Option trade. More...

Public Member Functions
	OptionTrade (const OptionTrade &)
	Copy constructor.
const OptionTrade &	operator= (const OptionTrade &rhs)
	Assignment operator.
	~OptionTrade ()
	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 (symbol of the underlying)
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 of the option in full.
UInt32	expiryYear () const
	Option expiry year.
UInt32	expiryDay () const
	Expiry day.
ExponentialNumber	volume () const
	Number of contracts for the trade.
ExponentialNumber	tradePrice () const
	Price at which the transaction took place.
ExponentialNumber	netChange () const
	Net change = last trade price - previous close.
const ExchangeTimestamp &	stampTime () const
	Time of transaction.
ExponentialNumber	openInterest () const
	This field contains the outstanding number of contracts in the series.
PriceIndicator::Enum	priceIndicatorMarker () const
	Identifies the type of transaction.
Protected Attributes
Implementation *	impl

Detailed Description

Option trade.

Member Function Documentation

ExponentialNumber openInterest ( ) const

This field contains the outstanding number of contracts in the series.

Updated on a trade by trade basis

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

Implements Message.