OnixS C++ MTS Bond Vision SDP Handler 1.3.0
API documentation
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BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC Class Reference

Public Member Functions

 BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC ()
virtual ~BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC ()
virtual ClassId::Enum id () const
size_t deserialize (const void *buf, size_t inLen)
virtual std::string toString () const
virtual size_t serializationBufSize () const
virtual BV_CMF_FINANCIAL_INSTRUMENT_STATISTICclone () const
virtual BV_CMF_FINANCIAL_INSTRUMENT_STATISTICclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

UInt32 financialInstrumentId
UInt32 sectionId
std::string cMFSectionCode
std::string cMFSectionDesc
TI_STATISTIC_TYPE::Enum type
UInt16 hour
TI_FLAG::Enum greyMarketFlag
Double minPrice
Double maxPrice
Double avgPrice
Double minYield
Double maxYield
Double avgYield
Double tradedNominalValue
UInt32 numberOfTrades
UInt64 lastTradeTime
TI_TRADE_TYPE::Enum tradeType
TI_FINANCIAL_INSTRUMENT_TYPE::Enum instrumentType
TI_FLAG::Enum recalculationFg

Detailed Description

Constructor & Destructor Documentation

◆ BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC()

◆ ~BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC()

Member Function Documentation

◆ clone() [1/2]

virtual BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC * clone ( void * ) const
virtual

Implements Class.

◆ deserialize()

size_t deserialize ( const void * buf,
size_t inLen )

◆ id()

virtual ClassId::Enum id ( ) const
inlinevirtual

Class id.

Implements Class.

Definition at line 55 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 125 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ toString()

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

◆ avgPrice

Double avgPrice

Weighted average trading price for the financial instrument.

Definition at line 88 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ avgYield

Double avgYield

Weighted average trading yield for the financial instrument.

Definition at line 97 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ cMFSectionCode

std::string cMFSectionCode

CMF section code.

Definition at line 67 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ cMFSectionDesc

std::string cMFSectionDesc

CMF section description.

Definition at line 70 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ financialInstrumentId

UInt32 financialInstrumentId

ID of the financial instrument.

Definition at line 61 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ greyMarketFlag

TI_FLAG::Enum greyMarketFlag

Flag indicating whether the financial instrument was on the the Grey Market at negotiation time.

Definition at line 79 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ hour

UInt16 hour

Hour or interval to which the market statistics refer. Significant only for Type = TI_STATISTIC_TYPE_Hour.

Definition at line 76 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ instrumentType

Instrument type.

Definition at line 112 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ lastTradeTime

UInt64 lastTradeTime

Time at which the last valid deal was concluded on the financial instrument.

Definition at line 106 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ maxPrice

Double maxPrice

Maximum trading price for the financial instrument.

Definition at line 85 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ maxYield

Double maxYield

Maximum trading yield for the financial instrument.

Definition at line 94 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ minPrice

Double minPrice

Minimum trading price for the financial instrument.

Definition at line 82 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ minYield

Double minYield

Minimum trading yield for the financial instrument.

Definition at line 91 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ numberOfTrades

UInt32 numberOfTrades

Number of concluded trades used in the calculation.

Definition at line 103 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ recalculationFg

TI_FLAG::Enum recalculationFg

Specifies whether the statistic has been recalculated.

Definition at line 115 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ sectionId

UInt32 sectionId

Unique ID of the section.

Definition at line 64 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ tradedNominalValue

Double tradedNominalValue

Total quantity traded.

Definition at line 100 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ tradeType

Specifies whether the statistic refers to normal trading activity or to a RFQ, RFCQ, etc.

Definition at line 109 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.

◆ type

Period to which the statistics refer (e.g. yesterday, today, now, life)

Definition at line 73 of file SMP.Classes.BV_CMF_FINANCIAL_INSTRUMENT_STATISTIC.h.