Wombat::MamdaOptionContract

A class that represents a single option contract. Instances of this object are typically created by the MamdaOptionChainListener. Applications may attach a custom object to each instance of MamdaOptionContract. More…

Public Types

	Name
enum class byte	PutOrCall { Unknown = (byte)’Z’, Call = (byte)’C’, Put = (byte)’P’}
enum class byte	ExerciseStyle { Unknown = (byte)’Z’, American = (byte)’A’, European = (byte)’E’, Capped = (byte)’C’}

Public Functions

	Name
	MamdaOptionContract(string symbol, string exchange, DateTime expireDate, double strikePrice, PutOrCall putCall) Constructor from expiration date, strike price, and put/call indicator.
void	setOpenInterest(long openInterest) Set the open interest size.
void	setExerciseStyle(ExerciseStyle exerciseStyle) Set the exercise style.
string	getSymbol() Return the OPRA contract symbol.
string	getExchange() Return the exchange.
DateTime	getExpireDate() Return the expiration date.
string	getExpireDateStr() Return the expiration date as a commonly formatted string (MMyy).
double	getStrikePrice() Return the strike price.
PutOrCall	getPutCall() Return the put/call indicator.
long	getOpenInterest() Return the open interest.
ExerciseStyle	getExerciseStyle() Return the exercise style.
void	addTradeHandler(MamdaTradeHandler handler) Add a MamdaTradeHandler for handling trade updates to this option contract.
void	addQuoteHandler(MamdaQuoteHandler handler) Add a MamdaQuoteHandler for handling quote updates to this option contract.
void	addFundamentalHandler(MamdaFundamentalHandler handler) Add a MamdaFundamentalHandler for handling fundamental updates to this option contract.
void	setCustomObject(object obj) Add a custom object to this option contract. Such an object might contain customer per-contract data.
MamdaTradeRecap	getTradeInfo() Return the current trade fields.
MamdaQuoteRecap	getQuoteInfo() Return the current quote fields.
MamdaFundamentals	getFundamentalsInfo() Return the current fundamental fields.
object	getCustomObject() Return the custom object.
MamdaTradeListener	getTradeListener() Return the trade listener.
MamdaQuoteListener	getQuoteListener() Return the current quote listener.
MamdaFundamentalListener	getFundamentalListener() Return the current fundamental listener.
void	setInView(bool inView) Set whether this contract is in the “view” within the option chain. MamdaOptionChain
bool	getInView() Return whether this contract is in the “view” within the option chain. MamdaOptionChain

Detailed Description

class Wombat::MamdaOptionContract;

Note: User applications can be notified of creation of MamdaOptionContract instances via the MamdaOptionChainListener.onOptionContractCreate() method.

Public Types Documentation

enum PutOrCall

Enumerator	Value	Description
Unknown	(byte)’Z’
Call	(byte)’C’
Put	(byte)’P’

enum ExerciseStyle

Enumerator	Value	Description
Unknown	(byte)’Z’
American	(byte)’A’
European	(byte)’E’
Capped	(byte)’C’

Public Functions Documentation

function MamdaOptionContract

MamdaOptionContract(
    string symbol,
    string exchange,
    DateTime expireDate,
    double strikePrice,
    PutOrCall putCall
)

Constructor from expiration date, strike price, and put/call indicator.

Parameters:

symbol
exchange
expireDate
strikePrice
putCall

function setOpenInterest

void setOpenInterest(
    long openInterest
)

Set the open interest size.

Parameters:

openInterest

function setExerciseStyle

void setExerciseStyle(
    ExerciseStyle exerciseStyle
)

Set the exercise style.

Parameters:

exerciseStyle

function getSymbol

string getSymbol()

Return the OPRA contract symbol.

Return:

function getExchange

string getExchange()

Return the exchange.

Return:

function getExpireDate

DateTime getExpireDate()

Return the expiration date.

Return:

function getExpireDateStr

string getExpireDateStr()

Return the expiration date as a commonly formatted string (MMyy).

Return:

function getStrikePrice

double getStrikePrice()

Return the strike price.

Return:

function getPutCall

PutOrCall getPutCall()

Return the put/call indicator.

Return:

function getOpenInterest

long getOpenInterest()

Return the open interest.

Return:

function getExerciseStyle

ExerciseStyle getExerciseStyle()

Return the exercise style.

Return:

function addTradeHandler

void addTradeHandler(
    MamdaTradeHandler handler
)

Add a MamdaTradeHandler for handling trade updates to this option contract.

Parameters:

handler

function addQuoteHandler

void addQuoteHandler(
    MamdaQuoteHandler handler
)

Add a MamdaQuoteHandler for handling quote updates to this option contract.

Parameters:

handler

function addFundamentalHandler

void addFundamentalHandler(
    MamdaFundamentalHandler handler
)

Add a MamdaFundamentalHandler for handling fundamental updates to this option contract.

Parameters:

handler

function setCustomObject

void setCustomObject(
    object obj
)

Add a custom object to this option contract. Such an object might contain customer per-contract data.

Parameters:

obj

function getTradeInfo

MamdaTradeRecap getTradeInfo()

Return the current trade fields.

Return:

function getQuoteInfo

MamdaQuoteRecap getQuoteInfo()

Return the current quote fields.

Return:

function getFundamentalsInfo

MamdaFundamentals getFundamentalsInfo()

Return the current fundamental fields.

Return:

function getCustomObject

object getCustomObject()

Return the custom object.

Return:

function getTradeListener

MamdaTradeListener getTradeListener()

Return the trade listener.

Return:

function getQuoteListener

MamdaQuoteListener getQuoteListener()

Return the current quote listener.

Return:

function getFundamentalListener

MamdaFundamentalListener getFundamentalListener()

Return the current fundamental listener.

Return:

function setInView

void setInView(
    bool inView
)

Set whether this contract is in the “view” within the option chain. MamdaOptionChain

Parameters:

inView

function getInView

bool getInView()

Return whether this contract is in the “view” within the option chain. MamdaOptionChain

Return:

Updated on 2023-03-31 at 15:30:16 +0100