typedef struct CONTRACT
{
DATE time; // or trading class
float fAsk, fBid; // premium without multiplicator
float fVal; // open interest or multiplier
float fVol;
float fUnl; // underlying price
float fStrike;
long Expiry; // YYYYMMDD
long Type; // PUT, CALL, FUTURE, EUROPEAN, BINARY - functions.h
} CONTRACT; // for options, futures, FOPs
4.a) DATE time: Is this supposed to be the expiration date? Also, what does "or trading class" mean, and how would it apply to options contracts? Is this just an IB thing? 4.b) float fVal: Am I supposed to use the SET_MULTIPLIER value or the actual multiplier for the asset?
