Futures instrument keys. More...
Public Member Functions | |
FuturesInstrumentKeys (const FuturesInstrumentKeys &) | |
Copy constructor. | |
const FuturesInstrumentKeys & | operator= (const FuturesInstrumentKeys &rhs) |
Assignment operator. | |
~FuturesInstrumentKeys () | |
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 |
Exchange on which the trade occurred. | |
const char * | rootSymbol () const |
Option symbol. | |
Month::Enum | deliveryMonth () const |
Delivery month for the contract. | |
UInt32 | deliveryYear () const |
Delivery year of the future series. | |
UInt32 | expiryDay () const |
Expiration day of the future. | |
ExponentialNumber | maximumNumberOfContractsPerOrder () const |
Maximum authorized number of contract per order. | |
ExponentialNumber | minimumNumberOfContractsPerOrder () const |
Minimum authorized number of contract per order. | |
ExponentialNumber | maximumThresholdPrice () const |
Maximum threshold price authorized for an option contract. | |
ExponentialNumber | minimumThresholdPrice () const |
Minimum threshold price authorized for an option contract. | |
ExponentialNumber | tickIncrement () const |
Precision with which the price of an order limit can be expressed. | |
const MarketFeedIndicator & | marketFlowIndicator () const |
Defines the type of instruments. | |
const char * | groupInstrument () const |
Group of the instrument. | |
const char * | instrument () const |
Instrument. | |
const char * | instrumentExternalCode () const |
External identifier used by traders when entering an order. | |
ExponentialNumber | contractSize () const |
Contract Size. | |
ExponentialNumber | tickValue () const |
Tick Value. | |
CurrencyCode::Enum | currency () const |
Currency. | |
Protected Attributes | |
Implementation * | impl |
Futures instrument keys.
UInt32 expiryDay | ( | ) | const |
Expiration day of the future.
M.X.: The Expiry Day for the S&P/TSX futures contracts (SXA/SXB/SXH/SXF & SXY) is set up as the third Friday of the month in our system. But the real last trading day for these instruments is the day before the 3rd Friday of the month (the 3rd Thursday).
const HighResolutionTime& receivingTime | ( | ) | const [virtual] |
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::FuturesInstrumentKeys. The same value is accessible through header().type() call.
Implements Message.