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

#include <OptionSettlementPrice.h>

Public Types

enum  { messageType = 'w' }
 

Public Member Functions

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

Public Attributes

MarketId marketId
 
Price settlementPriceWithDealPricePrecision
 
DateTime dateTime
 
bool isOfficial
 
DateTime valuationDateTime
 
long long volatility
 
Price settlementPrice
 
long long delta
 

Detailed Description

Definition at line 35 of file OptionSettlementPrice.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 38 of file OptionSettlementPrice.h.

Constructor & Destructor Documentation

Default constructor.

OptionSettlementPrice ( 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 52 of file OptionSettlementPrice.h.

long long delta

Apply 2 as the denominator to get the real value. For example, delta of 3.00 will be sent as 300.

Definition at line 71 of file OptionSettlementPrice.h.

bool isOfficial

Flag to indicate this is official settlement price or not.

Definition at line 55 of file OptionSettlementPrice.h.

MarketId marketId

Unique identifier of the market.

Definition at line 41 of file OptionSettlementPrice.h.

Price settlementPrice

Settlement price. SettlePriceDenominator for the market should be applied to get the actual settlement price.

Definition at line 67 of file OptionSettlementPrice.h.

Price settlementPriceWithDealPricePrecision

Settlement price. DealPriceDenominator for the market should be applied to get this price. This field is kept here for backward compatibility. Client should use the new SettlementPrice field (added in 1.1.14) for better precision. DealPriceDenominator and SettlePriceDenominator might be different for some markets.

Definition at line 48 of file OptionSettlementPrice.h.

DateTime valuationDateTime

Date time the settlement price is for. Milliseconds since Jan 1st, 1970, 00:00:00 GMT. Only date (in GMT) is applicable, though time value is populated for legacy reason.

Definition at line 60 of file OptionSettlementPrice.h.

long long volatility

Apply 2 as the denominator to get the real value.

Definition at line 63 of file OptionSettlementPrice.h.


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