An option summary message is sent following an option trade cancellation. More...
Public Member Functions | |
OptionSummary (const OptionSummary &) | |
Copy constructor. | |
const OptionSummary & | operator= (const OptionSummary &rhs) |
Assignment operator. | |
~OptionSummary () | |
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 |
Identifies the exchange for the option. | |
const char * | rootSymbol () const |
Option symbol. | |
Month::Enum | expiryMonth () const |
Expiry month of 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. | |
ExponentialNumber | bidPrice () const |
Closing or most recent bid price. | |
ExponentialNumber | bidSize () const |
Number of contracts represented by the Bid Price. | |
ExponentialNumber | askPrice () const |
Closing or most recent ask price. | |
ExponentialNumber | askSize () const |
Number of contracts represented by the Ask Price. | |
ExponentialNumber | lastPrice () const |
Closing or most recent trade price. | |
ExponentialNumber | openInterest () const |
This field contains current outstanding number of contracts in the series. | |
Tick::Enum | tick () const |
Determined by the difference between last price and the previous different trade price. | |
ExponentialNumber | volume () const |
Total number of contracts traded or current volume if sent after a cancellation. | |
ExponentialNumber | netChange () const |
Net change = last trade price - previous close. | |
ExponentialNumber | openPrice () const |
Price of the first trade of the day. | |
ExponentialNumber | highPrice () const |
Highest trade price of the day or current high price if sent after a cancellation. | |
ExponentialNumber | lowPrice () const |
Lowest trade price of the day or current low price if sent after a cancellation. | |
const OptionMarker & | optionMarker () const |
Compound marker for the option. | |
const char * | underlyingSymbolRoot () const |
Symbol root for the underlying security. | |
Protected Attributes | |
Implementation * | impl |
An option summary message is sent following an option trade cancellation.
An option summary message is also sent each day at the start of the day in order to provide a list of options which will be trading each day. At that point, all price fields, with the exception of open interest will contain zero values. Any option summary sent after the BEGINNING OF OPTIONS SUMMARY message (with Message Type = Q) contains the list of trading instruments for the day (sent prior to market opening) or the summaries after the close of the market for Bourse de Montreal Inc. options (sent at 5:10 p.m. EST).
ExponentialNumber netChange | ( | ) | const |
Net change = last trade price - previous close.
Net change will be zero if the option did not trade on the last business day or did not trade today.
ExponentialNumber openInterest | ( | ) | const |
This field contains current outstanding number of contracts in the series.
Updated on a trade by trade basis.
const HighResolutionTime& receivingTime | ( | ) | const [virtual] |
Tick::Enum tick | ( | ) | const |
Determined by the difference between last price and the previous different trade price.
Note that there is possibility to get EMPTY value as value of the tick. Such value mean that associated instrument has tick table which have to accessed/maintained separately.
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::OptionSummary. The same value is accessible through header().type() call.
Implements Message.