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OnixS Borsa Italiana IDEM SOLA HSVF Market Data Handler for C++
1.1.2.0
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OnixS Borsa Italiana IDEM SOLA HSVF Market Data Handler for C++
1.1.2.0
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A Futures summary is sent following a Futures trade cancellation. More...
Public Member Functions | |
| FuturesSummary () | |
| Initialize default instance. | |
| std::string | toString () const |
| Returns string representation. | |
Public Attributes | |
| ExchangeId::Enum | exchangeId |
| Identifies the exchange for the future. | |
| std::string | symbolRoot |
| Symbol for the Future Series. | |
| Date | deliveryDate |
| delivery date of the future. | |
| CorporateAction::Enum | corporateAction |
| Corporate Action. | |
| Rational | bidPrice |
| Closing or most recent bid price. | |
| UInt64 | bidSize |
| Number of contracts represented by the Bid Price. | |
| Rational | askPrice |
| Closing or most recent ask price. | |
| UInt64 | askSize |
| Number of contracts represented by the Ask Price. | |
| Rational | lastPrice |
| Closing or most recent trade price. | |
| Rational | openPrice |
| Price of the first trade of the day. | |
| Rational | highPrice |
| Highest trade price of the day or current high price if sent after a cancellation. | |
| Rational | lowPrice |
| Lowest trade price of the day or current low price if sent after a cancellation. | |
| Rational | closingPrice |
| Closing price sent at the closing of the market. | |
| Rational | settlementPrice |
| Closing settlement price for the contract. 0 until market closes. | |
| Rational | netChange |
| Net change = last Trade Price - previous Settlement Price. More... | |
| UInt64 | volume |
| Total number of contracts traded. | |
| Rational | previousSettlement |
| Settlement Price for the previous day. | |
| UInt64 | openInterest |
| Previous day's outstanding number of contracts in the series. | |
| std::string | underlyingSymbolRoot |
| Underlying Symbol Root. | |
Additional Inherited Members | |
 Protected Member Functions inherited from Message |
A Futures summary is sent following a Futures trade cancellation.
A Futures summary is also sent each day at the start of the day in order to provide a list of Futures which will be trading each day. At that point, all price fields, with the exception of open interest will contain zero values. Any summary sent after the BEGINNING OF FUTURE SUMMARY message (with Message Type. = QF) contains the list of trading instruments for the day (sent prior to market opening) or the summaries after the close of the market.
| Rational netChange |
Net change = last Trade Price - previous Settlement Price.
If no previous settlement price (new series) then net change is zero.