SeriesAttributes Struct Reference

Static series characteristics. More...

Public Member Functions
	SeriesAttributes ()
	Initialize default instance.
std::string	toString () const
	String representation.

Public Attributes
Price	strikePrice
	Strike (Excersize) Price.
OMexDate	expireDate
	Expiration/Contract date for security.
std::string	isinCode
	ISIN code.
int32	contractSize
	Contract Size. More...
SeriesId	upperLevelSeries
	Upper-level series.
uint16	noOfSub
	Substitution, Max Number. More...
uint16	exCoupon
	Period, Ex Coupon.
uint16	deltaAllocTime
	Time, Allocation. More...
OMexDate	dateLastTrading
	Date, Last Trading. More...
OMexTime	timeLastTrading
	Time, Last Trading. More...
OMexDate	settlementDate
	Date, Settlement. More...
bool	suspended
	Trading temporarily stopped flag.
OMexDate	startDate
	Date, Start.
OMexDate	endDate
	Date, End.
MoneyOrPar::Enum	moneyOrPar
	Money or Par. More...
std::string	termCode
	Term Code. More...
SeriesStatus::Enum	status
	The actual status of the series.
bool	tmTemplate
	Template Series.
std::string	refInstrument
	Reference instrument for the series.

Detailed Description

Static series characteristics.

Member Data Documentation

int32 contractSize

Contract Size.

Number of Underlying entities per contract.

OMexDate dateLastTrading

Date, Last Trading.

The last valid trading date of the series. The date is together with TIME, LAST TRADING distributed as UTC.

uint16 deltaAllocTime

Time, Allocation.

Delta allocation time in minutes after last trading time.

MoneyOrPar::Enum moneyOrPar

Money or Par.

Money or Par filled repo. For non REPOS this parameter also holds the information if this instrument is eligible to be displayed as front month or back month

uint16 noOfSub

Substitution, Max Number.

Maximum allowed number of substitutions.

OMexDate settlementDate

Date, Settlement.

Settlement date for delivery or payment.

std::string termCode

Term Code.

Term Code description for REPO instruments.

OMexTime timeLastTrading

Time, Last Trading.

The last valid trading time of the series. The time is together with DATE, LAST TRADING distributed as UTC.