EndOfDayMarketSummary Struct Reference

This class represents the End of Day Market Summary Message. More...

Public Types
enum	{ messageType = 'u' }
	Message type constant.

Public Member Functions
	EndOfDayMarketSummary ()
	Default constructor.
std::string	toString () const
	Returns string representation.

Public Attributes
MarketId	marketId
	Unique identifier of the market.
int	volume
	Total volume.
int	blockVolume
	Block volume.
int	efsVolume
	EFS volume.
int	efpVolume
	EFP volume.
Price	openingPrice
	Opening price. More...
Price	high
	High price. More...
Price	low
	Low price. More...
Price	vwap
	VWAP price. More...
Price	settlementPriceWithDealPricePrecision
	Settlement price. More...
int	openInterest
	The number of open contracts of derivatives like futures and options that have a time limit after which they expire. More...
DateTime	dateTime
	Date time this message was sent. More...
Price	settlementPrice
	Settlement price. More...

Friends
class	MessageDeserializer

Detailed Description

This class represents the End of Day Market Summary Message.

Member Data Documentation

DateTime dateTime

Date time this message was sent.

Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Price high

High price.

DealPriceDenominator for the market should be applied to get the real price.

Price low

Low price.

DealPriceDenominator for the market should be applied to get the real price.

Price openingPrice

Opening price.

DealPriceDenominator for the market should be applied to get the real price.

int openInterest

The number of open contracts of derivatives like futures and options that have a time limit after which they expire.

Open interest in a derivative is the sum of all contracts that have not expired, been exercised or physically delivered. Moreover, the open interest is the number of long positions or, equivalently, the number of short positions.

Price settlementPrice

Settlement price.

SettlePriceDenominator for the market should be applied to get the real settlement price.

Price settlementPriceWithDealPricePrecision

Settlement price.

DealPriceDenominator for the market should be applied to get the real price. This field is kept here for backward compatibility. Client should use the new SettlementPrice field (added in 1.1.23) for better precision. DealPriceDenominator and SettlePriceDenominator might be different for some markets.

Price vwap

VWAP price.

DealPriceDenominator for the market should be applied to get the real price.