OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.10.0
API documentation
OldStyleOptionsTradeAndMarketStats Struct Reference

#include <OldStyleOptionsTradeAndMarketStats.h>

Public Types

enum  { messageType = 'W' }
 

Public Member Functions

 OldStyleOptionsTradeAndMarketStats ()
 
 OldStyleOptionsTradeAndMarketStats (const char *data, size_t dataSize)
 
void deserialize (const char *data, size_t dataSize)
 
void reset ()
 
std::string toString () const
 

Public Attributes

MarketId underlyingMarketId
 
TradeId tradeId
 
Price price
 
int quantity
 
OffMarketTradeType::Enum offMarketTradeType
 
DateTime transactDateTime
 
OptionType::Enum optionType
 
Price strikePrice
 
EventCode::Enum eventCode
 
int totalVolume
 
int blockVolume
 
int efsVolume
 
int efpVolume
 
Price high
 
Price low
 
Price vwap
 

Detailed Description

Definition at line 36 of file OldStyleOptionsTradeAndMarketStats.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 39 of file OldStyleOptionsTradeAndMarketStats.h.

Constructor & Destructor Documentation

Default constructor.

OldStyleOptionsTradeAndMarketStats ( const char *  data,
size_t  dataSize 
)

Initialize from raw message data.

Member Function Documentation

void deserialize ( const char *  data,
size_t  dataSize 
)

Deserialize from raw data.

void reset ( )

Reset all fields to default values.

std::string toString ( ) const

Returns string representation.

Member Data Documentation

int blockVolume

Block volume. N/A if set to -1.

Definition at line 75 of file OldStyleOptionsTradeAndMarketStats.h.

int efpVolume

EFP volume. N/A if set to -1.

Definition at line 81 of file OldStyleOptionsTradeAndMarketStats.h.

int efsVolume

EFS volume. N/A if set to -1.

Definition at line 78 of file OldStyleOptionsTradeAndMarketStats.h.

EventCode::Enum eventCode

Event code.

Definition at line 69 of file OldStyleOptionsTradeAndMarketStats.h.

Price high

High price. NumDecimalsOptionsPrice from the underlying market should be applied to get the real price.

Definition at line 85 of file OldStyleOptionsTradeAndMarketStats.h.

Price low

Low price. NumDecimalsOptionsPrice from the underlying market should be applied to get the real price.

Definition at line 89 of file OldStyleOptionsTradeAndMarketStats.h.

OffMarketTradeType::Enum offMarketTradeType

Only for off market trade. The value is `' '` when it is a regular trade. See Appendix B for the codes and descriptions

Definition at line 56 of file OldStyleOptionsTradeAndMarketStats.h.

OptionType::Enum optionType

Option type.

Definition at line 62 of file OldStyleOptionsTradeAndMarketStats.h.

Price price

Trade price. NumDecimalsOptionsPrice from the underlying market should be applied to get the real price.

Definition at line 49 of file OldStyleOptionsTradeAndMarketStats.h.

int quantity

Quantity.

Definition at line 52 of file OldStyleOptionsTradeAndMarketStats.h.

Price strikePrice

Strike price. NumDecimalsStrikePrice from the underlying market should be applied to get the real strike price.

Definition at line 66 of file OldStyleOptionsTradeAndMarketStats.h.

int totalVolume

Total volume. N/A if set to -1.

Definition at line 72 of file OldStyleOptionsTradeAndMarketStats.h.

TradeId tradeId

Unique identifier of the trade.

Definition at line 45 of file OldStyleOptionsTradeAndMarketStats.h.

DateTime transactDateTime

Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.

Definition at line 59 of file OldStyleOptionsTradeAndMarketStats.h.

MarketId underlyingMarketId

The underlying market ID of this options market.

Definition at line 42 of file OldStyleOptionsTradeAndMarketStats.h.

Price vwap

Weighted Average Price. NumDecimalsOptionsPrice from the underlying market should be applied to get the real price.

Definition at line 93 of file OldStyleOptionsTradeAndMarketStats.h.


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