Leg. More...
Public Member Functions | |
void | validate () const |
Validates instance data by checking length limits for strings. More... | |
Public Attributes | |
UInt32 | productKey |
Unique product identifier. More... | |
ProductType::Enum | productType |
Product Type for the leg. More... | |
UInt32 | ratioQuantity |
The ratio between the quantities of the legs. More... | |
std::string | legSide |
Side code. More... | |
std::string | equitySymbol |
Applicable to product Types 3(EQUITY) and 5(INDEX). More... | |
std::string | reportingClass |
Applicable to product Types 4(FUTURE) and 7(OPTION). More... | |
UInt16 | maturityYear |
Expiration year. More... | |
UInt8 | maturityMonth |
Expiration month. More... | |
UInt8 | maturityDay |
Expiration day. More... | |
PutOrCall::Enum | optionType |
Put or call. More... | |
Decimal | price |
Applicable to Product Type 7(OPTION). More... | |
Leg.
void validate | ( | ) | const |
Validates instance data by checking length limits for strings.
Throws std::invalid_artument exception if message content is invalid.
std::string equitySymbol |
Applicable to product Types 3(EQUITY) and 5(INDEX).
std::string legSide |
Side code.
UInt8 maturityDay |
Expiration day.
Applicable to Product Types 4(FUTURE) and 7(OPTION).
UInt8 maturityMonth |
Expiration month.
Applicable to Product Types 4(FUTURE) and 7(OPTION).
UInt16 maturityYear |
Expiration year.
Applicable to Product Types 4(FUTURE) and 7(OPTION).
PutOrCall::Enum optionType |
Put or call.
Applicable to Product Type 7(OPTION).
Decimal price |
Applicable to Product Type 7(OPTION).
UInt32 productKey |
Unique product identifier.
This key is unique for the trading session.
ProductType::Enum productType |
Product Type for the leg.
UInt32 ratioQuantity |
The ratio between the quantities of the legs.
std::string reportingClass |
Applicable to product Types 4(FUTURE) and 7(OPTION).