OptionsStrategyDefinition::Hedge Struct Reference

This nested class represents hedge definition. More...

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

Public Attributes
MarketId	marketId
	Future's market id of the hedge.
SecurityType::Enum	securityType
	Security type.
Side::Enum	side
	Hedge side.
Price	price
	Hedge price.
char	priceDenominator
	Hedge price denominator.
short	delta
	Value between 1 - 300.
Optional< short >	strategyCode
	The strategy code for the leg. More...

Detailed Description

This nested class represents hedge definition.

Member Data Documentation

Optional<short> strategyCode

The strategy code for the leg.

If set, this field can be used to obtain the next level of granularity of the strategy. If it is not set, the /c LegMarketID is the most granular level for the market. See Appendix E for list of codes.