OptionOpenInterest Struct Reference

This class represents the Option Open Interest Message. More...

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

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

Public Attributes
MarketId	marketId
	Unique identifier of the market.
int	openInterest
	The number of open contracts of derivatives like futures and options that have a time limit after which they expire. More...
DateTime	dateTime
	Date time the message was sent. More...
std::string	openInterestDate
	The date this Open Interest is effective for, in the format of YYYY- MM-DD. More...

Friends
class	MessageDeserializer

Detailed Description

This class represents the Option Open Interest Message.

Member Data Documentation

DateTime dateTime

Date time the message was sent.

Milliseconds since Jan 1st, 1970, 00:00:00 GMT

int openInterest

The number of open contracts of derivatives like futures and options that have a time limit after which they expire.

Open interest in a derivative is the sum of all contracts that have not expired, been exercised or physically delivered. Moreover, the open interest is the number of long positions or, equivalently, the number of short positions.

std::string openInterestDate

The date this Open Interest is effective for, in the format of YYYY- MM-DD.