BV_FINANCIAL_INSTRUMENT_STATISTIC Class Reference

Public Member Functions
	BV_FINANCIAL_INSTRUMENT_STATISTIC ()
virtual	~BV_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_FINANCIAL_INSTRUMENT_STATISTIC *	clone () const
virtual BV_FINANCIAL_INSTRUMENT_STATISTIC *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
UInt32	financialInstrumentId
UInt32	sectionId
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
UInt16	marketAffiliation
TI_FINANCIAL_INSTRUMENT_TYPE::Enum	instrumentType
TI_FLAG::Enum	recalculationFg

Detailed Description

Definition at line 43 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

Constructor & Destructor Documentation

BV_FINANCIAL_INSTRUMENT_STATISTIC()

BV_FINANCIAL_INSTRUMENT_STATISTIC ( )

inline

Definition at line 46 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

~BV_FINANCIAL_INSTRUMENT_STATISTIC()

virtual ~BV_FINANCIAL_INSTRUMENT_STATISTIC ( )

inlinevirtual

Definition at line 50 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

Member Function Documentation

clone() [1/2]

virtual BV_FINANCIAL_INSTRUMENT_STATISTIC * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual BV_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 53 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 120 of file SMP.Classes.BV_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 80 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

avgYield

Double avgYield

Weighted average trading yield for the financial instrument.

Definition at line 89 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

financialInstrumentId

UInt32 financialInstrumentId

ID of the financial instrument.

Definition at line 59 of file SMP.Classes.BV_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 71 of file SMP.Classes.BV_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 68 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

instrumentType

TI_FINANCIAL_INSTRUMENT_TYPE::Enum instrumentType

Instrument type.

Definition at line 107 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

lastTradeTime

UInt64 lastTradeTime

Time at which the last trade was concluded on the financial instrument.

Definition at line 98 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

marketAffiliation

UInt16 marketAffiliation

Specifies whether the statistic refers to trading activity on a regulated market or on an MTF.

Definition at line 104 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

maxPrice

Double maxPrice

Maximum trading price for the financial instrument.

Definition at line 77 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

maxYield

Double maxYield

Maximum trading yield for the financial instrument.

Definition at line 86 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

minPrice

Double minPrice

Minimum trading price for the financial instrument.

Definition at line 74 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

minYield

Double minYield

Minimum trading yield for the financial instrument.

Definition at line 83 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

numberOfTrades

UInt32 numberOfTrades

Number of trades used in the calculation.

Definition at line 95 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

recalculationFg

TI_FLAG::Enum recalculationFg

Specifies whether the statistic has been recalculated.

Definition at line 110 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

sectionId

UInt32 sectionId

Unique ID of the section.

Definition at line 62 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

tradedNominalValue

Double tradedNominalValue

Nominal value of financial instrument traded on the market.

Definition at line 92 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

tradeType

TI_TRADE_TYPE::Enum tradeType

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

Definition at line 101 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.

type

TI_STATISTIC_TYPE::Enum type

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

Definition at line 65 of file SMP.Classes.BV_FINANCIAL_INSTRUMENT_STATISTIC.h.