OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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SMP.Classes.BV_TRADABLE_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>
34
35
36namespace OnixS {
37namespace Mts {
38namespace BondVision {
39namespace SDP {
40
41
42
44class ONIXS_MTS_BONDVISION_SDP_API BV_TRADABLE_INSTRUMENT_STATISTIC : public Class
45{
46public:
50
52
54 virtual ClassId::Enum id() const
55 {
57 }
58
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70
72 Double minPrice; // DOUBLE presentation
73
75 Double maxPrice; // DOUBLE presentation
76
78 Double avgPrice; // DOUBLE presentation
79
81 Double minYield; // DOUBLE presentation
82
84 Double maxYield; // DOUBLE presentation
85
87 Double avgYield; // DOUBLE presentation
88
90 Double tradedQty; // DOUBLE presentation
91
94
96 UInt64 lastDealTime; // UTIME presentation
97
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109 size_t deserialize(const void* buf, size_t inLen);
110
112 virtual std::string toString () const;
113
115 virtual size_t serializationBufSize() const { return 100; }
116
119
121
122private:
123 virtual size_t serialize(void* buf) const;
124
125};
126
127
128}
129}
130}
131}
TI_TRADE_TYPE::Enum tradeType
Specifies whether the statistic refers to normal trading activity or to a RFQ, RFCQ,...
virtual BV_TRADABLE_INSTRUMENT_STATISTIC * clone() const
Double tradedQty
Total quantity of tradable instrument traded on the market.
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 tradable instrument.
TI_STATISTIC_TYPE::Enum type
Period to which the statistics refer (e.g. yesterday, today, hour)
virtual BV_TRADABLE_INSTRUMENT_STATISTIC * clone(void *) const
UInt16 marketAffiliation
Specifies whether the statistic refers to trading activity on a regulated market or on an MTF.
UInt64 lastDealTime
Time at which the last deal was concluded on the tradable instrument.
TI_FLAG::Enum recalculationFg
Specifies whether the statistic has been recalculated.
Double avgYield
Weighted average trading yield for the tradable instrument.
virtual std::string toString() const
Provides string presentation.
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45