OldStyleOptionsTradeAndMarketStats Struct Reference

This class represents the Old Style Options Trade and Market Stats Message. More...

Public Types
enum	{ messageType = 'W' }
	Message type constant.

Public Member Functions
	OldStyleOptionsTradeAndMarketStats ()
	Default constructor.
std::string	toString () const
	Returns string representation.

Public Attributes
MarketId	underlyingMarketId
	The underlying market ID of this options market.
TradeId	tradeId
	Unique identifier of the trade.
Price	price
	Trade price. More...
int	quantity
	Quantity.
OffMarketTradeType::Enum	offMarketTradeType
	Only for off market trade. More...
DateTime	transactDateTime
	Deal date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
OptionType::Enum	optionType
	Option type.
Price	strikePrice
	Strike price. More...
EventCode::Enum	eventCode
	Event code.
int	totalVolume
	Total volume. N/A if set to -1.
int	blockVolume
	Block volume. N/A if set to -1.
int	efsVolume
	EFS volume. N/A if set to -1.
int	efpVolume
	EFP volume. N/A if set to -1.
Price	high
	High price. More...
Price	low
	Low price. More...
Price	vwap
	Weighted Average Price. More...

Friends
class	MessageDeserializer

Detailed Description

This class represents the Old Style Options Trade and Market Stats Message.

Member Data Documentation

Price high

High price.

NumDecimalsOptionsPrice from the underlying market should be applied to get the real price.

Price low

Low price.

NumDecimalsOptionsPrice from the underlying market should be applied to get the real price.

OffMarketTradeType::Enum offMarketTradeType

Only for off market trade.

The value is ' ' when it is a regular trade. See Appendix B for the codes and descriptions

Price price

Trade price.

NumDecimalsOptionsPrice from the underlying market should be applied to get the real price.

Price strikePrice

Strike price.

NumDecimalsStrikePrice from the underlying market should be applied to get the real strike price.

Price vwap

Weighted Average Price.

NumDecimalsOptionsPrice from the underlying market should be applied to get the real price.