OnixS BME SENAF Handler C++ library
2.2.0
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OnixS
Senaf
MarketData
Messages
BidAskNewLevelNotInvolved.h
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include <OnixS/Senaf/MarketData/Export.h>
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#include <
OnixS/Senaf/MarketData/Time.h
>
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#include <
OnixS/Senaf/MarketData/Enumerations.h
>
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#include <iosfwd>
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#include <string>
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#include <vector>
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namespace
OnixS
{
namespace
Senaf {
namespace
MarketData {
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/// Bid / Ask Opening New Level. Not Involved.
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struct
ONIXS_BME_SENAF_EXPORT
BidAskNewLevelNotInvolved
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{
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/// Message code.
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enum
{ code = 7 };
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/// Default constructor.
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BidAskNewLevelNotInvolved
();
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/// Message Number.
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unsigned
int
messageNumber
;
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/// Market.
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unsigned
char
market
;
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/// Publication Time.
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TimeSpan
publicationTime
;
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/// Instrument Type.
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InstrumentType::Enum
instrumentType
;
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/// Reference.
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unsigned
short
reference
;
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/// Level.
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unsigned
char
level
;
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/// Side.
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Side::Enum
side
;
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/// Price.
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int
price
;
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/// Yield / Rate.
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int
yield
;
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/// Volume.
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unsigned
int
volume
;
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/// Returns string representation.
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std::string toString ()
const
;
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private
:
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friend
class
MessageDeserializer;
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BidAskNewLevelNotInvolved
(
const
char
* data,
size_t
dataSize);
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void
deserialize(
const
char
* data,
size_t
dataSize);
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void
reset();
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};
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ONIXS_BME_SENAF_EXPORT std::ostream&
operator<<
(std::ostream&,
const
BidAskNewLevelNotInvolved
&);
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}}}
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved::market
unsigned char market
Market.
Definition:
BidAskNewLevelNotInvolved.h:45
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved::volume
unsigned int volume
Volume.
Definition:
BidAskNewLevelNotInvolved.h:69
OnixS::Senaf::MarketData::InstrumentType::Enum
Enum
Instrument Types.
Definition:
Enumerations.h:130
Time.h
OnixS::Senaf::MarketData::TimeSpan
Definition:
Time.h:51
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved::reference
unsigned short reference
Reference.
Definition:
BidAskNewLevelNotInvolved.h:54
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved::side
Side::Enum side
Side.
Definition:
BidAskNewLevelNotInvolved.h:60
Enumerations.h
OnixS
Definition:
Containers.h:24
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved::instrumentType
InstrumentType::Enum instrumentType
Instrument Type.
Definition:
BidAskNewLevelNotInvolved.h:51
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved::level
unsigned char level
Level.
Definition:
BidAskNewLevelNotInvolved.h:57
OnixS::Senaf::MarketData::Side::Enum
Enum
Side.
Definition:
Enumerations.h:84
OnixS::Senaf::MarketData::operator<<
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved::publicationTime
TimeSpan publicationTime
Publication Time.
Definition:
BidAskNewLevelNotInvolved.h:48
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved
Bid / Ask Opening New Level. Not Involved.
Definition:
BidAskNewLevelNotInvolved.h:33
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved::yield
int yield
Yield / Rate.
Definition:
BidAskNewLevelNotInvolved.h:66
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved::messageNumber
unsigned int messageNumber
Message Number.
Definition:
BidAskNewLevelNotInvolved.h:42
OnixS::Senaf::MarketData::BidAskNewLevelNotInvolved::price
int price
Price.
Definition:
BidAskNewLevelNotInvolved.h:63