133 virtual size_t serialize(
void* buf)
const;
TI_TRADE_TYPE::Enum tradeType
Specifies whether the statistic refers to normal trading activity or to a RFQ, RFCQ,...
virtual ClassId::Enum id() const
Class id.
virtual size_t serializationBufSize() const
UInt64 lastTradeTime
Time at which the last valid deal was concluded on the financial instrument.
UInt32 financialInstrumentId
ID of the financial instrument.
virtual BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC * clone() const
Double minPrice
Minimum trading price for the financial instrument.
UInt32 numberOfTrades
Number of concluded trades used in the calculation.
Double maxYield
Maximum trading yield for the financial instrument.
std::string cMFSectionDesc
CMF section description.
UInt16 hour
Hour or interval to which the market statistics refer. Significant only for Type = TI_STATISTIC_TYPE_...
Double minYield
Minimum trading yield for the financial instrument.
Double avgPrice
Weighted average trading price for the financial instrument.
TI_STATISTIC_TYPE::Enum type
Period to which the statistics refer (e.g. yesterday, today, now, life)
TI_FLAG::Enum greyMarketFlag
Flag indicating whether the financial instrument was on the the Grey Market at negotiation time.
UInt32 sectionId
Unique ID of the section.
std::string cMFSectionCode
CMF section code.
TI_FINANCIAL_INSTRUMENT_TYPE::Enum instrumentType
Instrument type.
virtual ~BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC()
Double maxPrice
Maximum trading price for the financial instrument.
size_t deserialize(const void *buf, size_t inLen)
TI_FLAG::Enum recalculationFg
Specifies whether the statistic has been recalculated.
Double avgYield
Weighted average trading yield for the financial instrument.
virtual std::string toString() const
Provides string presentation.
Double tradedNominalValue
Total quantity traded.
BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC()
virtual BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC * clone(void *) const
unsigned long long UInt64
@ BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC