Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote. More...

#include <Quote.hpp>

Inheritance diagram for Quote:

Public Types
using	Ptr = std::shared_ptr<Quote>
	The alias to a type of shared pointer to the Quote object.

using	Unique = std::unique_ptr<Quote>
	The alias to a type of unique pointer to the Quote object.

Public Types inherited from MarketEvent
using	Ptr = std::shared_ptr<MarketEvent>
	The alias to a type of shared pointer to the MarketEvent object.

Public Types inherited from EventTypeWithSymbol< std::string >
using	Ptr
	The alias to a type of shared pointer to the EventTypeWithSymbol's child object.

Public Types inherited from EventType
using	Ptr = std::shared_ptr<EventType>
	The alias to a type of shared pointer to the EventType object.

Public Types inherited from SharedEntity
using	Ptr = std::shared_ptr<SharedEntity>
	The alias to a type of shared pointer to the SharedEntity object.

Public Types inherited from LastingEvent
using	Ptr = std::shared_ptr<LastingEvent>
	The alias to a type of shared pointer to the LastingEvent object.

Public Member Functions
void *	toGraal () const override
	Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

	Quote () noexcept=default
	Creates new quote event with default values.

	Quote (std::string eventSymbol) noexcept
	Creates new quote event with the specified event symbol.

Quote &	withEventSymbol (const std::string &eventSymbol) noexcept
	Changes event's symbol and returns the current quote.

Quote &	withEventTime (std::int64_t eventTime) noexcept
	Changes event's creation time and returns the current quote.

std::int32_t	getSequence () const noexcept
	Returns sequence number of this quote to distinguish quotes that have the same time.

void	setSequence (std::int32_t sequence)
	Changes sequence number of this quote.

Quote &	withSequence (std::int32_t sequence) noexcept
	Changes sequence number of this quote and returns the current quote.

std::int64_t	getTime () const noexcept
	Returns time of the last bid or ask change.

std::int64_t	getTimeNanos () const noexcept
	Returns time of the last bid or ask change in nanoseconds.

std::int32_t	getTimeNanoPart () const noexcept
	Returns microseconds and nanoseconds part of time of the last bid or ask change.

void	setTimeNanoPart (std::int32_t timeNanoPart) noexcept
	Changes microseconds and nanoseconds part of time of the last bid or ask change.

Quote &	withTimeNanoPart (std::int32_t timeNanoPart) noexcept
	Changes microseconds and nanoseconds part of time of the last bid or ask change and returns the current quote.

std::int64_t	getBidTime () const noexcept
	Returns time of the last bid change.

void	setBidTime (std::int64_t bidTime) noexcept
	Changes time of the last bid change.

Quote &	withBidTime (std::int64_t bidTime) noexcept
	Changes time of the last bid change and returns the current quote.

std::int16_t	getBidExchangeCode () const noexcept
	Returns bid exchange code.

std::string	getBidExchangeCodeString () const noexcept
	Returns bid exchange code as UTF8 string.

void	setBidExchangeCode (char bidExchangeCode) noexcept
	Changes bid exchange code.

Quote &	withBidExchangeCode (char bidExchangeCode) noexcept
	Changes bid exchange code and returns the current quote.

void	setBidExchangeCode (std::int16_t bidExchangeCode) noexcept
	Changes bid exchange code.

Quote &	withBidExchangeCode (std::int16_t bidExchangeCode) noexcept
	Changes bid exchange code and returns the current quote.

double	getBidPrice () const noexcept
	Returns bid price.

void	setBidPrice (double bidPrice) noexcept
	Changes bid price.

Quote &	withBidPrice (double bidPrice) noexcept
	Changes bid price and returns the current quote.

double	getBidSize () const noexcept
	Returns bid size.

void	setBidSize (double bidSize) noexcept
	Changes bid size.

Quote &	withBidSize (double bidSize) noexcept
	Changes bid size and returns the current quote.

std::int64_t	getAskTime () const noexcept
	Returns time of the last ask change.

void	setAskTime (std::int64_t askTime) noexcept
	Changes time of the last ask change.

