Represents basic profile information about market instrument. More...

#include <InstrumentProfile.hpp>

Inheritance diagram for InstrumentProfile:

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

using	Unique = std::unique_ptr<InstrumentProfile>
	The alias to a type of unique pointer to the InstrumentProfile 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 Member Functions
std::string	getType () const
	Returns type of instrument.

void	setType (const StringLikeWrapper &type) const
	Changes type of instrument.

std::string	getSymbol () const
	Returns identifier of instrument, preferable an international one in Latin alphabet.

void	setSymbol (const StringLikeWrapper &symbol) const
	Changes identifier of instrument, preferable an international one in Latin alphabet.

std::string	getDescription () const
	Returns the description of instrument, preferable an international one in Latin alphabet.

void	setDescription (const StringLikeWrapper &description) const
	Changes description of instrument, preferable an international one in Latin alphabet.

std::string	getLocalSymbol () const
	Returns identifier of instrument in national language.

void	setLocalSymbol (const StringLikeWrapper &localSymbol) const
	Changes identifier of instrument in national language.

std::string	getLocalDescription () const
	Returns description of instrument in national language.

void	setLocalDescription (const StringLikeWrapper &localDescription) const
	Changes description of instrument in national language.

std::string	getCountry () const
	Returns country of origin (incorporation) of corresponding company or parent entity.

void	setCountry (const StringLikeWrapper &country) const
	Changes country of origin (incorporation) of corresponding company or parent entity.

std::string	getOPOL () const
	Returns official Place Of Listing, the organization that have listed this instrument.

void	setOPOL (const StringLikeWrapper &opol) const
	Changes official Place Of Listing, the organization that have listed this instrument.

std::string	getExchangeData () const
	Returns exchange-specific data required to properly identify instrument when communicating with exchange.

void	setExchangeData (const StringLikeWrapper &exchangeData) const
	Changes exchange-specific data required to properly identify instrument when communicating with exchange.

std::string	getExchanges () const
	Returns list of exchanges where instrument is quoted or traded.

void	setExchanges (const StringLikeWrapper &exchanges) const
	Changes list of exchanges where instrument is quoted or traded.

std::string	getCurrency () const
	Returns currency of quotation, pricing and trading.

void	setCurrency (const StringLikeWrapper &currency) const
	Changes currency of quotation, pricing and trading.

std::string	getBaseCurrency () const
	Returns base currency of currency pair (FOREX instruments).

void	setBaseCurrency (const StringLikeWrapper &baseCurrency) const
	Changes base currency of currency pair (FOREX instruments).

std::string	getCFI () const
	Returns Classification of Financial Instruments code.

void	setCFI (const StringLikeWrapper &cfi) const
	Changes Classification of Financial Instruments code.

std::string	getISIN () const
	Returns International Securities Identifying Number.

void	setISIN (const StringLikeWrapper &isin) const
	Changes International Securities Identifying Number.

std::string	getSEDOL () const
	Returns Stock Exchange Daily Official List.

void	setSEDOL (const StringLikeWrapper &sedol) const
	Changes Stock Exchange Daily Official List.

std::string	getCUSIP () const
	Returns Committee on Uniform Security Identification Procedures code.

void	setCUSIP (const StringLikeWrapper &cusip) const
	Changes Committee on Uniform Security Identification Procedures code.

std::int32_t	getICB () const
	Returns Industry Classification Benchmark.

void	setICB (std::int32_t icb) const
	Changes Industry Classification Benchmark.

std::int32_t	getSIC () const
	Returns Standard Industrial Classification.

void	setSIC (std::int32_t sic) const
	Changes Standard Industrial Classification.

double	getMultiplier () const
	Returns market value multiplier.

void	setMultiplier (double multiplier) const
	Changes market value multiplier.

std::string	getProduct () const
	Returns product for futures and options on futures (underlying asset name).

void	setProduct (const StringLikeWrapper &product) const
	Changes product for futures and options on futures (underlying asset name).

std::string	getUnderlying () const
	Returns primary underlying symbol for options.

void	setUnderlying (const StringLikeWrapper &underlying) const
	Changes primary underlying symbol for options.

double	getSPC () const
	Returns shares per contract for options.

void	setSPC (double spc) const
	Changes shares per contract for options.

std::string	getAdditionalUnderlyings () const
	Returns additional underlyings for options, including additional cash.

