#include <SpecialField.h>
Public Types | |
enum | { messageType = 'b' } |
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< 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 |
Definition at line 36 of file SpecialField.h.
anonymous enum |
SpecialField | ( | ) |
Default constructor.
SpecialField | ( | const char * | data, |
std::size_t | dataSize | ||
) |
Initialize from raw message data.
void deserialize | ( | const char * | data, |
std::size_t | dataSize | ||
) |
Deserialize from raw data.
void reset | ( | ) |
Reset all fields to default values.
std::string toString | ( | ) | const |
Returns string representation.
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.
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.
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.
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.
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.
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.
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.
Optional<int> annualizationFactor |
The number of periods used to annualize a return.
Definition at line 86 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 70 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 91 of file SpecialField.h.