Option Market Depth. More...

Public Member Functions
	OptionMarketDepth (const OptionMarketDepth &)
	Copy constructor.
const OptionMarketDepth &	operator= (const OptionMarketDepth &rhs)
	Assignment operator.
	~OptionMarketDepth ()
	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 quote occurred.
const char *	rootSymbol () const
	Option base symbol.
Month::Enum	expiryMonth () const
	Delivery month for the contract.
char	strikePriceCode () const
	Code for the strike price of the option.
ExponentialNumber	strikePrice () const
	Strike price in full.
UInt32	expiryYear () const
	The option expiry year.
UInt32	expiryDay () const
	Expiry day.
StatusMarker::Enum	instrumentStatusMarker () const
	Indicates Instrument status.
UInt32	marketLevelDepth () const
	Number of level for the trading instrument.
const MarketLevelInfo &	marketLevelInfo (UInt32 index) const
	Single level of market for the trading instrument.
Protected Attributes
Implementation *	impl

Detailed Description

Option Market Depth.

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

Implements Message.