OnixS Borsa Italiana IDEM SOLA HSVF Market Data Handler for C++  1.1.2.0
Public Member Functions | Public Attributes | List of all members
StrategyQuote Class Reference

Strategy quote. More...

Public Member Functions

 StrategyQuote ()
 Initialize default instance.
 
std::string toString () const
 Returns string representation.
 

Public Attributes

ExchangeId::Enum exchangeId
 Exchange on which the quote occurred.
 
std::string symbol
 Identification of the strategy. More...
 
Rational bidPrice
 Bid price for the future contract.
 
UInt64 bidSize
 Number of futures contracts represented by the Bid Price.
 
Rational askPrice
 Ask price for the future contract.
 
UInt64 askSize
 The number of futures 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

Strategy quote.

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 ".","+","-".