OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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SpecialField Struct Reference

Public Types

enum  

Public Member Functions

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

Public Attributes

Optional< PricealtPrice
Optional< PricealtHighPrice
Optional< PricealtLowPrice
Optional< PricealtVWAP
Optional< PricealtLastTradePrice
Optional< bool > aon
Optional< long long > accruedDistribution
Optional< long long > accruedFunding
Optional< int > annualizationFactor
Optional< int > trfDaysToMaturity

Detailed Description

Definition at line 36 of file SpecialField.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType 'b' 

Definition at line 39 of file SpecialField.h.

Constructor & Destructor Documentation

◆ SpecialField() [1/2]

Default constructor.

◆ SpecialField() [2/2]

SpecialField ( 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

◆ accruedDistribution

Optional<long long> accruedDistribution

The sum of all daily distributions. Daily Distribution on a given day is equal to the latest UKXCD value (published the business day prior) subtracted from the prior value of UKXCD. Daily Distributions (t) = Distribution Index (t) - Distribution Index (t-1) NumDecimals will be

Definition at line 77 of file SpecialField.h.

◆ accruedFunding

Optional<long long> accruedFunding

The sum of all daily funding values. Daily Funding is calculated on a given day using the following formula: Daily Funding(t) = Index Close (t-1) * FundingRate (t-1) * (Funding Days (t) / Annualization Factor) NumDecimals will be 6.

Definition at line 83 of file SpecialField.h.

◆ altHighPrice

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 51 of file SpecialField.h.

◆ altLastTradePrice

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 66 of file SpecialField.h.

◆ altLowPrice

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 56 of file SpecialField.h.

◆ altPrice

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 46 of file SpecialField.h.

◆ altVWAP

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 61 of file SpecialField.h.

◆ annualizationFactor

Optional<int> annualizationFactor

The number of periods used to annualize a return.

Definition at line 86 of file SpecialField.h.

◆ aon

Optional<bool> aon

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

Definition at line 70 of file SpecialField.h.

◆ trfDaysToMaturity

Optional<int> trfDaysToMaturity

This is a weighting factor determined for each expiry calculated daily using the following formula: TRF Days to Maturity(t) = [expiry date + 2 Settlement days] - [ t + 2 Settlement days]

Definition at line 91 of file SpecialField.h.