Definition at line 35 of file OpenInterest.h.
Initialize from raw message data.
||const char *
Deserialize from raw data.
Reset all fields to default values.
Returns string representation.
Date time the message was sent. Milliseconds since Jan 1st, 1970, 00:00:00 GMT
Definition at line 58 of file OpenInterest.h.
The number of open contracts of derivatives like futures and options that have a time limit after which they expire. Open interest in a derivative is the sum of all contracts that have not expired, been exercised or physically delivered. Moreover, the open interest is the number of long positions or, equivalently, the number of short positions.
Definition at line 49 of file OpenInterest.h.
The change in the number of contracts that are remaining open and still working in the market. This is the change compared to the previous trading day open interest.
Definition at line 54 of file OpenInterest.h.
The date this Open Interest is effective for, in the format of YYYY- MM-DD.
Definition at line 62 of file OpenInterest.h.
The documentation for this struct was generated from the following file: