Option Sale event represents a trade or another market event with the price (for example, market open/close price, etc.) for each option symbol listed under the specified Underlying. More...

#include <OptionSale.hpp>

Inheritance diagram for OptionSale:

Public Types
using	Ptr = std::shared_ptr<OptionSale>
	The alias to a type of shared pointer to the OptionSale object.

using	Unique = std::unique_ptr<OptionSale>
	The alias to a type of unique pointer to the OptionSale object.

Public Types inherited from MarketEvent
using	Ptr = std::shared_ptr<MarketEvent>
	The alias to a type of shared pointer to the MarketEvent object.

Public Types inherited from EventTypeWithSymbol< std::string >
using	Ptr = std::shared_ptr<EventTypeWithSymbol<std::string>>
	The alias to a type of shared pointer to the EventTypeWithSymbol's child object.

using	Ptr
	The alias to a type of shared pointer to the EventTypeWithSymbol's child object.

Public Types inherited from EventType
using	Ptr = std::shared_ptr<EventType>
	The alias to a type of shared pointer to the EventType object.

Public Types inherited from SharedEntity
using	Ptr = std::shared_ptr<SharedEntity>
	The alias to a type of shared pointer to the SharedEntity object.

Public Types inherited from IndexedEvent
using	Ptr = std::shared_ptr<IndexedEvent>
	The alias to a type of shared pointer to the IndexedEvent object.

Public Member Functions
void *	toGraal () const override
	Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

void	assign (std::shared_ptr< EventType > event) override
	Replaces the contents of the event.

	OptionSale () noexcept=default
	Creates new option sale event with default values.

	OptionSale (const StringLike &eventSymbol) noexcept
	Creates a new option sale event with the specified event symbol.

OptionSale &	withEventSymbol (const StringLike &eventSymbol) noexcept
	Changes an event's symbol and returns the current option sale.

OptionSale &	withEventTime (std::int64_t eventTime) noexcept
	Changes event's creation time and returns the current option sale.

const IndexedEventSource &	getSource () const &noexcept override
	Returns the source of this event.

std::int32_t	getEventFlags () const noexcept override
	Returns transactional event flags.

EventFlagsMask	getEventFlagsMask () const noexcept override
	Returns transactional event flags.

void	setEventFlags (std::int32_t eventFlags) noexcept override
	Changes transactional event flags.

OptionSale &	withEventFlags (std::int32_t eventFlags) noexcept
	Changes transactional event flags and returns the current option sale.

void	setEventFlags (const EventFlagsMask &eventFlags) noexcept override
	Changes transactional event flags.

OptionSale &	withEventFlags (const EventFlagsMask &eventFlags) noexcept
	Changes transactional event flags and returns the current option sale.

std::int64_t	getIndex () const noexcept override
	Returns a unique per-symbol index of this event.

void	setIndex (std::int64_t index) override
	Changes the unique per-symbol index of this event.

OptionSale &	withIndex (std::int64_t index) noexcept
	Changes unique per-symbol index of this event.

std::int64_t	getTimeSequence () const noexcept
	Returns time and sequence of this event packaged into a single long value.

void	setTimeSequence (std::int64_t timeSequence) noexcept
	Changes time and sequence of this event.

OptionSale &	withTimeSequence (std::int64_t timeSequence) noexcept
	Changes time and sequence of this event.

std::int64_t	getTime () const noexcept
	Returns time of this event.

void	setTime (std::int64_t time) noexcept
	Changes time of this event.

OptionSale &	withTime (std::int64_t time) noexcept
	Changes the timestamp of the event in milliseconds.

std::int64_t	getTimeNanos () const noexcept
	Returns time of the original event in nanoseconds.

void	setTimeNanos (std::int64_t timeNanos) noexcept
	Changes time of the original event.

OptionSale &	withTimeNanos (std::int64_t timeNanos) noexcept
	Changes the time of this option sale and returns it.

void	setTimeNanoPart (std::int32_t timeNanoPart) noexcept
	Changes microseconds and nanoseconds time part of the original event.

OptionSale &	withTimeNanoPart (std::int32_t timeNanoPart) noexcept
	Changes microseconds and nanoseconds time part of this option sale.

std::int32_t	getTimeNanoPart () const noexcept
	Returns microseconds and nanoseconds time part of the original event.

std::int32_t	getSequence () const noexcept
	Returns the sequence number of this event to distinguish events that have the same time.

void	setSequence (std::int32_t sequence)
	Changes sequence number of this event.

OptionSale &	withSequence (std::int32_t sequence) noexcept
	Changes sequence number of this event.

std::int16_t	getExchangeCode () const noexcept
	Returns exchange code of this option sale event.

std::string	getExchangeCodeString () const noexcept
	Returns exchange code of this option sale as UTF8 string.

void	setExchangeCode (char exchangeCode) noexcept
	Changes exchange code of this option sale event.

