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 |
Strategy quote.
std::string symbol |
Identification of the strategy.
The legs (underlying) are defined in message type NS (OnixS::IDEM::SOLA::HSVF::MarketData::StrategySummary). Alphanumeric with ".","+","-".