OnixS MX HSVF Market Data Handler for C++  1.9.2.0
Public Member Functions | Protected Attributes
FuturesRequestForQuote Class Reference

Futures request for quote (RFQ) More...

List of all members.

Public Member Functions

 FuturesRequestForQuote (const FuturesRequestForQuote &)
 Copy constructor.
const FuturesRequestForQuoteoperator= (const FuturesRequestForQuote &rhs)
 Assignment operator.
 ~FuturesRequestForQuote ()
 Destructor.
const HighResolutionTimereceivingTime () const
 Returns high-resolution time when message was received.
MessageType::Enum type () const
 Message type in therm of MessageType enumeration (see Enums.h).
const MessageHeaderheader () 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

Detailed Description

Futures request for quote (RFQ)


Member Function Documentation

const HighResolutionTime& receivingTime ( ) const [virtual]

Returns high-resolution time when message was received.

If the Handler is executed in live mode, returned value represents time when message was obtained from the network.

Implements Message.

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.