longbridge::quote::OptionChainContract Struct Reference

#include <types.hpp>

Public Attributes
std::string	symbol
	Option contract code, in ticker.region format. More...
Date	expiry_date
	Expiry date, in US Eastern time. More...
Decimal	strike_price
	Strike price. More...
OptionDirection	direction
	Contract direction. More...
OptionExpiryCycleType	option_type
	Special expiration cycle of the contract. More...
OptionStandardAttr	standard_attr
int32_t	days_to_expiry

Detailed Description

A single option contract of an option chain

Every contract is an independent entry: calls and puts are not paired, so a strike price that is listed on one side only yields a single entry.

Member Data Documentation

days_to_expiry

int32_t longbridge::quote::OptionChainContract::days_to_expiry

Number of days remaining until the option expires, 0 on the expiry day and negative once expired

direction

OptionDirection longbridge::quote::OptionChainContract::direction

Contract direction.

expiry_date

Date longbridge::quote::OptionChainContract::expiry_date

Expiry date, in US Eastern time.

option_type

OptionExpiryCycleType longbridge::quote::OptionChainContract::option_type

Special expiration cycle of the contract.

standard_attr

OptionStandardAttr longbridge::quote::OptionChainContract::standard_attr

Whether the contract is a legacy contract left over from a corporate action

strike_price

Decimal longbridge::quote::OptionChainContract::strike_price

Strike price.

symbol

std::string longbridge::quote::OptionChainContract::symbol

Option contract code, in ticker.region format.

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

• include/types.hpp