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