Public Types | |
enum |
Public Member Functions | |
NewExpiry () | |
NewExpiry (const char *data, std::size_t dataSize) | |
void | deserialize (const char *data, std::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 |
int | numOfCycles |
Definition at line 36 of file NewExpiry.h.
anonymous enum |
NewExpiry | ( | ) |
Default constructor.
NewExpiry | ( | const char * | data, |
std::size_t | dataSize ) |
Initialize from raw message data.
void deserialize | ( | const char * | data, |
std::size_t | dataSize ) |
Deserialize from raw data.
void reset | ( | ) |
Reset all fields to default values.
std::string toString | ( | ) | const |
Returns string representation.
std::string clearedAlias |
Clearing limit admin related.
Definition at line 91 of file NewExpiry.h.
std::string contractSymbol |
See Naming Convention on Appendix D.
Definition at line 144 of file NewExpiry.h.
bool crossOrderSupported |
Indicates if Cross order is supported in the market.
Definition at line 164 of file NewExpiry.h.
std::string currency |
The currency that the market is traded on.
Definition at line 88 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 78 of file NewExpiry.h.
bool gtAllowed |
Indicates if GTC is allowed in the market.
Definition at line 161 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 155 of file NewExpiry.h.
std::string hubAlias |
Alias of the hub for the contract/market.
Definition at line 109 of file NewExpiry.h.
int hubId |
ID of the hub for the contract/market.
Definition at line 106 of file NewExpiry.h.
int incrementPrice |
Minimum increment premium price for this market.
Definition at line 54 of file NewExpiry.h.
int incrementQty |
Minimum increment quantity for this market.
Definition at line 57 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 61 of file NewExpiry.h.
std::string marketDesc |
Description of the market.
Definition at line 64 of file NewExpiry.h.
MarketId marketId |
Unique identifier of a market.
Definition at line 45 of file NewExpiry.h.
short marketTypeId |
Market type ID.
Definition at line 48 of file NewExpiry.h.
short maturityDay |
Day of the month.
Definition at line 73 of file NewExpiry.h.
short maturityMonth |
Month range 1-12.
Definition at line 70 of file NewExpiry.h.
short maturityYear |
4 digit year.
Definition at line 67 of file NewExpiry.h.
Price maxPrice |
Maximum Price.
Definition at line 97 of file NewExpiry.h.
std::string micCode |
Market Identifier Code for the market.
Definition at line 122 of file NewExpiry.h.
bool miFIDRegulatedMarket |
Indicates MIFID-II market.
Definition at line 170 of file NewExpiry.h.
Price minPrice |
Minimum Price.
Definition at line 94 of file NewExpiry.h.
int minQty |
Minimum quantity for this market.
Definition at line 81 of file NewExpiry.h.
char numDecimalsOptionsPrice |
Denominator for the price field.
Definition at line 151 of file NewExpiry.h.
int numOfCycles |
Number of cycle (days, hours, MWh, etc.) for a contract.
Definition at line 182 of file NewExpiry.h.
int offExchangeIncrementOptionPrice |
Off exchange options increment price. NumDecimalsOptionsPrice should be applied to this field.
Definition at line 141 of file NewExpiry.h.
int offExchangeIncrementPrice |
Off exchange increment price. OrderPriceDenominator should be applied to this field.
Definition at line 137 of file NewExpiry.h.
int offExchangeIncrementQty |
Off exchange increment qty. OffExchangeIncrementQtyDenominator should be applied to this field.
Definition at line 133 of file NewExpiry.h.
char offExchangeIncrementQtyDenominator |
Denominator for OffExchangeIncrementQty.
Definition at line 129 of file NewExpiry.h.
char orderPriceDenominator |
Denominator for the order price fields in this market.
Definition at line 51 of file NewExpiry.h.
int productId |
ID of the product that the contract/market is under.
Definition at line 100 of file NewExpiry.h.
std::string productName |
Name of the product that the contract/market is under.
Definition at line 103 of file NewExpiry.h.
short screenLastTradeDay |
Screen last trade day of the month.
Definition at line 179 of file NewExpiry.h.
short screenLastTradeMonth |
Screen last trade month, range 1-12.
Definition at line 176 of file NewExpiry.h.
short screenLastTradeYear |
Screen last trade year, 4 digits.
Definition at line 173 of file NewExpiry.h.
SettlementType::Enum settlementType |
Settlement type.
Definition at line 158 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 119 of file NewExpiry.h.
int stripId |
ID of the strip for the contract/market.
Definition at line 112 of file NewExpiry.h.
std::string stripName |
Name of the strip for the contract/market.
Definition at line 115 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 148 of file NewExpiry.h.
std::string unitOfMeasure |
Unit Of Measure.
Definition at line 167 of file NewExpiry.h.
char unitQtyDenominator |
Denominator for UnitQuantity. This field will be ‘'0’` for most of the markets.
Definition at line 126 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 85 of file NewExpiry.h.