OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
NewExpiry.h
Go to the documentation of this file.
1 /**
2  * \file
3  * \brief Declare `OnixS::ICE::iMpact::MarketData::NewExpiry` message structure
4  */
5 /*
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22  */
23 
24 #pragma once
25 
26 #include "../Export.h"
27 #include "../Types.h"
28 #include "../Enumerations.h"
29 
30 #include <iosfwd>
31 #include <string>
32 
33 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
34 
35 /// This class represents the New Expiry Message.
36 struct ONIXS_ICEMDH_EXPORT NewExpiry
37 {
38  /// Message type constant
39  enum { messageType = 'R' };
40 
41  /// Unique identifier of a market.
43 
44  /// Market type ID.
45  short marketTypeId;
46 
47  /// Denominator for the order price fields in this market.
49 
50  /// Minimum increment premium price for this market.
52 
53  /// Minimum increment quantity for this market.
55 
56  /// The lot size is minimum size of contracts in lots. It is multiplier to
57  /// determine the total lots,
58  int lotSize;
59 
60  /// Description of the market.
61  std::string marketDesc;
62 
63  /// 4 digit year.
64  short maturityYear;
65 
66  /// Month range 1-12.
68 
69  /// Day of the month.
70  short maturityDay;
71 
72  /// Denominator for the deal price fields in the market. For most markets,
73  /// this is the same as `OrderPriceDenominator`. However, it could be
74  /// different for some crack or spread markets.
76 
77  /// Minimum quantity for this market.
78  int minQty;
79 
80  /// The quantity in unit of measurement per lot. For example, it is 1000
81  /// barrels per lot for Brent.
83 
84  /// The currency that the market is traded on.
85  std::string currency;
86 
87  /// Clearing limit admin related.
88  std::string clearedAlias;
89 
90  /// Minimum Price.
92 
93  /// Maximum Price.
95 
96  /// ID of the product that the contract/market is under.
97  int productId;
98 
99  /// Name of the product that the contract/market is under.
100  std::string productName;
101 
102  /// ID of the hub for the contract/market.
103  int hubId;
104 
105  /// Alias of the hub for the contract/market.
106  std::string hubAlias;
107 
108  /// ID of the strip for the contract/market.
109  int stripId;
110 
111  /// Name of the strip for the contract/market.
112  std::string stripName;
113 
114  /// Denominator for the settlement price fields in the market. For most
115  /// markets, this is the same as `DealPriceDenominator`.
117 
118  /// Market Identifier Code for the market.
119  std::string micCode;
120 
121  /// Denominator for UnitQuantity. This field will be `'0'` for most of the
122  /// markets.
124 
125  /// Denominator for `OffExchangeIncrementQty`.
127 
128  /// Off exchange increment qty. `OffExchangeIncrementQtyDenominator`
129  /// should be applied to this field.
131 
132  /// Off exchange increment price. `OrderPriceDenominator` should be
133  /// applied to this field.
135 
136  /// Off exchange options increment price. `NumDecimalsOptionsPrice` should
137  /// be applied to this field.
139 
140  /// See Naming Convention on Appendix D.
141  std::string contractSymbol;
142 
143  /// The ISIN of the security this market is associated with. This is
144  /// currently only populated for Liffe Equity markets.
145  std::string underlyingISIN;
146 
147  /// Denominator for the price field.
149 
150  /// Market ID for the corresponding hedge market. It will be set to `-1`
151  /// when not applicable.
153 
154  /// Settlement type.
156 
157  /// Indicates if GTC is allowed in the market.
158  bool gtAllowed;
159 
160  /// Indicates if Cross order is supported in the market.
162 
163  /// Unit Of Measure.
164  std::string unitOfMeasure;
165 
166  /// Indicates MIFID-II market.
168 
169  /// Screen last trade year, 4 digits.
171 
172  /// Screen last trade month, range 1-12.
174 
175  /// Screen last trade day of the month.
177 
178  /// Number of cycle (days, hours, MWh, etc.) for a contract.
179  short numOfCycles;
180 
181  /// Default constructor.
182  NewExpiry();
183 
184  /// Initialize from raw message data.
185  NewExpiry(const char* data, size_t dataSize);
186 
187  /// Deserialize from raw data.
188  void deserialize(const char* data, size_t dataSize);
189 
190  /// Reset all fields to default values.
191  void reset();
192 
193  /// Returns string representation.
194  std::string toString() const;
195 };
196 
197 /// Make it printable using C++ I/O streams.
198 ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const NewExpiry&);
199 
200 }}}} // namespace MarketData, iMpact, ICE, OnixS
std::string contractSymbol
See Naming Convention on Appendix D.
Definition: NewExpiry.h:141
short screenLastTradeDay
Screen last trade day of the month.
Definition: NewExpiry.h:176
int productId
ID of the product that the contract/market is under.
Definition: NewExpiry.h:97
char orderPriceDenominator
Denominator for the order price fields in this market.
Definition: NewExpiry.h:48
long long Price
Alias for order identifiers type.
Definition: Types.h:54
std::string micCode
Market Identifier Code for the market.
Definition: NewExpiry.h:119
short maturityDay
Day of the month.
Definition: NewExpiry.h:70
short screenLastTradeYear
Screen last trade year, 4 digits.
Definition: NewExpiry.h:170
short numOfCycles
Number of cycle (days, hours, MWh, etc.) for a contract.
Definition: NewExpiry.h:179
This class represents the New Expiry Message.
Definition: NewExpiry.h:36
int MarketId
Alias for market identifiers type.
Definition: Types.h:39
std::string hubAlias
Alias of the hub for the contract/market.
Definition: NewExpiry.h:106
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
short maturityMonth
Month range 1-12.
Definition: NewExpiry.h:67
std::string currency
The currency that the market is traded on.
Definition: NewExpiry.h:85
int incrementQty
Minimum increment quantity for this market.
Definition: NewExpiry.h:54
bool miFIDRegulatedMarket
Indicates MIFID-II market.
Definition: NewExpiry.h:167
std::string marketDesc
Description of the market.
Definition: NewExpiry.h:61
int minQty
Minimum quantity for this market.
Definition: NewExpiry.h:78
std::string clearedAlias
Clearing limit admin related.
Definition: NewExpiry.h:88
int incrementPrice
Minimum increment premium price for this market.
Definition: NewExpiry.h:51
std::string unitOfMeasure
Unit Of Measure.
Definition: NewExpiry.h:164
bool crossOrderSupported
Indicates if Cross order is supported in the market.
Definition: NewExpiry.h:161
MarketId marketId
Unique identifier of a market.
Definition: NewExpiry.h:42
char numDecimalsOptionsPrice
Denominator for the price field.
Definition: NewExpiry.h:148
short screenLastTradeMonth
Screen last trade month, range 1-12.
Definition: NewExpiry.h:173
std::string stripName
Name of the strip for the contract/market.
Definition: NewExpiry.h:112
bool gtAllowed
Indicates if GTC is allowed in the market.
Definition: NewExpiry.h:158
int stripId
ID of the strip for the contract/market.
Definition: NewExpiry.h:109
int hubId
ID of the hub for the contract/market.
Definition: NewExpiry.h:103
short marketTypeId
Market type ID.
Definition: NewExpiry.h:45
SettlementType::Enum settlementType
Settlement type.
Definition: NewExpiry.h:155
char offExchangeIncrementQtyDenominator
Denominator for OffExchangeIncrementQty.
Definition: NewExpiry.h:126
std::string productName
Name of the product that the contract/market is under.
Definition: NewExpiry.h:100