Security calc index response. More...

#include <types.hpp>

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

std::optional< Decimal >	last_done
	Latest price. More...

std::optional< Decimal >	change_value
	Change value. More...

std::optional< Decimal >	change_rate
	Change ratio. More...

std::optional< int64_t >	volume
	Volume. More...

std::optional< Decimal >	turnover
	Turnover. More...

std::optional< Decimal >	ytd_change_rate
	Year-to-date change ratio. More...

std::optional< Decimal >	turnover_rate
	Turnover rate. More...

std::optional< Decimal >	total_market_value
	Total market value. More...

std::optional< Decimal >	capital_flow
	Capital flow. More...

std::optional< Decimal >	amplitude
	Amplitude. More...

std::optional< Decimal >	volume_ratio
	Volume ratio. More...

std::optional< Decimal >	pe_ttm_ratio
	PE (TTM) More...

std::optional< Decimal >	pb_ratio
	PB. More...

std::optional< Decimal >	dividend_ratio_ttm
	Dividend ratio (TTM) More...

std::optional< Decimal >	five_day_change_rate
	Five days change ratio. More...

std::optional< Decimal >	ten_day_change_rate
	Ten days change ratio. More...

std::optional< Decimal >	half_year_change_rate
	Half year change ratio. More...

std::optional< Decimal >	five_minutes_change_rate
	Five minutes change ratio. More...

std::optional< Date >	expiry_date
	Expiry date. More...

std::optional< Decimal >	strike_price
	Strike price. More...

std::optional< Decimal >	upper_strike_price
	Upper bound price. More...

std::optional< Decimal >	lower_strike_price
	Lower bound price. More...

std::optional< int64_t >	outstanding_qty
	Outstanding quantity. More...

std::optional< Decimal >	outstanding_ratio
	Outstanding ratio. More...

std::optional< Decimal >	premium
	Premium. More...

std::optional< Decimal >	itm_otm
	In/out of the bound. More...

std::optional< Decimal >	implied_volatility
	Implied volatility. More...

std::optional< Decimal >	warrant_delta
	Warrant delta. More...

std::optional< Decimal >	call_price
	Call price. More...

std::optional< Decimal >	to_call_price
	Price interval from the call price. More...

std::optional< Decimal >	effective_leverage
	Effective leverage. More...

std::optional< Decimal >	leverage_ratio
	Leverage ratio. More...

std::optional< Decimal >	conversion_ratio
	Conversion ratio. More...

std::optional< Decimal >	balance_point
	Breakeven point. More...

std::optional< int64_t >	open_interest
	Open interest. More...

std::optional< Decimal >	delta
	Delta. More...

std::optional< Decimal >	gamma
	Gamma. More...

std::optional< Decimal >	theta
	Theta. More...

std::optional< Decimal >	vega
	Vega. More...

std::optional< Decimal >	rho
	Rho. More...

Detailed Description

Security calc index response.

Member Data Documentation

◆ amplitude

std::optional<Decimal> longport::quote::SecurityCalcIndex::amplitude

Amplitude.

◆ balance_point

std::optional<Decimal> longport::quote::SecurityCalcIndex::balance_point

Breakeven point.

◆ call_price

std::optional<Decimal> longport::quote::SecurityCalcIndex::call_price

Call price.

◆ capital_flow

std::optional<Decimal> longport::quote::SecurityCalcIndex::capital_flow

Capital flow.

◆ change_rate

std::optional<Decimal> longport::quote::SecurityCalcIndex::change_rate

Change ratio.

◆ change_value

std::optional<Decimal> longport::quote::SecurityCalcIndex::change_value

Change value.

◆ conversion_ratio

std::optional<Decimal> longport::quote::SecurityCalcIndex::conversion_ratio

Conversion ratio.

◆ delta

std::optional<Decimal> longport::quote::SecurityCalcIndex::delta

Delta.

◆ dividend_ratio_ttm

std::optional<Decimal> longport::quote::SecurityCalcIndex::dividend_ratio_ttm

Dividend ratio (TTM)

◆ effective_leverage

std::optional<Decimal> longport::quote::SecurityCalcIndex::effective_leverage

Effective leverage.

