BV_TRADABLE_INSTRUMENT_STATISTIC Class Reference

#include <OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h>

Public Member Functions
	BV_TRADABLE_INSTRUMENT_STATISTIC ()
virtual	~BV_TRADABLE_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_TRADABLE_INSTRUMENT_STATISTIC *	clone () const
virtual BV_TRADABLE_INSTRUMENT_STATISTIC *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
BV_INSTRUMENT_INFO	instrument
UInt32	sectionId
TI_STATISTIC_TYPE::Enum	type
UInt16	hour
Double	minPrice
Double	maxPrice
Double	avgPrice
Double	minYield
Double	maxYield
Double	avgYield
Double	tradedQty
UInt32	numberOfDeals
UInt64	lastDealTime
TI_TRADE_TYPE::Enum	tradeType
UInt16	marketAffiliation
TI_FLAG::Enum	recalculationFg

Detailed Description

Definition at line 44 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

Constructor & Destructor Documentation

BV_TRADABLE_INSTRUMENT_STATISTIC ( )

inline

Definition at line 47 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

virtual ~BV_TRADABLE_INSTRUMENT_STATISTIC ( )

inlinevirtual

Definition at line 51 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

Member Function Documentation

virtual BV_TRADABLE_INSTRUMENT_STATISTIC* clone ( ) const

virtual

Implements Class.

virtual BV_TRADABLE_INSTRUMENT_STATISTIC* clone ( void *  ) const

virtual

Implements Class.

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 54 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

Double avgPrice

Weighted average trading price for the tradable instrument.

Definition at line 78 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

Double avgYield

Weighted average trading yield for the tradable instrument.

Definition at line 87 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

UInt16 hour

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

Definition at line 69 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

BV_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

Definition at line 60 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

UInt64 lastDealTime

Time at which the last deal was concluded on the tradable instrument.

Definition at line 96 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

UInt16 marketAffiliation

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

Definition at line 102 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

Double maxPrice

Maximum trading price for the tradable instrument.

Definition at line 75 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

Double maxYield

Maximum trading yield for the tradable instrument.

Definition at line 84 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

Double minPrice

Minimum trading price for the tradable instrument.

Definition at line 72 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

Double minYield

Minimum trading yield for the tradable instrument.

Definition at line 81 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

UInt32 numberOfDeals

Number of deals used in the calculation.

Definition at line 93 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

TI_FLAG::Enum recalculationFg

Specifies whether the statistic has been recalculated.

Definition at line 105 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

UInt32 sectionId

Unique ID of the section.

Definition at line 63 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

Double tradedQty

Total quantity of tradable instrument traded on the market.

Definition at line 90 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

TI_TRADE_TYPE::Enum tradeType

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

Definition at line 99 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

TI_STATISTIC_TYPE::Enum type

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

Definition at line 66 of file SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h.

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The documentation for this class was generated from the following file:

• include/OnixS/MTS/BondVision/SDP/Classes/SMP.Classes.BV_TRADABLE_INSTRUMENT_STATISTIC.h