OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.10.0
API documentation
FuturesStrategyDefinition Struct Reference

#include <FuturesStrategyDefinition.h>

Classes

struct  BlockDetail
 
struct  Leg
 

Public Types

enum  { messageType = 'd' }
 
typedef std::vector< LegLegs
 
typedef std::vector< BlockDetailBlockDetails
 

Public Member Functions

 FuturesStrategyDefinition ()
 
 FuturesStrategyDefinition (const char *data, size_t dataSize)
 
void deserialize (const char *data, size_t dataSize)
 
void reset ()
 
std::string toString () const
 

Public Attributes

int requestSeqId
 
MarketType requestMarketType
 
MarketId marketId
 
std::string contractSymbol
 
TradingStatus::Enum tradingStatus
 
char orderPriceDenominator
 
int incrementPrice
 
int incrementQty
 
int minQty
 
SecuritySubType::Enum securitySubType
 
bool isBlockOnly
 
int numOfMarkets
 
std::string strategySymbol
 
bool gtAllowed
 
bool miFIDRegulatedMarket
 
std::string marketDesc
 
short maturityYear
 
short maturityMonth
 
short maturityDay
 
char dealPriceDenominator
 
int unitQuantity
 
char numDecimalsOptionsPrice
 
bool allowOptions
 
std::string clearedAlias
 
bool allowsImplied
 
Price minPrice
 
Price maxPrice
 
std::string productName
 
std::string hubAlias
 
std::string stripName
 
bool isTradable
 
char settlePriceDenominator
 
std::string micCode
 
char unitQtyDenominator
 
bool hedgeOnly
 
ExchangeSilo::Enum exchangeSilo
 
char offExchangeIncrementQtyDenominator
 
int offExchangeIncrementQty
 
int offExchangeIncrementPrice
 
int offExchangeIncrementOptionPrice
 
int productId
 
int hubId
 
int stripId
 
std::string underlyingISIN
 
bool testMarketIndicator
 
bool legDealSuppressed
 
Legs legs
 
BlockDetails blockDetails
 
Optional< std::string > unitOfMeasure
 
Optional< std::string > hubName
 
Optional< std::string > stripType
 
Optional< short > oldNumOfCycles
 
Optional< DatestripBeginDate
 
Optional< DatestripEndDate
 
Optional< bool > overrideBlockMin
 
Optional< long long > screenTickValue
 
Optional< long long > blockTickValue
 
Optional< char > tickValueDenominator
 
Optional< int > numOfCycles
 
Optional< std::string > currency
 

Detailed Description

Definition at line 39 of file FuturesStrategyDefinition.h.

Member Typedef Documentation

typedef std::vector<BlockDetail> BlockDetails

Alias for collection of BlockDetails.

Definition at line 265 of file FuturesStrategyDefinition.h.

typedef std::vector<Leg> Legs

Alias for collection of Legs.

Definition at line 242 of file FuturesStrategyDefinition.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 42 of file FuturesStrategyDefinition.h.

Constructor & Destructor Documentation

Default constructor.

FuturesStrategyDefinition ( const char *  data,
size_t  dataSize 
)

Initialize from raw message data.

Member Function Documentation

void deserialize ( const char *  data,
size_t  dataSize 
)

Deserialize from raw data.

void reset ( )

Reset all fields to default values.

std::string toString ( ) const

Returns string representation.

Member Data Documentation

bool allowOptions

Indicate if the market supports option markets.

Definition at line 117 of file FuturesStrategyDefinition.h.

bool allowsImplied

Indicate if implication is done for a given spread market and its given outright leg markets.

Definition at line 124 of file FuturesStrategyDefinition.h.

BlockDetails blockDetails

Collection of BlockDetails.

Definition at line 268 of file FuturesStrategyDefinition.h.

Optional<long long> blockTickValue

Identifies the monetary amount per tick move when calculated for Off- Exchange trades.

