OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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NewOptionsMarketDefinition.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 NewOptionsMarketDefinition
37{
39 enum
40 {
42 };
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52 std::string contractSymbol;
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68 std::string marketDesc;
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83 int minQty;
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86 std::string currency;
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132 long long tickValue;
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154 std::string unitOfMeasure;
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181 NewOptionsMarketDefinition(const char* data, std::size_t dataSize);
182
184 void deserialize(const char* data, std::size_t dataSize);
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187 void reset();
188
190 std::string toString() const;
191};
192
194ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const NewOptionsMarketDefinition&);
195
196}}}} // 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 Options Market Definition Message.
OptionsExpirationType::Enum optionsExpirationType
Options expiration type.
int incrementQty
Minimum increment quantity for this market.
char numDecimalsStrikePrice
Denominator for the strike price field.
std::string toString() const
Returns string representation.
std::string contractSymbol
See Naming Convention on Appendix D.
bool crossOrderSupported
Indicates if Cross order is supported in the market.
NewOptionsMarketDefinition(const char *data, std::size_t dataSize)
Initialize from raw message data.
short marketTypeId
See Appendix C for the list of market types and IDs.
int numOfCycles
Number of cycle (days, hours, MWh, etc.) for a contract.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
TradingStatus::Enum tradingStatus
See Appendix A on trading status codes.
bool flexAllowed
Indicates if flexible strikes can be created for the option market.
void reset()
Reset all fields to default values.
bool guaranteedCrossSupported
Indicates if Guarantee Cross is supported in the market.
MarketId marketId
Unique identifier of the option market.
std::string currency
The currency that the market is traded on.
char orderPriceDenominator
Denominator for the order price fields in this market.
Enum
Option settlement type constants.