Wombat::MamdaOptionContract Class Reference

A class that represents a single option contract. More...

#include <MamdaOptionContract.h>

Public Member Functions
	MamdaOptionContract (const char *symbol, const char *exchange, const MamaDateTime &expireDate, double strikePrice, MamdaOptionPutCall putCall)
	Constructor from expiration date, strike price, and put/call indicator. More...
	MamdaOptionContract (const char *symbol, const char *exchange)
	Constructor without expiration date, strike price, and put/call indicator. More...
	~MamdaOptionContract ()
	Destructor. More...
void	setExpireDate (const MamaDateTime &expireDate)
	Set the expiration date. More...
void	setStrikePrice (double strikePrice)
	Set the strike price. More...
void	setPutCall (MamdaOptionPutCall putCall)
	Set the put/call indicator. More...
void	setOpenInterest (uint32_t openInterest)
	Set the open interest size. More...
void	setExerciseStyle (MamdaOptionExerciseStyle exerciseStyle)
	Set the exercise style. More...
void	setRecapRequired (bool recapRequired)
	Set the recap required field. More...
const char *	getSymbol () const
	Return the OPRA contract symbol. More...
const char *	getExchange () const
	Return the exchange. More...
const MamaDateTime &	getExpireDate () const
	Return the expiration date. More...
const char *	getExpireDateStr () const
	Return the expiration date as a string. More...
bool	gotExpireDate () const
	Return whether or not expiration date has been set. More...
double	getStrikePrice () const
	Return the strike price. More...
bool	gotStrikePrice () const
	Return whether or not strike price has been set. More...
MamdaOptionPutCall	getPutCall () const
	Return the put/call indicator. More...
bool	gotPutCall () const
	Return whether or not put call has been set. More...
uint32_t	getOpenInterest () const
	Return the level of interest at opening. More...
bool	gotOpenInterest () const
	Return whether or not open interest has been set. More...
MamdaOptionExerciseStyle	getExerciseStyle () const
	Return the style indicator - American(A)/European(E)/Capped(C). More...
bool	gotExerciseStyle () const
	Return whether or not exercise style has been set. More...
bool	getRecapRequired () const
	Get the recap required field. More...
void	addMsgListener (MamdaMsgListener *listener)
	Add a generic MamdaMsgListener to this option contract. More...
void	addTradeHandler (MamdaTradeHandler *handler)
	Add a MamdaTradeHandler for handling trade updates to this option contract. More...
void	addQuoteHandler (MamdaQuoteHandler *handler)
	Add a MamdaQuoteHandler for handling quote updates to this option contract. More...
void	addFundamentalHandler (MamdaFundamentalHandler *handler)
	Add a MamdaFundamentalHandler for handling fundamental data fields. More...
void	setCustomObject (void *object)
	Add a custom object to this option contract. More...
MamdaTradeRecap &	getTradeInfo () const
	Return the current trade fields. More...
MamdaQuoteRecap &	getQuoteInfo () const
	Return the current quote fields. More...
MamdaFundamentals &	getFundamentalsInfo () const
	Return the current fundamentals fields. More...
void *	getCustomObject () const
	Return the custom object. More...
std::vector< MamdaMsgListener * > &	getMsgListeners ()
	Return the vector of message listeners. More...
MamdaTradeListener &	getTradeListener ()
	Return the trade listener. More...
MamdaQuoteListener &	getQuoteListener ()
	Return the quote listener. More...
MamdaFundamentalListener &	getFundamentalListener ()
	Return the fundamental listener. More...
void	setInView (bool inView)
	Set whether this contract is in the "view" within the option chain. More...
bool	getInView ()
	Return whether this contract is in the "view" within the option chain. More...
int64_t	getSeqNum ()
void	setSeqNum (int64_t num)

Detailed Description

A class that represents a single option contract.

Instances of this object are typically created by the MamdaOptionChainListener. Applications may attach a custom object to each instance of MamdaOptionContract.

Note: User applications can be notified of creation of MamdaOptionContract instances via the MamdaOptionChainListener.onOptionContractCreate() method.

Note: It is possible to provide individual MamdaTradeHandler and MamdaQuoteHandler handlers for trades and quotes, even though the MamdaOptionChainHandler also provides a general callback interface for updates to individual contracts.