OptionSale &	withExchangeCode (char exchangeCode) noexcept
	Changes exchange code of this option sale event.

void	setExchangeCode (std::int16_t exchangeCode) noexcept
	Changes exchange code of this option sale event.

OptionSale &	withExchangeCode (std::int16_t exchangeCode) noexcept
	Changes exchange code of this option sale event.

double	getPrice () const noexcept
	Returns price of this option sale event.

void	setPrice (double price) noexcept
	Changes price of this option sale event.

OptionSale &	withPrice (double price) noexcept
	Changes price of this option sale event.

double	getSize () const noexcept
	Returns the size of this option sale event.

void	setSize (double size) noexcept
	Changes the size of this option sale event.

OptionSale &	withSize (double size) noexcept
	Changes the size of this option sale event.

double	getBidPrice () const noexcept
	Returns the current bid price on the market when this option sale event had occurred.

void	setBidPrice (double bidPrice) noexcept
	Changes the current bid price on the market when this option sale event had occurred.

OptionSale &	withBidPrice (double bidPrice) noexcept
	Changes the current bid price on the market when this option sale event had occurred.

double	getAskPrice () const noexcept
	Returns the current ask price on the market when this option sale event had occurred.

void	setAskPrice (double askPrice) noexcept
	Changes the current ask price on the market when this option sale event had occurred.

OptionSale &	withAskPrice (double askPrice) noexcept
	Changes the current ask price on the market when this option sale event had occurred.

const std::string &	getExchangeSaleConditions () const &noexcept
	Returns sale conditions provided for this event by data feed.

const std::optional< std::string > &	getExchangeSaleConditionsOpt () const &noexcept
	Returns sale conditions provided for this event by data feed.

void	setExchangeSaleConditions (const StringLike &exchangeSaleConditions) noexcept
	Changes sale conditions provided for this event by data feed.

OptionSale &	withExchangeSaleConditions (const StringLike &exchangeSaleConditions) noexcept
	Changes sale conditions provided for this event by data feed.

char	getTradeThroughExempt () const noexcept
	Returns TradeThroughExempt flag of this option sale event.

void	setTradeThroughExempt (char tradeThroughExempt)
	Changes TradeThroughExempt flag of this option sale event.

OptionSale &	withTradeThroughExempt (char tradeThroughExempt)
	Changes TradeThroughExempt flag of this option sale event.

const Side &	getAggressorSide () const &noexcept
	Returns the aggressor side of this option sale event.

void	setAggressorSide (const Side &side) noexcept
	Changes aggressor side of this option sale event.

OptionSale &	withAggressorSide (const Side &side) noexcept
	Changes aggressor side of this option sale event.

bool	isSpreadLeg () const noexcept
	Returns whether this event represents a spread leg.

void	setSpreadLeg (bool spreadLeg) noexcept
	Changes whether this event represents a spread leg.

OptionSale &	withSpreadLeg (bool spreadLeg) noexcept
	Changes whether this event represents a spread leg.

bool	isExtendedTradingHours () const noexcept
	Returns whether this event represents an extended trading hours sale.

void	setExtendedTradingHours (bool extendedTradingHours) noexcept
	Changes whether this event represents an extended trading hours sale.

OptionSale &	withExtendedTradingHours (bool extendedTradingHours) noexcept
	Changes whether this event represents an extended trading hours sale.

bool	isValidTick () const noexcept
	Returns whether this event represents a valid intraday tick.

void	setValidTick (bool validTick) noexcept
	Changes whether this event represents a valid intraday tick.

OptionSale &	withValidTick (bool validTick) noexcept
	Changes whether this event represents a valid intraday tick.

const TimeAndSaleType &	getType () const &noexcept
	Returns the type of this option sale event.

void	setType (const TimeAndSaleType &type) noexcept
	Changes the type of this option sale event.

OptionSale &	withType (const TimeAndSaleType &type) noexcept
	Changes the type of this option sale event.

bool	isNew () const noexcept
	Returns whether this is a new event (not cancellation or correction).

bool	isCorrection () const noexcept
	Returns whether this is a correction of a previous event.

bool	isCancel () const noexcept
	Returns whether this is a cancellation of a previous event.

double	getUnderlyingPrice () const noexcept
	Returns the underlying price at the time of this option sale event.

void	setUnderlyingPrice (double underlyingPrice) noexcept
	Changes underlying price at the time of this option sale event.

OptionSale &	withUnderlyingPrice (double underlyingPrice) noexcept
	Changes underlying price at the time of this option sale event.

double	getVolatility () const noexcept
	Returns Black-Scholes implied volatility of the option at the time of this option sale event.

void	setVolatility (double volatility) noexcept
	Changes Black-Scholes implied volatility of the option at the time of this option sale event.

OptionSale &	withVolatility (double volatility) noexcept
	Changes Black-Scholes implied volatility of the option at the time of this option sale event.

double	getDelta () const noexcept
	Return option delta at the time of this option sale event.

void	setDelta (double delta) noexcept
	Changes option delta at the time of this option sale event.

