22 #ifndef MamdaOptionContractH
23 #define MamdaOptionContractH
27 #include <mama/mamacpp.h>
33 class MamdaTradeHandler;
34 class MamdaQuoteHandler;
35 class MamdaFundamentalHandler;
36 class MamdaTradeRecap;
37 class MamdaQuoteRecap;
38 class MamdaFundamentals;
39 class MamdaMsgListener;
40 class MamdaTradeListener;
41 class MamdaQuoteListener;
42 class MamdaFundamentalListener;
77 MamdaOptionContract (
const char* symbol,
79 const MamaDateTime& expireDate,
90 MamdaOptionContract (
const char* symbol,
91 const char* exchange);
96 ~MamdaOptionContract ();
103 void setExpireDate (
const MamaDateTime& expireDate);
110 void setStrikePrice (
double strikePrice);
124 void setOpenInterest (uint32_t openInterest);
139 void setRecapRequired(
bool recapRequired);
146 const char* getSymbol ()
const;
153 const char* getExchange ()
const;
160 const MamaDateTime& getExpireDate ()
const;
167 const char* getExpireDateStr ()
const;
174 bool gotExpireDate()
const;
181 double getStrikePrice ()
const;
188 bool gotStrikePrice()
const;
202 bool gotPutCall()
const;
209 uint32_t getOpenInterest ()
const;
217 bool gotOpenInterest()
const;
232 bool gotExerciseStyle()
const;
240 bool getRecapRequired()
const;
278 void setCustomObject (
void*
object);
306 void* getCustomObject ()
const;
313 std::vector<MamdaMsgListener*>& getMsgListeners ();
345 void setInView (
bool inView);
361 int64_t getSeqNum ();
362 void setSeqNum (int64_t num);
365 struct MamdaOptionContractImpl;
366 MamdaOptionContractImpl& mImpl;
371 #endif // MamdaOptionContractH
MamdaFundamentals is an interface that provides access to the fundamental equity pricing/analysis att...
Definition: MamdaFundamentals.h:37
MamdaOptionExerciseStyle
Enumeration for indicating the style of an individual option contract.
Definition: MamdaOptionTypes.h:42
MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade upda...
Definition: MamdaTradeHandler.h:38
MamdaTradeRecap is an interface that provides access to trade related fields.
Definition: MamdaTradeRecap.h:38
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaQuoteListener is a class that specializes in handling quote updates.
Definition: MamdaQuoteListener.h:58
MamdaFundamentalHandler is an interface for applications that want to have an easy way to access fund...
Definition: MamdaFundamentalHandler.h:39
MamdaFundamentalListener is a class that specializes in handling fundamental equity pricing/analysis ...
Definition: MamdaFundamentalListener.h:56
MamdaQuoteRecap is an interface that provides access to quote related fields.
Definition: MamdaQuoteRecap.h:37
A class that represents a single option contract.
Definition: MamdaOptionContract.h:60
MamdaQuoteHandler is an interface for applications that want to have an easy way to handle quote upda...
Definition: MamdaQuoteHandler.h:39
MamdaTradeListener is a class that specializes in handling trade updates.
Definition: MamdaTradeListener.h:67
MamdaMsgListener defines an interface for handling MAMA messages for a MamdaSubscription.
Definition: MamdaMsgListener.h:38
MamdaOptionPutCall
Enumeration for indicating whether an option contract is a put or a call.
Definition: MamdaOptionTypes.h:32