201 struct ONIXS_ICEMDH_EXPORT
Leg
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.
Optional< int > ratioQtyDenominator
std::string toString() const
Returns string representation.
Optional< int > ratioQtyNumerator
Leg()
Default constructor.
short ratio
Number of futures contracts per increment quantity.
Optional< int > ratioPriceDenominator
Optional< short > strategyCode
MarketId marketId
Market Id of the futures leg market.
Optional< int > ratioPriceNumerator
This class represents the Futures Strategy Definition Response Message.
int productId
ID of the product that the contract/market is under.
int incrementQty
Minimum increment quantity for this market.
BlockDetails blockDetails
Collection of BlockDetails.
int hubId
ID of the hub for the contract/market.
Optional< long long > screenTickValue
char dealPriceDenominator
bool isTradable
Indicate if the contract is tradable.
std::string toString() const
Returns string representation.
std::string clearedAlias
Clearing limit admin related.
Optional< bool > overrideBlockMin
Indicates whether the Block Minimum can be overridden for the market.
int offExchangeIncrementPrice
std::string contractSymbol
See Naming Convention on Appendix D.
int minQty
Minimum quantity for this market.
Optional< Date > stripBeginDate
short maturityDay
Day of the month.
std::string underlyingISIN
bool gtAllowed
Indicates if GTC is allowed in the market.
std::string micCode
Market Identifier Code for the market.
Optional< Date > stripEndDate
Optional< std::string > stripType
MarketType requestMarketType
See Appendix C for the list of market types and IDs.
int incrementPrice
Minimum increment premium price for this market.
bool legDealSuppressed
Indicates whether leg deals are suppressed.
int numOfMarkets
The number of markets for the given market type.
Optional< std::string > unitOfMeasure
Unit Of Measure.
char numDecimalsOptionsPrice
Only used for OffExchangeIncrementOptionPrice.
bool testMarketIndicator
Indicates Test Market.
std::vector< Leg > Legs
Alias for collection of Legs.
int offExchangeIncrementOptionPrice
Optional< long long > blockTickValue
Optional< std::string > hubName
Hub Name.
char offExchangeIncrementQtyDenominator
Denominator for OffExchangeIncrementQty.
Optional< int > numOfCycles
Number of cycles (days, hours, MWh, etc) for a contract.
FuturesStrategyDefinition(const char *data, std::size_t dataSize)
Initialize from raw message data.
FuturesStrategyDefinition()
Default constructor.
Legs legs
Collection of Legs.
std::string strategySymbol
Strategy Symbol.
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< std::string > currency
Currency.
TradingStatus::Enum tradingStatus
See Appendix A on trading status codes.
bool miFIDRegulatedMarket
Indicates MIFID-II market.
short maturityYear
4 digit year.
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.
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.
int stripId
ID of the strip for the contract/market.
char orderPriceDenominator
Denominator for the order price fields in this market.
short maturityMonth
Month range 1-12.
Enum
Known types of block trade.
Enum
Known security sub types.
Enum
Trading side constants.
Enum
Known trading statuses.