Fundamentals.h

/************************************************************************
 * Copyright(c) 2021, One Unified. All rights reserved.                 *
 * email: info@oneunified.net                                           *
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 *  without even the implied warranty of                                *
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.                *
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 * See the file LICENSE.txt for redistribution information.             *
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// started: 2021/09/06

#pragma once

#include <string>

#include <boost/date_time/gregorian/greg_date.hpp>
#include <boost/date_time/posix_time/posix_time.hpp>

#include <TFTrading/TradingEnumerations.h>

#include "SecurityType.h"

namespace ou { // One Unified
namespace tf { // TradeFrame
namespace iqfeed { // IQFeed

struct Fundamentals { // filled by TFIQFeed/Symbol.cpp
  std::string sSymbolName;
  std::string sCompanyName;
  std::string sExchangeRoot; // usable for IB?
  std::string sOptionRoots;
  std::string sExchange;
  int nPrecision;
  int nFormatCode;
  int nContractSize;
  int nAverageVolume; // multiply by 1000, over four weeks
  uint64_t nSIC;
  uint64_t nNAICS;  // https://www.census.gov/naics/
  ESecurityType eSecurityType;
  ou::tf::OptionSide::EOptionSide eOptionSide;
  double dblHistoricalVolatility;
  double dblStrikePrice;
  double dblPriceEarnings;
  double dblAssets;
  double dblLiabilities;
  double dblCommonSharesOutstanding; // 1000's of shares
  double dbl52WkHi;
  double dbl52WkLo;
  double dblDividendAmount; // current actual dividend
  double dblDividendRate; // annualized amount of actual dividend
  double dblDividendYield; // annual dividends / current market price
  double dblTickSize;
  boost::gregorian::date datePayed; // last dividend pay date
  boost::gregorian::date dateExDividend;
  boost::gregorian::date dateExpiration;
  boost::posix_time::time_duration timeSessionOpen; // futures, futures options
  boost::posix_time::time_duration timeSessionClose; // futures, futures options
  Fundamentals()
  : nAverageVolume {}, nPrecision {}, nFormatCode {}
  , nSIC {}, nNAICS {}
  , eSecurityType( ESecurityType::Unknown )
  , dblHistoricalVolatility {}, dblStrikePrice {}
  , dblPriceEarnings {}, dblAssets {}, dblLiabilities {}
  , dblCommonSharesOutstanding {}
  , dbl52WkHi {}, dbl52WkLo {}
  , dblDividendAmount {}, dblDividendRate {}, dblDividendYield {}
  , dblTickSize {}
  , datePayed( boost::posix_time::not_a_date_time )
  , dateExDividend( boost::posix_time::not_a_date_time )
  , dateExpiration( boost::posix_time::not_a_date_time )
    {}
};

} // namespace iqfeed
} // namespace tf
} // namespace ou