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

Strategy quote. More...

List of all members.

Public Member Functions

 StrategyQuote (const StrategyQuote &)
 Copy constructor.
const StrategyQuoteoperator= (const StrategyQuote &rhs)
 Assignment operator.
 ~StrategyQuote ()
 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 * symbol () const
 Identification of the strategy The legs (underlying) are defined in message type NS (OnixS::MX::Hsvf::StrategySummary).
ExponentialNumber bidPrice () const
 Bid price for the future contract.
ExponentialNumber bidSize () const
 Number of futures contracts represented by the Bid Price.
ExponentialNumber askPrice () const
 Ask price for the future contract.
ExponentialNumber askSize () const
 The number of futures contracts represented by the Ask Price.
StatusMarker::Enum instrumentStatusMarker () const
 Indicates instrument status.

Protected Attributes

Implementation * impl

Detailed Description

Strategy quote.


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.

const char* symbol ( ) const

Identification of the strategy The legs (underlying) are defined in message type NS (OnixS::MX::Hsvf::StrategySummary).

Alphanumeric with ".","+","-"

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

Implements Message.