OptionMarketDepth Class Reference

Option Market Depth. More...

Public Types
typedef std::vector< MarketLevelInfo >	MarketLevelInfoArray
	Alias for collection.

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

Public Attributes
ExchangeId::Enum	exchangeId
	Exchange on which the quote 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 marker..
StatusMarker::Enum	instrumentStatusMarker
	Indicates Instrument status..
MarketLevelInfoArray	marketLevelInfo
	Single level of market for the trading instrument.

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

Detailed Description

Option Market Depth.