Option quote. More...
Public Member Functions | |
OptionQuote (const OptionQuote &) | |
Copy constructor. | |
const OptionQuote & | operator= (const OptionQuote &rhs) |
Assignment operator. | |
~OptionQuote () | |
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 |
Expiry month of the option. | |
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. | |
ExponentialNumber | bidPrice () const |
Bid price for the option series. | |
ExponentialNumber | bidSize () const |
Number of option contracts represented by the Bid Price. | |
ExponentialNumber | askPrice () const |
Ask price for the option series. | |
ExponentialNumber | askSize () const |
Number of option contracts represented by the Ask Price. | |
StatusMarker::Enum | instrumentStatusMarker () const |
Indicates instrument status. | |
Protected Attributes | |
Implementation * | impl |
Option quote.
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::OptionQuote. The same value is accessible through header().type() call.
Implements Message.