#include <EndOfDayMarketSummary.h>
Public Types | |
enum | { messageType = 'u' } |
Public Member Functions | |
EndOfDayMarketSummary () | |
EndOfDayMarketSummary (const char *data, std::size_t dataSize) | |
void | deserialize (const char *data, std::size_t dataSize) |
void | reset () |
std::string | toString () const |
Public Attributes | |
MarketId | marketId |
int | volume |
int | blockVolume |
int | efsVolume |
int | efpVolume |
Price | openingPrice |
Price | high |
Price | low |
Price | vwap |
Price | settlementPriceWithDealPricePrecision |
int | openInterest |
DateTime | dateTime |
Price | settlementPrice |
Definition at line 35 of file EndOfDayMarketSummary.h.
anonymous enum |
Default constructor.
EndOfDayMarketSummary | ( | const char * | data, |
std::size_t | dataSize | ||
) |
Initialize from raw message data.
void deserialize | ( | const char * | data, |
std::size_t | dataSize | ||
) |
Deserialize from raw data.
void reset | ( | ) |
Reset all fields to default values.
std::string toString | ( | ) | const |
Returns string representation.
int blockVolume |
Block volume.
Definition at line 50 of file EndOfDayMarketSummary.h.
DateTime dateTime |
Date time this message was sent. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
Definition at line 91 of file EndOfDayMarketSummary.h.
int efpVolume |
EFP volume.
Definition at line 56 of file EndOfDayMarketSummary.h.
int efsVolume |
EFS volume.
Definition at line 53 of file EndOfDayMarketSummary.h.
Price high |
High price. DealPriceDenominator
for the market should be applied to get the real price.
Definition at line 64 of file EndOfDayMarketSummary.h.
Price low |
Low price. DealPriceDenominator
for the market should be applied to get the real price.
Definition at line 68 of file EndOfDayMarketSummary.h.
MarketId marketId |
Unique identifier of the market.
Definition at line 44 of file EndOfDayMarketSummary.h.
Price openingPrice |
Opening price. DealPriceDenominator
for the market should be applied to get the real price.
Definition at line 60 of file EndOfDayMarketSummary.h.
int openInterest |
The number of open contracts of derivatives like futures and options that have a time limit after which they expire. Open interest in a derivative is the sum of all contracts that have not expired, been exercised or physically delivered. Moreover, the open interest is the number of long positions or, equivalently, the number of short positions.
Definition at line 87 of file EndOfDayMarketSummary.h.
Price settlementPrice |
Settlement price. SettlePriceDenominator
for the market should be applied to get the real settlement price.
Definition at line 95 of file EndOfDayMarketSummary.h.
Price settlementPriceWithDealPricePrecision |
Settlement price. DealPriceDenominator
for the market should be applied to get the real price. This field is kept here for backward compatibility. Client should use the new SettlementPrice field (added in 1.1.23) for better precision. DealPriceDenominator
and SettlePriceDenominator
might be different for some markets.
Definition at line 79 of file EndOfDayMarketSummary.h.
int volume |
Total volume.
Definition at line 47 of file EndOfDayMarketSummary.h.
Price vwap |
VWAP price. DealPriceDenominator
for the market should be applied to get the real price.
Definition at line 72 of file EndOfDayMarketSummary.h.