void	setAdditionalUnderlyings (const StringLikeWrapper &additionalUnderlyings) const
	Changes additional underlyings for options, including additional cash.

std::string	getMMY () const
	Returns maturity month-year as provided for corresponding FIX tag (200).

void	setMMY (const StringLikeWrapper &mmy) const
	Changes maturity month-year as provided for corresponding FIX tag (200).

std::int32_t	getExpiration () const
	Returns day id of expiration.

void	setExpiration (std::int32_t expiration) const
	Changes day id of expiration.

std::int32_t	getLastTrade () const
	Returns day id of last trading day.

void	setLastTrade (std::int32_t lastTrade) const
	Changes day id of last trading day.

double	getStrike () const
	Returns strike price for options.

void	setStrike (double strike) const
	Changes strike price for options.

std::string	getOptionType () const
	Returns type of option.

void	setOptionType (const StringLikeWrapper &optionType) const
	Changes type of option.

std::string	getExpirationStyle () const
	Returns expiration cycle style, such as "Weeklys", "Quarterlys".

void	setExpirationStyle (const StringLikeWrapper &expirationStyle) const
	Changes the expiration cycle style, such as "Weeklys", "Quarterlys".

std::string	getSettlementStyle () const
	Returns settlement price determination style, such as "Open", "Close".

void	setSettlementStyle (const StringLikeWrapper &settlementStyle) const
	Changes settlement price determination style, such as "Open", "Close".

std::string	getPriceIncrements () const
	Returns minimum allowed price increments with corresponding price ranges.

void	setPriceIncrements (const StringLikeWrapper &priceIncrements) const
	Changes minimum allowed price increments with corresponding price ranges.

std::string	getTradingHours () const
	Returns trading hours specification.

void	setTradingHours (const StringLikeWrapper &tradingHours) const
	Changes trading hours specification.

std::string	getField (const StringLikeWrapper &name) const
	Returns field value with a specified name.

void	setField (const StringLikeWrapper &name, const StringLikeWrapper &value) const
	Changes field value with a specified name.

double	getNumericField (const StringLikeWrapper &name) const
	Returns numeric field value with a specified name.

void	setNumericField (const StringLikeWrapper &name, double value) const
	Changes numeric field value with a specified name.

std::int32_t	getDateField (const StringLikeWrapper &name) const
	Returns day id value for a date field with a specified name.

void	setDateField (const StringLikeWrapper &name, std::int32_t value) const
	Changes day id value for a date field with a specified name.

std::vector< std::string >	getNonEmptyCustomFieldNames () const
	Returns names of non-empty custom fields.

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

Public Member Functions inherited from SharedEntity
template<typename T >
bool	is () const noexcept
	Checks that 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	create ()
	Creates an instrument profile with default values.

static Ptr	create (Ptr ip)
	Creates an instrument profile as a copy of the specified instrument profile.

Static Public Member Functions inherited from RequireMakeShared< InstrumentProfile >
static auto	createShared (Args &&...args)
	Creates smart pointer to object.

Detailed Description

Represents basic profile information about market instrument.

Please see Instrument Profile Format documentation for complete description.

Member Function Documentation

◆ create()

InstrumentProfile::Ptr InstrumentProfile::create ( Ptr ip )

static

Creates an instrument profile as a copy of the specified instrument profile.

Parameters

ip	an instrument profile to copy.

◆ getAdditionalUnderlyings()

std::string InstrumentProfile::getAdditionalUnderlyings ( ) const

Returns additional underlyings for options, including additional cash.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <AU> | <AU> <semicolon> <space> <LIST>
    <AU> ::= <UNDERLYING> <space> <SPC>
the list shall be sorted by <UNDERLYING>.

Example: "SE 50", "FIS 53; US$ 45.46".

Returns: The additional underlyings for options, including additional cash.

◆ getBaseCurrency()

std::string InstrumentProfile::getBaseCurrency ( ) const

Returns base currency of currency pair (FOREX instruments).

It shall use three-letter currency code similarly to currency.

Returns: The base currency of currency pair (FOREX instruments).

◆ getCFI()

std::string InstrumentProfile::getCFI ( ) const

Returns Classification of Financial Instruments code.

