Support Board
Date/Time: Mon, 27 Jan 2025 19:38:53 +0000
Post From: CL Calendar Spread
| [2019-02-22 17:57:42] |
| Chad - Posts: 234 |
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Thanks, I think I found the appropriate functions to use for a snapshot as you mentioned...for futures OI, as-listed in DTCprotocol.cpp, line 1994: s_MarketDataUpdateSessionOpen_Int::GetMessageSize()
As for expiration date, would s_SecurityDefinitionResponse::GetSecurityExpirationDate() (line 5776) be appropriate? The word 'security' in this makes me wonder.Otherwise I could simply use a Quote Board and enable the fields 'OpenInterest' and 'LastTradingDate', but it seems I would have to manually manage that. Date Time Of Last Edit: 2019-02-23 22:10:25
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