Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int MarketId
Alias for market identifiers type.
This class represents the New Expiry Message.
int productId
ID of the product that the contract/market is under.
int incrementQty
Minimum increment quantity for this market.
int hubId
ID of the hub for the contract/market.
char dealPriceDenominator
short screenLastTradeDay
Screen last trade day of the month.
std::string toString() const
Returns string representation.
std::string clearedAlias
Clearing limit admin related.
NewExpiry(const char *data, std::size_t dataSize)
Initialize from raw message data.
int offExchangeIncrementPrice
std::string contractSymbol
See Naming Convention on Appendix D.
int minQty
Minimum quantity for this market.
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.
bool crossOrderSupported
Indicates if Cross order is supported in the market.
int incrementPrice
Minimum increment premium price for this market.
char numDecimalsOptionsPrice
Denominator for the price field.
Price minPrice
Minimum Price.
Price maxPrice
Maximum Price.
int offExchangeIncrementOptionPrice
short marketTypeId
Market type ID.
char offExchangeIncrementQtyDenominator
Denominator for OffExchangeIncrementQty.
NewExpiry()
Default constructor.
int numOfCycles
Number of cycle (days, hours, MWh, etc.) for a contract.
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
std::string productName
Name of the product that the contract/market is under.
SettlementType::Enum settlementType
Settlement type.
short screenLastTradeYear
Screen last trade year, 4 digits.
bool miFIDRegulatedMarket
Indicates MIFID-II market.
short screenLastTradeMonth
Screen last trade month, range 1-12.
short maturityYear
4 digit year.
std::string unitOfMeasure
Unit Of Measure.
void reset()
Reset all fields to default values.
std::string stripName
Name of the strip for the contract/market.
int offExchangeIncrementQty
MarketId marketId
Unique identifier of a 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.
short maturityMonth
Month range 1-12.
Enum
Settlement type constants.