Definition at line 301 of file FuturesStrategyDefinition.h.

std::string clearedAlias

Clearing limit admin related.

Definition at line 120 of file FuturesStrategyDefinition.h.

std::string contractSymbol

See Naming Convention on Appendix D.

Definition at line 55 of file FuturesStrategyDefinition.h.

Optional<std::string> currency

Currency.

Definition at line 311 of file FuturesStrategyDefinition.h.

char dealPriceDenominator

Denominator for the deal price fields in the market. For most markets, this is the same as OrderPriceDenominator.

Definition at line 106 of file FuturesStrategyDefinition.h.

ExchangeSilo::Enum exchangeSilo

Exchange silo code for the market.

Definition at line 161 of file FuturesStrategyDefinition.h.

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 87 of file FuturesStrategyDefinition.h.

bool hedgeOnly

Indicate if the contract is for hedge only.

Definition at line 158 of file FuturesStrategyDefinition.h.

std::string hubAlias

Alias of the hub for the contract/market.

Definition at line 138 of file FuturesStrategyDefinition.h.

int hubId

ID of the hub for the contract/market.

Definition at line 182 of file FuturesStrategyDefinition.h.

Optional<std::string> hubName

Hub Name.

Definition at line 274 of file FuturesStrategyDefinition.h.

int incrementPrice

Minimum increment premium price for this market.

Definition at line 64 of file FuturesStrategyDefinition.h.

int incrementQty

Minimum increment quantity for this market.

Definition at line 67 of file FuturesStrategyDefinition.h.

bool isBlockOnly

Indicates if Market is only tradable via ICE Block Trade. This also means the screen trading is not allowed for the market.

Definition at line 78 of file FuturesStrategyDefinition.h.

bool isTradable

Indicate if the contract is tradable.

Definition at line 144 of file FuturesStrategyDefinition.h.

bool legDealSuppressed

Indicates whether leg deals are suppressed.

Definition at line 195 of file FuturesStrategyDefinition.h.

Legs legs

Collection of Legs.

Definition at line 245 of file FuturesStrategyDefinition.h.

std::string marketDesc

Description of the market.

Definition at line 93 of file FuturesStrategyDefinition.h.

MarketId marketId

Unique identifier of the market.

Definition at line 52 of file FuturesStrategyDefinition.h.

short maturityDay

Day of the month.

Definition at line 102 of file FuturesStrategyDefinition.h.

short maturityMonth

Month range 1-12.

Definition at line 99 of file FuturesStrategyDefinition.h.

short maturityYear

4 digit year.

Definition at line 96 of file FuturesStrategyDefinition.h.

Price maxPrice

Maximum Price. OrderPriceDenominator should be applied to this field.

Definition at line 132 of file FuturesStrategyDefinition.h.

std::string micCode

Market Identifier Code for the market.

Definition at line 151 of file FuturesStrategyDefinition.h.

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 90 of file FuturesStrategyDefinition.h.

Price minPrice

Minimum Price. OrderPriceDenominator should be applied to this field.

Definition at line 128 of file FuturesStrategyDefinition.h.

int minQty

Minimum quantity for this market.

Definition at line 70 of file FuturesStrategyDefinition.h.

char numDecimalsOptionsPrice

Only used for OffExchangeIncrementOptionPrice.

Definition at line 114 of file FuturesStrategyDefinition.h.

Optional<int> numOfCycles

Number of cycles (days, hours, MWh, etc) for a contract. Replaces OldNumOfCycles (id=38).

Definition at line 308 of file FuturesStrategyDefinition.h.

int numOfMarkets

The number of markets for the given market type.

Definition at line 81 of file FuturesStrategyDefinition.h.

int offExchangeIncrementOptionPrice

Off exchange options increment price. NumDecimalsOptionsPrice should be applied to this field.

Definition at line 176 of file FuturesStrategyDefinition.h.

int offExchangeIncrementPrice

Off exchange increment price. OrderPriceDenominator should be applied to this field.

