Instrument Class Entity. More...

Classes
struct	BlockSize
	This structure provides table information about block sizes for regular order books. More...

struct	TickSize
	This structure provides table information on a bid and/or offer set for each price fluctuation range. More...

Public Types
typedef std::vector< TickSize >	Ticks

typedef std::vector< BlockSize >	BlockSizes

Public Member Functions
std::string	toString () const
	String representation.

	InstrumentClass (const InstrumentType &instumentType, const Underlying &underlying)
	Constructor.

Public Attributes
InstrumentClassId	id
	An unique binary id of the instrument class.

const InstrumentType &	instrumentType
	Related instrument type.

const Underlying &	underlying
	Related udnerlying.

std::string	symbol
	An unique symbolic id of the instrument class.

std::string	name
	Name of instrument class.

int32	contractSize
	Number of Security [Underlying] entities per contract.

uint32	derivateLevel
	The derivative level of the instrument: More...

uint32	strikePriceDenominator
	Denominator for strike price.

uint32	premiumDenominator
	Denominator for premium prices.

PremiumUnit::Enum	premiumUnit
	Price unit for premium prices.

Ticks	ticks
	Price fluctuation ranges.

BlockSizes	blockSizes
	Block Sizes.

std::string	currency
	Currency.

OMexBool::Enum	traded
	Set to yes, if the corresponding Instrument [Series] for the Class is traded.

InstrumentStatus	status
	Status information.

Detailed Description

Instrument Class Entity.

The instrument class is needed to format a price.

Member Data Documentation

uint32 derivateLevel

The derivative level of the instrument: