OnixS Borsa Italiana IDEM SOLA HSVF Market Data Handler for C++  1.1.2.0
Public Member Functions | Public Attributes | List of all members
OptionInstrumentKeys Class Reference

Option instrument keys. More...

Public Member Functions

 OptionInstrumentKeys ()
 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 base symbol.
 
Date expiryDate
 expiry date of the option.
 
CallPutCode::Enum callPutCode
 Call Put Code.
 
Rational strikePrice
 Strike price in full.
 
CorporateAction::Enum corporateAction
 Corporate Action.
 
CurrencyCode::Enum strikePriceCurrency
 Currency used for the Option Strike Price.
 
UInt64 maximumNumberOfContractsPerOrder
 Maximum authorized number of contract per order.
 
UInt64 minimumNumberOfContractsPerOrder
 Maximum 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.
 
OptionType::Enum optionType
 Type of option (American or European).
 
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.
 
OptionMarker optionMarker
 Compound marker for option.
 
std::string underlyingSymbolRoot
 Symbol root for the underlying security.
 
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

Option instrument keys.