125 struct ONIXS_ICEMDH_EXPORT
Leg
Declare ICE iMpact enumerations.
long long Price
Alias for order identifiers type.
short MarketType
Alias for market types.
std::ostream & operator<<(std::ostream &, const Error &)
Make it printable to formatted C++ I/O streams.
int MarketId
Alias for market identifiers type.
Enum
Known types of block trade.
BlockDetail()
Default constructor.
std::string toString() const
Returns string representation.
BlockType::Enum blockType
Block Type.
OffMarketTradeType::Enum tradeType
Trade Type.
Hedge()
Default constructor.
char priceDenominator
Hedge price denominator.
std::string toString() const
Returns string representation.
SecurityType::Enum securityType
Security type.
Side::Enum side
Hedge side.
Optional< short > strategyCode
MarketId marketId
Future's market id of the hedge.
Optional< int > ratioQtyDenominator
MarketId underlyingMarketId
Futures market id of the underlying futures market.
std::string toString() const
Returns string representation.
Optional< int > ratioQtyNumerator
Leg()
Default constructor.
short ratio
Number of option contracts per increment quantity.
Optional< int > ratioPriceDenominator
Optional< short > strategyCode
MarketId marketId
Market Id of the option leg market.
Optional< int > ratioPriceNumerator
This class represents the Options Strategy Definition Message.
Optional< Price > minPrice
int incrementQty
Minimum increment quantity for this market.
BlockDetails blockDetails
Collection of BlockDetails.
char dealPriceDenominator
Optional< int > productId
Hedges hedges
Collection of Hedges.
bool isTradable
Indicates if the contract is tradable.
MarketId underlyingMarketId
Unique identifier of the underlying market.
std::string contractSymbolExtra
std::string toString() const
Returns string representation.
Optional< bool > overrideBlockMin
Indicates whether the Block Minimum can be overridden for the market.
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.
MarketType requestMarketType
See Appendix C for the list of market types and IDs.
int incrementPrice
Minimum increment premium price for this market.
bool legDealSuppressed
Indicates whether leg deals are suppressed.
int numOfMarkets
The number of options markets for the given market type.
bool testMarketIndicator
Indicates Test Market.
std::vector< Leg > Legs
Alias for collection of Legs.
std::vector< Hedge > Hedges
Alias for collection of Hedges.
Optional< int > numOfCycles
Number of cycles (days, hours, MWh, etc) for a contract.
OptionsStrategyDefinition(const char *data, std::size_t dataSize)
Initialize from raw message data.
Legs legs
Collection of Legs.
std::string strategySymbol
Strategy Symbol.
void deserialize(const char *data, std::size_t dataSize)
Deserialize from raw data.
char settlePriceDenominator
TradingStatus::Enum tradingStatus
See Appendix A on trading status codes.
bool miFIDRegulatedMarket
Indicates MIFID-II market.
Optional< Price > maxPrice
void reset()
Reset all fields to default values.
std::vector< BlockDetail > BlockDetails
Alias for collection of BlockDetails.
Optional< Date > optionsExpirationDate
OptionsStrategyDefinition()
Default constructor.
SecuritySubType::Enum securitySubType
MarketId marketId
Unique identifier of the market.
char orderPriceDenominator
Denominator for the order price fields in this market.
Enum
Known security sub types.
Enum
Security type constants.
Enum
Trading side constants.
Enum
Known trading statuses.