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OnixS Thomson Reuters Matching API (MAPI) Market Data Handler for C++
1.6.0.0
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OnixS Thomson Reuters Matching API (MAPI) Market Data Handler for C++
1.6.0.0
|
Order Book Summary. More...
Public Member Functions | |
| BookSummary () | |
| Initialize default instance. | |
| UInt64 | prodPerm () const |
| Product permissions information. | |
| UInt32 | rdndisplay () const |
| Display information for the IDN terminal device. | |
| const std::string & | dsplyName () const |
| Full or abbreviated text instrument name. | |
| const std::string & | ccy1 () const |
| The Swift codes of the currencies in the deal. | |
| const std::string & | ccy2 () const |
| The Swift codes of the currencies in the deal. | |
| Currency::Enum | currency () const |
| The currency in which the instrument is quoted. | |
| const Rational & | regAmount () const |
| The regular amount for the instrument. Blank means the regular amount has been disabled for the given instrument. | |
| const Rational & | stdAmount () const |
| The standard amount for the instrument. Indicates the quantity used to calculate the worst price for the given instrument. | |
| TradingUnits::Enum | trdUnits () const |
| The units of precision for the value in TRDPRC_1 for this instrument. | |
| PriceConvention::Enum | priceConv () const |
| Price convention. | |
| const std::string & | tenor () const |
| Time to maturity. Usually indicates the tenor bucket of the instrument. | |
| const Rational & | primact1 () const |
| Primary last activity fields the most recent held in PRIMACT_1. | |
| ActivityType::Enum | actTp1 () const |
| Indicates the nature of the activity in associated primary activity fields PRIMACT_1. | |
| const Timestamp & | valueDtTs1 () const |
| 1st latest Activity Timestamp. The corresponding date field is VALUE_DT1 | |
| LotSizeUnits::Enum | lotSizeUnits () const |
| Lot size units. Defines physical units in which a contract trades. | |
| const Rational & | lotSize () const |
| The number of shares or contracts traded in a round lot, whole number only. | |
| const Date & | quoteDate () const |
| Date of current quote. | |
| UInt64 | bookDepth () const |
| Ranking position field in ordered OMM maps. | |
| UInt64 | quotimMs () const |
| Quote Time in millisecond since GMT of the current day in the GMT time zone. | |
| UInt64 | seqNo () const |
| TIB contributions fields. | |
| const std::string & | vdateP1C1 () const |
| Value Date Period 1 Currency 1. The actual dates in GMT on which each payment is to take place. | |
| const Price & | priceThreshold () const |
| Price cut-off threshold specified as an absolute value. | |
| std::string | toString () const |
| Returns the string representation. | |
Protected Attributes | |
| UInt64 | prodPerm_ |
| UInt32 | rdndisplay_ |
| std::string | dsplyName_ |
| std::string | ccy1_ |
| std::string | ccy2_ |
| Currency::Enum | currency_ |
| Rational | regAmount_ |
| Rational | stdAmount_ |
| TradingUnits::Enum | trdUnits_ |
| PriceConvention::Enum | priceConv_ |
| std::string | tenor_ |
| Rational | primact1_ |
| ActivityType::Enum | actTp1_ |
| Timestamp | valueDtTs1_ |
| LotSizeUnits::Enum | lotSizeUnits_ |
| Rational | lotSize_ |
| Date | quoteDate_ |
| UInt64 | bookDepth_ |
| UInt64 | quotimMs_ |
| UInt64 | seqNo_ |
| std::string | vdateP1C1_ |
| Price | priceThreshold_ |
Order Book Summary.