Candle event with open, high, low, close prices and other information for a specific period. More...

#include <Candle.hpp>

Inheritance diagram for dxfcpp::Candle:

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

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

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

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

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

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

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

Public Types inherited from dxfcpp::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 noexcept override
	Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

	Candle () noexcept=default
	Creates new candle with default values.

	Candle (CandleSymbol eventSymbol) noexcept
	Creates new candle with the specified candle event symbol.

const CandleSymbol &	getEventSymbol () const &noexcept override
	Returns symbol of this event.

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

void	setEventSymbol (const CandleSymbol &eventSymbol) noexcept override
	Changes event symbol that identifies this event type in subscription.

Candle &	withEventSymbol (const CandleSymbol &eventSymbol) noexcept
	Changes event's symbol and returns the current candle.

Candle::Ptr	withEventSymbolShared (const CandleSymbol &eventSymbol) noexcept
	Changes event's symbol and returns a shared pointer to the current candle.

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.

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

Candle::Ptr	withEventTimeShared (std::int64_t eventTime) noexcept
	Changes event's creation time and returns a shared pointer to the current candle.

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

std::int32_t	getEventFlags () const noexcept override
	Returns transactional event flags.

EventFlagsMask	getEventFlagsMask () const noexcept override
	Returns transactional event flags.

void	setEventFlags (std::int32_t eventFlags) noexcept override
	Changes transactional event flags.

Candle &	withEventFlags (std::int32_t eventFlags) noexcept
	Changes transactional event flags and returns the current candle.

Candle::Ptr	withEventFlagsShared (std::int32_t eventFlags) noexcept
	Changes transactional event flags and returns a shared pointer to the current candle.

void	setEventFlags (const EventFlagsMask &eventFlags) noexcept override
	Changes transactional event flags.

Candle &	withEventFlags (const EventFlagsMask &eventFlags) noexcept
	Changes transactional event flags and returns the current candle.

Candle::Ptr	withEventFlagsShared (const EventFlagsMask &eventFlags) noexcept
	Changes transactional event flags and returns a shared pointer to the current candle.

void	setIndex (std::int64_t index) noexcept override
	Changes unique per-symbol index of this event.

Candle &	withIndex (std::int64_t index) noexcept
	Changes unique per-symbol index of this event.

Candle::Ptr	withIndexShared (std::int64_t index) noexcept
	Changes unique per-symbol index of this event.

std::int64_t	getIndex () const noexcept override
	Returns unique per-symbol index of this event.

std::int64_t	getTime () const noexcept override
	Returns timestamp of the event in milliseconds.

void	setTime (std::int64_t time) noexcept
	Changes timestamp of the event in milliseconds.

Candle &	withTime (std::int64_t time) noexcept
	Changes timestamp of the event in milliseconds.

Candle::Ptr	withTimeShared (std::int64_t time) noexcept
	Changes timestamp of the event in milliseconds.

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

void	setSequence (int sequence) noexcept
	Changes sequence number of this event.

Candle &	withSequence (std::int32_t sequence) noexcept
	Changes sequence number of this event.

Candle::Ptr	withSequenceShared (std::int32_t sequence) noexcept
	Changes sequence number of this event.

std::int64_t	getCount () const noexcept
	Returns total number of original trade (or quote) events in this candle.

void	setCount (std::int64_t count) noexcept
	Changes total number of original trade (or quote) events in this candle.

Candle &	withCount (std::int64_t count) noexcept
	Changes total number of original trade (or quote) events in this candle.

Candle::Ptr	withCountShared (std::int64_t count) noexcept
	Changes total number of original trade (or quote) events in this candle.

double	getOpen () const noexcept
	Returns the first (open) price of this candle.

void	setOpen (double open) noexcept
	Changes the first (open) price of this candle.

Candle &	withOpen (double open) noexcept
	Changes the first (open) price of this candle.

Candle::Ptr	withOpenShared (double open) noexcept
	Changes the first (open) price of this candle.

double	getHigh () const noexcept
	Returns the maximal (high) price of this candle.

void	setHigh (double high) noexcept
	Changes the maximal (high) price of this candle.

