OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h
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1#pragma once
2/*
3* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
4*
5* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
6* and international copyright treaties.
7*
8* Access to and use of the software is governed by the terms of the applicable ONIXS Software
9* Services Agreement (the Agreement) and Customer end user license agreements granting
10* a non-assignable, non-transferable and non-exclusive license to use the software
11* for it's own data processing purposes under the terms defined in the Agreement.
12*
13* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
14* of this source code or associated reference material to any other location for further reproduction
15* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
16*
17* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18* the terms of the Agreement is a violation of copyright law.
19*/
20
21
22/*
23--------------
24GENERATED FILE
25--------------
26*/
27
28
29#include <string>
33
34
35namespace OnixS {
36namespace Mts {
37namespace BondVision {
38namespace SDP {
39
40
41
43class ONIXS_MTS_BONDVISION_SDP_API BV_FINANCIAL_INSTRUMENT_STATISTIC : public Class
44{
45public:
49
51
53 virtual ClassId::Enum id() const
54 {
56 }
57
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74 Double minPrice; // DOUBLE presentation
75
77 Double maxPrice; // DOUBLE presentation
78
80 Double avgPrice; // DOUBLE presentation
81
83 Double minYield; // DOUBLE presentation
84
86 Double maxYield; // DOUBLE presentation
87
89 Double avgYield; // DOUBLE presentation
90
92 Double tradedNominalValue; // DOUBLE presentation
93
96
98 UInt64 lastTradeTime; // UTIME presentation
99
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114 size_t deserialize(const void* buf, size_t inLen);
115
117 virtual std::string toString () const;
118
120 virtual size_t serializationBufSize() const { return 104; }
121
124
126
127private:
128 virtual size_t serialize(void* buf) const;
129
130};
131
132
133}
134}
135}
136}
TI_TRADE_TYPE::Enum tradeType
Specifies whether the statistic refers to normal trading activity or to a RFQ, RFCQ,...
UInt64 lastTradeTime
Time at which the last trade was concluded on the financial instrument.
UInt16 hour
Hour or interval to which the market statistics refer. Significant only for Type = TI_STATISTIC_TYPE_...
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)
TI_FLAG::Enum greyMarketFlag
Flag indicating whether the financial instrument was on the the Grey Market at negotiation time.
virtual BV_FINANCIAL_INSTRUMENT_STATISTIC * clone() const
virtual BV_FINANCIAL_INSTRUMENT_STATISTIC * clone(void *) const
UInt16 marketAffiliation
Specifies whether the statistic refers to trading activity on a regulated market or on an MTF.
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
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45