Constructor & Destructor Documentation

MamdaOptionContract() [1/2]

Wombat::MamdaOptionContract::MamdaOptionContract	(	const char *	symbol,
		const char *	exchange,
		const MamaDateTime &	expireDate,
		double	strikePrice,
		MamdaOptionPutCall	putCall
	)

Constructor from expiration date, strike price, and put/call indicator.

Parameters

symbol	The option symbol.
exchange	The exchange identifier.
expireDate	The options expiration date.
strikePrice	The options strike price.
putCall	Whether this is a put or call option.

MamdaOptionContract() [2/2]

Wombat::MamdaOptionContract::MamdaOptionContract	(	const char *	symbol,
		const char *	exchange
	)

Constructor without expiration date, strike price, and put/call indicator.

Parameters

symbol	The option symbol.
exchange	The exchange identifier.

~MamdaOptionContract()

Wombat::MamdaOptionContract::~MamdaOptionContract

(

)

Destructor.

Member Function Documentation

setExpireDate()

void Wombat::MamdaOptionContract::setExpireDate

(

const MamaDateTime &

expireDate

)

Set the expiration date.

Parameters

expireDate

The options expiration date.

setStrikePrice()

void Wombat::MamdaOptionContract::setStrikePrice

(

double

strikePrice

)

Set the strike price.

Parameters

strikePrice

The options strike price.

setPutCall()

void Wombat::MamdaOptionContract::setPutCall

(

MamdaOptionPutCall

putCall

)

Set the put/call indicator.

Parameters

putCall

Whether this is a put or call option.

setOpenInterest()

void Wombat::MamdaOptionContract::setOpenInterest

(

uint32_t

openInterest

)

Set the open interest size.

Parameters

openInterest

The open interest for the option.

setExerciseStyle()

void Wombat::MamdaOptionContract::setExerciseStyle

(

MamdaOptionExerciseStyle

exerciseStyle

)

Set the exercise style.

Parameters

exerciseStyle

The exercise style for the option.

setRecapRequired()

void Wombat::MamdaOptionContract::setRecapRequired

(

bool

recapRequired

)

Set the recap required field.

Typically only used by the MamdaOptionChainListener

Parameters

recapRequired

Whether a recap is required by the contract.

getSymbol()

const char* Wombat::MamdaOptionContract::getSymbol

(

)

const

Return the OPRA contract symbol.

Returns

The OPRA contract symbol.

getExchange()

const char* Wombat::MamdaOptionContract::getExchange

(

)

const

Return the exchange.

Returns

The exchange identifier.

getExpireDate()

const MamaDateTime& Wombat::MamdaOptionContract::getExpireDate

(

)

const

Return the expiration date.

Returns

The options expiration date.

getExpireDateStr()

const char* Wombat::MamdaOptionContract::getExpireDateStr

(

)

const

Return the expiration date as a string.

Returns

The options expiration date as a string.

gotExpireDate()

bool Wombat::MamdaOptionContract::gotExpireDate

(

)

const

Return whether or not expiration date has been set.

Returns

Whether the contract has an expiration date set.

getStrikePrice()

double Wombat::MamdaOptionContract::getStrikePrice

(

)

const

Return the strike price.

Returns

The option contracts strike price.

gotStrikePrice()

bool Wombat::MamdaOptionContract::gotStrikePrice

(

)

const

Return whether or not strike price has been set.

Returns

Whether the strike price has been set for the contract.

getPutCall()

MamdaOptionPutCall Wombat::MamdaOptionContract::getPutCall

(

)

const

Return the put/call indicator.

Returns

Indicating whether this is a put or call option contract.

gotPutCall()

bool Wombat::MamdaOptionContract::gotPutCall

(

)

const

Return whether or not put call has been set.

Returns

Whether the put/call indicator has been set for this contract.

getOpenInterest()

uint32_t Wombat::MamdaOptionContract::getOpenInterest

(

)

const

Return the level of interest at opening.

Returns

The opening interest for the option contract.

gotOpenInterest()

bool Wombat::MamdaOptionContract::gotOpenInterest

(

)

const

Return whether or not open interest has been set.

