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

Future Options request for quote (RFQ) More...

List of all members.

Public Member Functions

 FutureOptionsRequestForQuote (const FutureOptionsRequestForQuote &)
 Copy constructor.
const
FutureOptionsRequestForQuote
operator= (const FutureOptionsRequestForQuote &rhs)
 Assignment operator.
 ~FutureOptionsRequestForQuote ()
 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
 Expiry year.
CallPutCode::Enum callPutCode () const
 Kind of the option: call or put.
ExponentialNumber strikePrice () const
 Strike price in full.
ExponentialNumber sizeOfPriceRequested () const
 Number of contracts for which the price is requested. Positive whole number.

Protected Attributes

Implementation * impl

Detailed Description

Future Options request for quote (RFQ)


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::FutureOptionsRequestForQuote. The same value is accessible through header().type() call.

Implements Message.