Abstract class, represents position info from external Risk Management Service. More...
#include <IRiskInfoHelper.h>
Public Member Functions | |
| virtual const char * | acct () const =0 |
| account | |
| virtual const char * | sec_id () const =0 |
| position instrument's security identifier (descriptor) | |
| virtual const char * | symbol () const =0 |
| position instrument's symbol | |
| virtual const char * | exchange () const =0 |
| exchange | |
| virtual double | trade_price () const =0 |
| last price | |
| virtual double | average_price () const =0 |
| average price | |
| virtual double | value () const =0 |
| position's value | |
| virtual double | realized_pnl () const =0 |
| realized profit and loss | |
| virtual double | unrealized_pnl () const =0 |
| unrealized profit and loss | |
| virtual int | qty () const =0 |
| position size | |
| virtual double | settl_unrealized_pnl () const =0 |
| settlement unrealized profit and loss | |
| virtual double | settl_realized_pnl () const =0 |
| settlement realized profit and loss | |
| virtual int | maintenance_qty () const =0 |
| Qty for maintenance margin calculations. | |
| virtual int | initial_qty () const =0 |
| qty for Initial margin calculations | |
| virtual double | initial_margin () const =0 |
| initial margin value | |
| virtual double | maintenance_margin () const =0 |
| maintenance margin value | |
| virtual const char * | parent_sec_id () const =0 |
| parent sec_id is present and not empty for ETS positions | |
| virtual int | wrk_buys () const =0 |
| total quantity of working buy orders | |
| virtual int | wrk_sells () const =0 |
| total quantity of working sell orders | |
Abstract class, represents position info from external Risk Management Service.
1.6.3