Quote &	withAskTime (std::int64_t askTime) noexcept
	Changes time of the last ask change and returns the current quote.

std::int16_t	getAskExchangeCode () const noexcept
	Returns ask exchange code.

std::string	getAskExchangeCodeString () const noexcept
	Returns ask exchange code as UTF8 string.

void	setAskExchangeCode (char askExchangeCode) noexcept
	Changes ask exchange code.

Quote &	withAskExchangeCode (char askExchangeCode) noexcept
	Changes ask exchange code and returns the current quote.

void	setAskExchangeCode (std::int16_t askExchangeCode) noexcept
	Changes ask exchange code.

Quote &	withAskExchangeCode (std::int16_t askExchangeCode) noexcept
	Changes ask exchange code and returns the current quote.

double	getAskPrice () const
	Returns ask price.

void	setAskPrice (double askPrice)
	Changes ask price.

Quote &	withAskPrice (double askPrice) noexcept
	Changes ask price and returns the current quote.

double	getAskSize () const
	Returns ask size.

void	setAskSize (double askSize)
	Changes ask size.

Quote &	withAskSize (double askSize) noexcept
	Changes ask size and returns the current quote.

std::string	toString () const noexcept override
	Returns a string representation of the current object.

Public Member Functions inherited from MarketEvent
const std::string &	getEventSymbol () const &noexcept override
	Returns symbol of this event.

const std::optional< std::string > &	getEventSymbolOpt () const &noexcept override
	Returns symbol of this event.

void	setEventSymbol (const std::string &eventSymbol) noexcept override
	Changes symbol of this event.

std::int64_t	getEventTime () const noexcept override
	Returns time when event was created or zero when time is not available.

void	setEventTime (std::int64_t eventTime) noexcept override
	Changes event creation time.

Public Member Functions inherited from SharedEntity
template<typename T >
bool	is () const noexcept
	Checks that pointer to the current type could be converted to type T* In other words: whether type T belongs to the type hierarchy in which the current type resides.

template<typename T >
std::shared_ptr< T >	sharedAs () noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

template<typename T >
std::shared_ptr< T >	sharedAs () const noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

Public Member Functions inherited from Entity
virtual	~Entity () noexcept=default
	The default virtual d-tor.

Static Public Member Functions
static Ptr	fromGraal (void *graalNative)
	Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.

static void	freeGraal (void *graalNative)
	Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).

Static Public Attributes
static const EventTypeEnum &	TYPE = EventTypeEnum::QUOTE
	Type identifier and additional information about the current event class.

static constexpr std::uint32_t	MAX_SEQUENCE = (1U << 22U) - 1U
	Maximum allowed sequence value.

Additional Inherited Members
Protected Member Functions inherited from MarketEvent
	MarketEvent (std::string eventSymbol) noexcept
	Protected constructor for concrete implementation classes that initializes `eventSymbol` property.

Detailed Description

Quote event is a snapshot of the best bid and ask prices, and other fields that change with each quote.

It represents the most recent information that is available about the best quote on the market at any given moment of time.

Bid corresponds to the best (maximal price) order to buy, ask corresponds to the best (minimal price) order to sell.

Constructor & Destructor Documentation

◆ Quote()

Quote::Quote ( std::string eventSymbol )

inlineexplicitnoexcept

Creates new quote event with the specified event symbol.

Parameters

eventSymbol The event symbol.

Member Function Documentation

◆ freeGraal()

void Quote::freeGraal ( void * graalNative )

static

Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

◆ fromGraal()

std::shared_ptr< Quote > Quote::fromGraal ( void * graalNative )

static

Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

Returns: The object of current type.

Exceptions

std::invalid_argument

◆ getAskExchangeCode()

std::int16_t Quote::getAskExchangeCode ( ) const

noexcept

Returns ask exchange code.

Returns: The ask exchange code.

◆ getAskExchangeCodeString()

std::string Quote::getAskExchangeCodeString ( ) const

noexcept

Returns ask exchange code as UTF8 string.

