Lse::Gtp::StatisticsSnapshot Struct Reference

#include <B2BITS_LseGtpMessages.h>

Public Types
enum	{ Type = 0x6B }

Public Member Functions
UDT	getTimestamp () const
void	setTimestamp (UDT val)
UInt64	getInstrument () const
void	setInstrument (UInt64 val)
UInt16	getSourceVenue () const
void	setSourceVenue (UInt16 val)
Size4	getVolume () const
void	setVolume (Size4 val)
Size4	getVolumeOnBookInly () const
void	setVolumeOnBookInly (Size4 val)
Price4	getVWAP () const
void	setVWAP (Price4 val)
Price4	getVWAPOnBookInly () const
void	setVWAPOnBookInly (Price4 val)
UInt32	getNumberOfTrades () const
void	setNumberOfTrades (UInt32 val)
UInt32	getNumberOfTradesOnBookInly () const
void	setNumberOfTradesOnBookInly (UInt32 val)
Price4	getTurnover () const
void	setTurnover (Price4 val)
Price4	getTurnoverOnBookInly () const
void	setTurnoverOnBookInly (Price4 val)
Price	getOfficialOpeningPrice () const
void	setOfficialOpeningPrice (Price val)
Price	getOfficialClosingPrice () const
void	setOfficialClosingPrice (Price val)
Price	getTradeHighOnBookOnly () const
void	setTradeHighOnBookOnly (Price val)
Price	getTradeLowOnBookOnly () const
void	setTradeLowOnBookOnly (Price val)
Price	getTradeHigh () const
void	setTradeHigh (Price val)
Price	getTradeLow () const
void	setTradeLow (Price val)
Price	getW52TradeHigh () const
void	setW52TradeHigh (Price val)
Price	getW52TradeLow () const
void	setW52TradeLow (Price val)
Byte	getOpeningPriceIndicator () const
void	setOpeningPriceIndicator (Byte val)
Byte	getClosingPriceIndicator () const
void	setClosingPriceIndicator (Byte val)
Price	getIAUPrice () const
void	setIAUPrice (Price val)
Size	getIAUPairedSize () const
void	setIAUPairedSize (Size val)
Size	getImbalanceQuantity () const
void	setImbalanceQuantity (Size val)
ImbalanceDirection	getImbalanceDirection () const
void	setImbalanceDirection (ImbalanceDirection val)
Price	getBestClosingBidPrice () const
void	setBestClosingBidPrice (Price val)
Price	getBestClosingAskPrice () const
void	setBestClosingAskPrice (Price val)
Size	getBestClosingBidSize () const
void	setBestClosingBidSize (Size val)
Size	getBestClosingAskSize () const
void	setBestClosingAskSize (Size val)
Price	getTradeHighOffBook () const
void	setTradeHighOffBook (Price val)
Price	getTradeLowOffBook () const
void	setTradeLowOffBook (Price val)
Size	getOpenInterest () const
void	setOpenInterest (Size val)
Price	getVolatility () const
void	setVolatility (Price val)
AuctionType	getAuctionType () const
void	setAuctionType (AuctionType val)
Price	getLastTradePrice () const
void	setLastTradePrice (Price val)
Size	getLastTradeQuantity () const
void	setLastTradeQuantity (Size val)
UDT	getLastTradeTime () const
void	setLastTradeTime (UDT val)
Price	getStaticReferencePrice () const
void	setStaticReferencePrice (Price val)
Price	getDynamicReferencePrice () const
void	setDynamicReferencePrice (Price val)
std::ostream &	toString (std::ostream &os, const char *delim="|") const

Additional Inherited Members
Public Attributes inherited from Lse::Gtp::MessageHeader
UInt16	length
UInt8	type

Inheritance diagram for Lse::Gtp::StatisticsSnapshot:

Collaboration diagram for Lse::Gtp::StatisticsSnapshot:

Member Enumeration Documentation

anonymous enum

anonymous enum

Enumerator
Type

Member Function Documentation

getAuctionType()

AuctionType Lse::Gtp::StatisticsSnapshot::getAuctionType ( ) const

inline

getBestClosingAskPrice()

Price Lse::Gtp::StatisticsSnapshot::getBestClosingAskPrice ( ) const

inline

getBestClosingAskSize()

Size Lse::Gtp::StatisticsSnapshot::getBestClosingAskSize ( ) const

inline

getBestClosingBidPrice()

Price Lse::Gtp::StatisticsSnapshot::getBestClosingBidPrice ( ) const

inline

getBestClosingBidSize()

Size Lse::Gtp::StatisticsSnapshot::getBestClosingBidSize ( ) const

inline

getClosingPriceIndicator()

Byte Lse::Gtp::StatisticsSnapshot::getClosingPriceIndicator ( ) const

inline

getDynamicReferencePrice()

