SettlementPrice Struct Reference

#include <SettlementPrice.h>

Public Types
enum	{ messageType = 'O' }

Public Member Functions
	SettlementPrice ()
	SettlementPrice (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	settlementPriceWithDealPricePrecision
DateTime	dateTime
bool	isOfficial
DateTime	valuationDateTime
Price	settlementPrice

Detailed Description

Definition at line 35 of file SettlementPrice.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType

Definition at line 38 of file SettlementPrice.h.

Constructor & Destructor Documentation

SettlementPrice

(

)

Default constructor.

SettlementPrice	(	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

DateTime dateTime

Date time the message was sent. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 52 of file SettlementPrice.h.

bool isOfficial

Flag to indicate this is official settlement price or not.

Definition at line 55 of file SettlementPrice.h.

MarketId marketId

Unique identifier of the market.

Definition at line 41 of file SettlementPrice.h.

Price settlementPrice

Settlement price. SettlePriceDenominator for the market should be applied to get the actual settlement price.

Definition at line 64 of file SettlementPrice.h.

Price settlementPriceWithDealPricePrecision

Settlement price. DealPriceDenominator for the market should be applied to get this price. This field is kept here for backward compatibility. Client should use the new SettlementPrice field (added in 1.1.14) for better precision. DealPriceDenominator and SettlePriceDenominator might be different for some markets.

Definition at line 48 of file SettlementPrice.h.

DateTime valuationDateTime

Date time the settlement price is for. Milliseconds since Jan 1st, 1970, 00:00:00 GMT. Only date (in GMT) is applicable, though time value is populated for legacy reason.

Definition at line 60 of file SettlementPrice.h.

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

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