OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
Rfq.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::Rfq` message structure
4  */
5 /*
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22  */
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 RFQ Message.
36 struct ONIXS_ICEMDH_EXPORT Rfq
37 {
38  /// Message type constant
39  enum { messageType = 'k' };
40 
41  /// Unique identifier of the market.
43 
44  /// Date time of the RFQ. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
46 
47  /// System ID of the RFQ.
48  long long rfqSystemId;
49 
50  /// Market type ID.
51  short marketTypeId;
52 
53  /// Unique identifier of the market.
55 
56  /// Quantity.
57  int quantity;
58 
59  /// Tells whether request represents bid or offer.
61 
62  /// Default constructor.
63  Rfq();
64 
65  /// Initialize from raw message data.
66  Rfq(const char* data, size_t dataSize);
67 
68  /// Deserialize from raw data.
69  void deserialize(const char* data, size_t dataSize);
70 
71  /// Reset all fields to default values.
72  void reset();
73 
74  /// Returns string representation.
75  std::string toString() const;
76 };
77 
78 /// Make it printable using C++ I/O streams.
79 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const Rfq&);
80 
81 }}}} // namespace MarketData, iMpact, ICE, OnixS
MarketId marketId
Unique identifier of the market.
Definition: Rfq.h:42
short marketTypeId
Market type ID.
Definition: Rfq.h:51
DateTime messageTimestamp
Date time of the RFQ. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Rfq.h:45
int MarketId
Alias for market identifiers type.
Definition: Types.h:39
MarketId underlyingMarketId
Unique identifier of the market.
Definition: Rfq.h:54
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
Side::Enum side
Tells whether request represents bid or offer.
Definition: Rfq.h:60
long long rfqSystemId
System ID of the RFQ.
Definition: Rfq.h:48
long long DateTime
Represents the number of nanoseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition: Types.h:57
Enum
Trading side constants.
Definition: Enumerations.h:38
This class represents the RFQ Message.
Definition: Rfq.h:36