OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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NewFuturesStrategyDefinition.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.
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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.
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23
24#pragma once
25
26#include "../Enumerations.h"
27#include "../Export.h"
28#include "../Optional.h"
29#include "../Types.h"
30
31#include <iosfwd>
32#include <string>
33#include <vector>
34
35namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
36
38struct ONIXS_ICEMDH_EXPORT NewFuturesStrategyDefinition
39{
41 enum
42 {
44 };
45
48
50 std::string contractSymbol;
51
54
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63
65 int minQty;
66
70
74
76 std::string strategySymbol;
77
80
83
85 std::string marketDesc;
86
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111
113 std::string clearedAlias;
114
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126
128 std::string productName;
129
131 std::string hubAlias;
132
134 std::string stripName;
135
138
142
144 std::string micCode;
145
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174
176 int hubId;
177
180
183 std::string underlyingISIN;
184
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196
199
201 std::string unitOfMeasure;
202
204 std::string currency;
205
252
254 typedef std::vector<Leg> Legs;
255
258
261
263 NewFuturesStrategyDefinition(const char* data, std::size_t dataSize);
264
266 void deserialize(const char* data, std::size_t dataSize);
267
269 void reset();
270
272 std::string toString() const;
273};
274
276ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const NewFuturesStrategyDefinition&);
277
278}}}} // 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
Enum
Exchange silo code for the market.
std::string toString() const
Returns string representation.
short ratio
Number of futures contracts per increment quantity.
This class represents the New Futures Strategy Definition Message.
int productId
ID of the product that the contract/market is under.
std::string toString() const
Returns string representation.
std::string contractSymbol
See Naming Convention on Appendix D.
int incrementPrice
Minimum increment premium price for this market.
bool legDealSuppressed
Indicates whether leg deals are suppressed.
char numDecimalsOptionsPrice
Only used for OffExchangeIncrementOptionPrice.
bool overrideBlockMin
Indicates whether the Block Minimum can be overridden for the market.
short marketTypeId
See Appendix C for the list of makret types and IDs.
char offExchangeIncrementQtyDenominator
Denominator for OffExchangeIncrementQty.
int numOfCycles
Numeric Number of cycles (days, hours, MWh, etc) for a contract.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
std::string hubAlias
Alias of the hub for the contract/market.
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::string stripName
Name of the strip for the contract/market.
NewFuturesStrategyDefinition(const char *data, std::size_t dataSize)
Initialize from raw message data.
bool allowOptions
Indicate if the market supports option markets.
ExchangeSilo::Enum exchangeSilo
Exchange silo code for the market.
char orderPriceDenominator
Denominator for the order price fields in this market.