Candle &	withHigh (double high) noexcept
	Changes the maximal (high) price of this candle.

Candle::Ptr	withHighShared (double high) noexcept
	Changes the maximal (high) price of this candle.

double	getLow () const noexcept
	Returns the minimal (low) price of this candle.

void	setLow (double low) noexcept
	Changes the minimal (low) price of this candle.

Candle &	withLow (double low) noexcept
	Changes the minimal (low) price of this candle.

Candle::Ptr	withLowShared (double low) noexcept
	Changes the minimal (low) price of this candle.

double	getClose () const noexcept
	Returns the last (close) price of this candle.

void	setClose (double close) noexcept
	Changes the last (close) price of this candle.

Candle &	withClose (double close) noexcept
	Changes the last (close) price of this candle.

Candle::Ptr	withCloseShared (double close) noexcept
	Changes the last (close) price of this candle.

double	getVolume () const noexcept
	Returns total volume in this candle.

void	setVolume (double volume) noexcept
	Changes total volume in this candle.

Candle &	withVolume (double volume) noexcept
	Changes total volume in this candle.

Candle::Ptr	withVolumeShared (double volume) noexcept
	Changes total volume in this candle.

double	getVWAP () const noexcept
	Returns volume-weighted average price (VWAP) in this candle.

void	setVWAP (double vwap) noexcept
	Changes volume-weighted average price (VWAP) in this candle.

Candle &	withVWAP (double vwap) noexcept
	Changes volume-weighted average price (VWAP) in this candle.

Candle::Ptr	withVWAPShared (double vwap) noexcept
	Changes volume-weighted average price (VWAP) in this candle.

double	getBidVolume () const noexcept
	Returns bid volume in this candle.

void	setBidVolume (double bidVolume) noexcept
	Changes bid volume in this candle.

Candle &	withBidVolume (double bidVolume) noexcept
	Changes bid volume in this candle.

Candle::Ptr	withBidVolumeShared (double bidVolume) noexcept
	Changes bid volume in this candle.

double	getAskVolume () const noexcept
	Returns ask volume in this candle.

void	setAskVolume (double askVolume) noexcept
	Changes ask volume in this candle.

Candle &	withAskVolume (double askVolume) noexcept
	Changes ask volume in this candle.

Candle::Ptr	withAskVolumeShared (double askVolume) noexcept
	Changes ask volume in this candle.

double	getImpVolatility () const noexcept
	Returns the implied volatility.

void	setImpVolatility (double impVolatility)
	Changes the implied volatility.

Candle &	withImpVolatility (double impVolatility) noexcept
	Changes implied volatility.

Candle::Ptr	withImpVolatilityShared (double impVolatility) noexcept
	Changes implied volatility.

double	getOpenInterest () const noexcept
	Returns the open interest.

void	setOpenInterest (double openInterest) noexcept
	Changes the open interest.

Candle &	withOpenInterest (double openInterest) noexcept
	Changes the open interest.

Candle::Ptr	withOpenInterestShared (double openInterest) noexcept
	Changes the open interest.

Public Member Functions inherited from dxfcpp::EventType
std::string	toString () const noexcept override
	Returns a string representation of the current object.

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

Public Member Functions inherited from dxfcpp::TimeSeriesEvent
const IndexedEventSource &	getSource () const &noexcept override
	Returns the source identifier for this event, which is always DEFAULT for time-series events.

std::int64_t	getIndex () const noexcept override
	Returns unique per-symbol index of this event.

virtual std::int64_t	getEventId () const noexcept
	Returns unique per-symbol index of this event.

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

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

static const EventTypeEnum &	TYPE = EventTypeEnum::CANDLE
	Type identifier and additional information about the current event class.

