lb_option_quote_t Struct Reference

#include <longport.h>

Data Fields
const char *	symbol
const struct lb_decimal_t *	last_done
const struct lb_decimal_t *	prev_close
const struct lb_decimal_t *	open
const struct lb_decimal_t *	high
const struct lb_decimal_t *	low
int64_t	timestamp
int64_t	volume
const struct lb_decimal_t *	turnover
enum lb_trade_status_t	trade_status
const struct lb_decimal_t *	implied_volatility
int64_t	open_interest
struct lb_date_t	expiry_date
const struct lb_decimal_t *	strike_price
const struct lb_decimal_t *	contract_multiplier
enum lb_option_type_t	contract_type
const struct lb_decimal_t *	contract_size
enum lb_option_direction_t	direction
const struct lb_decimal_t *	historical_volatility
const char *	underlying_symbol

Detailed Description

Quote of option

Field Documentation

contract_multiplier

const struct lb_decimal_t* contract_multiplier

Contract multiplier

contract_size

const struct lb_decimal_t* contract_size

Contract size

contract_type

enum lb_option_type_t contract_type

Option type

direction

enum lb_option_direction_t direction

Option direction

expiry_date

struct lb_date_t expiry_date

Exprity date

high

const struct lb_decimal_t* high

High

historical_volatility

const struct lb_decimal_t* historical_volatility

Underlying security historical volatility of the option

implied_volatility

const struct lb_decimal_t* implied_volatility

Implied volatility

last_done

const struct lb_decimal_t* last_done

Latest price

low

const struct lb_decimal_t* low

Low

open

const struct lb_decimal_t* open

Open

open_interest

int64_t open_interest

Number of open positions

prev_close

const struct lb_decimal_t* prev_close

Yesterday's close

strike_price

const struct lb_decimal_t* strike_price

Strike price

symbol

const char* symbol

Security code

timestamp

int64_t timestamp

Time of latest price

trade_status

enum lb_trade_status_t trade_status

Security trading status

turnover

const struct lb_decimal_t* turnover

Turnover

underlying_symbol

const char* underlying_symbol

Underlying security symbol of the option

volume

int64_t volume

Volume

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

• csrc/include/longport.h