OnixS ICE iMpact Multicast Feed Handler for C++  3.13.0.0
Public Types | Public Member Functions | Public Attributes | Friends | List of all members
SettlementPrice Struct Reference

This class represents the Settlement Price Message. More...

Public Types

enum  { messageType = 'O' }
 Message type constant.
 

Public Member Functions

 SettlementPrice ()
 Default constructor.
 
std::string toString () const
 Returns string representation.
 

Public Attributes

MarketId marketId
 Unique identifier of the market.
 
Price settlementPriceWithDealPricePrecision
 Settlement price. More...
 
DateTime dateTime
 Date time the message was sent. More...
 
bool isOfficial
 Flag to indicate this is official settlement price or not.
 
DateTime valuationDateTime
 Date time the settlement price is for. More...
 
Price settlementPrice
 Settlement price. More...
 

Friends

class MessageDeserializer
 

Detailed Description

This class represents the Settlement Price Message.

Member Data Documentation

DateTime dateTime

Date time the message was sent.

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

Price settlementPrice

Settlement price.

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

Price settlementPriceWithDealPricePrecision

Settlement price.

DealPriceDenominator for the market should be applied to get this price. This field is kept here for backward compatibility. Client should use the new SettlementPrice field (added in 1.1.14) for better precision. DealPriceDenominator and SettlePriceDenominator might be different for some markets.

DateTime valuationDateTime

Date time the settlement price is for.

Milliseconds since Jan 1st, 1970, 00:00:00 GMT. Only date (in GMT) is applicable, though time value is populated for legacy reason.