Public Types | |
| enum | |
Public Member Functions | |
| OpenInterest () | |
| OpenInterest (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 | marketId |
| int | openInterest |
| int | openInterestChange |
| DateTime | dateTime |
| std::string | openInterestDate |
Definition at line 35 of file OpenInterest.h.
| anonymous enum |
| OpenInterest | ( | ) |
Default constructor.
| OpenInterest | ( | const char * | data, |
| std::size_t | dataSize ) |
Initialize from raw message data.
| 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.
| DateTime dateTime |
Date time the message was sent. Milliseconds since Jan 1st, 1970, 00:00:00 GMT
Definition at line 61 of file OpenInterest.h.
| MarketId marketId |
Unique identifier of the market.
Definition at line 44 of file OpenInterest.h.
| int openInterest |
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 52 of file OpenInterest.h.
| int openInterestChange |
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 57 of file OpenInterest.h.
| std::string openInterestDate |
The date this Open Interest is effective for, in the format of YYYY- MM-DD.
Definition at line 65 of file OpenInterest.h.
