OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  8.1.0
API documentation
InstrumentLeg Class Reference

#include <OnixS/Eurex/MarketData/InstrumentLeg.h>

Collaboration diagram for InstrumentLeg:

Public Member Functions

bool legSymbol (UInt32 &symbol) const
SecurityId legSecurityId () const
LegSide::Enum legSide () const
LegSecurityType::Enum legSecurityType () const
bool legRatioQty (UInt32 &quantity) const
bool legPrice (Decimal &price) const


class TypedGroup< InstrumentLeg >

Detailed Description

Definition at line 52 of file InstrumentLeg.h.

Member Function Documentation

bool legPrice ( Decimal price) const

Underlying price for the instrument leg (for VOLA strategies)

Definition at line 87 of file InstrumentLeg.h.

bool legRatioQty ( UInt32 quantity) const

The ratio of quantity for this individual leg relative to the entire multileg security.

Definition at line 81 of file InstrumentLeg.h.

SecurityId legSecurityId ( ) const

Instrument ID from Eurex Exchange’s new trading architecture.

Definition at line 63 of file InstrumentLeg.h.

LegSecurityType::Enum legSecurityType ( ) const

Type of leg security.

Definition at line 75 of file InstrumentLeg.h.

LegSide::Enum legSide ( ) const

Buy or Sell code.

Definition at line 69 of file InstrumentLeg.h.

bool legSymbol ( UInt32 symbol) const

Product identifier of the leg security.

Definition at line 57 of file InstrumentLeg.h.

Friends And Related Function Documentation

friend class TypedGroup< InstrumentLeg >

Definition at line 93 of file InstrumentLeg.h.

The documentation for this class was generated from the following file: