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< Price >	altPrice
Optional< Price >	altHighPrice
Optional< Price >	altLowPrice
Optional< Price >	altVWAP
Optional< Price >	altLastTradePrice
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

Message type constant.

Enumerator
messageType

Definition at line 39 of file SpecialField.h.

Constructor & Destructor Documentation

SpecialField

(

)

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<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 74 of file SpecialField.h.

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 80 of file SpecialField.h.

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<int> annualizationFactor

The number of periods used to annualize a return.

Definition at line 83 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.

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 88 of file SpecialField.h.

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

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