OnixS C++ MTS Cash SDP Handler  1.6.5
API documentation
CMF_TRADABLE_INSTRUMENT_STATISTIC Class Reference

#include <OnixS/MTS/Cash/SDP/Classes/SMP.Classes.CMF_TRADABLE_INSTRUMENT_STATISTIC.h>

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

virtual ~CMF_TRADABLE_INSTRUMENT_STATISTIC ( )
inlinevirtual

Member Function Documentation

virtual CMF_TRADABLE_INSTRUMENT_STATISTIC* clone ( ) const
virtual

Implements Class.

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

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 114 of file SMP.Classes.CMF_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 81 of file SMP.Classes.CMF_TRADABLE_INSTRUMENT_STATISTIC.h.

Double avgYield

Weighted average trading yield for the tradable instrument.

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

CMF_INSTRUMENT_INFO instrument

Data regarding the tradable instrument.

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

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.

Double maxPrice

Maximum trading price for the tradable instrument.

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

Double maxYield

Maximum trading yield for the tradable instrument.

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

Double minPrice

Minimum trading price for the tradable instrument.

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

Double minYield

Minimum trading yield for the tradable instrument.

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

UInt32 numberOfDeals

Number of deals used in the calculation.

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

TI_FLAG::Enum recalculationFg

Specifies whether the statistic has been recalculated.

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

UInt32 sectionId

Unique ID of the section.

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

Double tradedQty

Total quantity of tradable instrument traded on the market.

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

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.

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

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


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