OptionOpenInterest Struct Reference

#include <OptionOpenInterest.h>

Public Types
enum	{ messageType = 'v' }

Public Member Functions
	OptionOpenInterest ()
	OptionOpenInterest (const char *data, size_t dataSize)
void	deserialize (const char *data, size_t dataSize)
void	reset ()
std::string	toString () const

Public Attributes
MarketId	marketId
int	openInterest
DateTime	dateTime
std::string	openInterestDate

Detailed Description

Definition at line 35 of file OptionOpenInterest.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType

Definition at line 38 of file OptionOpenInterest.h.

Constructor & Destructor Documentation

OptionOpenInterest

(

)

Default constructor.

OptionOpenInterest	(	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

DateTime dateTime

Date time the message was sent. Milliseconds since Jan 1st, 1970, 00:00:00 GMT

Definition at line 53 of file OptionOpenInterest.h.

MarketId marketId

Unique identifier of the market.

Definition at line 41 of file OptionOpenInterest.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 49 of file OptionOpenInterest.h.

std::string openInterestDate

The date this Open Interest is effective for, in the format of YYYY- MM-DD.

Definition at line 57 of file OptionOpenInterest.h.

---

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

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