It is a mandatory field for OPTION instruments as it is the only way to distinguish Call/Put type, American/European exercise, Cash/Physical delivery. It shall use six-letter CFI code from ISO 10962 standard. It is allowed to use 'X' extensively and to omit trailing letters (assumed to be 'X'). See ISO 10962 on Wikipedia. Example: "ESNTPB", "ESXXXX", "ES" , "OPASPS".

Returns: CFI code.

◆ getCountry()

std::string InstrumentProfile::getCountry ( ) const

Returns country of origin (incorporation) of corresponding company or parent entity.

It shall use two-letter country code from ISO 3166-1 standard. See ISO 3166-1 on Wikipedia. Example: "US", "RU".

Returns: The country of origin (incorporation) of corresponding company or parent entity.

◆ getCurrency()

std::string InstrumentProfile::getCurrency ( ) const

Returns currency of quotation, pricing and trading.

It shall use three-letter currency code from ISO 4217 standard. See ISO 4217 on Wikipedia. Example: "USD", "RUB".

Returns: Currency of quotation, pricing and trading.

◆ getCUSIP()

std::string InstrumentProfile::getCUSIP ( ) const

Returns Committee on Uniform Security Identification Procedures code.

It shall use nine-letter code assigned by CUSIP Services Bureau. See CUSIP on Wikipedia. Example: "38259P508".

Returns: CUSIP code.

◆ getDateField()

std::int32_t InstrumentProfile::getDateField ( const StringLikeWrapper & name ) const

Returns day id value for a date field with a specified name.

Parameters

name	name of field.

Returns: day id value.

◆ getDescription()

std::string InstrumentProfile::getDescription ( ) const

Returns the description of instrument, preferable an international one in Latin alphabet.

Example: "Google Inc.", "Mini Gold Futures,Jun-2009,ETH".

Returns: The description of instrument.

◆ getExchangeData()

std::string InstrumentProfile::getExchangeData ( ) const

Returns exchange-specific data required to properly identify instrument when communicating with exchange.

It uses exchange-specific format.

Returns: The exchange-specific data required to properly identify instrument when communicating with exchange.

◆ getExchanges()

std::string InstrumentProfile::getExchanges ( ) const

Returns list of exchanges where instrument is quoted or traded.

Its shall use the following format:

<VALUE> ::= <empty> | <LIST>
<LIST> ::= <MIC> | <MIC> <semicolon>
 
<LIST> the list shall be sorted by MIC.

Example: "ARCX;CBSX ;XNAS;XNYS".

Returns: The list of exchanges where instrument is quoted or traded.

◆ getExpiration()

std::int32_t InstrumentProfile::getExpiration ( ) const

Returns day id of expiration.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090117).

Returns: The day id of expiration.

◆ getExpirationStyle()

std::string InstrumentProfile::getExpirationStyle ( ) const

Returns expiration cycle style, such as "Weeklys", "Quarterlys".

Returns: The expiration cycle style.

◆ getField()

std::string InstrumentProfile::getField ( const StringLikeWrapper & name ) const

Returns field value with a specified name.

Parameters

name	name of field.

Returns: field value.

◆ getICB()

std::int32_t InstrumentProfile::getICB ( ) const

Returns Industry Classification Benchmark.

It shall use four-digit number from ICB catalog. See ICB on Wikipedia or ICB homepage. Example: "9535".

Returns: Industry Classification Benchmark.

◆ getISIN()

std::string InstrumentProfile::getISIN ( ) const

Returns International Securities Identifying Number.

It shall use twelve-letter code from ISO 6166 standard. See ISO 6166 on Wikipedia or ISIN on Wikipedia. Example: "DE0007100000", "US38259P5089".

Returns: International Securities Identifying Number.

◆ getLastTrade()

std::int32_t InstrumentProfile::getLastTrade ( ) const

Returns day id of last trading day.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090116).

Returns: The day id of last trading day.

◆ getLocalDescription()

std::string InstrumentProfile::getLocalDescription ( ) const

Returns description of instrument in national language.

It shall be empty if same as description.

Returns: The description of instrument in national language.

◆ getLocalSymbol()

std::string InstrumentProfile::getLocalSymbol ( ) const

Returns identifier of instrument in national language.

It shall be empty if same as symbol.

Returns: The identifier of instrument in national language.

◆ getMMY()

std::string InstrumentProfile::getMMY ( ) const

Returns maturity month-year as provided for corresponding FIX tag (200).