OptionSale &	withDelta (double delta) noexcept
	Changes option delta at the time of this option sale event.

const std::string &	getOptionSymbol () const &noexcept
	Returns option symbol of this event.

const std::optional< std::string > &	getOptionSymbolOpt () const &noexcept
	Returns option symbol of this event.

void	setOptionSymbol (const StringLike &optionSymbol) noexcept
	Changes option symbol of this event.

OptionSale &	withOptionSymbol (const StringLike &optionSymbol) noexcept
	Changes option symbol of this event.

std::string	toString () const override
	Returns a string representation of the current object.

Public Member Functions inherited from MarketEvent
const std::string &	getEventSymbol () const &noexcept override
	Returns a symbol of this event.

const std::optional< std::string > &	getEventSymbolOpt () const &noexcept override
	Returns a symbol of this event.

void	setEventSymbol (const StringLike &eventSymbol) noexcept override
	Changes symbol of this event.

std::int64_t	getEventTime () const noexcept override
	Returns time when an event was created or zero when time is not available.

void	setEventTime (std::int64_t eventTime) noexcept override
	Changes event creation time.

Public Member Functions inherited from EventTypeWithSymbol< std::string >
virtual void	setEventSymbol (const std::string &eventSymbol) noexcept=0
	Changes the event symbol that identifies this event type in subscription.

Public Member Functions inherited from SharedEntity
template<typename T>
bool	is () const noexcept
	Checks that the pointer to the current type could be converted to type T* In other words: whether type T belongs to the type hierarchy in which the current type resides.

template<typename T>
std::shared_ptr< T >	sharedAs () noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

template<typename T>
std::shared_ptr< T >	sharedAs () const noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

Public Member Functions inherited from Entity
virtual	~Entity () noexcept=default
	The default virtual d-tor.

Static Public Member Functions
static Ptr	fromGraal (void *graalNative)
	Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.

static void	freeGraal (void *graalNative)
	Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).

Static Public Attributes
static const EventTypeEnum &	TYPE = EventTypeEnum::OPTION_SALE
	Type identifier and additional information about the current event class.

static constexpr std::uint32_t	MAX_SEQUENCE = (1U << 22U) - 1U
	Maximum allowed sequence value.

Static Public Attributes inherited from IndexedEvent
static const EventFlag	TX_PENDING = EventFlag::TX_PENDING
	`0x01` - A bitmask to get transaction pending indicator from the value of eventFlags property.

static const EventFlag	REMOVE_EVENT = EventFlag::REMOVE_EVENT
	`0x02` - A bitmask to get removal indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_BEGIN = EventFlag::SNAPSHOT_BEGIN
	`0x04` - A bitmask to get snapshot begin indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_END = EventFlag::SNAPSHOT_END
	`0x08` - A bitmask to get snapshot end indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_SNIP = EventFlag::SNAPSHOT_SNIP
	`0x10` - A bitmask to get snapshot snip indicator from the value of eventFlags property.

static const EventFlag	SNAPSHOT_MODE = EventFlag::SNAPSHOT_MODE
	`0x40` - A bitmask to set snapshot mode indicator into the value of eventFlags property.

Additional Inherited Members
Protected Member Functions inherited from MarketEvent
	MarketEvent (const StringLike &eventSymbol) noexcept
	Protected constructor for concrete implementation classes that initializes `eventSymbol` property.

Detailed Description

Option Sale event represents a trade or another market event with the price (for example, market open/close price, etc.) for each option symbol listed under the specified Underlying.

Option Sales are intended to provide information about option trades in a continuous time slice with the additional metrics, like Option Volatility, Option Delta, and Underlying Price.

Option Sale events have unique index which can be used for later correction/cancellation processing.

Option sale data source provides a consistent view of the set of known option sales. The corresponding information is carried in eventFlags property. The logic behind this property is detailed in IndexedEvent class documentation. Multiple event sources for the same symbol are not supported for option sale events, thus source property is always DEFAULT.

This event is implemented on top of QDS records OptionSale.

Constructor & Destructor Documentation

◆ OptionSale()

OptionSale::OptionSale ( const StringLike & eventSymbol )

explicitnoexcept

Creates a new option sale event with the specified event symbol.

Parameters

eventSymbol The event symbol.

References MarketEvent::MarketEvent().

Member Function Documentation

◆ assign()

void OptionSale::assign ( std::shared_ptr< EventType > event )

overridevirtual

Replaces the contents of the event.

Parameters

event the event to use as a source.

Reimplemented from MarketEvent.

References MarketEvent::assign().

◆ freeGraal()

void OptionSale::freeGraal ( void * graalNative )

static

Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

Exceptions

InvalidArgumentException

◆ fromGraal()

std::shared_ptr< OptionSale > OptionSale::fromGraal ( void * graalNative )

static

Creates an object of the current type and fills it with data from the dxFeed Graal SDK structure.

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

Returns: The object of the current type.

