46 
47  /// Trade price. `NumDecimalsOptionsPrice` from the underlying market
48  /// should be applied to get the real price.
50 
51  /// Quantity.
52  int quantity;
53 
54  /// Only for off market trade. The value is `' '` when it is a regular
55  /// trade. See Appendix B for the codes and descriptions
57 
58  /// Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT
60 
61  /// Option type.
63 
64  /// Strike price. `NumDecimalsStrikePrice` from the underlying market
65  /// should be applied to get the real strike price.
67 
68  /// Event code.
70 
71  /// Total volume. N/A if set to -1
73 
74  /// Block volume. N/A if set to -1
76 
77  /// EFS volume. N/A if set to -1
78  int efsVolume;
79 
80  /// EFP volume. N/A if set to -1
81  int efpVolume;
82 
83  /// High price. `NumDecimalsOptionsPrice` from the underlying market
84  /// should be applied to get the real price.
86 
87  /// Low price. `NumDecimalsOptionsPrice` from the underlying market should
88  /// be applied to get the real price.
90 
91  /// Weighted Average Price. `NumDecimalsOptionsPrice` from the underlying
92  /// market should be applied to get the real price.
94 
95  /// Default constructor.
97 
98  /// Initialize from raw message data.
99  OldStyleOptionsTradeAndMarketStats(const char* data, size_t dataSize);
100 
101  /// Deserialize from raw data.
102  void deserialize(const char* data, size_t dataSize);
103 
104  /// Reset all fields to default values.
105  void reset();
106 
107  /// Returns string representation.
108  std::string toString() const;
109 };
110 
111 /// Make it printable using C++ I/O streams.
112 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const OldStyleOptionsTradeAndMarketStats&);
113 
114 }}}} // namespace MarketData, iMpact, ICE, OnixS
long long Price
Alias for order identifiers type.
Definition: Types.h:54
MarketId underlyingMarketId
The underlying market ID of this options market.
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 Old Style Options Trade and Market Stats Message.
DateTime transactDateTime
Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
long long TradeId
Alias for order identifiers type.
Definition: Types.h:45
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57