MassQuoteWithClearingInfo::Quote Class Reference

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...
SInt32	bidPrice
	Quote bid price. More...
UInt32	bidQuantity
	Quote bid quantity. More...
SInt32	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
	Sell Short Indicator. More...
std::string	handlingIndicator
	'S' for single sided and null for two sided quote. More...

Detailed Description

Quote.

Member Function Documentation

void validate

(

)

const

Validates instance data by checking length limits for strings.

Throws std::invalid_artument exception if message content is invalid.

Member Data Documentation

SInt32 askPrice

Quote ask price.

UInt32 askQuantity

Quote ask quantity.

SInt32 bidPrice

Quote bid price.

UInt32 bidQuantity

Quote bid quantity.

std::string handlingIndicator

'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

Sell Short Indicator.

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.