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

Strategy trade. More...

Public Member Functions

 StrategyTrade ()
 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...
 
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.
 
PriceIndicator::Enum priceIndicatorMarker
 Identifies the type of transaction.
 

Additional Inherited Members

- Protected Member Functions inherited from Message
virtual ~Message ()
 Finalize instance.
 

Detailed Description

Strategy trade.

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 ".","+","-"