OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.18.0
API documentation
SpecialField.h
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1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::SpecialField` message structure
4  */
5 /*
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23 
24 #pragma once
25 
26 #include "../Export.h"
27 #include "../Optional.h"
28 #include "../Types.h"
29 
30 #include <iosfwd>
31 #include <string>
32 
33 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
34 
35 /// This class represents the Special Field Message.
36 struct ONIXS_ICEMDH_EXPORT SpecialField
37 {
38  /// Message type constant
39  enum
40  {
41  messageType = 'b'
42  };
43 
44  /// This field is equivalent to Eris Futures Price. AltPriceDenominator
45  /// for the market should be applied to get the real alt price.
47 
48  /// This field is equivalent to High Eris Futures Price.
49  /// AltPriceDenominator for the market should be applied to get the real
50  /// alt price.
52 
53  /// This field is equivalent to Low Eris Futures Price.
54  /// AltPriceDenominator for the market should be applied to get the real
55  /// alt price.
57 
58  /// This field is equivalent to Volume-weighted Average Eris Futures
59  /// Price. AltPriceDenominator for the market should be applied to get the
60  /// real alt price.
62 
63  /// This field is equivalent to Last Trade Eris Futures Price.
64  /// AltPriceDenominator for the market should be applied to get the real
65  /// alt price.
67 
68  /// This field indicated if Order is AON order. This is only sent on AON
69  /// enabled market.
71 
72  /// The sum of all daily distributions. Daily Distribution on a given day
73  /// is equal to the latest UKXCD value (published the business day prior)
74  /// subtracted from the prior value of UKXCD. Daily Distributions (t) =
75  /// Distribution Index (t) - Distribution Index (t-1) NumDecimals will be
76  /// 2.
78 
79  /// The sum of all daily funding values. Daily Funding is calculated on a
80  /// given day using the following formula: Daily Funding(t) = Index Close
81  /// (t-1) * FundingRate (t-1) * (Funding Days (t) / Annualization Factor)
82  /// NumDecimals will be 6.
84 
85  /// The number of periods used to annualize a return.
87 
88  /// This is a weighting factor determined for each expiry calculated daily
89  /// using the following formula: TRF Days to Maturity(t) = [expiry date +
90  /// 2 Settlement days] - [ t + 2 Settlement days]
92 
93  /// Default constructor.
94  SpecialField();
95 
96  /// Initialize from raw message data.
97  SpecialField(const char* data, std::size_t dataSize);
98 
99  /// Deserialize from raw data.
100  void deserialize(const char* data, std::size_t dataSize);
101 
102  /// Reset all fields to default values.
103  void reset();
104 
105  /// Returns string representation.
106  std::string toString() const;
107 };
108 
109 /// Make it printable using C++ I/O streams.
110 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const SpecialField&);
111 
112 }}}} // namespace OnixS::ICE::iMpact::MarketData
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
This class represents the Special Field Message.
Definition: SpecialField.h:36
Optional< int > annualizationFactor
The number of periods used to annualize a return.
Definition: SpecialField.h:86