OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
Loading...
Searching...
No Matches
MarketStatistics Struct Reference

Public Types

enum  

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

anonymous enum

Message type constant.

Enumerator
messageType 'J' 

Definition at line 38 of file MarketStatistics.h.

Constructor & Destructor Documentation

◆ MarketStatistics() [1/2]

Default constructor.

◆ MarketStatistics() [2/2]

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

Initialize from raw message data.

Member Function Documentation

◆ deserialize()

void deserialize ( const char * data,
std::size_t dataSize )

Deserialize from raw data.

◆ reset()

void reset ( )

Reset all fields to default values.

◆ toString()

std::string toString ( ) const

Returns string representation.

Member Data Documentation

◆ blockVolume

int blockVolume

Block volume.

Definition at line 50 of file MarketStatistics.h.

◆ dateTime

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.

◆ efpVolume

int efpVolume

EFP volume.

Definition at line 56 of file MarketStatistics.h.

◆ efsVolume

int efsVolume

EFS volume.

Definition at line 53 of file MarketStatistics.h.

◆ high

Price high

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

Definition at line 60 of file MarketStatistics.h.

◆ low

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 marketId

Unique identifier of the market.

Definition at line 44 of file MarketStatistics.h.

◆ volume

int volume

Electronic trade volume only, excluding block and other volumes.

Definition at line 47 of file MarketStatistics.h.

◆ vwap

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.