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

Future Options trade. More...

List of all members.

Public Member Functions

 FutureOptionsTrade (const FutureOptionsTrade &)
 Copy constructor.
const FutureOptionsTradeoperator= (const FutureOptionsTrade &rhs)
 Assignment operator.
 ~FutureOptionsTrade ()
 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 trade occurred.
const char * rootSymbol () const
 Option symbol.
Month::Enum contractMonth () const
 Option month.
UInt32 expiryYear () const
 Expiry year.
CallPutCode::Enum callPutCode () const
 Kind of the option: call or put.
ExponentialNumber strikePrice () const
 Strike price in full.
ExponentialNumber volume () const
 Total number of contracts traded.
ExponentialNumber tradePrice () const
 Price at which the transaction took place.
PriceIndicator::Enum priceIndicatorMarker () const
 Price at which the transaction took place.
ExponentialNumber netChange () const
 Net change = last trade price - previous settlement price.
const ExchangeTimestampstampTime () const
 Time of transaction.
ExponentialNumber openInterest () const
 Outstanding number of contracts in the series as of previous day.

Protected Attributes

Implementation * impl

Detailed Description

Future Options trade.


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

Implements Message.