OptionQuote Class Reference

Option quote. More...

Public Member Functions
	OptionQuote ()
	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.
Rational	bidPrice
	Bid price for the option series.
UInt64	bidSize
	Number of option contracts represented by the Bid Price.
Rational	askPrice
	Ask price for the option series.
UInt64	askSize
	Number of option contracts represented by the Ask Price.
StatusMarker::Enum	instrumentStatusMarker
	Indicates instrument status.

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

Detailed Description

Option quote.