Returns: The ask exchange code as UTF8 string.

◆ getAskPrice()

double Quote::getAskPrice ( ) const

inline

Returns ask price.

Returns: The ask price.

◆ getAskSize()

double Quote::getAskSize ( ) const

inline

Returns ask size.

Returns: The ask size

◆ getAskTime()

std::int64_t Quote::getAskTime ( ) const

inlinenoexcept

Returns time of the last ask change.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

This time is always transmitted with seconds precision, so the result of this method is usually a multiple of 1000.

Returns: The time of the last ask change.

◆ getBidExchangeCode()

std::int16_t Quote::getBidExchangeCode ( ) const

noexcept

Returns bid exchange code.

Returns: The bid exchange code.

◆ getBidExchangeCodeString()

std::string Quote::getBidExchangeCodeString ( ) const

noexcept

Returns bid exchange code as UTF8 string.

Returns: The bid exchange code as UTF8 string.

◆ getBidPrice()

double Quote::getBidPrice ( ) const

inlinenoexcept

Returns bid price.

Returns: The bid price.

◆ getBidSize()

double Quote::getBidSize ( ) const

inlinenoexcept

Returns bid size.

Returns: The bid size

◆ getBidTime()

std::int64_t Quote::getBidTime ( ) const

inlinenoexcept

Returns time of the last bid change.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

This time is always transmitted with seconds precision, so the result of this method is usually a multiple of 1000.

Returns: The time of the last bid change.

◆ getSequence()

std::int32_t Quote::getSequence ( ) const

inlinenoexcept

Returns sequence number of this quote to distinguish quotes that have the same time.

This sequence number does not have to be unique and does not need to be sequential. Sequence can range from 0 to Quote::MAX_SEQUENCE.

Returns: sequence of this quote.

References MAX_SEQUENCE.

◆ getTime()

std::int64_t Quote::getTime ( ) const

inlinenoexcept

Returns time of the last bid or ask change.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

Returns: The time of the last bid or ask change.

Referenced by getTimeNanos().

◆ getTimeNanoPart()

std::int32_t Quote::getTimeNanoPart ( ) const

inlinenoexcept

Returns microseconds and nanoseconds part of time of the last bid or ask change.

Returns: The microseconds and nanoseconds part of time of the last bid or ask change.

◆ getTimeNanos()

std::int64_t Quote::getTimeNanos ( ) const

inlinenoexcept

Returns time of the last bid or ask change in nanoseconds.

Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

Returns: The time of the last bid or ask change in nanoseconds.

References getTime().

◆ setAskExchangeCode() [1/2]

void Quote::setAskExchangeCode ( char askExchangeCode )

noexcept

Changes ask exchange code.

Parameters

askExchangeCode The ask exchange code.

Referenced by withAskExchangeCode().

◆ setAskExchangeCode() [2/2]

void Quote::setAskExchangeCode ( std::int16_t askExchangeCode )

noexcept

Changes ask exchange code.

Parameters

askExchangeCode The ask exchange code.

Referenced by withAskExchangeCode().

◆ setAskPrice()

void Quote::setAskPrice ( double askPrice )

inline

Changes ask price.

Parameters

askPrice The ask price.

Referenced by withAskPrice().

◆ setAskSize()

void Quote::setAskSize ( double askSize )

inline

Changes ask size.

Parameters

askSize The ask size.

Referenced by withAskSize().

◆ setAskTime()

void Quote::setAskTime ( std::int64_t askTime )

inlinenoexcept

Changes time of the last ask change.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

You can set the actual millisecond-precision time here to publish event and the millisecond part will make the Quote::getTime() of this quote even precise up to a millisecond.

Parameters

askTime The time of the last ask change.

Referenced by withAskTime().

◆ setBidExchangeCode() [1/2]

void Quote::setBidExchangeCode ( char bidExchangeCode )

noexcept

Changes bid exchange code.

Parameters

bidExchangeCode The bid exchange code.

Referenced by withBidExchangeCode().

◆ setBidExchangeCode() [2/2]

void Quote::setBidExchangeCode ( std::int16_t bidExchangeCode )

noexcept

Changes bid exchange code.

