OptionSummary Class Reference

An option summary message is sent following an option trade cancellation. More...

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

Public Attributes
ExchangeId::Enum	exchangeId
	Identifies the exchange for the option.
std::string	symbolRoot
	Option 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
	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	closingPrice
	Closing trade price.
Rational	settlementPrice
	Settlement trade price.
UInt64	openInterest
	This field contains current outstanding number of contracts in the series. More...
Tick::Enum	tick
	Determined by the difference between last price and the previous different trade price.
UInt64	volume
	Total number of contracts traded or current volume if sent after a cancellation.
Rational	netChange
	Net change = last trade price - previous close. More...
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.
OptionMarker	optionMarker
	Compound marker for the option.
std::string	underlyingSymbolRoot
	Symbol root for the underlying security.
Date	deliveryDate
	Delivery Date.

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

Detailed Description

An option summary message is sent following an option trade cancellation.

An option summary message is also sent each day at the start of the day in order to provide a list of options which will be trading each day. At that point, all price fields, with the exception of open interest will contain zero values.

Any option summary sent after the BEGINNING OF OPTIONS SUMMARY message (with Message Type = Q) contains the list of trading instruments for the day (sent prior to market opening) or the summaries after the close of the market.

Member Data Documentation

Rational netChange

Net change = last trade price - previous close.

Net change will be zero if the option did not trade on the last business day or did not trade today.

UInt64 openInterest

This field contains current outstanding number of contracts in the series.

Updated on a trade by trade basis.