OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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InstrumentLeg Class Reference

Public Member Functions

UInt32 legSymbol () const
SecurityId legSecurityId () const
LegSide::Enum legSide () const
LegSecurityType::Enum legSecurityType () const
UInt32 legRatioQty () const
bool legPrice (Decimal &price) const
bool relatedPrice (Decimal &price) const
RelatedPriceType::Enum relatedPriceType () const
TradingStyle::Enum tradingStyle () const

Friends

class TypedGroup< InstrumentLeg >

Detailed Description

Definition at line 68 of file InstrumentLeg.h.

Member Function Documentation

◆ legPrice()

bool legPrice ( Decimal & price) const
inline

Underlying price for the instrument leg (for VOLA strategies)

Definition at line 103 of file InstrumentLeg.h.

◆ legRatioQty()

UInt32 legRatioQty ( ) const
inline

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

Definition at line 97 of file InstrumentLeg.h.

◆ legSecurityId()

SecurityId legSecurityId ( ) const
inline

Instrument ID from Eurex Exchange’s new trading architecture.

Definition at line 79 of file InstrumentLeg.h.

◆ legSecurityType()

LegSecurityType::Enum legSecurityType ( ) const
inline

Type of leg security.

Definition at line 91 of file InstrumentLeg.h.

◆ legSide()

LegSide::Enum legSide ( ) const
inline

Buy or Sell code.

Definition at line 85 of file InstrumentLeg.h.

◆ legSymbol()

UInt32 legSymbol ( ) const
inline

Product identifier of the leg security.

Definition at line 73 of file InstrumentLeg.h.

◆ relatedPrice()

bool relatedPrice ( Decimal & price) const
inline

Definition at line 109 of file InstrumentLeg.h.

◆ relatedPriceType()

RelatedPriceType::Enum relatedPriceType ( ) const
inline

Definition at line 115 of file InstrumentLeg.h.

◆ tradingStyle()

TradingStyle::Enum tradingStyle ( ) const
inline

Definition at line 121 of file InstrumentLeg.h.

◆ TypedGroup< InstrumentLeg >

friend class TypedGroup< InstrumentLeg >
friend

Definition at line 121 of file InstrumentLeg.h.