OnixS SGX Derivatives Handler for C++  2.17.0.0
Public Member Functions | Public Attributes | List of all members
MarketInfo Struct Reference

Market statistics. More...

Public Member Functions

 MarketInfo ()
 Constructor.
 
std::string toString () const
 String representation.
 

Public Attributes

int32 openingPrice
 Price, First. More...
 
int32 closingPrice
 Price, Closing. More...
 
int32 highPrice
 Price, High. More...
 
int32 lowPrice
 Price, Low. More...
 
int32 lastPrice
 Price, Last. More...
 
uint32 totalTradedVolume
 Total traded volume. More...
 
uint32 turnover
 The number of traded contracts during the day. More...
 
uint32 numberOfDeals
 The number of deals executed today. More...
 
TrendIndicator::Enum trendIndicator
 Trend indicator for the latest price compared to the previous one. More...
 
DealSource::Enum dealSource
 Contains the deal source for the last executed deal for the instrument. More...
 
uint32 openBalance
 Open Interest. More...
 

Detailed Description

Market statistics.

Member Data Documentation

int32 closingPrice

Price, Closing.

Defines the last traded price for the previous day.

Note
Default value is Price::NO_PRICE.
DealSource::Enum dealSource

Contains the deal source for the last executed deal for the instrument.

Note
Default value is DealSource::Undefined.
int32 highPrice

Price, High.

Defines the highest traded price during the day.

Note
Default value is Price::NO_PRICE.
int32 lastPrice

Price, Last.

Defines the last traded price during the day.

Note
Default value is Price::NO_PRICE.
int32 lowPrice

Price, Low.

Defines the lowest traded price during the day.

Note
Default value is Price::NO_PRICE.
uint32 numberOfDeals

The number of deals executed today.

Note
Default value is -1 (not set).
uint32 openBalance

Open Interest.

The number of outstanding contracts (not updated during the day).

Note
Default value is -1 (not set).
int32 openingPrice

Price, First.

Defines the first traded price for the day.

Note
Default value is Price::NO_PRICE.
uint32 totalTradedVolume

Total traded volume.

Note
Default value is -1 (not set).
TrendIndicator::Enum trendIndicator

Trend indicator for the latest price compared to the previous one.

Note
Default value is TrendIndicator::Undefined.
uint32 turnover

The number of traded contracts during the day.

If there are 100 contracts in a deal (100 bids and 100 asks), the turnover will increase by 100.

Note
Default value is -1 (not set).