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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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Option instrument keys. More...
Public Member Functions | |
| OptionInstrumentKeys (const OptionInstrumentKeys &) | |
| Copy constructor. | |
| const OptionInstrumentKeys & | operator= (const OptionInstrumentKeys &rhs) |
| Assignment operator. | |
| ~OptionInstrumentKeys () | |
| 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 base symbol. | |
| Month::Enum | expiryMonth () const |
| Expiry month of the option. | |
| char | strikePriceCode () const |
| ExponentialNumber | strikePrice () const |
| Code for the strike price of the option. | |
| UInt32 | expiryYear () const |
| Expiry year. | |
| UInt32 | expiryDay () const |
| Expiry day of the option. | |
| CurrencyCode::Enum | strikePriceCurrency () const |
| Currency used for the Option Strike Price. | |
| ExponentialNumber | maximumNumberOfContractsPerOrder () const |
| Maximum authorized number of contract per order. | |
| ExponentialNumber | minimumNumberOfContractsPerOrder () const |
| Maximum 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. | |
| OptionType::Enum | optionType () const |
| Type of option (American or European) | |
| 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. | |
| const OptionMarker & | optionMarker () const |
| Compound marker for option. | |
| const char * | underlyingSymbolRoot () const |
| Symbol root for the underlying security. | |
| ExponentialNumber | contractSize () const |
| Contract Size. | |
| ExponentialNumber | tickValue () const |
| Tick Value. | |
| CurrencyCode::Enum | currency () const |
| Currency. | |
Protected Attributes | |
| Implementation * | impl |
Option instrument keys.
| 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::OptionInstrumentKeys. The same value is accessible through header().type() call.
Implements Message.