Futures request for quote (RFQ) More...
Public Member Functions | |
FuturesRequestForQuote (const FuturesRequestForQuote &) | |
Copy constructor. | |
const FuturesRequestForQuote & | operator= (const FuturesRequestForQuote &rhs) |
Assignment operator. | |
~FuturesRequestForQuote () | |
Destructor. | |
const HighResolutionTime & | receivingTime () const |
Returns high-resolution time when message was received. | |
MessageType::Enum | type () const |
Message type in therm of MessageType enumeration (see Enums.h). | |
const MessageHeader & | header () const |
Access to the message header. | |
std::string | toString () const |
String representation. | |
ExchangeID::Enum | exchangeID () const |
Exchange on which the quote occurred. | |
const char * | rootSymbol () const |
Symbol for the Future series. | |
Month::Enum | deliveryMonth () const |
Delivery month for the contract. | |
UInt32 | deliveryYear () const |
Delivery year of the contract. | |
ExponentialNumber | sizeOfPriceRequested () const |
Number of contracts for which the price is requested. Positive whole number. | |
Protected Attributes | |
Implementation * | impl |
Futures request for quote (RFQ)
const HighResolutionTime& receivingTime | ( | ) | const [virtual] |
std::string toString | ( | ) | const [virtual] |
String representation.
Return value exposes parsing errors as long as those present in source message data.
Implements Message.
MessageType::Enum type | ( | ) | const [virtual] |
Message type in therm of MessageType enumeration (see Enums.h).
Always has the same value: MessageType::FuturesRequestForQuote. The same value is accessible through header().type() call.
Implements Message.