EndOfDayMarketSummary Struct Reference

#include <EndOfDayMarketSummary.h>

Public Types
enum	{ messageType = 'u' }

Public Member Functions
	EndOfDayMarketSummary ()
	EndOfDayMarketSummary (const char *data, size_t dataSize)
void	deserialize (const char *data, 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

Detailed Description

Definition at line 35 of file EndOfDayMarketSummary.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType

Definition at line 38 of file EndOfDayMarketSummary.h.

Constructor & Destructor Documentation

EndOfDayMarketSummary

(

)

Default constructor.

EndOfDayMarketSummary	(	const char *	data,
		size_t	dataSize
	)

Initialize from raw message data.

Member Function Documentation

void deserialize	(	const char *	data,
		size_t	dataSize
	)

Deserialize from raw data.

void reset

(

)

Reset all fields to default values.

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

int blockVolume

Block volume.

Definition at line 47 of file EndOfDayMarketSummary.h.

DateTime dateTime

Date time this message was sent. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 88 of file EndOfDayMarketSummary.h.

int efpVolume

EFP volume.

Definition at line 53 of file EndOfDayMarketSummary.h.

int efsVolume

EFS volume.

Definition at line 50 of file EndOfDayMarketSummary.h.

Price high

High price. DealPriceDenominator for the market should be applied to get the real price.

Definition at line 61 of file EndOfDayMarketSummary.h.

Price low

Low price. DealPriceDenominator for the market should be applied to get the real price.

Definition at line 65 of file EndOfDayMarketSummary.h.

MarketId marketId

Unique identifier of the market.

Definition at line 41 of file EndOfDayMarketSummary.h.

Price openingPrice

Opening price. DealPriceDenominator for the market should be applied to get the real price.

Definition at line 57 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 84 of file EndOfDayMarketSummary.h.

Price settlementPrice

Settlement price. SettlePriceDenominator for the market should be applied to get the real settlement price.

Definition at line 92 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 76 of file EndOfDayMarketSummary.h.

int volume

Total volume.

Definition at line 44 of file EndOfDayMarketSummary.h.

Price vwap

VWAP price. DealPriceDenominator for the market should be applied to get the real price.

Definition at line 69 of file EndOfDayMarketSummary.h.

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The documentation for this struct was generated from the following file:

• OnixS/ICE/iMpact/MarketData/Messages/EndOfDayMarketSummary.h