OptionsStrategyDefinition::Hedge Struct Reference

#include <OptionsStrategyDefinition.h>

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 178 of file OptionsStrategyDefinition.h.

Constructor & Destructor Documentation

Hedge

(

)

Default constructor.

Member Function Documentation

std::string toString

(

)

const

Returns string representation.

Member Data Documentation

short delta

Hedge delta.

Definition at line 196 of file OptionsStrategyDefinition.h.

MarketId marketId

Future's market id of the hedge.

Definition at line 181 of file OptionsStrategyDefinition.h.

Price price

Hedge price.

Definition at line 190 of file OptionsStrategyDefinition.h.

char priceDenominator

Hedge price denominator.

Definition at line 193 of file OptionsStrategyDefinition.h.

SecurityType::Enum securityType

Security type.

Definition at line 184 of file OptionsStrategyDefinition.h.

Side::Enum side

Hedge side.

Definition at line 187 of file OptionsStrategyDefinition.h.

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 202 of file OptionsStrategyDefinition.h.

---

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

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