Price Lse::Gtp::StatisticsSnapshot::getDynamicReferencePrice ( ) const

inline

getIAUPairedSize()

Size Lse::Gtp::StatisticsSnapshot::getIAUPairedSize ( ) const

inline

getIAUPrice()

Price Lse::Gtp::StatisticsSnapshot::getIAUPrice ( ) const

inline

getImbalanceDirection()

ImbalanceDirection Lse::Gtp::StatisticsSnapshot::getImbalanceDirection ( ) const

inline

getImbalanceQuantity()

Size Lse::Gtp::StatisticsSnapshot::getImbalanceQuantity ( ) const

inline

getInstrument()

UInt64 Lse::Gtp::StatisticsSnapshot::getInstrument ( ) const

inline

getLastTradePrice()

Price Lse::Gtp::StatisticsSnapshot::getLastTradePrice ( ) const

inline

getLastTradeQuantity()

Size Lse::Gtp::StatisticsSnapshot::getLastTradeQuantity ( ) const

inline

getLastTradeTime()

UDT Lse::Gtp::StatisticsSnapshot::getLastTradeTime ( ) const

inline

getNumberOfTrades()

UInt32 Lse::Gtp::StatisticsSnapshot::getNumberOfTrades ( ) const

inline

getNumberOfTradesOnBookInly()

UInt32 Lse::Gtp::StatisticsSnapshot::getNumberOfTradesOnBookInly ( ) const

inline

getOfficialClosingPrice()

Price Lse::Gtp::StatisticsSnapshot::getOfficialClosingPrice ( ) const

inline

getOfficialOpeningPrice()

Price Lse::Gtp::StatisticsSnapshot::getOfficialOpeningPrice ( ) const

inline

getOpeningPriceIndicator()

Byte Lse::Gtp::StatisticsSnapshot::getOpeningPriceIndicator ( ) const

inline

getOpenInterest()

Size Lse::Gtp::StatisticsSnapshot::getOpenInterest ( ) const

inline

getSourceVenue()

UInt16 Lse::Gtp::StatisticsSnapshot::getSourceVenue ( ) const

inline

getStaticReferencePrice()

Price Lse::Gtp::StatisticsSnapshot::getStaticReferencePrice ( ) const

inline

getTimestamp()

UDT Lse::Gtp::StatisticsSnapshot::getTimestamp ( ) const

inline

getTradeHigh()

Price Lse::Gtp::StatisticsSnapshot::getTradeHigh ( ) const

inline

getTradeHighOffBook()

Price Lse::Gtp::StatisticsSnapshot::getTradeHighOffBook ( ) const

inline

getTradeHighOnBookOnly()

Price Lse::Gtp::StatisticsSnapshot::getTradeHighOnBookOnly ( ) const

inline

getTradeLow()

Price Lse::Gtp::StatisticsSnapshot::getTradeLow ( ) const

inline

getTradeLowOffBook()

Price Lse::Gtp::StatisticsSnapshot::getTradeLowOffBook ( ) const

inline

getTradeLowOnBookOnly()

Price Lse::Gtp::StatisticsSnapshot::getTradeLowOnBookOnly ( ) const

inline

getTurnover()

Price4 Lse::Gtp::StatisticsSnapshot::getTurnover ( ) const

inline

getTurnoverOnBookInly()

Price4 Lse::Gtp::StatisticsSnapshot::getTurnoverOnBookInly ( ) const

inline

getVolatility()

Price Lse::Gtp::StatisticsSnapshot::getVolatility ( ) const

inline

getVolume()

Size4 Lse::Gtp::StatisticsSnapshot::getVolume ( ) const

inline

getVolumeOnBookInly()

Size4 Lse::Gtp::StatisticsSnapshot::getVolumeOnBookInly ( ) const

inline

getVWAP()

Price4 Lse::Gtp::StatisticsSnapshot::getVWAP ( ) const

inline

getVWAPOnBookInly()

Price4 Lse::Gtp::StatisticsSnapshot::getVWAPOnBookInly ( ) const

inline

getW52TradeHigh()

Price Lse::Gtp::StatisticsSnapshot::getW52TradeHigh ( ) const

inline

getW52TradeLow()

