OnixS C++ MTS Cash SDP Handler 1.8.0
API documentation
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CMF_TRADABLE_INSTRUMENT_STATISTIC Class Reference

Public Member Functions

 CMF_TRADABLE_INSTRUMENT_STATISTIC ()
virtual ~CMF_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 CMF_TRADABLE_INSTRUMENT_STATISTICclone () const
virtual CMF_TRADABLE_INSTRUMENT_STATISTICclone (void *) const
Public Member Functions inherited from Class
virtual ~Class ()
size_t getMaxMessageSize () const

Public Attributes

CMF_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
TI_FLAG::Enum recalculationFg

Detailed Description

Constructor & Destructor Documentation

◆ CMF_TRADABLE_INSTRUMENT_STATISTIC()

◆ ~CMF_TRADABLE_INSTRUMENT_STATISTIC()

virtual ~CMF_TRADABLE_INSTRUMENT_STATISTIC ( )
inlinevirtual

Member Function Documentation

◆ clone() [1/2]

virtual CMF_TRADABLE_INSTRUMENT_STATISTIC * clone ( ) const
virtual

Implements Class.

◆ clone() [2/2]

virtual CMF_TRADABLE_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 56 of file SMP.Classes.CMF_TRADABLE_INSTRUMENT_STATISTIC.h.

◆ serializationBufSize()

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 114 of file SMP.Classes.CMF_TRADABLE_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 tradable instrument.

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

◆ avgYield

Double avgYield

Weighted average trading yield for the tradable instrument.

Definition at line 90 of file SMP.Classes.CMF_TRADABLE_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 72 of file SMP.Classes.CMF_TRADABLE_INSTRUMENT_STATISTIC.h.

◆ instrument

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

◆ lastDealTime

UInt64 lastDealTime

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

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

◆ maxPrice

Double maxPrice

Maximum trading price for the tradable instrument.

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

◆ maxYield

Double maxYield

Maximum trading yield for the tradable instrument.

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

◆ minPrice

Double minPrice

Minimum trading price for the tradable instrument.

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

◆ minYield

Double minYield

Minimum trading yield for the tradable instrument.

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

◆ numberOfDeals

UInt32 numberOfDeals

Number of deals used in the calculation.

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

◆ recalculationFg

TI_FLAG::Enum recalculationFg

Specifies whether the statistic has been recalculated.

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

◆ sectionId

UInt32 sectionId

Unique ID of the section.

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

◆ tradedQty

Double tradedQty

Total quantity of tradable instrument traded on the market.

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

◆ tradeType

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

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

◆ type

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

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