Quote of option. More...

#include <types.hpp>

Public Attributes
std::string	symbol
	Security code. More...

Decimal	last_done
	Latest price. More...

Decimal	prev_close
	Yesterday's close. More...

Decimal	open
	Open. More...

Decimal	high
	High. More...

Decimal	low
	Low. More...

int64_t	timestamp
	Time of latest price. More...

int64_t	volume
	Volume. More...

Decimal	turnover
	Turnover. More...

TradeStatus	trade_status
	Security trading status. More...

Decimal	implied_volatility
	Implied volatility. More...

int64_t	open_interest
	Number of open positions. More...

Date	expiry_date
	Exprity date. More...

Decimal	strike_price
	Strike price. More...

Decimal	contract_multiplier
	Contract multiplier. More...

OptionType	contract_type
	Option type. More...

Decimal	contract_size
	Contract size. More...

OptionDirection	direction
	Option direction. More...

Decimal	historical_volatility
	Underlying security historical volatility of the option. More...

std::string	underlying_symbol
	Underlying security symbol of the option. More...

Detailed Description

Quote of option.

Member Data Documentation

◆ contract_multiplier

Decimal longport::quote::OptionQuote::contract_multiplier

Contract multiplier.

◆ contract_size

Decimal longport::quote::OptionQuote::contract_size

Contract size.

◆ contract_type

OptionType longport::quote::OptionQuote::contract_type

Option type.

◆ direction

OptionDirection longport::quote::OptionQuote::direction

Option direction.

◆ expiry_date

Date longport::quote::OptionQuote::expiry_date

Exprity date.

◆ high

Decimal longport::quote::OptionQuote::high

High.

◆ historical_volatility

Decimal longport::quote::OptionQuote::historical_volatility

Underlying security historical volatility of the option.

◆ implied_volatility

Decimal longport::quote::OptionQuote::implied_volatility

Implied volatility.

◆ last_done

Decimal longport::quote::OptionQuote::last_done

Latest price.

◆ low

Decimal longport::quote::OptionQuote::low

Low.

◆ open

Decimal longport::quote::OptionQuote::open

Open.

◆ open_interest

int64_t longport::quote::OptionQuote::open_interest

Number of open positions.

◆ prev_close

Decimal longport::quote::OptionQuote::prev_close

Yesterday's close.

◆ strike_price

Decimal longport::quote::OptionQuote::strike_price

Strike price.

◆ symbol

std::string longport::quote::OptionQuote::symbol

Security code.

◆ timestamp

int64_t longport::quote::OptionQuote::timestamp

Time of latest price.

◆ trade_status

TradeStatus longport::quote::OptionQuote::trade_status

Security trading status.

◆ turnover

Decimal longport::quote::OptionQuote::turnover

Turnover.

◆ underlying_symbol

std::string longport::quote::OptionQuote::underlying_symbol

Underlying security symbol of the option.

◆ volume

int64_t longport::quote::OptionQuote::volume

Volume.

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

include/types.hpp

Public Attributes