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OnixS MX HSVF Market Data Handler for C++
1.9.2.0
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OnixS MX HSVF Market Data Handler for C++
1.9.2.0
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A future options summary is sent following a future option trade cancellation. More...
Public Member Functions | |
| FutureOptionsSummary (const FutureOptionsSummary &) | |
| Copy constructor. | |
| const FutureOptionsSummary & | operator= (const FutureOptionsSummary &rhs) |
| Assignment operator. | |
| ~FutureOptionsSummary () | |
| Destructor. | |
| const HighResolutionTime & | receivingTime () const |
| Returns high-resolution time when message was received. | |
| MessageType::Enum | type () const |
| Message type in therm of MessageType enumeration (see Enums.h). | |
| const MessageHeader & | header () const |
| Access to the message header. | |
| std::string | toString () const |
| String representation. | |
| ExchangeID::Enum | exchangeID () const |
| Identifies the exchange on which the trade occurred. | |
| const char * | rootSymbol () const |
| Option symbol. | |
| Month::Enum | contractMonth () const |
| Option month. | |
| UInt32 | expiryYear () const |
| Expiry year. | |
| CallPutCode::Enum | callPutCode () const |
| Call/Put code. | |
| ExponentialNumber | strikePrice () const |
| Strike price in full. | |
| ExponentialNumber | bidPrice () const |
| Closing bid price or current bid if sent after a cancellation. | |
| ExponentialNumber | bidSize () const |
| Total number of contracts being bid at this price. | |
| ExponentialNumber | askPrice () const |
| Closing Ask Price or current Ask Price if sent after a cancellation. | |
| ExponentialNumber | askSize () const |
| Total number of contracts being offered at this price. | |
| ExponentialNumber | lastOrSettlementPrice () const |
| Most current price or Settlement Price if sent at the closing of the market. | |
| ExponentialNumber | openInterest () const |
| Outstanding number of contracts in the series as of the previous day. | |
| Tick::Enum | tick () const |
| Calculated on the difference of the last sale price to the different previous last price. | |
| ExponentialNumber | volume () const |
| Total volume of contracts traded for this option series during the day or current volume if sent after a cancellation. | |
| ExponentialNumber | netChange () const |
| Net change = last trade price - previous close. | |
| ExponentialNumber | openPrice () const |
| Opening price of the option series for the day. | |
| ExponentialNumber | highPrice () const |
| Highest trade price of the options series for the day or current high price if sent after a cancellation. | |
| ExponentialNumber | lowPrice () const |
| Lowest trade price of the option series for the day or current low price if sent after a cancellation. | |
| const char * | underlyingSymbolRoot () const |
| Base symbol of the underlying future. | |
| Month::Enum | deliveryMonth () const |
| Delivery month for the underlying futures contract. | |
| UInt32 | deliveryYear () const |
| Last digit of the delivery year of the underlying futures contract. | |
Protected Attributes | |
| Implementation * | impl |
A future options summary is sent following a future option trade cancellation.
A Future options summary is also sent each day at the start of the day in order to provide a list of Future options which will be trading each day. At that point, all price fields, with the exception of open interest will contain zero values. Any Future options summary sent after the BEGINNING OF FUTURE OPTIONS SUMMARY message (with Message Type. = QB) contains the list of trading instruments for the day (sent prior to market opening) or the summaries after the close of the market for Bourse de Montreal Inc. Future options (sent at 5:10 p.m. EST).
| ExponentialNumber netChange | ( | ) | const |
Net change = last trade price - previous close.
Net change will be zero if the option did not trade on the last business day or did not trade today.
| const HighResolutionTime& receivingTime | ( | ) | const [virtual] |
| Tick::Enum tick | ( | ) | const |
Calculated on the difference of the last sale price to the different previous last price.
Note that there is possibility to get EMPTY value as value of the tick. Such value mean that associated instrument has tick table which have to accessed/maintained separately.
| 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::FutureOptionsSummary. The same value is accessible through header().type() call.
Implements Message.