22 #ifndef MamdaOptionChainViewH
23 #define MamdaOptionChainViewH
67 const char* getSymbol ()
const;
88 void setStrikeRangePercent (
double percentMargin);
96 void setStrikeRangeNumber (
int number);
106 void setExpirationRangeDays (
int expirationDays);
116 void setNumberOfExpirations (
int numExpirations);
129 void setJitterMargin (
double percentMargin);
158 void onOptionChainRecap (
175 void onOptionContractCreate (
192 void onOptionSeriesUpdate (
208 void onOptionChainGap (
215 struct MamdaOptionChainViewImpl;
216 MamdaOptionChainViewImpl& mImpl;
221 #endif // MamdaOptionChainViewH
Subclasses of this interface can be registered with the MamdaOptionChainListener in order to receive ...
Definition: MamdaOptionChainHandler.h:39
MamdaOptionSeriesUpdate is an interface that provides access to fields related to option series updat...
Definition: MamdaOptionSeriesUpdate.h:38
A class that represents a set of expiration dates, each of which contains a set of strike prices...
Definition: MamdaOptionExpirationDateSet.h:43
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
A class that represents a "view" of a subset of an option chain.
Definition: MamdaOptionChainView.h:45
MamdaOptionChainListener is a class that specializes in handling and managing option chain updates...
Definition: MamdaOptionChainListener.h:42
MamdaOptionChain is a specialized class to represent market data option chains.
Definition: MamdaOptionChain.h:47
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54
MamdaOptionAtTheMoneyCompareType
Definition: MamdaOptionAtTheMoneyCompareType.h:28
A class that represents a single option contract.
Definition: MamdaOptionContract.h:60