Static Public Attributes inherited from dxfcpp::IndexedEvent
static const EventFlag	TX_PENDING = EventFlag::TX_PENDING
	`0x01` - A bitmask to get transaction pending indicator from the value of eventFlags property.

static const EventFlag	REMOVE_EVENT = EventFlag::REMOVE_EVENT
	`0x02` - A bitmask to get removal indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_BEGIN = EventFlag::SNAPSHOT_BEGIN
	`0x04` - A bitmask to get snapshot begin indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_END = EventFlag::SNAPSHOT_END
	`0x08` - A bitmask to get snapshot end indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_SNIP = EventFlag::SNAPSHOT_SNIP
	`0x10` - A bitmask to get snapshot snip indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_MODE = EventFlag::SNAPSHOT_MODE
	`0x40` - A bitmask to set snapshot mode indicator into the value of eventFlags property.

Detailed Description

Candle event with open, high, low, close prices and other information for a specific period.

Candles are build with a specified CandlePeriod using a specified CandlePrice type with a data taken from the specified CandleExchange from the specified CandleSession with further details of aggregation provided by CandleAlignment.

Event symbol of the candle is represented with CandleSymbol class. Since the `Candle is a time-series event, it is typically subscribed to using DXFeedTimeSeriesSubscription class that handles the necessarily wrapping of the symbol into TimeSeriesSubscriptionSymbol to specify a subscription time range.

Event flags, transactions and snapshots

Some candle sources provide a consistent view of the set of known candles. The corresponding information is carried in eventFlags property. The logic behind this property is detailed in IndexedEvent class documentation. Multiple event sources for the same symbol are not supported for candles, thus source property is always DEFAULT.

TimeSeriesEventModel class handles all the snapshot and transaction logic and conveniently represents a list current of time-series events order by their time. It relies on the code of AbstractIndexedEventModel to handle this logic. Use the source code of AbstractIndexedEventModel for clarification on transactions and snapshot logic.

Publishing Candles

Publishing of candle events follows the general rules explained in TimeSeriesEvent class documentation.

Implementation details

This event is implemented on top of QDS record TradeHistory for tick candles with CandlePeriod::TICK, records Trade.<period> for a certain set of popular periods, and QDS record Candle for arbitrary custom periods, with a set of Candle{<attributes>} records for a popular combinations of custom candle symbol attributes like CandlePrice for an efficient support of bid-ask charting.

Constructor & Destructor Documentation

◆ Candle()

dxfcpp::Candle::Candle ( CandleSymbol eventSymbol )

inlineexplicitnoexcept

Creates new candle with the specified candle event symbol.

Parameters

eventSymbol candle event symbol.

Member Function Documentation

◆ freeGraal()

void dxfcpp::Candle::freeGraal ( void * graalNative )

staticnoexcept

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

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

◆ getAskVolume()

double dxfcpp::Candle::getAskVolume ( ) const

inlinenoexcept

Returns ask volume in this candle.

Returns: Ask volume in this candle.

◆ getBidVolume()

double dxfcpp::Candle::getBidVolume ( ) const

inlinenoexcept

Returns bid volume in this candle.

Returns: Bid volume in this candle.

◆ getClose()

double dxfcpp::Candle::getClose ( ) const

inlinenoexcept

Returns the last (close) price of this candle.

Returns: The last (close) price of this candle.

◆ getCount()

std::int64_t dxfcpp::Candle::getCount ( ) const

inlinenoexcept

Returns total number of original trade (or quote) events in this candle.

Returns: Total number of original trade (or quote) events in this candle.

◆ getEventFlags()

std::int32_t dxfcpp::Candle::getEventFlags ( ) const

inlineoverridevirtualnoexcept

Returns transactional event flags.

See EventFlag "Event Flags" section.

Returns: The transactional event flags.

Implements dxfcpp::IndexedEvent.

◆ getEventFlagsMask()

EventFlagsMask dxfcpp::Candle::getEventFlagsMask ( ) const

inlineoverridevirtualnoexcept

Returns transactional event flags.

See EventFlag "Event Flags" section.

Returns: The transactional event flags' mask.

Implements dxfcpp::IndexedEvent.