Exceptions

InvalidArgumentException

◆ getAggressorSide()

const Side & OptionSale::getAggressorSide ( ) const &

noexcept

Returns the aggressor side of this option sale event.

Returns: aggressor side of this option sale event.

◆ getAskPrice()

double OptionSale::getAskPrice ( ) const

noexcept

Returns the current ask price on the market when this option sale event had occurred.

Returns: the current ask price on the market when this option sale event had occurred.

◆ getBidPrice()

double OptionSale::getBidPrice ( ) const

noexcept

Returns the current bid price on the market when this option sale event had occurred.

Returns: the current bid price on the market when this option sale event had occurred.

◆ getDelta()

double OptionSale::getDelta ( ) const

noexcept

Return option delta at the time of this option sale event.

Delta is the first derivative of an option price by an underlying price.

Returns: option delta at the time of this option sale event.

◆ getEventFlags()

std::int32_t OptionSale::getEventFlags ( ) const

overridevirtualnoexcept

Returns transactional event flags.

See EventFlag "Event Flags" section.

Returns: The transactional event flags.

Implements IndexedEvent.

◆ getEventFlagsMask()

EventFlagsMask OptionSale::getEventFlagsMask ( ) const

overridevirtualnoexcept

Returns transactional event flags.

See EventFlag "Event Flags" section.

Returns: The transactional event flags' mask.

Implements IndexedEvent.

◆ getExchangeCode()

std::int16_t OptionSale::getExchangeCode ( ) const

noexcept

Returns exchange code of this option sale event.

Returns: exchange code of this option sale event.

◆ getExchangeCodeString()

std::string OptionSale::getExchangeCodeString ( ) const

noexcept

Returns exchange code of this option sale as UTF8 string.

Returns: exchange code of this option sale as UTF8 string.

◆ getExchangeSaleConditions()

const std::string & OptionSale::getExchangeSaleConditions ( ) const &

noexcept

Returns sale conditions provided for this event by data feed.

This field format is specific for every particular data feed.

Returns: sale conditions or dxfcpp::String::NUL (std::string{"<null>"}).

◆ getExchangeSaleConditionsOpt()

const std::optional< std::string > & OptionSale::getExchangeSaleConditionsOpt ( ) const &

noexcept

Returns sale conditions provided for this event by data feed.

This field format is specific for every particular data feed.

Returns: sale conditions or std::nullopt.

◆ getIndex()

std::int64_t OptionSale::getIndex ( ) const

overridevirtualnoexcept

Returns a unique per-symbol index of this event.

The index is composed of time and sequence. Changing either time or sequence changes the event index.

Returns: unique index of this event.

Implements IndexedEvent.

◆ getOptionSymbol()

const std::string & OptionSale::getOptionSymbol ( ) const &

noexcept

Returns option symbol of this event.

Returns: option symbol of this event or dxfcpp::String::NUL (std::string{"<null>"}).

◆ getOptionSymbolOpt()

const std::optional< std::string > & OptionSale::getOptionSymbolOpt ( ) const &

noexcept

Returns option symbol of this event.

Returns: option symbol of this event or std::nullopt

◆ getPrice()

double OptionSale::getPrice ( ) const

noexcept

Returns price of this option sale event.

Returns: price of this option sale event.

◆ getSequence()

std::int32_t OptionSale::getSequence ( ) const

noexcept

Returns the sequence number of this event to distinguish events that have the same time.

This sequence number does not have to be unique and does not need to be sequential. Sequence can range from 0 to MAX_SEQUENCE.

Returns: The sequence number of this event

◆ getSize()

double OptionSale::getSize ( ) const

noexcept

Returns the size of this option sale event.

Returns: size of this option sale event.

◆ getSource()

const IndexedEventSource & OptionSale::getSource ( ) const &

overridevirtualnoexcept

Returns the source of this event.

Returns: The source of this event.

Implements IndexedEvent.

References IndexedEventSource::DEFAULT.

◆ getTime()

std::int64_t OptionSale::getTime ( ) const

noexcept

Returns time of this event.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

Returns: time of this event.

◆ getTimeNanoPart()

std::int32_t OptionSale::getTimeNanoPart ( ) const

noexcept

Returns microseconds and nanoseconds time part of the original event.

Returns: microseconds and nanoseconds time part of the original event.

◆ getTimeNanos()

std::int64_t OptionSale::getTimeNanos ( ) const

noexcept

Returns time of the original event in nanoseconds.

Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

Returns: time of the original event in nanoseconds.

◆ getTimeSequence()

std::int64_t OptionSale::getTimeSequence ( ) const

noexcept

Returns time and sequence of this event packaged into a single long value.

Returns: time and sequence of this event.

◆ getTradeThroughExempt()

char OptionSale::getTradeThroughExempt ( ) const

noexcept

Returns TradeThroughExempt flag of this option sale event.

Returns: TradeThroughExempt flag of this option sale event.

