Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
short MarketType
Alias for market types.
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int MarketId
Alias for market identifiers type.
Enum
Exchange silo code for the market.
BlockDetail()
Default constructor.
std::string toString() const
Returns string representation.
BlockType::Enum blockType
Block Type.
OffMarketTradeType::Enum tradeType
Trade Type.
This class represents the Futures/OTC Product Definition Response Message.
int productId
ID of the product that the contract/market is under.
Optional< long long > eventPaymentAmt
int incrementQty
Minimum increment quantity for this market.
int hubId
ID of the hub for the contract/market.
Optional< long long > screenTickValue
char dealPriceDenominator
bool isTradable
Indicate if the contract is tradable.
Optional< DateTime > issueDate
Optional< Price > repurchaseRate
Optional< bool > crossOrderSupported
Indicates if Cross order is supported in the market.
std::string toString() const
Returns string representation.
std::string clearedAlias
Clearing limit admin related.
Optional< MarketId > hedgeMarketId
Optional< bool > overrideBlockMin
Indicates whether the Block Minimum can be overridden for the market.
int offExchangeIncrementPrice
Optional< bool > isDividendAdjusted
Indicates if dividend is adjusted.
std::string contractSymbol
See Naming Convention on Appendix D.
int minQty
Minimum quantity for this market.
Optional< std::string > contractSymbolExtra
std::string underlyingISIN
std::string micCode
Market Identifier Code for the market.
Optional< int > contractSize
Optional< long long > factor
MarketType requestMarketType
See Appendix C for the list of market types and IDs.
int incrementPrice
Minimum increment price for this market.
short optionsExpirationMonth
Month range 1-12.
Optional< bool > miFIDRegulatedMarket
Indicates MIFID-II market.
FuturesProductDefinition()
Default constructor.
Optional< std::string > instrRegistry
Optional< std::string > unitOfMeasure
Unit Of Measure.
char numDecimalsOptionsPrice
Only used for OffExchangeIncrementOptionPrice.
Optional< std::string > isin
Price minPrice
Minimum Price.
Price maxPrice
Maximum Price.
Optional< bool > flexAllowed
Indicates if flexible strikes can be created for the option market.
Optional< bool > isBlockOnly
FuturesProductDefinition(const char *data, std::size_t dataSize)
Initialize from raw message data.
Optional< MarketTransparencyType::Enum > marketTransparencyType
This field can be used to identify if a market is Platts or not.
int offExchangeIncrementOptionPrice
Optional< DateTime > repurchaseDate
Optional< DateTime > datedDate
Optional< long long > blockTickValue
Optional< bool > aonAllowed
Indicates if AON order is supported in the market.
char offExchangeIncrementQtyDenominator
Denominator for OffExchangeIncrementQty.
Optional< int > numOfMarkets
The number of markets for the given market type.
bool isCrackSpread
Indicate if the market is crack spread.
MarketId primaryMarketId
Ignored when it is not spread.
Optional< int > numOfCycles
Number of cycles (days, hours, MWh, etc) for a contract.
short optionsExpirationDay
Day of the month.
Optional< bool > isStandardEquity
Optional< bool > gtAllowed
Indicates if GTC is allowed in the market.
Optional< long long > alignmentInterestRate
Optional< std::string > creditRating
Optional< Date > screenLastTradeDate
short optionsExpirationYear
4 digit year.
Optional< BlockDetails > blockDetails
Collection of BlockDetails.
Optional< long long > accruedPremiumAmt
bool isSerialOptionsSupported
Indicate if serial options is supported.
Optional< char > interpolationFactorDenominator
Denominator value for ContractMultiplier.
std::string marketDesc
Description of the market.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
std::string hubAlias
Alias of the hub for the contract/market.
char settlePriceDenominator
bool hedgeOnly
Indicate if the contract is for hedge only.
std::string productName
Name of the product that the contract/market is under.
Optional< SettlementType::Enum > settlementType
Settlement Type.
TradingStatus::Enum tradingStatus
See Appendix A on trading status codes.
Optional< char > altPriceDenominator
Denominator for the alternate deal price fields in the market.
Optional< DateTime > interestAccrualDate
Optional< char > couponRateDenominator
Fixed Rate: The fixed rate Denominator for an instrument.
Optional< bool > testMarketIndicator
Indicates this is a test market.
Optional< int > refSpreadProductId
Product ID to use when requesting new spread.
Optional< long long > couponRate
Fixed Rate: The fixed rate for an instrument.
Optional< long long > interpolationFactor
Optional< char > contractSizeDenominator
Denominator for ContractSize.
void reset()
Reset all fields to default values.
std::vector< BlockDetail > BlockDetails
Alias for collection of BlockDetails.
std::string stripName
Name of the strip for the contract/market.
MarketId secondaryMarketId
Ignored when it is not spread.
bool isSpread
Indicate if the market is a spread.
int offExchangeIncrementQty
bool allowOptions
Indicate if the market supports option markets.
ExchangeSilo::Enum exchangeSilo
Exchange silo code for the market.
SecuritySubType::Enum securitySubType
Optional< char > tickValueDenominator
Denominator for ScreenTickValue and BlockTickValue.
MarketId marketId
Unique identifier of the market.
std::string currency
The currency that the market is traded on.
int stripId
ID of the strip for the contract/market.
char orderPriceDenominator
Denominator for the order price fields in this market.
Enum
Known types of block trade.
Enum
Known security sub types.
Enum
Known trading statuses.