◆ getEventSymbol()

const CandleSymbol & dxfcpp::Candle::getEventSymbol ( ) const &

inlineoverridevirtualnoexcept

Returns symbol of this event.

Returns: symbol of this event or dxfcpp::CandleSymbol::NUL (dxfcpp::CandleSymbol{"<null>"})

Implements dxfcpp::EventTypeWithSymbol< CandleSymbol >.

◆ getEventSymbolOpt()

const std::optional< CandleSymbol > & dxfcpp::Candle::getEventSymbolOpt ( ) const &

inlineoverridevirtualnoexcept

Returns symbol of this event.

Returns: symbol of this event or std::nullopt.

Implements dxfcpp::EventTypeWithSymbol< CandleSymbol >.

◆ getEventTime()

std::int64_t dxfcpp::Candle::getEventTime ( ) const

inlineoverridevirtualnoexcept

Returns time when event was created or zero when time is not available.

This event time is available only when the corresponding DXEndpoint is created with DXENDPOINT_EVENT_TIME_PROPERTY and the data source has embedded event times. This is typically true only for data events that are read from historical tape files and from OnDemandService. Events that are coming from a network connections do not have an embedded event time information and this method will return zero for them, meaning that event was received just now.

Default implementation returns 0.

Returns: The difference, measured in milliseconds, between the event creation time and midnight, January 1, 1970 UTC or zero when time is not available.

Reimplemented from dxfcpp::EventType.

◆ getHigh()

double dxfcpp::Candle::getHigh ( ) const

inlinenoexcept

Returns the maximal (high) price of this candle.

Returns: The maximal (high) price of this candle.

◆ getImpVolatility()

double dxfcpp::Candle::getImpVolatility ( ) const

inlinenoexcept

Returns the implied volatility.

Returns: The implied volatility.

◆ getIndex()

std::int64_t dxfcpp::Candle::getIndex ( ) const

inlineoverridevirtualnoexcept

Returns unique per-symbol index of this event.

Returns: unique per-symbol index of this event.

Implements dxfcpp::IndexedEvent.

◆ getLow()

double dxfcpp::Candle::getLow ( ) const

inlinenoexcept

Returns the minimal (low) price of this candle.

Returns: The minimal (low) price of this candle.

◆ getOpen()

double dxfcpp::Candle::getOpen ( ) const

inlinenoexcept

Returns the first (open) price of this candle.

Returns: The first (open) price of this candle.

◆ getOpenInterest()

double dxfcpp::Candle::getOpenInterest ( ) const

inlinenoexcept

Returns the open interest.

Returns: The open interest.

◆ getSequence()

std::int32_t dxfcpp::Candle::getSequence ( ) const

inlinenoexcept

Returns the sequence number of this event to distinguish events 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 Candle::MAX_SEQUENCE.

Returns: The sequence number of this event

◆ getTime()

std::int64_t dxfcpp::Candle::getTime ( ) const

inlineoverridevirtualnoexcept

Returns timestamp of the event in milliseconds.

Returns: timestamp of the event in milliseconds

Implements dxfcpp::TimeSeriesEvent.

◆ getVolume()

double dxfcpp::Candle::getVolume ( ) const

inlinenoexcept

Returns total volume in this candle.

Returns: Total volume in this candle.

◆ getVWAP()

double dxfcpp::Candle::getVWAP ( ) const

inlinenoexcept

Returns volume-weighted average price (VWAP) in this candle.

Total turnover in this candle can be computed with getVWAP() * getVolume().

Returns: Volume-weighted average price (VWAP) in this candle.

◆ setAskVolume()

void dxfcpp::Candle::setAskVolume ( double askVolume )

inlinenoexcept

Changes ask volume in this candle.

Parameters

askVolume Ask volume in this candle.

◆ setBidVolume()

void dxfcpp::Candle::setBidVolume ( double bidVolume )

inlinenoexcept

Changes bid volume in this candle.

Parameters

bidVolume Bid volume in this candle.