◆ getType()

const TimeAndSaleType & OptionSale::getType ( ) const &

noexcept

Returns the type of this option sale event.

Returns: type of this option sale event.

Referenced by isCancel(), isCorrection(), and isNew().

◆ getUnderlyingPrice()

double OptionSale::getUnderlyingPrice ( ) const

noexcept

Returns the underlying price at the time of this option sale event.

Returns: underlying price at the time of this option sale event.

◆ getVolatility()

double OptionSale::getVolatility ( ) const

noexcept

Returns Black-Scholes implied volatility of the option at the time of this option sale event.

Returns: Black-Scholes implied volatility of the option at the time of this option sale event.

◆ isCancel()

bool OptionSale::isCancel ( ) const

noexcept

Returns whether this is a cancellation of a previous event.

It is false for a newly created option sale event.

Returns: true if this is a cancellation of a previous event

References TimeAndSaleType::CANCEL, and getType().

◆ isCorrection()

bool OptionSale::isCorrection ( ) const

noexcept

Returns whether this is a correction of a previous event.

It is false for a newly created option sale event.

Returns: true if this is a correction of a previous event

References TimeAndSaleType::CORRECTION, and getType().

◆ isExtendedTradingHours()

bool OptionSale::isExtendedTradingHours ( ) const

noexcept

Returns whether this event represents an extended trading hours sale.

Returns: true if this event represents an extended trading hours sale.

◆ isNew()

bool OptionSale::isNew ( ) const

noexcept

Returns whether this is a new event (not cancellation or correction).

It is true for a newly created option sale event.

Returns: true if this is a new event (not cancellation or correction).

References getType(), and TimeAndSaleType::NEW.

◆ isSpreadLeg()

bool OptionSale::isSpreadLeg ( ) const

noexcept

Returns whether this event represents a spread leg.

Returns: true if this event represents a spread leg.

◆ isValidTick()

bool OptionSale::isValidTick ( ) const

noexcept

Returns whether this event represents a valid intraday tick.

Note that a correction for a previously distributed valid tick represents a new valid tick itself, but a cancellation of a previous valid tick does not.

Returns: true if this event represents a valid intraday tick.

◆ setAggressorSide()

void OptionSale::setAggressorSide ( const Side & side )

noexcept

Changes aggressor side of this option sale event.

Parameters

side	aggressor side of this option sale event.

Referenced by withAggressorSide().

◆ setAskPrice()

void OptionSale::setAskPrice ( double askPrice )

noexcept

Changes the current ask price on the market when this option sale event had occurred.

Parameters

askPrice the current ask price on the market when this option sale event had occurred.

Referenced by withAskPrice().

◆ setBidPrice()

void OptionSale::setBidPrice ( double bidPrice )

noexcept

Changes the current bid price on the market when this option sale event had occurred.

Parameters

bidPrice the current bid price on the market when this option sale event had occurred.

Referenced by withBidPrice().

◆ setDelta()

void OptionSale::setDelta ( double delta )

noexcept

Changes option delta at the time of this option sale event.

Parameters

delta option delta at the time of this option sale event.

Referenced by withDelta().

◆ setEventFlags() [1/2]

void OptionSale::setEventFlags ( const EventFlagsMask & eventFlags )

overridevirtualnoexcept

Changes transactional event flags.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags' mask.

Implements IndexedEvent.

Referenced by withEventFlags().

◆ setEventFlags() [2/2]

void OptionSale::setEventFlags ( std::int32_t eventFlags )

overridevirtualnoexcept

Changes transactional event flags.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags.

Implements IndexedEvent.

Referenced by withEventFlags().

◆ setExchangeCode() [1/2]

void OptionSale::setExchangeCode ( char exchangeCode )

noexcept

Changes exchange code of this option sale event.

Parameters

exchangeCode exchange code of this option sale event.

Referenced by withExchangeCode().

◆ setExchangeCode() [2/2]

void OptionSale::setExchangeCode ( std::int16_t exchangeCode )

noexcept

Changes exchange code of this option sale event.

Parameters

exchangeCode exchange code of this option sale event.

Referenced by withExchangeCode().

◆ setExchangeSaleConditions()

void OptionSale::setExchangeSaleConditions ( const StringLike & exchangeSaleConditions )

noexcept

Changes sale conditions provided for this event by data feed.

Parameters

exchangeSaleConditions sale conditions.

Referenced by withExchangeSaleConditions().

◆ setExtendedTradingHours()

void OptionSale::setExtendedTradingHours ( bool extendedTradingHours )

noexcept

Changes whether this event represents an extended trading hours sale.

Parameters

extendedTradingHours true if this event represents an extended trading hours sale.

Referenced by withExtendedTradingHours().

◆ setIndex()

void OptionSale::setIndex ( std::int64_t index )

overridevirtual

Changes the unique per-symbol index of this event.

The index is composed of time and sequence and invocation of this method changes time and sequence. Do not use this method directly. Change time and/or sequence.

