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

#include <NewExpiry.h>

Public Types

enum  { messageType = 'R' }
 

Public Member Functions

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

Public Attributes

MarketId marketId
 
short marketTypeId
 
char orderPriceDenominator
 
int incrementPrice
 
int incrementQty
 
int lotSize
 
std::string marketDesc
 
short maturityYear
 
short maturityMonth
 
short maturityDay
 
char dealPriceDenominator
 
int minQty
 
int unitQuantity
 
std::string currency
 
std::string clearedAlias
 
Price minPrice
 
Price maxPrice
 
int productId
 
std::string productName
 
int hubId
 
std::string hubAlias
 
int stripId
 
std::string stripName
 
char settlePriceDenominator
 
std::string micCode
 
char unitQtyDenominator
 
char offExchangeIncrementQtyDenominator
 
int offExchangeIncrementQty
 
int offExchangeIncrementPrice
 
int offExchangeIncrementOptionPrice
 
std::string contractSymbol
 
std::string underlyingISIN
 
char numDecimalsOptionsPrice
 
MarketId hedgeMarketId
 
SettlementType::Enum settlementType
 
bool gtAllowed
 
bool crossOrderSupported
 
std::string unitOfMeasure
 
bool miFIDRegulatedMarket
 
short screenLastTradeYear
 
short screenLastTradeMonth
 
short screenLastTradeDay
 
short numOfCycles
 

Detailed Description

Definition at line 36 of file NewExpiry.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 39 of file NewExpiry.h.

Constructor & Destructor Documentation

NewExpiry ( )

Default constructor.

NewExpiry ( 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

std::string clearedAlias

Clearing limit admin related.

Definition at line 88 of file NewExpiry.h.

std::string contractSymbol

See Naming Convention on Appendix D.

Definition at line 141 of file NewExpiry.h.

bool crossOrderSupported

Indicates if Cross order is supported in the market.

Definition at line 161 of file NewExpiry.h.

std::string currency

The currency that the market is traded on.

Definition at line 85 of file NewExpiry.h.

char dealPriceDenominator

Denominator for the deal price fields in the market. For most markets, this is the same as OrderPriceDenominator. However, it could be different for some crack or spread markets.

Definition at line 75 of file NewExpiry.h.

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 158 of file NewExpiry.h.

MarketId hedgeMarketId

Market ID for the corresponding hedge market. It will be set to -1 when not applicable.

Definition at line 152 of file NewExpiry.h.

std::string hubAlias

Alias of the hub for the contract/market.

Definition at line 106 of file NewExpiry.h.

int hubId

ID of the hub for the contract/market.

Definition at line 103 of file NewExpiry.h.

int incrementPrice

Minimum increment premium price for this market.

Definition at line 51 of file NewExpiry.h.

int incrementQty

Minimum increment quantity for this market.

Definition at line 54 of file NewExpiry.h.

int lotSize

The lot size is minimum size of contracts in lots. It is multiplier to determine the total lots,

Definition at line 58 of file NewExpiry.h.

std::string marketDesc

Description of the market.

Definition at line 61 of file NewExpiry.h.

MarketId marketId

Unique identifier of a market.

Definition at line 42 of file NewExpiry.h.

short marketTypeId

Market type ID.

Definition at line 45 of file NewExpiry.h.

short maturityDay

Day of the month.

Definition at line 70 of file NewExpiry.h.

short maturityMonth

Month range 1-12.

Definition at line 67 of file NewExpiry.h.

short maturityYear

4 digit year.

Definition at line 64 of file NewExpiry.h.

Price maxPrice

Maximum Price.

Definition at line 94 of file NewExpiry.h.

std::string micCode

Market Identifier Code for the market.

Definition at line 119 of file NewExpiry.h.

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 167 of file NewExpiry.h.

Price minPrice

Minimum Price.

Definition at line 91 of file NewExpiry.h.

int minQty

Minimum quantity for this market.

Definition at line 78 of file NewExpiry.h.

char numDecimalsOptionsPrice

Denominator for the price field.

Definition at line 148 of file NewExpiry.h.

short numOfCycles

Number of cycle (days, hours, MWh, etc.) for a contract.

Definition at line 179 of file NewExpiry.h.

int offExchangeIncrementOptionPrice

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

Definition at line 138 of file NewExpiry.h.

int offExchangeIncrementPrice

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

Definition at line 134 of file NewExpiry.h.

int offExchangeIncrementQty

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

Definition at line 130 of file NewExpiry.h.

char offExchangeIncrementQtyDenominator

Denominator for OffExchangeIncrementQty.

Definition at line 126 of file NewExpiry.h.

char orderPriceDenominator

Denominator for the order price fields in this market.

Definition at line 48 of file NewExpiry.h.

int productId

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

Definition at line 97 of file NewExpiry.h.

std::string productName

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

Definition at line 100 of file NewExpiry.h.

short screenLastTradeDay

Screen last trade day of the month.

Definition at line 176 of file NewExpiry.h.

short screenLastTradeMonth

Screen last trade month, range 1-12.

Definition at line 173 of file NewExpiry.h.

short screenLastTradeYear

Screen last trade year, 4 digits.

Definition at line 170 of file NewExpiry.h.

SettlementType::Enum settlementType

Settlement type.

Definition at line 155 of file NewExpiry.h.

char settlePriceDenominator

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

Definition at line 116 of file NewExpiry.h.

int stripId

ID of the strip for the contract/market.

Definition at line 109 of file NewExpiry.h.

std::string stripName

Name of the strip for the contract/market.

Definition at line 112 of file NewExpiry.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 145 of file NewExpiry.h.

std::string unitOfMeasure

Unit Of Measure.

Definition at line 164 of file NewExpiry.h.

char unitQtyDenominator

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

Definition at line 123 of file NewExpiry.h.

int unitQuantity

The quantity in unit of measurement per lot. For example, it is 1000 barrels per lot for Brent.

Definition at line 82 of file NewExpiry.h.


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