OnixS MX HSVF Market Data Handler for C++  1.9.2.0
Public Member Functions | Protected Attributes
FutureOptionsQuote Class Reference

Future options quote. More...

List of all members.

Public Member Functions

 FutureOptionsQuote (const FutureOptionsQuote &)
 Copy constructor.
const FutureOptionsQuoteoperator= (const FutureOptionsQuote &rhs)
 Assignment operator.
 ~FutureOptionsQuote ()
 Destructor.
const HighResolutionTimereceivingTime () const
 Returns high-resolution time when message was received.
MessageType::Enum type () const
 Message type in therm of MessageType enumeration (see Enums.h).
const MessageHeaderheader () const
 Access to the message header.
std::string toString () const
 String representation.
ExchangeID::Enum exchangeID () const
 Exchange on which the quote occurred.
const char * rootSymbol () const
 Option symbol.
Month::Enum contractMonth () const
 Option month code.
UInt32 expiryYear () const
 The expiry year.
CallPutCode::Enum callPutCode () const
 Type of the option.
ExponentialNumber strikePrice () const
 Strike price in full.
ExponentialNumber bidPrice () const
 Bid price for the series.
ExponentialNumber bidSize () const
 Total number of contracts being bid at this price.
ExponentialNumber askPrice () const
 Ask price for the series.
ExponentialNumber askSize () const
 Total number of contracts being offered at this price.
StatusMarker::Enum instrumentStatusMarker () const
 Indicates instrument status.

Protected Attributes

Implementation * impl

Detailed Description

Future options quote.


Member Function Documentation

const HighResolutionTime& receivingTime ( ) const [virtual]

Returns high-resolution time when message was received.

If the Handler is executed in live mode, returned value represents time when message was obtained from the network.

Implements Message.

std::string toString ( ) const [virtual]

String representation.

Return value exposes parsing errors as long as those present in source message data.

Implements Message.

MessageType::Enum type ( ) const [virtual]

Message type in therm of MessageType enumeration (see Enums.h).

Always has the same value: MessageType::FutureOptionsQuote. The same value is accessible through header().type() call.

Implements Message.