OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.15.1
API documentation
MarkerIndexPrices Struct Reference

#include <MarkerIndexPrices.h>

Public Types

enum  { messageType = 'z' }
 

Public Member Functions

 MarkerIndexPrices ()
 
 MarkerIndexPrices (const char *data, size_t dataSize)
 
void deserialize (const char *data, size_t dataSize)
 
void reset ()
 
std::string toString () const
 

Public Attributes

MarketId marketId
 
Price price
 
std::string shortName
 
DateTime publishedDateTime
 
std::string valuationDate
 
MarkerIndexPricesStatus::Enum status
 
MarketId altMarketId
 
char indexPriceDenominator
 

Detailed Description

Definition at line 36 of file MarkerIndexPrices.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 39 of file MarkerIndexPrices.h.

Constructor & Destructor Documentation

Default constructor.

MarkerIndexPrices ( 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

MarketId altMarketId

The market id of the marker market, or 0 if none is set.

Definition at line 64 of file MarkerIndexPrices.h.

char indexPriceDenominator

This field should be applied to the Price field to get the number of decimals for the Marker/Index.

Definition at line 68 of file MarkerIndexPrices.h.

MarketId marketId

The market ID of the underlying market of the Marker/Index.

Definition at line 42 of file MarkerIndexPrices.h.

Price price

Price. IndexPriceDenominator for the market should be applied to get the real price.

Definition at line 46 of file MarkerIndexPrices.h.

DateTime publishedDateTime

The date and time the marker was put into. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 53 of file MarkerIndexPrices.h.

std::string shortName

The short name date of the Marker/Index. For example Morn5Min.

Definition at line 49 of file MarkerIndexPrices.h.

For Endex Spot markets, the possible values are Current (C), Default (D), Final (F). For non-Endex Spot markets this field will be set to `' '`.

Definition at line 61 of file MarkerIndexPrices.h.

std::string valuationDate

The date this price is effective for, in the format of YYYY-MM-DD.

Definition at line 56 of file MarkerIndexPrices.h.


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