Strategy instrument keys. More...

Public Member Functions
	StrategyInstrumentKeys ()
	Initialize default instance.

std::string	toString () const
	Returns string representation.

Public Attributes
ExchangeId::Enum	exchangeId
	Exchange on which the trade occurred.

std::string	symbol
	Identification of the strategy. More...

Date	expiryDate
	Expiry date of the contract.

UInt64	maximumNumberOfContractsPerOrder
	Maximum authorized number of contract per order.

UInt64	minimumNumberOfContractsPerOrder
	Minimum 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.

MarketFeedIndicator	marketFlowIndicator
	Defines the type of instruments.

std::string	groupInstrument
	Group of the instrument.

std::string	instrument
	Instrument.

std::string	instrumentExternalCode
	External identifier used by traders when entering an order.

bool	strategyAllowImplied
	Indicates if the Strategy supports Implied Pricing.

StrategyPricing::Enum	strategyPricing
	Strategy Pricing.

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

Detailed Description

Strategy instrument keys.

Member Data Documentation

std::string symbol

Identification of the strategy.

The legs (underlying) are defined in message type NS (OnixS::IDEM::SOLA::HSVF::MarketData::StrategySummary) Alphanumeric with ".","+","-".