OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
OptionSettlementPrice.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::OptionSettlementPrice` message structure
4  */
5 /*
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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 Option Settlement Price Message.
35 struct ONIXS_ICEMDH_EXPORT OptionSettlementPrice
36 {
37  /// Message type constant
38  enum { messageType = 'w' };
39 
40  /// Unique identifier of the market.
42 
43  /// Settlement price. `DealPriceDenominator` for the market should be
44  /// applied to get this price. This field is kept here for backward
45  /// compatibility. Client should use the new SettlementPrice field (added
46  /// in 1.1.14) for better precision. DealPriceDenominator and
47  /// SettlePriceDenominator might be different for some markets.
49 
50  /// Date time the message was sent. Milliseconds since Jan 1st, 1970,
51  /// 00:00:00 GMT.
53 
54  /// Flag to indicate this is official settlement price or not.
55  bool isOfficial;
56 
57  /// Date time the settlement price is for. Milliseconds since Jan 1st,
58  /// 1970, 00:00:00 GMT. Only date (in GMT) is applicable, though time
59  /// value is populated for legacy reason.
61 
62  /// Apply `2` as the denominator to get the real value.
63  long long volatility;
64 
65  /// Settlement price. SettlePriceDenominator for the market should be
66  /// applied to get the actual settlement price.
68 
69  /// Apply `2` as the denominator to get the real value. For example, delta
70  /// of 3.00 will be sent as 300.
71  long long delta;
72 
73  /// Default constructor.
75 
76  /// Initialize from raw message data.
77  OptionSettlementPrice(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 OptionSettlementPrice&);
91 
92 }}}} // namespace MarketData, iMpact, ICE, OnixS
long long Price
Alias for order identifiers type.
Definition: Types.h:54
bool isOfficial
Flag to indicate this is official settlement price or not.
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.
MarketId marketId
Unique identifier of the market.
long long volatility
Apply 2 as the denominator to get the real value.
This class represents the Option Settlement Price Message.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57