Option trade. More...

Public Member Functions
	OptionTrade ()
	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 (symbol of the underlying).

Date	expiryDate
	Option expiry date.

CallPutCode::Enum	callPutCode
	Call/Put code.

Rational	strikePrice
	Strike price of the option in full.

CorporateAction::Enum	corporateAction
	Corporate Action.

UInt64	volume
	Number of contracts for the trade.

Rational	tradePrice
	Price at which the transaction took place.

Rational	netChange
	Net change = last trade price - previous close.

Time	stampTime
	Time of transaction.

UInt64	openInterest
	This field contains the outstanding number of contracts in the series. More...

PriceIndicator::Enum	priceIndicatorMarker
	Identifies the type of transaction.

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

Detailed Description

Option trade.

Member Data Documentation

UInt64 openInterest

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

Updated on a trade by trade basis