OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.17.0
API documentation
IntervalTieredPriceLimitNotification Struct Reference

#include <IntervalTieredPriceLimitNotification.h>

Public Types

enum  { messageType = 'V' }
 

Public Member Functions

 IntervalTieredPriceLimitNotification ()
 
 IntervalTieredPriceLimitNotification (const char *data, size_t dataSize)
 
void deserialize (const char *data, 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

Default constructor.

IntervalTieredPriceLimitNotification ( 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

Price down

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

Definition at line 62 of file IntervalTieredPriceLimitNotification.h.

int holdDuration

Hold duration, in milliseconds.

Definition at line 54 of file IntervalTieredPriceLimitNotification.h.

IPL/TPL Hold Type.

Definition at line 45 of file IntervalTieredPriceLimitNotification.h.

bool isUp

IPL/TPL bound violation type.

Definition at line 51 of file IntervalTieredPriceLimitNotification.h.

MarketId marketId

Unique identifier of the market.

Definition at line 42 of file IntervalTieredPriceLimitNotification.h.

DateTime notificationDateTime

Date time of the IPL/TPL Hold notification.

Definition at line 48 of file IntervalTieredPriceLimitNotification.h.

IPL/TPL Type.

Definition at line 65 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 58 of file IntervalTieredPriceLimitNotification.h.


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