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

This class represents the Special Field Message. More...

Public Types

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

Public Member Functions

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

Public Attributes

Optional< Price > altPrice
 This field is equivalent to Eris Futures Price. More...
 
Optional< Price > altHighPrice
 This field is equivalent to High Eris Futures Price. More...
 
Optional< Price > altLowPrice
 This field is equivalent to Low Eris Futures Price. More...
 
Optional< Price > altVWAP
 This field is equivalent to Volume-weighted Average Eris Futures Price. More...
 
Optional< Price > altLastTradePrice
 This field is equivalent to Last Trade Eris Futures Price. More...
 
Optional< bool > aon
 This field indicated if Order is AON order. More...
 

Friends

class MessageDeserializer
 

Detailed Description

This class represents the Special Field Message.

Member Data Documentation

Optional<Price> altHighPrice

This field is equivalent to High Eris Futures Price.

AltPriceDenominator for the market should be applied to get the real alt price.

Optional<Price> altLastTradePrice

This field is equivalent to Last Trade Eris Futures Price.

AltPriceDenominator for the market should be applied to get the real alt price.

Optional<Price> altLowPrice

This field is equivalent to Low Eris Futures Price.

AltPriceDenominator for the market should be applied to get the real alt price.

Optional<Price> altPrice

This field is equivalent to Eris Futures Price.

AltPriceDenominator for the market should be applied to get the real alt price.

Optional<Price> altVWAP

This field is equivalent to Volume-weighted Average Eris Futures Price.

AltPriceDenominator for the market should be applied to get the real alt price.

Optional<bool> aon

This field indicated if Order is AON order.

This is only sent on AON enabled market.