Parameters

bidExchangeCode bid exchange code.

Referenced by withBidExchangeCode().

◆ setBidPrice()

void Quote::setBidPrice ( double bidPrice )

inlinenoexcept

Changes bid price.

Parameters

bidPrice The bid price.

Referenced by withBidPrice().

◆ setBidSize()

void Quote::setBidSize ( double bidSize )

inlinenoexcept

Changes bid size.

Parameters

bidSize The bid size.

Referenced by withBidSize().

◆ setBidTime()

void Quote::setBidTime ( std::int64_t bidTime )

inlinenoexcept

Changes time of the last bid change.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

You can set the actual millisecond-precision time here to publish event and the millisecond part will make the Quote::getTime() of this quote even precise up to a millisecond.

Parameters

bidTime The time of the last bid change.

Referenced by withBidTime().

◆ setSequence()

void Quote::setSequence ( std::int32_t sequence )

inline

Changes sequence number of this quote.

Parameters

sequence The sequence.

See also: Quote::getSequence()

References MAX_SEQUENCE.

Referenced by withSequence().

◆ setTimeNanoPart()

void Quote::setTimeNanoPart ( std::int32_t timeNanoPart )

inlinenoexcept

Changes microseconds and nanoseconds part of time of the last bid or ask change.

This method changes Quote::getTimeNanos() result.

Parameters

timeNanoPart The microseconds and nanoseconds part of time of the last bid or ask change.

Referenced by withTimeNanoPart().

◆ toGraal()

void * Quote::toGraal ( ) const

overridevirtual

Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

Fills the dxFeed Graal SDK structure's fields by the data of the current entity (recursively if necessary). Returns the pointer to the filled structure.

Returns: The pointer to the filled dxFeed Graal SDK structure

Implements EventType.

◆ toString()

std::string Quote::toString ( ) const

overridevirtualnoexcept

Returns a string representation of the current object.

Returns: A string representation.

Reimplemented from EventType.

◆ withAskExchangeCode() [1/2]

Quote & Quote::withAskExchangeCode ( char askExchangeCode )

inlinenoexcept

Changes ask exchange code and returns the current quote.

Parameters

askExchangeCode The ask exchange code.

Returns: The current quote

References setAskExchangeCode().

◆ withAskExchangeCode() [2/2]

Quote & Quote::withAskExchangeCode ( std::int16_t askExchangeCode )

inlinenoexcept

Changes ask exchange code and returns the current quote.

Parameters

askExchangeCode The ask exchange code.

Returns: The current quote.

References setAskExchangeCode().

◆ withAskPrice()

Quote & Quote::withAskPrice ( double askPrice )

inlinenoexcept

Changes ask price and returns the current quote.

Parameters

askPrice The ask price.

Returns: The current quote

References setAskPrice().

◆ withAskSize()

Quote & Quote::withAskSize ( double askSize )

inlinenoexcept

Changes ask size and returns the current quote.

Parameters

askSize The ask size.

Returns: The current quote.

References setAskSize().

◆ withAskTime()

Quote & Quote::withAskTime ( std::int64_t askTime )

inlinenoexcept

Changes time of the last ask change and returns the current quote.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

You can set the actual millisecond-precision time here to publish event and the millisecond part will make the Quote::getTime() of this quote even precise up to a millisecond.

Parameters

askTime The time of the last ask change.

Returns: The current quote.

References setAskTime().

◆ withBidExchangeCode() [1/2]

Quote & Quote::withBidExchangeCode ( char bidExchangeCode )

inlinenoexcept

Changes bid exchange code and returns the current quote.

Parameters

bidExchangeCode The bid exchange code.

Returns: The current quote

References setBidExchangeCode().

◆ withBidExchangeCode() [2/2]

Quote & Quote::withBidExchangeCode ( std::int16_t bidExchangeCode )

inlinenoexcept

Changes bid exchange code and returns the current quote.

Parameters

bidExchangeCode The bid exchange code.

Returns: The current quote.

