IntervalTieredPriceLimitNotification Struct Reference

#include <IntervalTieredPriceLimitNotification.h>

Public Types
enum	{ messageType = 'V' }

Public Member Functions
	IntervalTieredPriceLimitNotification ()
	IntervalTieredPriceLimitNotification (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
IplTplHoldType::Enum	holdType
DateTime	notificationDateTime
bool	isUp
int	holdDuration
Price	up
Price	down
IplTplType::Enum	type

Detailed Description

Definition at line 36 of file IntervalTieredPriceLimitNotification.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType

Definition at line 39 of file IntervalTieredPriceLimitNotification.h.

Constructor & Destructor Documentation

IntervalTieredPriceLimitNotification

(

)

Default constructor.

IntervalTieredPriceLimitNotification	(	const char *	data,
		std::size_t	dataSize
	)

Initialize from raw message data.

Member Function Documentation

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.

Member Data Documentation

Price down

IPL lower bound. OrderPriceDenominator for the market should be applied to get the real price limit.

Definition at line 65 of file IntervalTieredPriceLimitNotification.h.

int holdDuration

Hold duration, in milliseconds.

Definition at line 57 of file IntervalTieredPriceLimitNotification.h.

IplTplHoldType::Enum holdType

IPL/TPL Hold Type.

Definition at line 48 of file IntervalTieredPriceLimitNotification.h.

bool isUp

IPL/TPL bound violation type.

Definition at line 54 of file IntervalTieredPriceLimitNotification.h.

MarketId marketId

Unique identifier of the market.

Definition at line 45 of file IntervalTieredPriceLimitNotification.h.

DateTime notificationDateTime

Date time of the IPL/TPL Hold notification.

Definition at line 51 of file IntervalTieredPriceLimitNotification.h.

IplTplType::Enum type

IPL/TPL Type.

Definition at line 68 of file IntervalTieredPriceLimitNotification.h.

Price up

IPL upper bound. OrderPriceDenominator for the market should be applied to get the real price limit.

Definition at line 61 of file IntervalTieredPriceLimitNotification.h.

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

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