OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
PreOpenPriceIndicator.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::PreOpenPriceIndicator` 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 Pre-Open Price Indicator Message.
35 struct ONIXS_ICEMDH_EXPORT PreOpenPriceIndicator
36 {
37  /// Message type constant
38  enum { messageType = 'g' };
39 
40  /// Unique identifier of the market.
42 
43  /// Pre-open price. DealPriceDenominator for the market should be.
45 
46  /// Date time the message was sent. Milliseconds since Jan 1st, 1970,
47  /// 00:00:00 GMT.
49 
50  /// This field will always be set to `Y`. `PreOpenVolume` will be set to
51  /// `0` if there is no volume that will trade during pre-open.
53 
54  /// Indicative volume that would trade at the `PreOpenPrice`.
56 
57  /// Default constructor.
59 
60  /// Initialize from raw message data.
61  PreOpenPriceIndicator(const char* data, size_t dataSize);
62 
63  /// Deserialize from raw data.
64  void deserialize(const char* data, size_t dataSize);
65 
66  /// Reset all fields to default values.
67  void reset();
68 
69  /// Returns string representation.
70  std::string toString() const;
71 };
72 
73 /// Make it printable using C++ I/O streams.
74 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const PreOpenPriceIndicator&);
75 
76 }}}} // namespace MarketData, iMpact, ICE, OnixS
long long Price
Alias for order identifiers type.
Definition: Types.h:54
Price preOpenPrice
Pre-open price. DealPriceDenominator for the market should be.
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 Pre-Open Price Indicator Message.
int preOpenVolume
Indicative volume that would trade at the PreOpenPrice.
MarketId marketId
Unique identifier of the market.
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57