OptionSettlementPrice Struct Reference

This class represents the Option Settlement Price Message. More...

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

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

Public Attributes
MarketId	marketId
	Unique identifier of the market.
Price	settlementPriceWithDealPricePrecision
	Settlement price. More...
DateTime	dateTime
	Date time the message was sent. More...
bool	isOfficial
	Flag to indicate this is official settlement price or not.
DateTime	valuationDateTime
	Date time the settlement price is for. More...
long long	volatility
	Apply '2' as the denominator to get the real value.
Price	settlementPrice
	Settlement price. More...
long long	delta
	Apply '2' as the denominator to get the real value. More...

Friends
class	MessageDeserializer

Detailed Description

This class represents the Option Settlement Price Message.

Member Data Documentation

DateTime dateTime

Date time the message was sent.

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

long long delta

Apply '2' as the denominator to get the real value.

For example, delta of 3.00 will be sent as 300.

Price settlementPrice

Settlement price.

SettlePriceDenominator for the market should be applied to get the actual settlement price.

Price settlementPriceWithDealPricePrecision

Settlement price.

DealPriceDenominator for the market should be applied to get this price. This field is kept here for backward compatibility. Client should use the new SettlementPrice field (added in 1.1.14) for better precision. DealPriceDenominator and SettlePriceDenominator might be different for some markets.

DateTime valuationDateTime

Date time the settlement price is for.

Milliseconds since Jan 1st, 1970, 00:00:00 GMT. Only date (in GMT) is applicable, though time value is populated for legacy reason.