◆ setClose()

void dxfcpp::Candle::setClose ( double close )

inlinenoexcept

Changes the last (close) price of this candle.

Parameters

close The last (close) price of this candle.

◆ setCount()

void dxfcpp::Candle::setCount ( std::int64_t count )

inlinenoexcept

Changes total number of original trade (or quote) events in this candle.

Parameters

count Total number of original trade (or quote) events in this candle.

◆ setEventFlags() [1/2]

void dxfcpp::Candle::setEventFlags ( const EventFlagsMask & eventFlags )

inlineoverridevirtualnoexcept

Changes transactional event flags.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags' mask.

Implements dxfcpp::IndexedEvent.

◆ setEventFlags() [2/2]

void dxfcpp::Candle::setEventFlags ( std::int32_t eventFlags )

inlineoverridevirtualnoexcept

Changes transactional event flags.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags.

Implements dxfcpp::IndexedEvent.

◆ setEventSymbol()

void dxfcpp::Candle::setEventSymbol ( const CandleSymbol & eventSymbol )

inlineoverridevirtualnoexcept

Changes event symbol that identifies this event type in subscription.

Parameters

eventSymbol event symbol.

Implements dxfcpp::EventTypeWithSymbol< CandleSymbol >.

◆ setEventTime()

void dxfcpp::Candle::setEventTime ( std::int64_t )

inlineoverridevirtualnoexcept

Changes event creation time.

Default implementation does nothing.

Parameters

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

Reimplemented from dxfcpp::EventType.

◆ setHigh()

void dxfcpp::Candle::setHigh ( double high )

inlinenoexcept

Changes the maximal (high) price of this candle.

Parameters

high	The maximal (high) price of this candle.

◆ setImpVolatility()

void dxfcpp::Candle::setImpVolatility ( double impVolatility )

inline

Changes the implied volatility.

Parameters

impVolatility The implied volatility.

◆ setIndex()

void dxfcpp::Candle::setIndex ( std::int64_t index )

inlineoverridevirtualnoexcept

Changes unique per-symbol index of this event.

Parameters

index unique per-symbol index of this event.

Implements dxfcpp::IndexedEvent.

◆ setLow()

void dxfcpp::Candle::setLow ( double low )

inlinenoexcept

Changes the minimal (low) price of this candle.

Parameters

low	The minimal (low) price of this candle.

◆ setOpen()

void dxfcpp::Candle::setOpen ( double open )

inlinenoexcept

Changes the first (open) price of this candle.

Parameters

open	The first (open) price of this candle.

◆ setOpenInterest()

void dxfcpp::Candle::setOpenInterest ( double openInterest )

inlinenoexcept

Changes the open interest.

Parameters

openInterest The open interest.

◆ setSequence()

void dxfcpp::Candle::setSequence ( int sequence )

inlinenoexcept

Changes sequence number of this event.

Parameters

sequence the sequence.

See also: Candle::getSequence()

◆ setTime()

void dxfcpp::Candle::setTime ( std::int64_t time )

inlinenoexcept

Changes timestamp of the event in milliseconds.

Parameters

time	timestamp of the event in milliseconds.

See also: Candle::getTime()

◆ setVolume()

void dxfcpp::Candle::setVolume ( double volume )

inlinenoexcept

Changes total volume in this candle.

Parameters

volume Total volume in this candle.

◆ setVWAP()

void dxfcpp::Candle::setVWAP ( double vwap )

inlinenoexcept

Changes volume-weighted average price (VWAP) in this candle.

Parameters

vwap	Volume-weighted average price (VWAP) in this candle.

◆ toGraal()

void * dxfcpp::Candle::toGraal ( ) const

overridevirtualnoexcept

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 dxfcpp::EventType.

◆ toString()

std::string dxfcpp::Candle::toString ( ) const

overridevirtualnoexcept

Returns a string representation of the current object.

Returns: a string representation

Reimplemented from dxfcpp::SharedEntity.

◆ withAskVolume()

Candle & dxfcpp::Candle::withAskVolume ( double askVolume )

inlinenoexcept

Changes ask volume in this candle.