Price Lse::Gtp::StatisticsSnapshot::getW52TradeLow ( ) const

inline

setAuctionType()

void Lse::Gtp::StatisticsSnapshot::setAuctionType ( AuctionType  val )

inline

setBestClosingAskPrice()

void Lse::Gtp::StatisticsSnapshot::setBestClosingAskPrice ( Price  val )

inline

setBestClosingAskSize()

void Lse::Gtp::StatisticsSnapshot::setBestClosingAskSize ( Size  val )

inline

setBestClosingBidPrice()

void Lse::Gtp::StatisticsSnapshot::setBestClosingBidPrice ( Price  val )

inline

setBestClosingBidSize()

void Lse::Gtp::StatisticsSnapshot::setBestClosingBidSize ( Size  val )

inline

setClosingPriceIndicator()

void Lse::Gtp::StatisticsSnapshot::setClosingPriceIndicator ( Byte  val )

inline

setDynamicReferencePrice()

void Lse::Gtp::StatisticsSnapshot::setDynamicReferencePrice ( Price  val )

inline

setIAUPairedSize()

void Lse::Gtp::StatisticsSnapshot::setIAUPairedSize ( Size  val )

inline

setIAUPrice()

void Lse::Gtp::StatisticsSnapshot::setIAUPrice ( Price  val )

inline

setImbalanceDirection()

void Lse::Gtp::StatisticsSnapshot::setImbalanceDirection ( ImbalanceDirection  val )

inline

setImbalanceQuantity()

void Lse::Gtp::StatisticsSnapshot::setImbalanceQuantity ( Size  val )

inline

setInstrument()

void Lse::Gtp::StatisticsSnapshot::setInstrument ( UInt64  val )

inline

setLastTradePrice()

void Lse::Gtp::StatisticsSnapshot::setLastTradePrice ( Price  val )

inline

setLastTradeQuantity()

void Lse::Gtp::StatisticsSnapshot::setLastTradeQuantity ( Size  val )

inline

setLastTradeTime()

void Lse::Gtp::StatisticsSnapshot::setLastTradeTime ( UDT  val )

inline

setNumberOfTrades()

void Lse::Gtp::StatisticsSnapshot::setNumberOfTrades ( UInt32  val )

inline

setNumberOfTradesOnBookInly()

void Lse::Gtp::StatisticsSnapshot::setNumberOfTradesOnBookInly ( UInt32  val )

inline

setOfficialClosingPrice()

void Lse::Gtp::StatisticsSnapshot::setOfficialClosingPrice ( Price  val )

inline

setOfficialOpeningPrice()

void Lse::Gtp::StatisticsSnapshot::setOfficialOpeningPrice ( Price  val )

inline

setOpeningPriceIndicator()

void Lse::Gtp::StatisticsSnapshot::setOpeningPriceIndicator ( Byte  val )

inline

setOpenInterest()

void Lse::Gtp::StatisticsSnapshot::setOpenInterest ( Size  val )

inline

setSourceVenue()

void Lse::Gtp::StatisticsSnapshot::setSourceVenue ( UInt16  val )

inline

setStaticReferencePrice()

void Lse::Gtp::StatisticsSnapshot::setStaticReferencePrice ( Price  val )

inline

setTimestamp()

void Lse::Gtp::StatisticsSnapshot::setTimestamp ( UDT  val )

inline

setTradeHigh()

void Lse::Gtp::StatisticsSnapshot::setTradeHigh ( Price  val )

inline

setTradeHighOffBook()

void Lse::Gtp::StatisticsSnapshot::setTradeHighOffBook ( Price  val )

inline

setTradeHighOnBookOnly()

void Lse::Gtp::StatisticsSnapshot::setTradeHighOnBookOnly ( Price  val )

inline

setTradeLow()

void Lse::Gtp::StatisticsSnapshot::setTradeLow ( Price  val )

inline

setTradeLowOffBook()

void Lse::Gtp::StatisticsSnapshot::setTradeLowOffBook ( Price  val )

inline

setTradeLowOnBookOnly()

void Lse::Gtp::StatisticsSnapshot::setTradeLowOnBookOnly ( Price  val )

inline

setTurnover()

void Lse::Gtp::StatisticsSnapshot::setTurnover ( Price4  val )

inline

setTurnoverOnBookInly()

void Lse::Gtp::StatisticsSnapshot::setTurnoverOnBookInly ( Price4  val )

inline

setVolatility()

void Lse::Gtp::StatisticsSnapshot::setVolatility ( Price  val )

inline

setVolume()

void Lse::Gtp::StatisticsSnapshot::setVolume ( Size4  val )

inline

setVolumeOnBookInly()

void Lse::Gtp::StatisticsSnapshot::setVolumeOnBookInly ( Size4  val )

inline

setVWAP()

void Lse::Gtp::StatisticsSnapshot::setVWAP ( Price4  val )

inline

setVWAPOnBookInly()

void Lse::Gtp::StatisticsSnapshot::setVWAPOnBookInly ( Price4  val )

inline

setW52TradeHigh()

void Lse::Gtp::StatisticsSnapshot::setW52TradeHigh ( Price  val )

inline

setW52TradeLow()

void Lse::Gtp::StatisticsSnapshot::setW52TradeLow ( Price  val )

inline

toString()

std::ostream& Lse::Gtp::StatisticsSnapshot::toString ( std::ostream &  os, const char *  delim = "|"  ) const

inline