Parameters

index the event index.

See also: OptionSale::getIndex()

Implements IndexedEvent.

Referenced by withIndex().

◆ setOptionSymbol()

void OptionSale::setOptionSymbol ( const StringLike & optionSymbol )

noexcept

Changes option symbol of this event.

Parameters

optionSymbol option symbol of this event.

Referenced by withOptionSymbol().

◆ setPrice()

void OptionSale::setPrice ( double price )

noexcept

Changes price of this option sale event.

Parameters

price price of this option sale event.

Referenced by withPrice().

◆ setSequence()

void OptionSale::setSequence ( std::int32_t sequence )

Changes sequence number of this event.

Parameters

sequence the sequence.

See also: getSequence()

Exceptions

InvalidArgumentException

References MAX_SEQUENCE.

Referenced by withSequence().

◆ setSize()

void OptionSale::setSize ( double size )

noexcept

Changes the size of this option sale event.

Parameters

size	size of this option sale event.

Referenced by withSize().

◆ setSpreadLeg()

void OptionSale::setSpreadLeg ( bool spreadLeg )

noexcept

Changes whether this event represents a spread leg.

Parameters

spreadLeg true if this event represents a spread leg.

Referenced by withSpreadLeg().

◆ setTime()

void OptionSale::setTime ( std::int64_t time )

noexcept

Changes time of this event.

Time is measured in milliseconds between the current time and midnight, January 1, 1970 UTC.

Parameters

time	time of this event.

Referenced by setTimeNanos(), and withTime().

◆ setTimeNanoPart()

void OptionSale::setTimeNanoPart ( std::int32_t timeNanoPart )

noexcept

Changes microseconds and nanoseconds time part of the original event.

Parameters

timeNanoPart microseconds and nanoseconds time part of the original event.

Referenced by withTimeNanoPart().

◆ setTimeNanos()

void OptionSale::setTimeNanos ( std::int64_t timeNanos )

noexcept

Changes time of the original event.

Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

Parameters

timeNanos time of the original event in nanoseconds.

References setTime().

Referenced by withTimeNanos().

◆ setTimeSequence()

void OptionSale::setTimeSequence ( std::int64_t timeSequence )

noexcept

Changes time and sequence of this event.

Do not use this method directly. Change time and/or sequence.

Parameters

timeSequence the time and sequence.

See also: getTimeSequence()

Referenced by withTimeSequence().

◆ setTradeThroughExempt()

void OptionSale::setTradeThroughExempt ( char tradeThroughExempt )

Changes TradeThroughExempt flag of this option sale event.

Parameters

tradeThroughExempt TradeThroughExempt flag of this option sale event.

Referenced by withTradeThroughExempt().

◆ setType()

void OptionSale::setType ( const TimeAndSaleType & type )

noexcept

Changes the type of this option sale event.

Parameters

type	type of this option sale event.

Referenced by withType().

◆ setUnderlyingPrice()

void OptionSale::setUnderlyingPrice ( double underlyingPrice )

noexcept

Changes underlying price at the time of this option sale event.

Parameters

underlyingPrice underlying price at the time of this option sale event.

Referenced by withUnderlyingPrice().

◆ setValidTick()

void OptionSale::setValidTick ( bool validTick )

noexcept

Changes whether this event represents a valid intraday tick.

Parameters

validTick true if this event represents a valid intraday tick.

Referenced by withValidTick().

◆ setVolatility()

void OptionSale::setVolatility ( double volatility )

noexcept

Changes Black-Scholes implied volatility of the option at the time of this option sale event.

Parameters

volatility Black-Scholes implied volatility of the option at the time of this option sale event.

Referenced by withVolatility().

◆ toGraal()

void * OptionSale::toGraal ( ) const

overridevirtual

Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

Fills the dxFeed Graal SDK structure's fields by the data of the current entity (recursively if necessary). Returns the pointer to the filled structure.

Returns: The pointer to the filled dxFeed Graal SDK structure

Implements EventType.

References toString().

◆ toString()

std::string OptionSale::toString ( ) const

overridevirtual

Returns a string representation of the current object.

Returns: a string representation

Reimplemented from EventType.

Referenced by toGraal().

◆ withAggressorSide()

OptionSale & OptionSale::withAggressorSide ( const Side & side )

noexcept

Changes aggressor side of this option sale event.

Returns the current option sale.

Parameters

side	aggressor side of this option sale event.

Returns: The current option sale.

References setAggressorSide().

◆ withAskPrice()

OptionSale & OptionSale::withAskPrice ( double askPrice )

noexcept

Changes the current ask price on the market when this option sale event had occurred.

Returns the current option sale.

Parameters

askPrice the current ask price on the market when this option sale event had occurred.

Returns: The current option sale.

References setAskPrice().

◆ withBidPrice()

OptionSale & OptionSale::withBidPrice ( double bidPrice )

noexcept

Changes the current bid price on the market when this option sale event had occurred.

Returns the current option sale.

