128 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 trade was concluded on the financial instrument.
UInt32 financialInstrumentId
ID of the financial instrument.
virtual ~BV_FINANCIAL_INSTRUMENT_STATISTIC()
Double minPrice
Minimum trading price for the financial instrument.
UInt32 numberOfTrades
Number of trades used in the calculation.
Double maxYield
Maximum trading yield for the financial instrument.
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, hour)
BV_FINANCIAL_INSTRUMENT_STATISTIC()
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.
virtual BV_FINANCIAL_INSTRUMENT_STATISTIC * clone() const
virtual BV_FINANCIAL_INSTRUMENT_STATISTIC * clone(void *) const
TI_FINANCIAL_INSTRUMENT_TYPE::Enum instrumentType
Instrument type.
UInt16 marketAffiliation
Specifies whether the statistic refers to trading activity on a regulated market or on an MTF.
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
Nominal value of financial instrument traded on the market.
unsigned long long UInt64
@ BV_FINANCIAL_INSTRUMENT_STATISTIC