NewOptionsStrategyDefinition::Hedge Struct Reference

#include <NewOptionsStrategyDefinition.h>

Public Member Functions
std::string	toString () const

Public Attributes
MarketId	marketId
SecurityType::Enum	securityType
Side::Enum	side
Price	price
char	priceDenominator
short	strategyCode

Detailed Description

Definition at line 185 of file NewOptionsStrategyDefinition.h.

Member Function Documentation

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

MarketId marketId

Future's market id of the hedge.

Definition at line 188 of file NewOptionsStrategyDefinition.h.

Price price

Hedge price.

Definition at line 197 of file NewOptionsStrategyDefinition.h.

char priceDenominator

Hedge price denominator.

Definition at line 200 of file NewOptionsStrategyDefinition.h.

SecurityType::Enum securityType

Security type.

Definition at line 191 of file NewOptionsStrategyDefinition.h.

Side::Enum side

Hedge side.

Definition at line 194 of file NewOptionsStrategyDefinition.h.

short strategyCode

The strategy code for the leg. If set, this field can be used to obtain the next level of granularity of the strategy. If it is not set, the /c LegMarketID is the most granular level for the market. See Appendix E for list of codes.

Definition at line 206 of file NewOptionsStrategyDefinition.h.

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

• OnixS/ICE/iMpact/MarketData/Messages/NewOptionsStrategyDefinition.h