Parameters

bidPrice the current bid price on the market when this option sale event had occurred.

Returns: The current option sale.

References setBidPrice().

◆ withDelta()

OptionSale & OptionSale::withDelta ( double delta )

noexcept

Changes option delta at the time of this option sale event.

Returns the current option sale.

Parameters

delta option delta at the time of this option sale event.

Returns: The current option sale.

References setDelta().

◆ withEventFlags() [1/2]

OptionSale & OptionSale::withEventFlags ( const EventFlagsMask & eventFlags )

noexcept

Changes transactional event flags and returns the current option sale.

Parameters

eventFlags transactional event flags' mask.

Returns: The current option sale.

References setEventFlags().

◆ withEventFlags() [2/2]

OptionSale & OptionSale::withEventFlags ( std::int32_t eventFlags )

noexcept

Changes transactional event flags and returns the current option sale.

See EventFlag "Event Flags" section.

Parameters

eventFlags transactional event flags.

Returns: The current option sale.

References setEventFlags().

◆ withEventSymbol()

OptionSale & OptionSale::withEventSymbol ( const StringLike & eventSymbol )

noexcept

Changes an event's symbol and returns the current option sale.

Parameters

eventSymbol The symbol of this event.

Returns: The current option sale.

References MarketEvent::setEventSymbol().

◆ withEventTime()

OptionSale & OptionSale::withEventTime ( std::int64_t eventTime )

noexcept

Changes event's creation time and returns the current option sale.

Parameters

eventTime the difference, measured in milliseconds, between the event creation time and midnight, January 1, 1970 UTC.

Returns: The current option sale.

References MarketEvent::setEventTime().

◆ withExchangeCode() [1/2]

OptionSale & OptionSale::withExchangeCode ( char exchangeCode )

noexcept

Changes exchange code of this option sale event.

Returns the current option sale.

Parameters

exchangeCode The exchange code of this option sale.

Returns: The current option sale.

References setExchangeCode().

◆ withExchangeCode() [2/2]

OptionSale & OptionSale::withExchangeCode ( std::int16_t exchangeCode )

noexcept

Changes exchange code of this option sale event.

Returns the current order.

Parameters

exchangeCode The exchange code of this option sale.

Returns: The current option sale.

References setExchangeCode().

◆ withExchangeSaleConditions()

OptionSale & OptionSale::withExchangeSaleConditions ( const StringLike & exchangeSaleConditions )

noexcept

Changes sale conditions provided for this event by data feed.

Returns the current option sale.

Parameters

exchangeSaleConditions sale conditions.

Returns: The current option sale.

References setExchangeSaleConditions().

◆ withExtendedTradingHours()

OptionSale & OptionSale::withExtendedTradingHours ( bool extendedTradingHours )

noexcept

Changes whether this event represents an extended trading hours sale.

Returns the current option sale.

Parameters

extendedTradingHours true if this event represents an extended trading hours sale.

Returns: The current option sale.

References setExtendedTradingHours().

◆ withIndex()

OptionSale & OptionSale::withIndex ( std::int64_t index )

noexcept

Changes unique per-symbol index of this event.

Returns the current option sale.

Parameters

index unique per-symbol index of this option sale.

Returns: The current option sale.

References setIndex().

◆ withOptionSymbol()

OptionSale & OptionSale::withOptionSymbol ( const StringLike & optionSymbol )

noexcept

Changes option symbol of this event.

Returns the current option sale.

Parameters

optionSymbol option symbol of this event.

Returns: The current option sale.

References setOptionSymbol().

◆ withPrice()

OptionSale & OptionSale::withPrice ( double price )

noexcept

Changes price of this option sale event.

Returns the current option sale.

Parameters

price The price of this option sale.

Returns: The current option sale.

References setPrice().

◆ withSequence()

OptionSale & OptionSale::withSequence ( std::int32_t sequence )

noexcept

Changes sequence number of this event.

Returns the current option sale.

Parameters

sequence the sequence.

Returns: The current option sale.

See also: getSequence()

References setSequence().

◆ withSize()

OptionSale & OptionSale::withSize ( double size )

noexcept

Changes the size of this option sale event.

Returns the current option sale.

Parameters

size	size of this option sale event.

Returns: The current option sale.

References setSize().

◆ withSpreadLeg()

OptionSale & OptionSale::withSpreadLeg ( bool spreadLeg )

noexcept

Changes whether this event represents a spread leg.

Returns the current option sale.

Parameters

spreadLeg true if this event represents a spread leg.

Returns: The current option sale.

References setSpreadLeg().

◆ withTime()

OptionSale & OptionSale::withTime ( std::int64_t time )

noexcept

Changes the timestamp of the event in milliseconds.

Returns the current option sale.

Parameters

time	timestamp of the event in milliseconds.

Returns: The current option sale.

References setTime().

◆ withTimeNanoPart()

OptionSale & OptionSale::withTimeNanoPart ( std::int32_t timeNanoPart )

noexcept

Changes microseconds and nanoseconds time part of this option sale.