◆ expiry_date

std::optional<Date> longport::quote::SecurityCalcIndex::expiry_date

Expiry date.

◆ five_day_change_rate

std::optional<Decimal> longport::quote::SecurityCalcIndex::five_day_change_rate

Five days change ratio.

◆ five_minutes_change_rate

std::optional<Decimal> longport::quote::SecurityCalcIndex::five_minutes_change_rate

Five minutes change ratio.

◆ gamma

std::optional<Decimal> longport::quote::SecurityCalcIndex::gamma

Gamma.

◆ half_year_change_rate

std::optional<Decimal> longport::quote::SecurityCalcIndex::half_year_change_rate

Half year change ratio.

◆ implied_volatility

std::optional<Decimal> longport::quote::SecurityCalcIndex::implied_volatility

Implied volatility.

◆ itm_otm

std::optional<Decimal> longport::quote::SecurityCalcIndex::itm_otm

In/out of the bound.

◆ last_done

std::optional<Decimal> longport::quote::SecurityCalcIndex::last_done

Latest price.

◆ leverage_ratio

std::optional<Decimal> longport::quote::SecurityCalcIndex::leverage_ratio

Leverage ratio.

◆ lower_strike_price

std::optional<Decimal> longport::quote::SecurityCalcIndex::lower_strike_price

Lower bound price.

◆ open_interest

std::optional<int64_t> longport::quote::SecurityCalcIndex::open_interest

Open interest.

◆ outstanding_qty

std::optional<int64_t> longport::quote::SecurityCalcIndex::outstanding_qty

Outstanding quantity.

◆ outstanding_ratio

std::optional<Decimal> longport::quote::SecurityCalcIndex::outstanding_ratio

Outstanding ratio.

◆ pb_ratio

std::optional<Decimal> longport::quote::SecurityCalcIndex::pb_ratio

PB.

◆ pe_ttm_ratio

std::optional<Decimal> longport::quote::SecurityCalcIndex::pe_ttm_ratio

PE (TTM)

◆ premium

std::optional<Decimal> longport::quote::SecurityCalcIndex::premium

Premium.

◆ rho

std::optional<Decimal> longport::quote::SecurityCalcIndex::rho

Rho.

◆ strike_price

std::optional<Decimal> longport::quote::SecurityCalcIndex::strike_price

Strike price.

◆ symbol

std::string longport::quote::SecurityCalcIndex::symbol

Security code.

◆ ten_day_change_rate

std::optional<Decimal> longport::quote::SecurityCalcIndex::ten_day_change_rate

Ten days change ratio.

◆ theta

std::optional<Decimal> longport::quote::SecurityCalcIndex::theta

Theta.

◆ to_call_price

std::optional<Decimal> longport::quote::SecurityCalcIndex::to_call_price

Price interval from the call price.

◆ total_market_value

std::optional<Decimal> longport::quote::SecurityCalcIndex::total_market_value

Total market value.

◆ turnover

std::optional<Decimal> longport::quote::SecurityCalcIndex::turnover

Turnover.

◆ turnover_rate

std::optional<Decimal> longport::quote::SecurityCalcIndex::turnover_rate

Turnover rate.

◆ upper_strike_price

std::optional<Decimal> longport::quote::SecurityCalcIndex::upper_strike_price

Upper bound price.

◆ vega

std::optional<Decimal> longport::quote::SecurityCalcIndex::vega

Vega.

◆ volume

std::optional<int64_t> longport::quote::SecurityCalcIndex::volume

Volume.

◆ volume_ratio

std::optional<Decimal> longport::quote::SecurityCalcIndex::volume_ratio

Volume ratio.

◆ warrant_delta

std::optional<Decimal> longport::quote::SecurityCalcIndex::warrant_delta

Warrant delta.

◆ ytd_change_rate

std::optional<Decimal> longport::quote::SecurityCalcIndex::ytd_change_rate

Year-to-date change ratio.

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

include/types.hpp

Public Attributes