26 #include "../Enumerations.h" 27 #include "../Export.h" 28 #include "../Optional.h" 36 namespace OnixS {
namespace ICE {
namespace iMpact {
namespace MarketData {
235 std::string toString()
const;
417 void deserialize(
const char* data, std::size_t dataSize);
423 std::string toString()
const;
std::string productName
Name of the product that the contract/market is under.
Optional< int > numOfCycles
Number of cycles (days, hours, MWh, etc) for a contract.
Optional< bool > miFIDRegulatedMarket
Indicates MIFID-II market.
bool isTradable
Indicate if the contract is tradable.
Optional< std::string > isin
Optional< bool > gtAllowed
Indicates if GTC is allowed in the market.
short MarketType
Alias for market types.
std::vector< BlockDetail > BlockDetails
Alias for collection of BlockDetails.
This nested class represents block details definition.
bool hedgeOnly
Indicate if the contract is for hedge only.
long long Price
Alias for order identifiers type.
Optional< bool > testMarketIndicator
Indicates this is a test market.
Optional< MarketTransparencyType::Enum > marketTransparencyType
This field can be used to identify if a market is Platts or not.
std::string contractSymbol
See Naming Convention on Appendix D.
char settlePriceDenominator
Optional< long long > accruedPremiumAmt
Optional< bool > crossOrderSupported
Indicates if Cross order is supported in the market.
Optional< char > couponRateDenominator
Fixed Rate: The fixed rate Denominator for an instrument.
short optionsExpirationYear
4 digit year.
short optionsExpirationMonth
Month range 1-12.
ExchangeSilo::Enum exchangeSilo
Exchange silo code for the market.
int incrementPrice
Minimum increment price for this market.
Enum
Known types of block trade.
int MarketId
Alias for market identifiers type.
Optional< DateTime > repurchaseDate
Optional< long long > blockTickValue
char numDecimalsOptionsPrice
Only used for OffExchangeIncrementOptionPrice.
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
Enum
Known trading statuses.
Optional< char > tickValueDenominator
Denominator for ScreenTickValue and BlockTickValue.
OffMarketTradeType::Enum tradeType
Trade Type.
TradingStatus::Enum tradingStatus
See Appendix A on trading status codes.
bool isCrackSpread
Indicate if the market is crack spread.
Enum
Known security sub types.
Optional< int > refSpreadProductId
Product ID to use when requesting new spread.
Optional< bool > overrideBlockMin
Indicates whether the Block Minimum can be overridden for the market.
Optional< SettlementType::Enum > settlementType
Settlement Type.
int productId
ID of the product that the contract/market is under.
Optional< Price > repurchaseRate
Optional< long long > screenTickValue
SecuritySubType::Enum securitySubType
char orderPriceDenominator
Denominator for the order price fields in this market.
MarketType requestMarketType
See Appendix C for the list of market types and IDs.
char offExchangeIncrementQtyDenominator
Denominator for OffExchangeIncrementQty.
Enum
Exchange silo code for the market.
Optional< DateTime > datedDate
int hubId
ID of the hub for the contract/market.
Optional< bool > isStandardEquity
MarketId secondaryMarketId
Ignored when it is not spread.
Optional< bool > flexAllowed
Indicates if flexible strikes can be created for the option market.
std::string underlyingISIN
short optionsExpirationDay
Day of the month.
Price minPrice
Minimum Price.
Optional< DateTime > issueDate
std::string marketDesc
Description of the market.
std::string clearedAlias
Clearing limit admin related.
int incrementQty
Minimum increment quantity for this market.
BlockType::Enum blockType
Block Type.
int offExchangeIncrementQty
int minQty
Minimum quantity for this market.
int offExchangeIncrementOptionPrice
This class represents the Futures/OTC Product Definition Response Message.
Optional< char > interpolationFactorDenominator
Denominator value for ContractMultiplier.
int offExchangeIncrementPrice
std::string hubAlias
Alias of the hub for the contract/market.
Optional< long long > eventPaymentAmt
MarketId primaryMarketId
Ignored when it is not spread.
Optional< int > contractSize
Optional< MarketId > hedgeMarketId
Optional< long long > alignmentInterestRate
Optional< bool > aonAllowed
Indicates if AON order is supported in the market.
std::string stripName
Name of the strip for the contract/market.
Price maxPrice
Maximum Price.
std::string micCode
Market Identifier Code for the market.
Optional< int > numOfMarkets
The number of markets for the given market type.
Optional< std::string > unitOfMeasure
Unit Of Measure.
Optional< DateTime > interestAccrualDate
char dealPriceDenominator
bool isSpread
Indicate if the market is a spread.
bool allowOptions
Indicate if the market supports option markets.
int stripId
ID of the strip for the contract/market.
Optional< std::string > instrRegistry
Optional< long long > couponRate
Fixed Rate: The fixed rate for an instrument.
Optional< long long > interpolationFactor
Optional< bool > isBlockOnly
Optional< std::string > creditRating
Optional< BlockDetails > blockDetails
Collection of BlockDetails.
Optional< Date > screenLastTradeDate
Optional< std::string > contractSymbolExtra
MarketId marketId
Unique identifier of the market.
Optional< bool > isDividendAdjusted
Indicates if dividend is adjusted.
bool isSerialOptionsSupported
Indicate if serial options is supported.
Optional< long long > factor
std::string currency
The currency that the market is traded on.
Optional< char > contractSizeDenominator
Denominator for ContractSize.
Optional< char > altPriceDenominator
Denominator for the alternate deal price fields in the market.