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

A Strategy summary is sent following a Strategy trade cancellation. More...

List of all members.

Public Member Functions

 StrategySummary (const StrategySummary &)
 Copy constructor.
const StrategySummaryoperator= (const StrategySummary &rhs)
 Assignment operator.
 ~StrategySummary ()
 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
 Identifies the exchange for the future.
const char * symbol () const
 Identification of the strategy.
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 netChange () const
 Net change = last Trade Price - previous Settlement Price.
ExponentialNumber volume () const
 Total number of contracts traded.
UInt32 numberOfLegs () const
 Number of legs in the strategy. 2 to 20.
const StrategyLegstrategyLegs (UInt32 index) const
 Single strategy leg.

Protected Attributes

Implementation * impl

Detailed Description

A Strategy summary is sent following a Strategy trade cancellation.

A Strategy summary is also sent each day at the start of the day in order to provide a list of Strategies which will be trading each day. At that point, all price fields, with the exception of open interest will contain zero values. Any Strategy summary sent after the BEGINNING OF STRATEGY SUMMARY message (with message Type. = QS) 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. Strategies (sent at 5:10 p.m. EST).


Member Function Documentation

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]

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)

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

Implements Message.