Quote. More...
Public Member Functions | |
void | validate () const |
Validates instance data by checking length limits for strings. More... | |
Public Attributes | |
UInt32 | productKey |
Unique product (option series) identifier. More... | |
UInt32 | bidPrice |
Quote bid price. More... | |
UInt32 | bidQuantity |
Quote bid quantity. More... | |
UInt32 | askPrice |
Quote ask price. More... | |
UInt32 | askQuantity |
Quote ask quantity. More... | |
std::string | userAssignedId |
Fixed 8 byte String field. More... | |
UInt16 | quoteUpdateControl |
Quote token. More... | |
UInt8 | sellShortIndicator |
The values below are used for stock quotes. More... | |
HandlingIndicator::Enum | handlingIndicator |
Handling indicator. More... | |
Quote.
void validate | ( | ) | const |
Validates instance data by checking length limits for strings.
Throws std::invalid_artument exception if message content is invalid.
UInt32 askPrice |
Quote ask price.
UInt32 askQuantity |
Quote ask quantity.
UInt32 bidPrice |
Quote bid price.
UInt32 bidQuantity |
Quote bid quantity.
HandlingIndicator::Enum handlingIndicator |
Handling indicator.
'S' for single sided and null for two sided quote.
UInt32 productKey |
Unique product (option series) identifier.
This key is unique for the trading session.
UInt16 quoteUpdateControl |
Quote token.
UInt8 sellShortIndicator |
The values below are used for stock quotes.
72 = SELL_SHORT 88 = SELL_SHORT_EXEMPT 32 = NOT_APPLICABLE
std::string userAssignedId |
Fixed 8 byte String field.