It can use several different formats depending on data source:

YYYYMM – if only year and month are specified
YYYYMMDD – if full date is specified
YYYYMMwN – if week number (within a month) is specified

Returns: The maturity month-year as provided for corresponding FIX tag (200).

◆ getMultiplier()

double InstrumentProfile::getMultiplier ( ) const

Returns market value multiplier.

Example: 100, 33.2.

Returns: The market value multiplier.

◆ getNonEmptyCustomFieldNames()

std::vector< std::string > InstrumentProfile::getNonEmptyCustomFieldNames ( ) const

Returns names of non-empty custom fields.

Returns: names of non-empty custom fields

◆ getNumericField()

double InstrumentProfile::getNumericField ( const StringLikeWrapper & name ) const

Returns numeric field value with a specified name.

Parameters

name	name of field.

Returns: field value.

◆ getOPOL()

std::string InstrumentProfile::getOPOL ( ) const

Returns official Place Of Listing, the organization that have listed this instrument.

Instruments with multiple listings shall use separate profiles for each listing. It shall use Market Identifier Code (MIC) from ISO 10383 standard. See ISO 10383 on Wikipedia or MIC homepage. Example: "XNAS", "RTSX"

Returns: The official Place Of Listing, the organization that have listed this instrument.

◆ getOptionType()

std::string InstrumentProfile::getOptionType ( ) const

Returns type of option.

It shall use one of following values:

STAN = Standard Options
LEAP = Long-term Equity AnticiPation Securities
SDO = Special Dated Options
BINY = Binary Options
FLEX = FLexible EXchange Options
VSO = Variable Start Options
RNGE = Range

Returns: The type of option.

◆ getPriceIncrements()

std::string InstrumentProfile::getPriceIncrements ( ) const

Returns minimum allowed price increments with corresponding price ranges.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <INCREMENT> | <RANGE> <semicolon> <space> <LIST>
    <RANGE> ::= <INCREMENT> <space> <UPPER_LIMIT>
the list shall be sorted by <UPPER_LIMIT>.

Example: "0.25", "0.01 3; 0.05".

Returns: The minimum allowed price increments with corresponding price ranges.

◆ getProduct()

std::string InstrumentProfile::getProduct ( ) const

Returns product for futures and options on futures (underlying asset name).

Example: "/YG".

Returns: The product for futures and options on futures (underlying asset name).

◆ getSEDOL()

std::string InstrumentProfile::getSEDOL ( ) const

Returns Stock Exchange Daily Official List.

It shall use seven-letter code assigned by London Stock Exchange. See SEDOL on Wikipedia or SEDOL on LSE. Example: "2310967", "5766857".

Returns: Stock Exchange Daily Official List.

◆ getSettlementStyle()

std::string InstrumentProfile::getSettlementStyle ( ) const

Returns settlement price determination style, such as "Open", "Close".

Returns: The settlement price determination style.

◆ getSIC()

std::int32_t InstrumentProfile::getSIC ( ) const

Returns Standard Industrial Classification.

It shall use four-digit number from SIC catalog. See SIC on Wikipedia or SIC structure. Example: "7371".

Returns: Standard Industrial Classification.

◆ getSPC()

double InstrumentProfile::getSPC ( ) const

Returns shares per contract for options.

Example: 1, 100.

Returns: shares per contract for options.

◆ getStrike()

double InstrumentProfile::getStrike ( ) const

Returns strike price for options.

Example: 80, 22.5.

Returns: The strike price for options.

◆ getSymbol()

std::string InstrumentProfile::getSymbol ( ) const

Returns identifier of instrument, preferable an international one in Latin alphabet.

It is a mandatory field. It may not be empty. Example: "GOOG", "/YGM9", ".ZYEAD".

Returns: The identifier of instrument.

◆ getTradingHours()

std::string InstrumentProfile::getTradingHours ( ) const

Returns trading hours specification.

See Schedule::getInstance().

Returns: The trading hours specification.

◆ getType()

std::string InstrumentProfile::getType ( ) const

Returns type of instrument.

It takes precedence in conflict cases with other fields. It is a mandatory field. It may not be empty. Example: "STOCK", "FUTURE", "OPTION".

Returns: type of instrument.

◆ getUnderlying()

std::string InstrumentProfile::getUnderlying ( ) const

Returns primary underlying symbol for options.

