26 #include "../Enumerations.h" 27 #include "../Export.h" 33 namespace OnixS {
namespace ICE {
namespace iMpact {
namespace MarketData {
184 void deserialize(
const char* data, std::size_t dataSize);
190 std::string toString()
const;
bool flexAllowed
Indicates if flexible strikes can be created for the option market.
TradingStatus::Enum tradingStatus
See Appendix A on trading status codes.
Price minOptionsPrice
Minimum premium price for the option.
bool gtAllowed
Indicates if GTC is allowed in the market.
long long Price
Alias for order identifiers type.
std::string unitOfMeasure
Unit Of Measure.
short screenLastTradeYear
Screen last trade year, 4 digits.
bool isTradable
Indicates if the contract is tradable.
std::string currency
The currency that the market is traded on.
bool guaranteedCrossSupported
Indicates if Guarantee Cross is supported in the market.
int MarketId
Alias for market identifiers type.
int numOfCycles
Number of cycle (days, hours, MWh, etc.) for a contract.
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
Enum
Known trading statuses.
char numDecimalsStrikePrice
Denominator for the strike price field.
MarketId marketId
Unique identifier of the option market.
SettlementType::Enum settlementType
Settlement type.
char settlePriceDenominator
bool crossOrderSupported
Indicates if Cross order is supported in the market.
short optionsExpirationYear
4 digit year.
bool miFIDRegulatedMarket
Indicates MIFID-II market.
Enum
Settlement type constants.
Enum
Option type constants.
OptionsExpirationType::Enum optionsExpirationType
Options expiration type.
short optionsExpirationDay
Day of the month.
char orderPriceDenominator
Denominator for the order price fields in this market.
std::string marketDesc
Description of the market.
OptionsStyle::Enum optionsStyle
Options style.
This class represents the New Options Market Definition Message.
short marketTypeId
See Appendix C for the list of market types and IDs.
short optionsExpirationMonth
Month range 1-12.
Price maxOptionsPrice
Maximum premium price for the option.
char dealPriceDenominator
OptionType::Enum optionType
Option type.
std::string contractSymbol
See Naming Convention on Appendix D.
int minQty
Minimum quantity for this market.
short screenLastTradeMonth
Screen last trade month, range 1-12.
int incrementPremiumPrice
Price increment for the option market.
Enum
Option expiration type constants.
int incrementQty
Minimum increment quantity for this market.
Enum
Option settlement type constants.
short screenLastTradeDay
Screen last trade day of the month.
MarketId underlyingMarketId