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 Options Market Definition Message.
OptionsExpirationType::Enum optionsExpirationType
Options expiration type.
int incrementQty
Minimum increment quantity for this market.
char dealPriceDenominator
bool isTradable
Indicates if the contract is tradable.
MarketId underlyingMarketId
char numDecimalsStrikePrice
Denominator for the strike price field.
short screenLastTradeDay
Screen last trade day of the month.
std::string toString() const
Returns string representation.
std::string contractSymbol
See Naming Convention on Appendix D.
int minQty
Minimum quantity for this market.
bool gtAllowed
Indicates if GTC is allowed in the market.
bool crossOrderSupported
Indicates if Cross order is supported in the market.
short optionsExpirationMonth
Month range 1-12.
NewOptionsMarketDefinition(const char *data, std::size_t dataSize)
Initialize from raw message data.
OptionsStyle::Enum optionsStyle
Options style.
short marketTypeId
See Appendix C for the list of market types and IDs.
short optionsExpirationDay
Day of the month.
short optionsExpirationYear
4 digit year.
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.
char settlePriceDenominator
SettlementType::Enum settlementType
Settlement type.
TradingStatus::Enum tradingStatus
See Appendix A on trading status codes.
short screenLastTradeYear
Screen last trade year, 4 digits.
bool flexAllowed
Indicates if flexible strikes can be created for the option market.
bool miFIDRegulatedMarket
Indicates MIFID-II market.
short screenLastTradeMonth
Screen last trade month, range 1-12.
int incrementPremiumPrice
Price increment for the option market.
Price maxOptionsPrice
Maximum premium price for the option.
Price minOptionsPrice
Minimum premium price for the option.
OptionType::Enum optionType
Option type.
std::string unitOfMeasure
Unit Of Measure.
void reset()
Reset all fields to default values.
NewOptionsMarketDefinition()
Default constructor.
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 type constants.
Enum
Option expiration type constants.
Enum
Option settlement type constants.
Enum
Settlement type constants.
Enum
Known trading statuses.