OnixS Eurex ETI Handler C++ library  9.20.0
API documentation
MMParameterGrpElem Class Reference

#include <OnixS/Eurex/Trading/Messages/InquireMMParameterResponse.h>

Public Member Functions

 MMParameterGrpElem ()
 
std::string toString () const
 

Public Attributes

SInt64 exposureDuration
 
SInt64 cumQty
 
SInt64 delta
 
SInt64 vega
 
SInt32 pctCount
 
UInt32 targetPartyIdSessionId
 

Friends

class Serializer
 

Detailed Description

Definition at line 36 of file InquireMMParameterResponse.h.

Constructor & Destructor Documentation

Initialize default instance.

Member Function Documentation

std::string toString ( ) const

Returns string representation.

Friends And Related Function Documentation

friend class Serializer
friend

Definition at line 65 of file InquireMMParameterResponse.h.

Member Data Documentation

SInt64 cumQty

Cumulated executed quantity of an order.

Definition at line 46 of file InquireMMParameterResponse.h.

SInt64 delta

Absolute number of (long calls + short puts) - (short calls + long puts).

Definition at line 49 of file InquireMMParameterResponse.h.

SInt64 exposureDuration

Participant defined time frame the risk protection parameters should be counted.

Definition at line 43 of file InquireMMParameterResponse.h.

SInt32 pctCount

Percentage threshold: the system counts each trade as a percentage of the original volume and sums the percentages.

Definition at line 56 of file InquireMMParameterResponse.h.

UInt32 targetPartyIdSessionId

Owning Session ID.

Definition at line 59 of file InquireMMParameterResponse.h.

SInt64 vega

Absolute number of contracts purchased reduced by the number of contracts sold.

Definition at line 52 of file InquireMMParameterResponse.h.


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