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

Strategy instrument keys. More...

List of all members.

Public Member Functions

 StrategyInstrumentKeys (const StrategyInstrumentKeys &)
 Copy constructor.
const StrategyInstrumentKeysoperator= (const StrategyInstrumentKeys &rhs)
 Assignment operator.
 ~StrategyInstrumentKeys ()
 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 * symbol () const
 Identification of the strategy The legs (underlying) are defined in message type NS (OnixS::MX::Hsvf::StrategySummary) Alphanumeric with ".","+","-".
UInt32 expiryYear () const
 Expiration year of the strategy.
Month::Enum deliveryMonth () const
 Delivery month for the contract.
UInt32 expiryDay () const
 Expiration day of the option.
ExponentialNumber maximumNumberOfContractsPerOrder () const
 Maximum authorized number of contract per order.
ExponentialNumber minimumNumberOfContractsPerOrder () const
 Minimum authorized number of contract per order.
ExponentialNumber maximumThresholdPrice () const
 Maximum threshold price authorized for an option contract.
ExponentialNumber minimumThresholdPrice () const
 Minimum threshold price authorized for an option contract.
ExponentialNumber tickIncrement () const
 Precision with which the price of an order limit can be expressed.
const MarketFeedIndicatormarketFlowIndicator () const
 Defines the type of instruments.
const char * groupInstrument () const
 Group of the instrument.
const char * instrument () const
 Instrument.
const char * instrumentExternalCode () const
 External identifier used by traders when entering an order.
bool strategyAllowImplied () const
 Indicates if the Strategy supports Implied Pricing.

Protected Attributes

Implementation * impl

Detailed Description

Strategy instrument keys.


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

Implements Message.