Returns

Whether a value for opening interest has been set for the option contract.

getExerciseStyle()

MamdaOptionExerciseStyle Wombat::MamdaOptionContract::getExerciseStyle

(

)

const

Return the style indicator - American(A)/European(E)/Capped(C).

Returns

The exercise style for the option contract.

gotExerciseStyle()

bool Wombat::MamdaOptionContract::gotExerciseStyle

(

)

const

Return whether or not exercise style has been set.

Returns

Whether the exercise style for the option contract has been set.

getRecapRequired()

bool Wombat::MamdaOptionContract::getRecapRequired

(

)

const

Get the recap required field.

Reserved for use by the MamdaOptionChainListener.

Returns

Whether a recap is required for this contract.

addMsgListener()

void Wombat::MamdaOptionContract::addMsgListener

(

MamdaMsgListener *

listener

)

Add a generic MamdaMsgListener to this option contract.

Parameters

listener

A instance of the listener interface.

addTradeHandler()

void Wombat::MamdaOptionContract::addTradeHandler

(

MamdaTradeHandler *

handler

)

Add a MamdaTradeHandler for handling trade updates to this option contract.

Parameters

handler

A trade handler.

addQuoteHandler()

void Wombat::MamdaOptionContract::addQuoteHandler

(

MamdaQuoteHandler *

handler

)

Add a MamdaQuoteHandler for handling quote updates to this option contract.

Parameters

handler

A quote handler.

addFundamentalHandler()

void Wombat::MamdaOptionContract::addFundamentalHandler

(

MamdaFundamentalHandler *

handler

)

Add a MamdaFundamentalHandler for handling fundamental data fields.

Parameters

handler

A fundamental handler.

setCustomObject()

void Wombat::MamdaOptionContract::setCustomObject

(

void *

object

)

Add a custom object to this option contract.

Such an object might contain customer per-contract data.

Parameters

object

Associate closure data with the option contract.

getTradeInfo()

MamdaTradeRecap& Wombat::MamdaOptionContract::getTradeInfo

(

)

const

Return the current trade fields.

Returns

The current trade related fields for the option contract.

getQuoteInfo()

MamdaQuoteRecap& Wombat::MamdaOptionContract::getQuoteInfo

(

)

const

Return the current quote fields.

Returns

The current quote related fields for the option contract.

getFundamentalsInfo()

MamdaFundamentals& Wombat::MamdaOptionContract::getFundamentalsInfo

(

)

const

Return the current fundamentals fields.

Returns

The current fundamental fields for the option contract.

getCustomObject()

void* Wombat::MamdaOptionContract::getCustomObject

(

)

const

Return the custom object.

Returns

The closure.

getMsgListeners()

std::vector<MamdaMsgListener*>& Wombat::MamdaOptionContract::getMsgListeners

(

)

Return the vector of message listeners.

Returns

Vector of message listeners registered with the object.

getTradeListener()

MamdaTradeListener& Wombat::MamdaOptionContract::getTradeListener

(

)

Return the trade listener.

Returns

The registered trade listener.

getQuoteListener()

MamdaQuoteListener& Wombat::MamdaOptionContract::getQuoteListener

(

)

Return the quote listener.

Returns

The registered quote listener.

getFundamentalListener()

MamdaFundamentalListener& Wombat::MamdaOptionContract::getFundamentalListener

(

)

Return the fundamental listener.

Returns

The registered fundamental listener.

setInView()

void Wombat::MamdaOptionContract::setInView

(

bool

inView

)

Set whether this contract is in the "view" within the option chain.

Parameters

inView

Set whether this contract is in the "view" within the option chain.

See also

MamdaOptionChain

getInView()

bool Wombat::MamdaOptionContract::getInView

(

)

Return whether this contract is in the "view" within the option chain.

Returns

Whether this contract is in the "view" within the option chain.

See also

MamdaOptionChain

getSeqNum()

int64_t Wombat::MamdaOptionContract::getSeqNum

(

)

setSeqNum()

void Wombat::MamdaOptionContract::setSeqNum

(

int64_t

num

)

---

The documentation for this class was generated from the following file:

• MamdaOptionContract.h