Example: "C", "/YGM9"

Returns: The primary underlying symbol for options.

◆ setAdditionalUnderlyings()

void InstrumentProfile::setAdditionalUnderlyings ( const StringLikeWrapper & additionalUnderlyings ) const

Changes additional underlyings for options, including additional cash.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <AU> | <AU> <semicolon> <space> <LIST>
    <AU> ::= <UNDERLYING> <space> <SPC>
the list shall be sorted by <UNDERLYING>.

Example: "SE 50", "FIS 53; US$ 45.46".

Parameters

additionalUnderlyings The additional underlyings for options, including additional cash.

◆ setBaseCurrency()

void InstrumentProfile::setBaseCurrency ( const StringLikeWrapper & baseCurrency ) const

Changes base currency of currency pair (FOREX instruments).

It shall use three-letter currency code similarly to currency.

Parameters

baseCurrency The base currency of currency pair (FOREX instruments).

◆ setCFI()

void InstrumentProfile::setCFI ( const StringLikeWrapper & cfi ) const

Changes Classification of Financial Instruments code.

It is a mandatory field for OPTION instruments as it is the only way to distinguish Call/Put type, American/European exercise, Cash/Physical delivery. It shall use six-letter CFI code from ISO 10962 standard. It is allowed to use 'X' extensively and to omit trailing letters (assumed to be 'X'). See ISO 10962 on Wikipedia. Example: "ESNTPB", "ESXXXX", "ES" , "OPASPS".

Parameters

cfi CFI code.

◆ setCountry()

void InstrumentProfile::setCountry ( const StringLikeWrapper & country ) const

Changes country of origin (incorporation) of corresponding company or parent entity.

It shall use two-letter country code from ISO 3166-1 standard. See ISO 3166-1 on Wikipedia. Example: "US", "RU".

Parameters

country The country of origin (incorporation) of corresponding company or parent entity.

◆ setCurrency()

void InstrumentProfile::setCurrency ( const StringLikeWrapper & currency ) const

Changes currency of quotation, pricing and trading.

It shall use three-letter currency code from ISO 4217 standard. See ISO 4217 on Wikipedia. Example: "USD", "RUB".

Parameters

currency Currency of quotation, pricing and trading.

◆ setCUSIP()

void InstrumentProfile::setCUSIP ( const StringLikeWrapper & cusip ) const

Changes Committee on Uniform Security Identification Procedures code.

It shall use nine-letter code assigned by CUSIP Services Bureau. See CUSIP on Wikipedia. Example: "38259P508".

Parameters

cusip CUSIP code.

◆ setDateField()

void InstrumentProfile::setDateField	(	const StringLikeWrapper &	name,
		std::int32_t	value ) const

Changes day id value for a date field with a specified name.

Parameters

name	name of field.
value	day id value.

◆ setDescription()

void InstrumentProfile::setDescription ( const StringLikeWrapper & description ) const

Changes description of instrument, preferable an international one in Latin alphabet.

Example: "Google Inc.", "Mini Gold Futures,Jun-2009,ETH".

Parameters

description The description of instrument.

◆ setExchangeData()

void InstrumentProfile::setExchangeData ( const StringLikeWrapper & exchangeData ) const

Changes exchange-specific data required to properly identify instrument when communicating with exchange.

It uses exchange-specific format.

Parameters

exchangeData The exchange-specific data required to properly identify instrument when communicating with exchange.

◆ setExchanges()

void InstrumentProfile::setExchanges ( const StringLikeWrapper & exchanges ) const

Changes list of exchanges where instrument is quoted or traded.

It shall use the following format:

<VALUE> ::= <empty> | <LIST>
<LIST> ::= <MIC> | <MIC> <semicolon>
 
<LIST> the list shall be sorted by MIC.

Example: "ARCX;CBSX ;XNAS;XNYS".

Parameters

exchanges The list of exchanges where instrument is quoted or traded.

◆ setExpiration()

void InstrumentProfile::setExpiration ( std::int32_t expiration ) const

Changes day id of expiration.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090117).

Parameters

expiration The day id of expiration.

◆ setExpirationStyle()

void InstrumentProfile::setExpirationStyle ( const StringLikeWrapper & expirationStyle ) const

Changes the expiration cycle style, such as "Weeklys", "Quarterlys".