Returns the current candle.

Parameters

askVolume Ask volume in this candle.

Returns: The current candle.

◆ withAskVolumeShared()

Candle::Ptr dxfcpp::Candle::withAskVolumeShared ( double askVolume )

inlinenoexcept

Changes ask volume in this candle.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

askVolume Ask volume in this candle.

Returns: A shared pointer to the current candle.

◆ withBidVolume()

Candle & dxfcpp::Candle::withBidVolume ( double bidVolume )

inlinenoexcept

Changes bid volume in this candle.

Returns the current candle.

Parameters

bidVolume Bid volume in this candle.

Returns: The current candle.

◆ withBidVolumeShared()

Candle::Ptr dxfcpp::Candle::withBidVolumeShared ( double bidVolume )

inlinenoexcept

Changes bid volume in this candle.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

bidVolume Bid volume in this candle.

Returns: A shared pointer to the current candle.

◆ withClose()

Candle & dxfcpp::Candle::withClose ( double close )

inlinenoexcept

Changes the last (close) price of this candle.

Returns the current candle.

Parameters

close The last (close) price of this candle.

Returns: The current candle.

◆ withCloseShared()

Candle::Ptr dxfcpp::Candle::withCloseShared ( double close )

inlinenoexcept

Changes the last (close) price of this candle.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

close The last (close) price of this candle.

Returns: A shared pointer to the current candle.

◆ withCount()

Candle & dxfcpp::Candle::withCount ( std::int64_t count )

inlinenoexcept

Changes total number of original trade (or quote) events in this candle.

Returns the current candle.

Parameters

count Total number of original trade (or quote) events in this candle.

Returns: The current candle.

◆ withCountShared()

Candle::Ptr dxfcpp::Candle::withCountShared ( std::int64_t count )

inlinenoexcept

Changes total number of original trade (or quote) events in this candle.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

count Total number of original trade (or quote) events in this candle.

Returns: A shared pointer to the current candle.

◆ withEventFlags() [1/2]

Candle & dxfcpp::Candle::withEventFlags ( const EventFlagsMask & eventFlags )

inlinenoexcept

Changes transactional event flags and returns the current candle.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags' mask.

Returns: The current candle.

◆ withEventFlags() [2/2]

Candle & dxfcpp::Candle::withEventFlags ( std::int32_t eventFlags )

inlinenoexcept

Changes transactional event flags and returns the current candle.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags.

Returns: The current candle.

◆ withEventFlagsShared() [1/2]

Candle::Ptr dxfcpp::Candle::withEventFlagsShared ( const EventFlagsMask & eventFlags )

inlinenoexcept

Changes transactional event flags and returns a shared pointer to the current candle.

See EventFlag "Event Flags" section.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

eventFlags transactional event flags' mask.

Returns: A shared pointer to the current candle.

◆ withEventFlagsShared() [2/2]

Candle::Ptr dxfcpp::Candle::withEventFlagsShared ( std::int32_t eventFlags )

inlinenoexcept

Changes transactional event flags and returns a shared pointer to the current candle.

See EventFlag "Event Flags" section.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

eventFlags transactional event flags.

Returns: A shared pointer to the current candle.

◆ withEventSymbol()

Candle & dxfcpp::Candle::withEventSymbol ( const CandleSymbol & eventSymbol )

inlinenoexcept

Changes event's symbol and returns the current candle.

Parameters

eventSymbol The symbol of this event.

Returns: The current candle.

◆ withEventSymbolShared()

Candle::Ptr dxfcpp::Candle::withEventSymbolShared ( const CandleSymbol & eventSymbol )

inlinenoexcept

Changes event's symbol and returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

eventSymbol The symbol of this event.

Returns: A shared pointer to the current candle.

◆ withEventTime()

Candle & dxfcpp::Candle::withEventTime ( std::int64_t eventTime )

inlinenoexcept

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

Parameters

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

Returns: The current candle.

