OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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OptionsStrategyDefinition::Hedge Struct Reference

Public Member Functions

 Hedge ()
std::string toString () const

Public Attributes

MarketId marketId
SecurityType::Enum securityType
Side::Enum side
Price price
char priceDenominator
short delta
Optional< short > strategyCode

Detailed Description

Definition at line 181 of file OptionsStrategyDefinition.h.

Constructor & Destructor Documentation

◆ Hedge()

Hedge ( )

Default constructor.

Member Function Documentation

◆ toString()

std::string toString ( ) const

Returns string representation.

Member Data Documentation

◆ delta

short delta

Hedge delta.

Definition at line 199 of file OptionsStrategyDefinition.h.

◆ marketId

MarketId marketId

Future's market id of the hedge.

Definition at line 184 of file OptionsStrategyDefinition.h.

◆ price

Price price

Hedge price.

Definition at line 193 of file OptionsStrategyDefinition.h.

◆ priceDenominator

char priceDenominator

Hedge price denominator.

Definition at line 196 of file OptionsStrategyDefinition.h.

◆ securityType

SecurityType::Enum securityType

Security type.

Definition at line 187 of file OptionsStrategyDefinition.h.

◆ side

Side::Enum side

Hedge side.

Definition at line 190 of file OptionsStrategyDefinition.h.

◆ strategyCode

Optional<short> strategyCode

The strategy code for the leg. If set, this field can be used to obtain the next level of granularity of the strategy. If it is not set, the /c LegMarketID is the most granular level for the market. See Appendix E for list of codes.

Definition at line 205 of file OptionsStrategyDefinition.h.