Parameters

expirationStyle The expiration cycle style.

◆ setField()

void InstrumentProfile::setField	(	const StringLikeWrapper &	name,
		const StringLikeWrapper &	value ) const

Changes field value with a specified name.

Parameters

name	name of field.
value	field value.

◆ setICB()

void InstrumentProfile::setICB ( std::int32_t icb ) const

Changes Industry Classification Benchmark.

It shall use four-digit number from ICB catalog. See ICB on Wikipedia or ICB homepage. Example: "9535".

Parameters

icb	Industry Classification Benchmark.

◆ setISIN()

void InstrumentProfile::setISIN ( const StringLikeWrapper & isin ) const

Changes International Securities Identifying Number.

It shall use twelve-letter code from ISO 6166 standard. See ISO 6166 on Wikipedia or ISIN on Wikipedia. Example: "DE0007100000", "US38259P5089".

Parameters

isin	International Securities Identifying Number.

◆ setLastTrade()

void InstrumentProfile::setLastTrade ( std::int32_t lastTrade ) const

Changes day id of last trading day.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090116).

Parameters

lastTrade The day id of last trading day.

◆ setLocalDescription()

void InstrumentProfile::setLocalDescription ( const StringLikeWrapper & localDescription ) const

Changes description of instrument in national language.

It shall be empty if same as description.

Parameters

localDescription The description of instrument in national language.

◆ setLocalSymbol()

void InstrumentProfile::setLocalSymbol ( const StringLikeWrapper & localSymbol ) const

Changes identifier of instrument in national language.

It shall be empty if same as symbol.

Parameters

localSymbol The identifier of instrument in national language.

◆ setMMY()

void InstrumentProfile::setMMY ( const StringLikeWrapper & mmy ) const

Changes maturity month-year as provided for corresponding FIX tag (200).

It can use several different formats depending on data source:

YYYYMM – if only year and month are specified
YYYYMMDD – if full date is specified
YYYYMMwN – if week number (within a month) is specified

Parameters

mmy	The maturity month-year as provided for corresponding FIX tag (200).

◆ setMultiplier()

void InstrumentProfile::setMultiplier ( double multiplier ) const

Changes market value multiplier.

Example: 100, 33.2.

Parameters

multiplier The market value multiplier.

◆ setNumericField()

void InstrumentProfile::setNumericField	(	const StringLikeWrapper &	name,
		double	value ) const

Changes numeric field value with a specified name.

Parameters

name	name of field.
value	field value.

◆ setOPOL()

void InstrumentProfile::setOPOL ( const StringLikeWrapper & opol ) const

Changes official Place Of Listing, the organization that have listed this instrument.

Instruments with multiple listings shall use separate profiles for each listing. It shall use Market Identifier Code (MIC) from ISO 10383 standard. See ISO 10383 on Wikipedia or MIC homepage. Example: "XNAS", "RTSX"

Parameters

opol	The official Place Of Listing, the organization that have listed this instrument.

◆ setOptionType()

void InstrumentProfile::setOptionType ( const StringLikeWrapper & optionType ) const

Changes type of option.

It shall use one of following values:

STAN = Standard Options
LEAP = Long-term Equity AnticiPation Securities
SDO = Special Dated Options
BINY = Binary Options
FLEX = FLexible EXchange Options
VSO = Variable Start Options
RNGE = Range

Parameters

optionType The type of option.

◆ setPriceIncrements()

void InstrumentProfile::setPriceIncrements ( const StringLikeWrapper & priceIncrements ) const

Changes minimum allowed price increments with corresponding price ranges.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <INCREMENT> | <RANGE> <semicolon> <space> <LIST>
    <RANGE> ::= <INCREMENT> <space> <UPPER_LIMIT>
the list shall be sorted by <UPPER_LIMIT>.

Example: "0.25", "0.01 3; 0.05".

Parameters

priceIncrements The minimum allowed price increments with corresponding price ranges.

◆ setProduct()

void InstrumentProfile::setProduct ( const StringLikeWrapper & product ) const

Changes product for futures and options on futures (underlying asset name).

Example: "/YG".

Parameters

product The product for futures and options on futures (underlying asset name).

◆ setSEDOL()

void InstrumentProfile::setSEDOL ( const StringLikeWrapper & sedol ) const

Changes Stock Exchange Daily Official List.

