MarketStatistics Struct Reference

This class represents the Market Statistics Message. More...

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

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

Public Attributes
MarketId	marketId
	Unique identifier of the market.
int	volume
	Electronic trade volume only, excluding block and other volumes.
int	blockVolume
	Block volume.
int	efsVolume
	EFS volume.
int	efpVolume
	EFP volume.
Price	high
	High price. More...
Price	low
	Low price. More...
Price	vwap
	Weighted Average Price. More...
DateTime	dateTime
	Date time the stat was updated. More...

Friends
class	MessageDeserializer

Detailed Description

This class represents the Market Statistics Message.

Member Data Documentation

DateTime dateTime

Date time the stat was updated.

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 vwap

Weighted Average Price.

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