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

Futures trade. More...

List of all members.

Public Member Functions

 FuturesTrade (const FuturesTrade &)
 Copy constructor.
const FuturesTradeoperator= (const FuturesTrade &rhs)
 Assignment operator.
 ~FuturesTrade ()
 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 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 ExchangeTimestampstampTime () const
 Time of transaction.
PriceIndicator::Enum priceIndicatorMarker () const
 Identifies the type of transaction.

Protected Attributes

Implementation * impl

Detailed Description

Futures trade.


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::FuturesTrade. The same value is accessible through header().type() call.

Implements Message.