OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.13.1
API documentation
SpecialField Struct Reference

#include <SpecialField.h>

Public Types

enum  { messageType = 'b' }
 

Public Member Functions

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

Public Attributes

Optional< PricealtPrice
 
Optional< PricealtHighPrice
 
Optional< PricealtLowPrice
 
Optional< PricealtVWAP
 
Optional< PricealtLastTradePrice
 
Optional< bool > aon
 

Detailed Description

Definition at line 36 of file SpecialField.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 39 of file SpecialField.h.

Constructor & Destructor Documentation

Default constructor.

SpecialField ( 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

Optional<Price> altHighPrice

This field is equivalent to High Eris Futures Price. AltPriceDenominator for the market should be applied to get the real alt price.

Definition at line 48 of file SpecialField.h.

Optional<Price> altLastTradePrice

This field is equivalent to Last Trade Eris Futures Price. AltPriceDenominator for the market should be applied to get the real alt price.

Definition at line 63 of file SpecialField.h.

Optional<Price> altLowPrice

This field is equivalent to Low Eris Futures Price. AltPriceDenominator for the market should be applied to get the real alt price.

Definition at line 53 of file SpecialField.h.

Optional<Price> altPrice

This field is equivalent to Eris Futures Price. AltPriceDenominator for the market should be applied to get the real alt price.

Definition at line 43 of file SpecialField.h.

Optional<Price> altVWAP

This field is equivalent to Volume-weighted Average Eris Futures Price. AltPriceDenominator for the market should be applied to get the real alt price.

Definition at line 58 of file SpecialField.h.

Optional<bool> aon

This field indicated if Order is AON order. This is only sent on AON enabled market.

Definition at line 67 of file SpecialField.h.


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