ReferenceData

struct ReferenceData

Public Functions

ReferenceData()

ReferenceData(ReferenceData const&) = delete

ReferenceData(ReferenceData&&) = default

void clear()

bool operator()(roq::ReferenceData const&)

inline bool operator()(Event<roq::ReferenceData> const &event)

template<typename Context>
inline roq::ReferenceData convert(Context const &context) const

Public Members

uint16_t stream_id = {}

Description description

SecurityType security_type = {}

CFICode cfi_code

Currency base_currency

Currency quote_currency

Currency settlement_currency

Currency margin_currency

Currency commission_currency

double tick_size = NaN

std::vector<TickSizeStep> tick_size_steps

double multiplier = NaN

double min_notional = NaN

double min_trade_vol = NaN

double max_trade_vol = NaN

double trade_vol_step_size = NaN

OptionType option_type = {}

Currency strike_currency

double strike_price = NaN

Symbol underlying

TimeZone time_zone

std::chrono::days issue_date = {}

std::chrono::days settlement_date = {}

std::chrono::seconds expiry_datetime = {}

std::chrono::seconds expiry_datetime_utc = {}

std::chrono::nanoseconds exchange_time_utc = {}

bool discard = {}