OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
Loading...
Searching...
No Matches
FuturesStrategyDefinition.h
Go to the documentation of this file.
1
5/*
6 * Copyright (c) Onix Solutions Limited. All rights reserved.
7 *
8 * This software owned by Onix Solutions Limited and is protected by copyright law
9 * and international copyright treaties.
10 *
11 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
12 * Services Agreement (the Agreement) and Customer end user license agreements granting
13 * a non-assignable, non-transferable and non-exclusive license to use the software
14 * for it's own data processing purposes under the terms defined in the Agreement.
15 *
16 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
17 * of this source code or associated reference material to any other location for further reproduction
18 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
19 *
20 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
21 * the terms of the Agreement is a violation of copyright law.
22 */
23
24#pragma once
25
26#include "../Enumerations.h"
27#include "../Export.h"
28#include "../Optional.h"
29#include "../Time.h"
30#include "../Types.h"
31
32#include <iosfwd>
33#include <string>
34#include <vector>
35
36namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
37
39struct ONIXS_ICEMDH_EXPORT FuturesStrategyDefinition
40{
42 enum
43 {
45 };
46
50
53
56
58 std::string contractSymbol;
59
62
65
68
71
73 int minQty;
74
78
82
85
87 std::string strategySymbol;
88
91
94
96 std::string marketDesc;
97
100
103
106
110
115
118
121
123 std::string clearedAlias;
124
128
132
136
138 std::string productName;
139
141 std::string hubAlias;
142
144 std::string stripName;
145
148
152
154 std::string micCode;
155
159
162
165
168
172
176
180
183
185 int hubId;
186
189
192 std::string underlyingISIN;
193
196
199
246
248 typedef std::vector<Leg> Legs;
249
252
254 struct ONIXS_ICEMDH_EXPORT BlockDetail
255 {
258
261
264 long long minQty;
265
268
270 std::string toString() const;
271 };
272
274 typedef std::vector<BlockDetail> BlockDetails;
275
278
281
284
288
292
296
299
303
307
310
313
316
319
321 FuturesStrategyDefinition(const char* data, std::size_t dataSize);
322
324 void deserialize(const char* data, std::size_t dataSize);
325
327 void reset();
328
330 std::string toString() const;
331};
332
334ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const FuturesStrategyDefinition&);
335
336}}}} // namespace OnixS::ICE::iMpact::MarketData
Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
Definition Types.h:54
short MarketType
Alias for market types.
Definition Types.h:36
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int MarketId
Alias for market identifiers type.
Definition Types.h:39
Enum
Exchange silo code for the market.
std::string toString() const
Returns string representation.
std::string toString() const
Returns string representation.
short ratio
Number of futures contracts per increment quantity.
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.
std::string toString() const
Returns string representation.
Optional< bool > overrideBlockMin
Indicates whether the Block Minimum can be overridden for the market.
std::string contractSymbol
See Naming Convention on Appendix D.
bool gtAllowed
Indicates if GTC is allowed in the market.
std::string micCode
Market Identifier Code for the market.
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.
char numDecimalsOptionsPrice
Only used for OffExchangeIncrementOptionPrice.
std::vector< Leg > Legs
Alias for collection of Legs.
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.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
std::string hubAlias
Alias of the hub for the contract/market.
bool hedgeOnly
Indicate if the contract is for hedge only.
std::string productName
Name of the product that the contract/market is under.
TradingStatus::Enum tradingStatus
See Appendix A on trading status codes.
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.
bool allowOptions
Indicate if the market supports option markets.
ExchangeSilo::Enum exchangeSilo
Exchange silo code for the market.
Optional< char > tickValueDenominator
Denominator for ScreenTickValue and BlockTickValue.
char orderPriceDenominator
Denominator for the order price fields in this market.