#include <OptionsStrategyDefinition.h>

Classes
struct	BlockDetail

struct	Hedge

struct	Leg

Public Types
enum	{ messageType = 'q' }

typedef std::vector< Leg >	Legs

typedef std::vector< Hedge >	Hedges

typedef std::vector< BlockDetail >	BlockDetails

Public Member Functions
	OptionsStrategyDefinition ()

	OptionsStrategyDefinition (const char *data, size_t dataSize)

void	deserialize (const char *data, size_t dataSize)

void	reset ()

std::string	toString () const

Public Attributes
int	requestSeqId

MarketType	requestMarketType

MarketId	marketId

MarketId	underlyingMarketId

std::string	contractSymbol

TradingStatus::Enum	tradingStatus

char	orderPriceDenominator

int	incrementPrice

int	incrementQty

int	minQty

SecuritySubType::Enum	securitySubType

bool	isBlockOnly

int	numOfMarkets

std::string	strategySymbol

bool	gtAllowed

bool	miFIDRegulatedMarket

char	dealPriceDenominator

char	settlePriceDenominator

char	unitQtyDenominator

bool	testMarketIndicator

std::string	contractSymbolExtra

bool	legDealSuppressed

bool	isTradable

Legs	legs

Hedges	hedges

BlockDetails	blockDetails

Optional< Date >	optionsExpirationDate

Optional< bool >	overrideBlockMin

Optional< int >	productId

Optional< int >	numOfCycles

Optional< Price >	minPrice

Optional< Price >	maxPrice

Detailed Description

Definition at line 39 of file OptionsStrategyDefinition.h.

Member Typedef Documentation

typedef std::vector<BlockDetail> BlockDetails

Alias for collection of BlockDetails.

Definition at line 238 of file OptionsStrategyDefinition.h.

typedef std::vector<Hedge> Hedges

Alias for collection of Hedges.

Definition at line 212 of file OptionsStrategyDefinition.h.

typedef std::vector<Leg> Legs

Alias for collection of Legs.

Definition at line 172 of file OptionsStrategyDefinition.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType

Definition at line 42 of file OptionsStrategyDefinition.h.

Constructor & Destructor Documentation

OptionsStrategyDefinition ( )

Default constructor.

OptionsStrategyDefinition	(	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

BlockDetails blockDetails

Collection of BlockDetails.

Definition at line 241 of file OptionsStrategyDefinition.h.

std::string contractSymbol

See Naming Convention on Appendix D.

Definition at line 58 of file OptionsStrategyDefinition.h.

std::string contractSymbolExtra

Extra contract symbol. Some contract symbols might contain more than 35 characters. Clients should append this field to ContractSymbol (Offset 11) to get the complete contract symbol.

Definition at line 113 of file OptionsStrategyDefinition.h.

char dealPriceDenominator

Denominator for the deal price fields in the market. For most markets, this is the same as OrderPriceDenominator.

Definition at line 97 of file OptionsStrategyDefinition.h.

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 90 of file OptionsStrategyDefinition.h.

Hedges hedges

Collection of Hedges.

Definition at line 215 of file OptionsStrategyDefinition.h.

int incrementPrice

Minimum increment premium price for this market.