It shall use seven-letter code assigned by London Stock Exchange. See SEDOL on Wikipedia or SEDOL on LSE. Example: "2310967", "5766857".

Parameters

sedol Stock Exchange Daily Official List.

◆ setSettlementStyle()

void InstrumentProfile::setSettlementStyle ( const StringLikeWrapper & settlementStyle ) const

Changes settlement price determination style, such as "Open", "Close".

Parameters

settlementStyle The settlement price determination style.

◆ setSIC()

void InstrumentProfile::setSIC ( std::int32_t sic ) const

Changes Standard Industrial Classification.

It shall use four-digit number from SIC catalog. See SIC on Wikipedia or SIC structure. Example: "7371".

Parameters

sic	Standard Industrial Classification.

◆ setSPC()

void InstrumentProfile::setSPC ( double spc ) const

Changes shares per contract for options.

Example: 1, 100.

Parameters

spc	The shares per contract for options.

◆ setStrike()

void InstrumentProfile::setStrike ( double strike ) const

Changes strike price for options.

Example: 80, 22.5.

Parameters

strike The strike price for options.

◆ setSymbol()

void InstrumentProfile::setSymbol ( const StringLikeWrapper & symbol ) const

Changes identifier of instrument, preferable an international one in Latin alphabet.

It is a mandatory field. It may not be empty. Example: "GOOG", "/YGM9", ".ZYEAD".

Parameters

symbol The identifier of instrument.

◆ setTradingHours()

void InstrumentProfile::setTradingHours ( const StringLikeWrapper & tradingHours ) const

Changes trading hours specification.

See Schedule::getInstance().

Parameters

tradingHours The trading hours specification.

◆ setType()

void InstrumentProfile::setType ( const StringLikeWrapper & type ) const

Changes type of instrument.

It takes precedence in conflict cases with other fields. It is a mandatory field. It may not be empty. Example: "STOCK", "FUTURE", "OPTION".

Parameters

type	The type of instrument.

◆ setUnderlying()

void InstrumentProfile::setUnderlying ( const StringLikeWrapper & underlying ) const

Changes primary underlying symbol for options.

Example: "C", "/YGM9"

Parameters

underlying The primary underlying symbol for options.

◆ toString()

std::string InstrumentProfile::toString ( ) const

overridevirtual

Returns a string representation of the current object.

Returns: a string representation

Reimplemented from SharedEntity.

Public Types

Public Member Functions

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ create()

◆ getAdditionalUnderlyings()

◆ getBaseCurrency()

◆ getCFI()

◆ getCountry()

◆ getCurrency()

◆ getCUSIP()

◆ getDateField()

◆ getDescription()

◆ getExchangeData()

◆ getExchanges()

◆ getExpiration()

◆ getExpirationStyle()

◆ getField()

◆ getICB()

◆ getISIN()

◆ getLastTrade()

◆ getLocalDescription()

◆ getLocalSymbol()

◆ getMMY()

◆ getMultiplier()

◆ getNonEmptyCustomFieldNames()

◆ getNumericField()

◆ getOPOL()

◆ getOptionType()

◆ getPriceIncrements()

◆ getProduct()

◆ getSEDOL()

◆ getSettlementStyle()

◆ getSIC()

◆ getSPC()

◆ getStrike()

◆ getSymbol()

◆ getTradingHours()

◆ getType()

◆ getUnderlying()

◆ setAdditionalUnderlyings()

◆ setBaseCurrency()

◆ setCFI()

◆ setCountry()

◆ setCurrency()

◆ setCUSIP()

◆ setDateField()

◆ setDescription()

◆ setExchangeData()

◆ setExchanges()

◆ setExpiration()

◆ setExpirationStyle()

◆ setField()

◆ setICB()

◆ setISIN()

◆ setLastTrade()

◆ setLocalDescription()

◆ setLocalSymbol()

◆ setMMY()

◆ setMultiplier()

◆ setNumericField()

◆ setOPOL()

◆ setOptionType()

◆ setPriceIncrements()

◆ setProduct()

◆ setSEDOL()

◆ setSettlementStyle()

◆ setSIC()

◆ setSPC()

◆ setStrike()

◆ setSymbol()

◆ setTradingHours()

◆ setType()

◆ setUnderlying()

◆ toString()