OldStyleOptionsTradeAndMarketStats.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 OldStyleOptionsTradeAndMarketStats
{
    enum
    {
        messageType = 'W'
    };

    MarketId underlyingMarketId;

    TradeId tradeId;

    Price price;

    int quantity;

    OffMarketTradeType::Enum offMarketTradeType;

    DateTime transactDateTime;

    OptionType::Enum optionType;

    Price strikePrice;

    EventCode::Enum eventCode;

    int totalVolume;

    int blockVolume;

    int efsVolume;

    int efpVolume;

    Price high;

    Price low;

    Price vwap;

    OldStyleOptionsTradeAndMarketStats();

    OldStyleOptionsTradeAndMarketStats(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 OldStyleOptionsTradeAndMarketStats&);
 
}}}} // namespace OnixS::ICE::iMpact::MarketData