OrderBookId Class Reference

Order book ID. More...

List of all members.

Public Member Functions
	OrderBookId ()
	Initialize default instance.
	OrderBookId (ExchangeID::Enum exchangeId, const std::string &symbol, UInt32 expiryYear, Month::Enum expiryMonth, UInt32 expiryDay, const ExponentialNumber &strikePrice)
	Initialize instance for Option Market Depth.
	OrderBookId (ExchangeID::Enum exchangeId, const std::string &symbol, Month::Enum contractMonth, UInt32 expiryYear, const ExponentialNumber &strikePrice, CallPutCode::Enum callPutCode)
	Initialize instance for Future Options Market Depth.
	OrderBookId (ExchangeID::Enum exchangeId, const std::string &symbol, UInt32 deliveryYear, Month::Enum deliveryMonth)
	Initialize instance for Futures Market Depth.
	OrderBookId (ExchangeID::Enum exchangeId, const std::string &symbol)
	Initialize instance for Strategy Market Depth.
bool	operator== (const OrderBookId &id) const
	Compare between book ids (equal to).
bool	operator!= (const OrderBookId &id) const
	Compare between book ids (not equal to).
bool	operator< (const OrderBookId &id) const
	Compare between book ids (less).
bool	operator> (const OrderBookId &id) const
	Compare between book ids (greater).
std::string	toString () const
	Returns string representation.
Public Attributes
SecurityType::Enum	securityType
	Security type.
ExchangeID::Enum	exchangeId
	Exchange ID.
std::string	symbol
	Root symbol.
UInt32	deliveryYear
	Last digit of the delivery year of the contract.
Month::Enum	deliveryMonth
	Delivery month for the contract.
Month::Enum	contractMonth
	Option month code.
UInt32	expiryYear
	The option expiry year.
Month::Enum	expiryMonth
	Delivery month for the contract.
UInt32	expiryDay
	Expiry day.
ExponentialNumber	strikePrice
	Strike price in full.
CallPutCode::Enum	callPutCode
	Call/Put code.

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Detailed Description

Order book ID.