Futures trade. More...
Public Member Functions | |
FuturesTrade (const FuturesTrade &) | |
Copy constructor. | |
const FuturesTrade & | operator= (const FuturesTrade &rhs) |
Assignment operator. | |
~FuturesTrade () | |
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 trade occurred. | |
const char * | rootSymbol () const |
Futures series symbol. | |
Month::Enum | deliveryMonth () const |
Delivery month for the contract. | |
UInt32 | deliveryYear () const |
Delivery year of the future series. | |
ExponentialNumber | volume () const |
Total number of contracts traded. | |
ExponentialNumber | tradePrice () const |
Price at which the transaction took place. | |
ExponentialNumber | netChange () const |
Net change = last trade price - previous settlement price. | |
const ExchangeTimestamp & | stampTime () const |
Time of transaction. | |
PriceIndicator::Enum | priceIndicatorMarker () const |
Identifies the type of transaction. | |
Protected Attributes | |
Implementation * | impl |
Futures trade.
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::FuturesTrade. The same value is accessible through header().type() call.
Implements Message.