OnixS C++ MTS Cash SDP Handler 1.7.0
API documentation
Loading...
Searching...
No Matches
SMP.Classes.CMF_TRADABLE_INSTRUMENT_STATISTIC.h
Go to the documentation of this file.
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_TRADABLE_INSTRUMENT_STATISTIC : public Class
47{
48public:
52
54
56 virtual ClassId::Enum id() const
57 {
59 }
60
61
64
67
70
73
76
79
82
85
88
91
94
97
100
103
106
108 size_t deserialize(const void* buf, size_t inLen);
109
111 virtual std::string toString () const;
112
114 virtual size_t serializationBufSize() const { return 96; }
115
118
120
121private:
122 virtual size_t serialize(void* buf) const;
123
124};
125
126
127}
128}
129}
130}
TI_TRADE_TYPE::Enum tradeType
Specifies whether the statistic refers to normal trading activity or to a RFQ ...
virtual CMF_TRADABLE_INSTRUMENT_STATISTIC * clone() const
CMF_INSTRUMENT_INFO instrument
Data regarding the tradable instrument.
Double tradedQty
Total quantity of tradable instrument traded on the market.
virtual CMF_TRADABLE_INSTRUMENT_STATISTIC * clone(void *) const
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)
UInt64 lastDealTime
Time at which the last deal was concluded on the tradable instrument.
size_t deserialize(const void *buf, size_t inLen)
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 int UInt32
Definition Defines.h:46
unsigned long long UInt64
Definition Defines.h:47
unsigned short UInt16
Definition Defines.h:45