isimud::exchanges::MIT::common::ref_data Class Reference

Structures for encapsulating the MIT reference-data details. More...

#include <ref_data.hpp>

Classes
struct	security_id_key

Public Types
enum	: std::size_t { instrument_id_field =0, isin_field =5 }
using	lookup_instrument_id_t = std::unordered_map< security_id_key, common::SecurityID_t, hash_security_id_key >
	Convert from a security_id_key to a common::SecurityID_t. More...
using	lookup_isin_t = std::unordered_map< common::SecurityID_t, security_id_key >
	Convert from a common::SecurityID_t to a security_id_key. More...

Public Member Functions
	BOOST_MPL_ASSERT_RELATION (instrument_id_field,<, isin_field)
	ref_data (std::istream &is) noexcept(false)
	Read the reference data from the input stream. More...
const lookup_instrument_id_t &	lookup_instrument_id () const noexcept(true)
const lookup_isin_t &	lookup_isin () const noexcept(true)
std::string	to_string () const noexcept(false)

Detailed Description

Structures for encapsulating the MIT reference-data details.

From Section 2.3 "Reference Data" of "London Stock Exchange - MIT301 - Guide to Market Data Services - Issue 10.14 February 2015".

Definition at line 111 of file ref_data.hpp.

Member Typedef Documentation

lookup_instrument_id_t

using isimud::exchanges::MIT::common::ref_data::lookup_instrument_id_t = std::unordered_map<security_id_key, common::SecurityID_t, hash_security_id_key>

Convert from a security_id_key to a common::SecurityID_t.

Definition at line 163 of file ref_data.hpp.

lookup_isin_t

using isimud::exchanges::MIT::common::ref_data::lookup_isin_t = std::unordered_map<common::SecurityID_t, security_id_key>

Convert from a common::SecurityID_t to a security_id_key.

Definition at line 165 of file ref_data.hpp.

Member Enumeration Documentation

anonymous enum

anonymous enum : std::size_t

Enumerator
instrument_id_field
isin_field

Definition at line 166 of file ref_data.hpp.

Constructor & Destructor Documentation

ref_data()

isimud::exchanges::MIT::common::ref_data::ref_data ( std::istream &  is )

inlineexplicitnoexcept

Read the reference data from the input stream.

The reference data should be in the format specified in MIT401 - MILLENNIUM EXCHANGE - Guide to Reference Data Services - Issue 11.3 - 24 September 2013.

Parameters

is	The input std::istream that contains the reference data that should be in a restricted CSV format, with no comments, no internal white space, not escaping nor escaped commas.

Definition at line 119 of file ref_data_impl.hpp.

Member Function Documentation

BOOST_MPL_ASSERT_RELATION()

isimud::exchanges::MIT::common::ref_data::BOOST_MPL_ASSERT_RELATION

(

instrument_id_field

)

lookup_instrument_id()

const lookup_instrument_id_t& isimud::exchanges::MIT::common::ref_data::lookup_instrument_id ( ) const

inlinenoexcept

Returns

Const-accessor to the contained collection of security_id_key to common::SecurityID_t. Intra-day updates are not allowed via this method.

Const-accessor to the contained collection of common::SecurityID_t to security_id_key. Intra-day updates are not allowed via this method.

Definition at line 186 of file ref_data.hpp.

lookup_isin()

const lookup_isin_t& isimud::exchanges::MIT::common::ref_data::lookup_isin ( ) const

inlinenoexcept

Definition at line 189 of file ref_data.hpp.

to_string()

std::string isimud::exchanges::MIT::common::ref_data::to_string ( ) const

inlinenoexcept

Definition at line 137 of file ref_data_impl.hpp.

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The documentation for this class was generated from the following files:

• isimud/exchanges/MIT/common/ref_data.hpp
• isimud/exchanges/MIT/common/ref_data_impl.hpp