Returns the current option sale.

Parameters

timeNanoPart microseconds and nanoseconds time part of this option sale.

Returns: The current option sale.

References setTimeNanoPart().

◆ withTimeNanos()

OptionSale & OptionSale::withTimeNanos ( std::int64_t timeNanos )

noexcept

Changes the time of this option sale and returns it.

Time is measured in nanoseconds between the current time and midnight, January 1, 1970 UTC.

Parameters

timeNanos The time of this option sale in nanoseconds.

Returns: The current option sale.

References setTimeNanos().

◆ withTimeSequence()

OptionSale & OptionSale::withTimeSequence ( std::int64_t timeSequence )

noexcept

Changes time and sequence of this event.

Returns the current option sale.

Parameters

timeSequence the time and sequence.

Returns: The current option sale.

References setTimeSequence().

◆ withTradeThroughExempt()

OptionSale & OptionSale::withTradeThroughExempt ( char tradeThroughExempt )

Changes TradeThroughExempt flag of this option sale event.

Returns the current option sale.

Parameters

tradeThroughExempt TradeThroughExempt flag of this option sale event.

Returns: The current option sale.

References setTradeThroughExempt().

◆ withType()

OptionSale & OptionSale::withType ( const TimeAndSaleType & type )

noexcept

Changes the type of this option sale event.

Returns the current option sale.

Parameters

type	type of this option sale event.

Returns: The current option sale.

References setType().

◆ withUnderlyingPrice()

OptionSale & OptionSale::withUnderlyingPrice ( double underlyingPrice )

noexcept

Changes underlying price at the time of this option sale event.

Returns the current option sale.

Parameters

underlyingPrice underlying price at the time of this option sale event.

Returns: The current option sale.

References setUnderlyingPrice().

◆ withValidTick()

OptionSale & OptionSale::withValidTick ( bool validTick )

noexcept

Changes whether this event represents a valid intraday tick.

Returns the current option sale.

Parameters

validTick true if this event represents a valid intraday tick.

Returns: The current option sale.

References setValidTick().

◆ withVolatility()

OptionSale & OptionSale::withVolatility ( double volatility )

noexcept

Changes Black-Scholes implied volatility of the option at the time of this option sale event.

Returns the current option sale.

Parameters

volatility Black-Scholes implied volatility of the option at the time of this option sale event.

Returns: The current option sale.

References setVolatility().

Member Data Documentation

◆ MAX_SEQUENCE

std::uint32_t OptionSale::MAX_SEQUENCE = (1U << 22U) - 1U

staticconstexpr

Maximum allowed sequence value.

See also: OptionSale::setSequence()

Referenced by setSequence().

Public Types

Public Member Functions

Static Public Member Functions

Static Public Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ OptionSale()

Member Function Documentation

◆ assign()

◆ freeGraal()

◆ fromGraal()

◆ getAggressorSide()

◆ getAskPrice()

◆ getBidPrice()

◆ getDelta()

◆ getEventFlags()

◆ getEventFlagsMask()

◆ getExchangeCode()

◆ getExchangeCodeString()

◆ getExchangeSaleConditions()

◆ getExchangeSaleConditionsOpt()

◆ getIndex()

◆ getOptionSymbol()

◆ getOptionSymbolOpt()

◆ getPrice()

◆ getSequence()

◆ getSize()

◆ getSource()

◆ getTime()

◆ getTimeNanoPart()

◆ getTimeNanos()

◆ getTimeSequence()

◆ getTradeThroughExempt()

◆ getType()

◆ getUnderlyingPrice()

◆ getVolatility()

◆ isCancel()

◆ isCorrection()

◆ isExtendedTradingHours()

◆ isNew()

◆ isSpreadLeg()

◆ isValidTick()

◆ setAggressorSide()

◆ setAskPrice()

◆ setBidPrice()

◆ setDelta()

◆ setEventFlags() [1/2]

◆ setEventFlags() [2/2]

◆ setExchangeCode() [1/2]

◆ setExchangeCode() [2/2]

◆ setExchangeSaleConditions()

◆ setExtendedTradingHours()

◆ setIndex()

◆ setOptionSymbol()

◆ setPrice()

◆ setSequence()

◆ setSize()

◆ setSpreadLeg()

◆ setTime()

◆ setTimeNanoPart()

◆ setTimeNanos()

◆ setTimeSequence()

◆ setTradeThroughExempt()

◆ setType()

◆ setUnderlyingPrice()

◆ setValidTick()

◆ setVolatility()

◆ toGraal()

◆ toString()

◆ withAggressorSide()

◆ withAskPrice()

◆ withBidPrice()

◆ withDelta()

◆ withEventFlags() [1/2]

◆ withEventFlags() [2/2]

◆ withEventSymbol()

◆ withEventTime()

◆ withExchangeCode() [1/2]

◆ withExchangeCode() [2/2]