ReferenceData#
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struct ReferenceData#
Update relating to the reference data for a symbol.
Public Members
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uint16_t stream_id = {}#
Stream identifier.
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std::string_view description#
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SecurityType security_type = {}#
Security type.
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std::string_view base_currency#
Base currency.
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std::string_view quote_currency#
Quote currency.
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std::string_view margin_currency#
Margin currency.
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std::string_view commission_currency#
Commission currency.
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double tick_size = NaN#
Minimum price increment.
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double multiplier = NaN#
Multiplier (notional)
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double min_notional = NaN#
Minimum notional (price * quantity)
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double min_trade_vol = NaN#
Minimum trade volume.
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double max_trade_vol = NaN#
Maximum trade volume.
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OptionType option_type = {}#
Option type.
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std::string_view strike_currency#
Strike currency.
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double strike_price = NaN#
Strike price.
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std::string_view underlying#
Underlying instrument.
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std::string_view time_zone#
Time-zone.
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std::chrono::days issue_date = {}#
Issue date.
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std::chrono::days settlement_date = {}#
Settlement date.
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std::chrono::seconds expiry_datetime = {}#
Expiry datetime.
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std::chrono::seconds expiry_datetime_utc = {}#
Expiry datetime.
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bool discard = false#
Discard market data updates?
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uint16_t stream_id = {}#