OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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NewExpiry.h
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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 "../Types.h"
29
30#include <iosfwd>
31#include <string>
32
33namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
34
36struct ONIXS_ICEMDH_EXPORT NewExpiry
37{
39 enum
40 {
42 };
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64 std::string marketDesc;
65
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81 int minQty;
82
86
88 std::string currency;
89
91 std::string clearedAlias;
92
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98
101
103 std::string productName;
104
106 int hubId;
107
109 std::string hubAlias;
110
113
115 std::string stripName;
116
120
122 std::string micCode;
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142
144 std::string contractSymbol;
145
148 std::string underlyingISIN;
149
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165
167 std::string unitOfMeasure;
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188 NewExpiry(const char* data, std::size_t dataSize);
189
191 void deserialize(const char* data, std::size_t dataSize);
192
194 void reset();
195
197 std::string toString() const;
198};
199
201ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const NewExpiry&);
202
203}}}} // namespace OnixS::ICE::iMpact::MarketData
Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
Definition Types.h:54
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
This class represents the New Expiry Message.
Definition NewExpiry.h:37
int productId
ID of the product that the contract/market is under.
Definition NewExpiry.h:100
int incrementQty
Minimum increment quantity for this market.
Definition NewExpiry.h:57
int hubId
ID of the hub for the contract/market.
Definition NewExpiry.h:106
short screenLastTradeDay
Screen last trade day of the month.
Definition NewExpiry.h:179
std::string toString() const
Returns string representation.
std::string clearedAlias
Clearing limit admin related.
Definition NewExpiry.h:91
NewExpiry(const char *data, std::size_t dataSize)
Initialize from raw message data.
std::string contractSymbol
See Naming Convention on Appendix D.
Definition NewExpiry.h:144
int minQty
Minimum quantity for this market.
Definition NewExpiry.h:81
bool gtAllowed
Indicates if GTC is allowed in the market.
Definition NewExpiry.h:161
std::string micCode
Market Identifier Code for the market.
Definition NewExpiry.h:122
bool crossOrderSupported
Indicates if Cross order is supported in the market.
Definition NewExpiry.h:164
int incrementPrice
Minimum increment premium price for this market.
Definition NewExpiry.h:54
char numDecimalsOptionsPrice
Denominator for the price field.
Definition NewExpiry.h:151
char offExchangeIncrementQtyDenominator
Denominator for OffExchangeIncrementQty.
Definition NewExpiry.h:129
int numOfCycles
Number of cycle (days, hours, MWh, etc.) for a contract.
Definition NewExpiry.h:182
std::string marketDesc
Description of the market.
Definition NewExpiry.h:64
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
std::string hubAlias
Alias of the hub for the contract/market.
Definition NewExpiry.h:109
std::string productName
Name of the product that the contract/market is under.
Definition NewExpiry.h:103
SettlementType::Enum settlementType
Settlement type.
Definition NewExpiry.h:158
short screenLastTradeYear
Screen last trade year, 4 digits.
Definition NewExpiry.h:173
bool miFIDRegulatedMarket
Indicates MIFID-II market.
Definition NewExpiry.h:170
short screenLastTradeMonth
Screen last trade month, range 1-12.
Definition NewExpiry.h:176
std::string unitOfMeasure
Unit Of Measure.
Definition NewExpiry.h:167
void reset()
Reset all fields to default values.
std::string stripName
Name of the strip for the contract/market.
Definition NewExpiry.h:115
MarketId marketId
Unique identifier of a market.
Definition NewExpiry.h:45
std::string currency
The currency that the market is traded on.
Definition NewExpiry.h:88
int stripId
ID of the strip for the contract/market.
Definition NewExpiry.h:112
char orderPriceDenominator
Denominator for the order price fields in this market.
Definition NewExpiry.h:51
short maturityMonth
Month range 1-12.
Definition NewExpiry.h:70