Definition at line 172 of file FuturesStrategyDefinition.h.

int offExchangeIncrementQty

Off exchange increment qty. OffExchangeIncrementQtyDenominator should be applied to this field.

Definition at line 168 of file FuturesStrategyDefinition.h.

char offExchangeIncrementQtyDenominator

Denominator for OffExchangeIncrementQty.

Definition at line 164 of file FuturesStrategyDefinition.h.

Optional<short> oldNumOfCycles

Number of cycle (days, hours, MWh, etc.) for a contract. Use NumOfCycles (id=50) instead.

Definition at line 282 of file FuturesStrategyDefinition.h.

char orderPriceDenominator

Denominator for the order price fields in this market.

Definition at line 61 of file FuturesStrategyDefinition.h.

Optional<bool> overrideBlockMin

Indicates whether the Block Minimum can be overridden for the market.

Definition at line 293 of file FuturesStrategyDefinition.h.

int productId

ID of the product that the contract/market is under.

Definition at line 179 of file FuturesStrategyDefinition.h.

std::string productName

Name of the product that the contract/market is under.

Definition at line 135 of file FuturesStrategyDefinition.h.

MarketType requestMarketType

See Appendix C for the list of market types and IDs.

Definition at line 49 of file FuturesStrategyDefinition.h.

int requestSeqId

The original request sequence ID assigned by client, unique per session.

Definition at line 46 of file FuturesStrategyDefinition.h.

Optional<long long> screenTickValue

Identifies the monetary amount per tick move when calculated from the Central Limit Order Book.

Definition at line 297 of file FuturesStrategyDefinition.h.

SecuritySubType::Enum securitySubType

Contains the Strategy Code for defined market where applicable. See Appendix E for list of codes.

Definition at line 74 of file FuturesStrategyDefinition.h.

char settlePriceDenominator

Denominator for the settlement price fields in the market. For most markets, this is the same as DealPriceDenominator.

Definition at line 148 of file FuturesStrategyDefinition.h.

std::string strategySymbol

Strategy Symbol.

Definition at line 84 of file FuturesStrategyDefinition.h.

Optional<Date> stripBeginDate

Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and

Definition at line 286 of file FuturesStrategyDefinition.h.

Optional<Date> stripEndDate

Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and

Definition at line 290 of file FuturesStrategyDefinition.h.

int stripId

ID of the strip for the contract/market.

Definition at line 185 of file FuturesStrategyDefinition.h.

std::string stripName

Name of the strip for the contract/market.

Definition at line 141 of file FuturesStrategyDefinition.h.

Optional<std::string> stripType

Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and 716 and for future use when combos with.

Definition at line 278 of file FuturesStrategyDefinition.h.

bool testMarketIndicator

Indicates Test Market.

Definition at line 192 of file FuturesStrategyDefinition.h.

Optional<char> tickValueDenominator

Denominator for ScreenTickValue and BlockTickValue.

Definition at line 304 of file FuturesStrategyDefinition.h.

TradingStatus::Enum tradingStatus

See Appendix A on trading status codes.

Definition at line 58 of file FuturesStrategyDefinition.h.

std::string underlyingISIN

The ISIN of the security this market is associated with. This is currently only populated for Liffe Equity markets.

Definition at line 189 of file FuturesStrategyDefinition.h.

Optional<std::string> unitOfMeasure

Unit Of Measure.

Definition at line 271 of file FuturesStrategyDefinition.h.

char unitQtyDenominator

Denominator for UnitQuantity. This field will be 0 for most of the markets.

Definition at line 155 of file FuturesStrategyDefinition.h.

int unitQuantity

The quantity in unit of measurement per lot. For example, it is 1000 barrels per lot for Brent. UnitQtyDenominator should be applied to get correct UnitQuantity.

Definition at line 111 of file FuturesStrategyDefinition.h.


The documentation for this struct was generated from the following file: