MarketStatistics Struct Reference

#include <MarketStatistics.h>

Public Types
enum	{ messageType = 'J' }

Public Member Functions
	MarketStatistics ()
	MarketStatistics (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	high
Price	low
Price	vwap
DateTime	dateTime

Detailed Description

Definition at line 35 of file MarketStatistics.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType

Definition at line 38 of file MarketStatistics.h.

Constructor & Destructor Documentation

MarketStatistics

(

)

Default constructor.

MarketStatistics	(	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

int blockVolume

Block volume.

Definition at line 50 of file MarketStatistics.h.

DateTime dateTime

Date time is set to the transaction time of the last trade in the bundle. If there is no trade in the bundle, it is set to the current time. For adjusted trades, the DateTime will be before the current time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 74 of file MarketStatistics.h.

int efpVolume

EFP volume.

Definition at line 56 of file MarketStatistics.h.

int efsVolume

EFS volume.

Definition at line 53 of file MarketStatistics.h.

Price high

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

Definition at line 60 of file MarketStatistics.h.

Price low

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

Definition at line 64 of file MarketStatistics.h.

MarketId marketId

Unique identifier of the market.

Definition at line 44 of file MarketStatistics.h.

int volume

Electronic trade volume only, excluding block and other volumes.

Definition at line 47 of file MarketStatistics.h.

Price vwap

Weighted Average Price. DealPriceDenominator for the market should be applied to get the real price.

Definition at line 68 of file MarketStatistics.h.

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

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