◆ withEventTimeShared()

Candle::Ptr dxfcpp::Candle::withEventTimeShared ( std::int64_t eventTime )

inlinenoexcept

Changes event's creation time and returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

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

Returns: A shared pointer to the current candle.

◆ withHigh()

Candle & dxfcpp::Candle::withHigh ( double high )

inlinenoexcept

Changes the maximal (high) price of this candle.

Returns the current candle.

Parameters

high	The maximal (high) price of this candle.

Returns: The current candle.

◆ withHighShared()

Candle::Ptr dxfcpp::Candle::withHighShared ( double high )

inlinenoexcept

Changes the maximal (high) price of this candle.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

high	The maximal (high) price of this candle.

Returns: A shared pointer to the current candle.

◆ withImpVolatility()

Candle & dxfcpp::Candle::withImpVolatility ( double impVolatility )

inlinenoexcept

Changes implied volatility.

Returns the current candle.

Parameters

impVolatility The implied volatility.

Returns: The current candle.

◆ withImpVolatilityShared()

Candle::Ptr dxfcpp::Candle::withImpVolatilityShared ( double impVolatility )

inlinenoexcept

Changes implied volatility.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

impVolatility The implied volatility.

Returns: A shared pointer to the current candle.

◆ withIndex()

Candle & dxfcpp::Candle::withIndex ( std::int64_t index )

inlinenoexcept

Changes unique per-symbol index of this event.

Returns the current candle.

Parameters

index unique per-symbol index of this candle.

Returns: The current candle.

◆ withIndexShared()

Candle::Ptr dxfcpp::Candle::withIndexShared ( std::int64_t index )

inlinenoexcept

Changes unique per-symbol index of this event.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

index unique per-symbol index of this candle.

Returns: A shared pointer to the current candle.

◆ withLow()

Candle & dxfcpp::Candle::withLow ( double low )

inlinenoexcept

Changes the minimal (low) price of this candle.

Returns the current candle.

Parameters

low	The minimal (low) price of this candle.

Returns: The current candle.

◆ withLowShared()

Candle::Ptr dxfcpp::Candle::withLowShared ( double low )

inlinenoexcept

Changes the minimal (low) price of this candle.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

low	The minimal (low) price of this candle.

Returns: A shared pointer to the current candle.

◆ withOpen()

Candle & dxfcpp::Candle::withOpen ( double open )

inlinenoexcept

Changes the first (open) price of this candle.

Returns the current candle.

Parameters

open	The first (open) price of this candle.

Returns: The current candle.

◆ withOpenInterest()

Candle & dxfcpp::Candle::withOpenInterest ( double openInterest )

inlinenoexcept

Changes the open interest.

Returns the current candle.

Parameters

openInterest The open interest.

Returns: The current candle.

◆ withOpenInterestShared()

Candle::Ptr dxfcpp::Candle::withOpenInterestShared ( double openInterest )

inlinenoexcept

Changes the open interest.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

openInterest The open interest.

Returns: A shared pointer to the current candle.

◆ withOpenShared()

Candle::Ptr dxfcpp::Candle::withOpenShared ( double open )

inlinenoexcept

Changes the first (open) price of this candle.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

open	The first (open) price of this candle.

Returns: A shared pointer to the current candle.

◆ withSequence()

Candle & dxfcpp::Candle::withSequence ( std::int32_t sequence )

inlinenoexcept

Changes sequence number of this event.

Returns the current candle.

Parameters

sequence the sequence.

Returns: The current candle.

See also: Candle::getSequence()

◆ withSequenceShared()

Candle::Ptr dxfcpp::Candle::withSequenceShared ( std::int32_t sequence )

inlinenoexcept

Changes sequence number of this event.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

sequence the sequence.

Returns: A shared pointer to the current candle.

See also: Candle::getSequence()

◆ withTime()

Candle & dxfcpp::Candle::withTime ( std::int64_t time )

inlinenoexcept

Changes timestamp of the event in milliseconds.

Returns the current candle.

Parameters

time	timestamp of the event in milliseconds.

