OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
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SMP.Classes.CMF_MID_PRICE.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>
30
36
37
38namespace OnixS {
39namespace Mts {
40namespace Cash {
41namespace SDP {
42
43
44
46class ONIXS_MTS_CASH_SDP_API CMF_MID_PRICE : public Class
47{
48public:
50 {
51 }
52
53 virtual ~CMF_MID_PRICE() {}
54
56 virtual ClassId::Enum id() const
57 {
59 }
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96 size_t deserialize(const void* buf, size_t inLen);
97
99 virtual std::string toString () const;
100
102 virtual size_t serializationBufSize() const { return 68; }
103
105 virtual CMF_MID_PRICE* clone() const;
106
107 virtual CMF_MID_PRICE* clone(void*) const;
108
109private:
110 virtual size_t serialize(void* buf) const;
111
112};
113
114
115}
116}
117}
118}
virtual ClassId::Enum id() const
Class id.
UInt64 updateTime
Time at which the data was last updated.
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
UInt64 fixingEndValidityTime
End Validity Time in case of Fixing.
virtual CMF_MID_PRICE * clone() const
TI_FLAG::Enum fixingFg
Flag indicating whether the mid-price is a fxing value.
TI_FLAG::Enum midPriceValidityFg
Flag indicating whether the mid-price is valid or not.
virtual CMF_MID_PRICE * clone(void *) const
UInt32 sectionId
Unique ID of the section.
CMF_MID_PRICE_SOURCE::Enum midPriceSource
Specifies the source of MidPrice value: Order Book (CAT)
TI_FLAG::Enum midPriceFASOrdersFg
Flag indicating the existence of Mid Price FAS orders for this tradable instrument.
size_t deserialize(const void *buf, size_t inLen)
virtual std::string toString() const
Provides string presentation.
unsigned int UInt32
Definition Defines.h:46
unsigned long long UInt64
Definition Defines.h:47