StatisticsMsg Struct Reference

Public Member Functions
UDT	timestamp () const ONIXS_LSE_GTP_NOTHROW
UInt64	instrument () const ONIXS_LSE_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_LSE_GTP_NOTHROW
Size4	volume () const ONIXS_LSE_GTP_NOTHROW
Size4	volumeOnBookOnly () const ONIXS_LSE_GTP_NOTHROW
Price4	vwap () const ONIXS_LSE_GTP_NOTHROW
Price4	vwapOnBookOnly () const ONIXS_LSE_GTP_NOTHROW
UInt32	numberOfTrades () const ONIXS_LSE_GTP_NOTHROW
UInt32	numberOfTradesOnBookOnly () const ONIXS_LSE_GTP_NOTHROW
Price4	turnover () const ONIXS_LSE_GTP_NOTHROW
Price4	turnoverOnBookOnly () const ONIXS_LSE_GTP_NOTHROW
	StatisticsMsg (const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_LSE_GTP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_LSE_GTP_NOTHROW
ONIXS_LSE_GTP_EXPLICIT	operator bool () const ONIXS_LSE_GTP_NOTHROW
const void *	binary () const ONIXS_LSE_GTP_NOTHROW
MessageSize	binarySize () const ONIXS_LSE_GTP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_LSE_GTP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 77

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
FieldValue	ordinary (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
const FieldValue &	ordinaryRef (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
Enumeration::Enum	enumeration (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
StrRef	fixedStr (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW

Detailed Description

Definition at line 36 of file Statistics.h.

Constructor & Destructor Documentation

StatisticsMsg()

StatisticsMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 126 of file Statistics.h.

Member Function Documentation

instrument()

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 46 of file Statistics.h.

numberOfTrades()

UInt32 numberOfTrades ( ) const

inline

Count of all trades for the day.

Definition at line 88 of file Statistics.h.

numberOfTradesOnBookOnly()

UInt32 numberOfTradesOnBookOnly ( ) const

inline

Count of trades for the day excluding off-book trades.

Definition at line 95 of file Statistics.h.

sourceVenue()

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 53 of file Statistics.h.

timestamp()

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file Statistics.h.

turnover()

Price4 turnover ( ) const

inline

Turnover of all trades for the day.

Definition at line 102 of file Statistics.h.

turnoverOnBookOnly()

Price4 turnoverOnBookOnly ( ) const

inline

Turnover for the day excluding off-book trades.

Definition at line 109 of file Statistics.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 119 of file Statistics.h.

volume()

Size4 volume ( ) const

inline

Cumulative volume of all trades for the trading day.

Definition at line 60 of file Statistics.h.

volumeOnBookOnly()

Size4 volumeOnBookOnly ( ) const

inline

Cumulative volume for the trading day excluding off-book trades.

Definition at line 67 of file Statistics.h.

vwap()

Price4 vwap ( ) const

inline

Volume weighted average price for the day for all trades.

Definition at line 74 of file Statistics.h.

vwapOnBookOnly()

Price4 vwapOnBookOnly ( ) const

inline

Volume weighted average price for the day excluding off-book trades.

Definition at line 81 of file Statistics.h.

Member Data Documentation

messageSize_

ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 77

static

Total message size.

Definition at line 116 of file Statistics.h.