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OnixS MX HSVF Market Data Handler for C++
1.9.2.0
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OnixS MX HSVF Market Data Handler for C++
1.9.2.0
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A Futures summary is sent following a Futures trade cancellation. More...
Public Member Functions | |
| FuturesSummary (const FuturesSummary &) | |
| Copy constructor. | |
| const FuturesSummary & | operator= (const FuturesSummary &rhs) |
| Assignment operator. | |
| ~FuturesSummary () | |
| 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 |
| Identifies the exchange for the future. | |
| const char * | rootSymbol () const |
| Symbol for the Future Series. | |
| Month::Enum | deliveryMonth () const |
| Delivery month for the underlying futures contract. | |
| UInt32 | deliveryYear () const |
| Delivery year of the underlying futures contract. | |
| ExponentialNumber | bidPrice () const |
| Closing bid or most recent bid if sent after a cancellation. | |
| ExponentialNumber | bidSize () const |
| Number of contracts represented by the Bid Price. | |
| ExponentialNumber | askPrice () const |
| Closing Ask Price or most recent Ask Price if sent after a cancellation. | |
| ExponentialNumber | askSize () const |
| Number of contracts represented by the ask price. | |
| ExponentialNumber | lastPrice () const |
| Last trade price for the contract or the current price if sent after a cancellation. | |
| ExponentialNumber | openPrice () const |
| Price of the first trade of the day. | |
| ExponentialNumber | highPrice () const |
| Highest trade price of the day or current high price if sent after a cancellation. | |
| ExponentialNumber | lowPrice () const |
| Lowest trade price of the day or current low price if sent after a cancellation. | |
| ExponentialNumber | settlementPrice () const |
| Closing settlement price for the contract. 0 until market closes. | |
| ExponentialNumber | netChange () const |
| Net change = last Trade Price - previous Settlement Price. | |
| ExponentialNumber | volume () const |
| Total number of contracts traded. | |
| ExponentialNumber | previousSettlement () const |
| Settlement Price for the previous day. | |
| ExponentialNumber | openInterest () const |
| Previous day's outstanding number of contracts in the series. | |
Protected Attributes | |
| Implementation * | impl |
A Futures summary is sent following a Futures trade cancellation.
A Futures summary is also sent each day at the start of the day in order to provide a list of Futures which will be trading each day. At that point, all price fields, with the exception of open interest will contain zero values. Any summary sent after the BEGINNING OF FUTURE SUMMARY message (with Message Type. = QF) contains the list of trading instruments for the day (sent prior to market opening) or the summaries after the close of the market for Bourse de Montreal Inc. Futures (sent at 5:10 p.m. EST).
| ExponentialNumber netChange | ( | ) | const |
Net change = last Trade Price - previous Settlement Price.
If no previous settlement price (new series) then net change is zero.
| 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::FuturesSummary. The same value is accessible through header().type() call.
Implements Message.