Returns: The current candle.

◆ withTimeShared()

Candle::Ptr dxfcpp::Candle::withTimeShared ( std::int64_t time )

inlinenoexcept

Changes timestamp of the event in milliseconds.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

time	timestamp of the event in milliseconds.

Returns: A shared pointer to the current candle.

◆ withVolume()

Candle & dxfcpp::Candle::withVolume ( double volume )

inlinenoexcept

Changes total volume in this candle.

Returns the current candle.

Parameters

volume Total volume in this candle.

Returns: The current candle.

◆ withVolumeShared()

Candle::Ptr dxfcpp::Candle::withVolumeShared ( double volume )

inlinenoexcept

Changes total volume in this candle.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

volume Total volume in this candle.

Returns: A shared pointer to the current candle.

◆ withVWAP()

Candle & dxfcpp::Candle::withVWAP ( double vwap )

inlinenoexcept

Changes volume-weighted average price (VWAP) in this candle.

Returns the current candle.

Parameters

vwap	Volume-weighted average price (VWAP) in this candle.

Returns: The current candle.

◆ withVWAPShared()

Candle::Ptr dxfcpp::Candle::withVWAPShared ( double vwap )

inlinenoexcept

Changes volume-weighted average price (VWAP) in this candle.

Returns a shared pointer to the current candle.

Warning: Please do not use this method unless the object was created with std::shared_ptr<Candle>(new Candle(...)) or std::make_shared<Candle>(...)

Parameters

vwap	Volume-weighted average price (VWAP) in this candle.

Returns: A shared pointer to the current candle.

Member Data Documentation

◆ MAX_SEQUENCE

constexpr std::uint32_t dxfcpp::Candle::MAX_SEQUENCE = (1U << 22U) - 1U

staticconstexpr

Maximum allowed sequence value.

See also: Candle::setSequence()

Public Types

Public Member Functions

Static Public Member Functions

Static Public Attributes

Detailed Description

Event flags, transactions and snapshots

Publishing Candles

Implementation details

Constructor & Destructor Documentation

◆ Candle()

Member Function Documentation

◆ freeGraal()

◆ getAskVolume()

◆ getBidVolume()

◆ getClose()

◆ getCount()

◆ getEventFlags()

◆ getEventFlagsMask()

◆ getEventSymbol()

◆ getEventSymbolOpt()

◆ getEventTime()

◆ getHigh()

◆ getImpVolatility()

◆ getIndex()

◆ getLow()

◆ getOpen()

◆ getOpenInterest()

◆ getSequence()

◆ getTime()

◆ getVolume()

◆ getVWAP()

◆ setAskVolume()

◆ setBidVolume()

◆ setClose()

◆ setCount()

◆ setEventFlags() [1/2]

◆ setEventFlags() [2/2]

◆ setEventSymbol()

◆ setEventTime()

◆ setHigh()

◆ setImpVolatility()

◆ setIndex()

◆ setLow()

◆ setOpen()

◆ setOpenInterest()

◆ setSequence()

◆ setTime()

◆ setVolume()

◆ setVWAP()

◆ toGraal()

◆ toString()

◆ withAskVolume()

◆ withAskVolumeShared()

◆ withBidVolume()

◆ withBidVolumeShared()

◆ withClose()

◆ withCloseShared()

◆ withCount()

◆ withCountShared()

◆ withEventFlags() [1/2]

◆ withEventFlags() [2/2]

◆ withEventFlagsShared() [1/2]

◆ withEventFlagsShared() [2/2]

◆ withEventSymbol()

◆ withEventSymbolShared()

◆ withEventTime()

◆ withEventTimeShared()

◆ withHigh()

◆ withHighShared()

◆ withImpVolatility()

◆ withImpVolatilityShared()

◆ withIndex()

◆ withIndexShared()

◆ withLow()

◆ withLowShared()

◆ withOpen()

◆ withOpenInterest()

◆ withOpenInterestShared()

◆ withOpenShared()

◆ withSequence()