OnixS C++ LSE GTP Market Data Handler 1.0.6
API documentation
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StatisticsUpdateMsg 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
StatisticType::Enum statisticType () const ONIXS_LSE_GTP_NOTHROW
Price statisticPrice () const ONIXS_LSE_GTP_NOTHROW
Size statisticSize () const ONIXS_LSE_GTP_NOTHROW
AuctionType::Enum auctionType () const ONIXS_LSE_GTP_NOTHROW
Size imbalanceQuantity () const ONIXS_LSE_GTP_NOTHROW
AuctionInfo::Enum auctionInfo () const ONIXS_LSE_GTP_NOTHROW
Byte openingClosingPriceIndicator () const ONIXS_LSE_GTP_NOTHROW
 StatisticsUpdateMsg (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
BinaryMessageoperator= (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_ = 50

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 StatisticsUpdate.h.

Constructor & Destructor Documentation

◆ StatisticsUpdateMsg()

StatisticsUpdateMsg ( const void * data,
MessageSize size )
inline

Initializes instance over given memory block.

Definition at line 119 of file StatisticsUpdate.h.

Member Function Documentation

◆ auctionInfo()

AuctionInfo::Enum auctionInfo ( ) const
inline

Definition at line 95 of file StatisticsUpdate.h.

◆ auctionType()

AuctionType::Enum auctionType ( ) const
inline

Definition at line 81 of file StatisticsUpdate.h.

◆ imbalanceQuantity()

Size imbalanceQuantity ( ) const
inline

Quantity that is eligible to be matched at the indicative price but will not be matched.

Definition at line 88 of file StatisticsUpdate.h.

◆ instrument()

UInt64 instrument ( ) const
inline

GTP Instrument identifier.

Definition at line 46 of file StatisticsUpdate.h.

◆ openingClosingPriceIndicator()

Byte openingClosingPriceIndicator ( ) const
inline

Definition at line 102 of file StatisticsUpdate.h.

◆ sourceVenue()

SourceVenue::Enum sourceVenue ( ) const
inline

Venue from which market data is received for the instrument.

Definition at line 53 of file StatisticsUpdate.h.

◆ statisticPrice()

Price statisticPrice ( ) const
inline

The value of price type statistics.

Definition at line 67 of file StatisticsUpdate.h.

◆ statisticSize()

Size statisticSize ( ) const
inline

The value of size type statistics.

Definition at line 74 of file StatisticsUpdate.h.

◆ statisticType()

StatisticType::Enum statisticType ( ) const
inline

Definition at line 60 of file StatisticsUpdate.h.

◆ timestamp()

UDT timestamp ( ) const
inline

Time the message was generated.

Definition at line 39 of file StatisticsUpdate.h.

◆ validateSize()

void validateSize ( MessageSize size)
inlinestatic

Check the given size.

Definition at line 112 of file StatisticsUpdate.h.

Member Data Documentation

◆ messageSize_

Total message size.

Definition at line 109 of file StatisticsUpdate.h.