207 struct ONIXS_ICEMDH_EXPORT
Leg
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.
Enum
Exchange silo code for the market.
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 New Futures Strategy Definition 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
bool isTradable
Indicate if the contract is tradable.
std::string toString() const
Returns string representation.
std::string clearedAlias
Clearing limit admin related.
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.
int incrementPrice
Minimum increment premium price for this market.
bool legDealSuppressed
Indicates whether leg deals are suppressed.
char numDecimalsOptionsPrice
Only used for OffExchangeIncrementOptionPrice.
bool testMarketIndicator
Indicates Test Market.
std::vector< Leg > Legs
Alias for collection of Legs.
bool overrideBlockMin
Indicates whether the Block Minimum can be overridden for the market.
int offExchangeIncrementOptionPrice
short marketTypeId
See Appendix C for the list of makret types and IDs.
char offExchangeIncrementQtyDenominator
Denominator for OffExchangeIncrementQty.
NewFuturesStrategyDefinition()
Default constructor.
Legs legs
Collection of Legs.
int numOfCycles
Numeric Number of cycles (days, hours, MWh, etc) for a contract.
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.
TradingStatus::Enum tradingStatus
See Appendix A on trading status codes.
bool miFIDRegulatedMarket
Indicates MIFID-II market.
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.
NewFuturesStrategyDefinition(const char *data, std::size_t dataSize)
Initialize from raw message data.
int offExchangeIncrementQty
bool allowOptions
Indicate if the market supports option markets.
ExchangeSilo::Enum exchangeSilo
Exchange silo code for the market.
SecuritySubType::Enum securitySubType
MarketId marketId
Unique identifier of the market.
std::string currency
Currency.
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 security sub types.
Enum
Trading side constants.
Enum
Known trading statuses.