OldStyleOptionsTradeAndMarketStats Struct Reference

#include <OldStyleOptionsTradeAndMarketStats.h>

Public Types
enum	{ messageType = 'W' }

Public Member Functions
	OldStyleOptionsTradeAndMarketStats ()
	OldStyleOptionsTradeAndMarketStats (const char *data, std::size_t dataSize)
void	deserialize (const char *data, std::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

OldStyleOptionsTradeAndMarketStats

(

)

Default constructor.

OldStyleOptionsTradeAndMarketStats	(	const char *	data,
		std::size_t	dataSize
	)

Initialize from raw message data.

Member Function Documentation

void deserialize	(	const char *	data,
		std::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 78 of file OldStyleOptionsTradeAndMarketStats.h.

int efpVolume

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

Definition at line 84 of file OldStyleOptionsTradeAndMarketStats.h.

int efsVolume

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

Definition at line 81 of file OldStyleOptionsTradeAndMarketStats.h.

EventCode::Enum eventCode

Event code.

Definition at line 72 of file OldStyleOptionsTradeAndMarketStats.h.

Price high

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

Definition at line 88 of file OldStyleOptionsTradeAndMarketStats.h.

Price low

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

Definition at line 92 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 59 of file OldStyleOptionsTradeAndMarketStats.h.

OptionType::Enum optionType

Option type.

Definition at line 65 of file OldStyleOptionsTradeAndMarketStats.h.

Price price

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

Definition at line 52 of file OldStyleOptionsTradeAndMarketStats.h.

int quantity

Quantity.

Definition at line 55 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 69 of file OldStyleOptionsTradeAndMarketStats.h.

int totalVolume

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

Definition at line 75 of file OldStyleOptionsTradeAndMarketStats.h.

TradeId tradeId

Unique identifier of the trade.

Definition at line 48 of file OldStyleOptionsTradeAndMarketStats.h.

DateTime transactDateTime

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

Definition at line 62 of file OldStyleOptionsTradeAndMarketStats.h.

MarketId underlyingMarketId

The underlying market ID of this options market.

Definition at line 45 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 96 of file OldStyleOptionsTradeAndMarketStats.h.

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

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