CMF_MID_PRICE Class Reference

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

Public Attributes
CMF_INSTRUMENT_INFO	instrument
UInt32	sectionId
CMF_MID_PRICE_SOURCE::Enum	midPriceSource
Double	midPrice
Double	midYield
TI_FLAG::Enum	midPriceFASOrdersFg
Double	bPV
TI_FLAG::Enum	midPriceValidityFg
TI_FLAG::Enum	fixingFg
UInt64	fixingEndValidityTime
UInt64	updateTime

Detailed Description

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

Constructor & Destructor Documentation

CMF_MID_PRICE()

CMF_MID_PRICE ( )

inline

Definition at line 49 of file SMP.Classes.CMF_MID_PRICE.h.

~CMF_MID_PRICE()

virtual ~CMF_MID_PRICE ( )

inlinevirtual

Definition at line 53 of file SMP.Classes.CMF_MID_PRICE.h.

Member Function Documentation

clone() [1/2]

virtual CMF_MID_PRICE * clone ( ) const

virtual

Implements Class.

clone() [2/2]

virtual CMF_MID_PRICE * 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 56 of file SMP.Classes.CMF_MID_PRICE.h.

serializationBufSize()

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

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

toString()

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

bPV

Double bPV

Basis Point Value.

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

fixingEndValidityTime

UInt64 fixingEndValidityTime

End Validity Time in case of Fixing.

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

fixingFg

TI_FLAG::Enum fixingFg

Flag indicating whether the mid-price is a fxing value.

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

instrument

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

midPrice

Double midPrice

Mid price.

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

midPriceFASOrdersFg

TI_FLAG::Enum midPriceFASOrdersFg

Flag indicating the existence of Mid Price FAS orders for this tradable instrument.

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

midPriceSource

CMF_MID_PRICE_SOURCE::Enum midPriceSource

Specifies the source of MidPrice value: Order Book (CAT)

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

midPriceValidityFg

TI_FLAG::Enum midPriceValidityFg

Flag indicating whether the mid-price is valid or not.

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

midYield

Double midYield

Mid yield.

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

sectionId

UInt32 sectionId

Unique ID of the section.

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

updateTime

UInt64 updateTime

Time at which the data was last updated.

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