FuturesInstrumentKeys Class Reference

Futures instrument keys. More...

Public Member Functions
	FuturesInstrumentKeys ()
	Initialize default instance.
std::string	toString () const
	Returns string representation.

Public Attributes
ExchangeId::Enum	exchangeId
	Exchange on which the trade occurred.
std::string	symbolRoot
	Option symbol.
Date	deliveryDate
	delivery date of the future.
CorporateAction::Enum	corporateAction
	Corporate Action.
Date	expiryDate
	expiry date of the future.
UInt64	maximumNumberOfContractsPerOrder
	Maximum authorized number of contract per order.
UInt64	minimumNumberOfContractsPerOrder
	Minimum authorized number of contract per order.
Rational	maximumThresholdPrice
	Maximum threshold price authorized for an option contract.
Rational	minimumThresholdPrice
	Minimum threshold price authorized for an option contract.
Rational	tickIncrement
	Precision with which the price of an order limit can be expressed.
MarketFeedIndicator	marketFlowIndicator
	Defines the type of instruments.
std::string	groupInstrument
	Group of the instrument.
std::string	instrument
	Instrument.
std::string	isin
	International Securities Identification Number (ISIN).
std::string	instrumentExternalCode
	External identifier used by traders when entering an order.
CurrencyCode::Enum	currency
	Currency.
std::string	underlyingSymbolRoot
	Underlying Symbol Root.
UInt64	contractSize
	Defines the quantity of deliverable underlyings in one contract.
Rational	tickValue
	Tick Value.

Additional Inherited Members
Protected Member Functions inherited from Message
virtual	~Message ()
	Finalize instance.

Detailed Description

Futures instrument keys.