References setBidExchangeCode().

◆ withBidPrice()

Quote & Quote::withBidPrice ( double bidPrice )

inlinenoexcept

Changes bid price and returns the current quote.

Parameters

bidPrice The bid price.

Returns: The current quote

References setBidPrice().

◆ withBidSize()

Quote & Quote::withBidSize ( double bidSize )

inlinenoexcept

Changes bid size and returns the current quote.

Parameters

bidSize The bid size.

Returns: The current quote.

References setBidSize().

◆ withBidTime()

Quote & Quote::withBidTime ( std::int64_t bidTime )

inlinenoexcept

Changes time of the last bid change and returns the current quote.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

You can set the actual millisecond-precision time here to publish event and the millisecond part will make the Quote::getTime() of this quote even precise up to a millisecond.

Parameters

bidTime The time of the last bid change.

Returns: The current quote.

References setBidTime().

◆ withEventSymbol()

Quote & Quote::withEventSymbol ( const std::string & eventSymbol )

inlinenoexcept

Changes event's symbol and returns the current quote.

Parameters

eventSymbol The symbol of this event.

Returns: The current quote.

References MarketEvent::setEventSymbol().

◆ withEventTime()

Quote & Quote::withEventTime ( std::int64_t eventTime )

inlinenoexcept

Changes event's creation time and returns the current quote.

Parameters

eventTime the difference, measured in milliseconds, between the event creation time and midnight, January 1, 1970 UTC.

Returns: The current quote.

References MarketEvent::setEventTime().

◆ withSequence()

Quote & Quote::withSequence ( std::int32_t sequence )

inlinenoexcept

Changes sequence number of this quote and returns the current quote.

Parameters

sequence The sequence.

Returns: The current quote.

See also: Quote::getSequence()

References setSequence().

◆ withTimeNanoPart()

Quote & Quote::withTimeNanoPart ( std::int32_t timeNanoPart )

inlinenoexcept

Changes microseconds and nanoseconds part of time of the last bid or ask change and returns the current quote.

This method changes Quote::getTimeNanos() result.

Parameters

timeNanoPart The microseconds and nanoseconds part of time of the last bid or ask change.

Returns: The current quote.

References setTimeNanoPart().

Member Data Documentation

◆ MAX_SEQUENCE

std::uint32_t Quote::MAX_SEQUENCE = (1U << 22U) - 1U

staticconstexpr

Maximum allowed sequence value.

See also: Quote::setSequence()

Referenced by getSequence(), and setSequence().

Public Types

Public Member Functions

Static Public Member Functions

Static Public Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ Quote()

Member Function Documentation

◆ freeGraal()

◆ fromGraal()

◆ getAskExchangeCode()

◆ getAskExchangeCodeString()

◆ getAskPrice()

◆ getAskSize()

◆ getAskTime()

◆ getBidExchangeCode()

◆ getBidExchangeCodeString()

◆ getBidPrice()

◆ getBidSize()

◆ getBidTime()

◆ getSequence()

◆ getTime()

◆ getTimeNanoPart()

◆ getTimeNanos()

◆ setAskExchangeCode() [1/2]

◆ setAskExchangeCode() [2/2]

◆ setAskPrice()

◆ setAskSize()

◆ setAskTime()

◆ setBidExchangeCode() [1/2]

◆ setBidExchangeCode() [2/2]

◆ setBidPrice()

◆ setBidSize()

◆ setBidTime()

◆ setSequence()

◆ setTimeNanoPart()

◆ toGraal()

◆ toString()

◆ withAskExchangeCode() [1/2]

◆ withAskExchangeCode() [2/2]

◆ withAskPrice()

◆ withAskSize()

◆ withAskTime()

◆ withBidExchangeCode() [1/2]

◆ withBidExchangeCode() [2/2]

◆ withBidPrice()

◆ withBidSize()

◆ withBidTime()

◆ withEventSymbol()

◆ withEventTime()

◆ withSequence()

◆ withTimeNanoPart()

Member Data Documentation

◆ MAX_SEQUENCE