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

Strategy trade. More...

List of all members.

Public Member Functions

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

Protected Attributes

Implementation * impl

Detailed Description

Strategy 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.

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

Implements Message.