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

#include <NewFuturesStrategyDefinition.h>

Classes

struct  Leg
 

Public Types

enum  { messageType = '9' }
 
typedef std::vector< LegLegs
 

Public Member Functions

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

Public Attributes

MarketId marketId
 
std::string contractSymbol
 
TradingStatus::Enum tradingStatus
 
char orderPriceDenominator
 
int incrementPrice
 
int incrementQty
 
int minQty
 
SecuritySubType::Enum securitySubType
 
bool isBlockOnly
 
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
 
short oldNumOfCycles
 
short marketTypeId
 
bool overrideBlockMin
 
int numOfCycles
 
std::string unitOfMeasure
 
std::string currency
 
Legs legs
 

Detailed Description

Definition at line 38 of file NewFuturesStrategyDefinition.h.

Member Typedef Documentation

typedef std::vector<Leg> Legs

Alias for collection of Legs.

Definition at line 252 of file NewFuturesStrategyDefinition.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 41 of file NewFuturesStrategyDefinition.h.

Constructor & Destructor Documentation

Default constructor.

NewFuturesStrategyDefinition ( 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 107 of file NewFuturesStrategyDefinition.h.

bool allowsImplied

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

Definition at line 114 of file NewFuturesStrategyDefinition.h.

std::string clearedAlias

Clearing limit admin related.

Definition at line 110 of file NewFuturesStrategyDefinition.h.

std::string contractSymbol

See Naming Convention on Appendix D.

Definition at line 47 of file NewFuturesStrategyDefinition.h.

std::string currency

Currency.

Definition at line 205 of file NewFuturesStrategyDefinition.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 96 of file NewFuturesStrategyDefinition.h.

ExchangeSilo::Enum exchangeSilo

Exchange silo code for the market.

Definition at line 152 of file NewFuturesStrategyDefinition.h.

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 76 of file NewFuturesStrategyDefinition.h.

bool hedgeOnly

Indicate if the contract is for hedge only.

Definition at line 149 of file NewFuturesStrategyDefinition.h.

std::string hubAlias

Alias of the hub for the contract/market.

Definition at line 128 of file NewFuturesStrategyDefinition.h.

int hubId

ID of the hub for the contract/market.

Definition at line 173 of file NewFuturesStrategyDefinition.h.

int incrementPrice

Minimum increment premium price for this market.

Definition at line 56 of file NewFuturesStrategyDefinition.h.

int incrementQty

Minimum increment quantity for this market.

Definition at line 59 of file NewFuturesStrategyDefinition.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 70 of file NewFuturesStrategyDefinition.h.

bool isTradable

Indicate if the contract is tradable.

Definition at line 134 of file NewFuturesStrategyDefinition.h.

bool legDealSuppressed

Indicates whether leg deals are suppressed.

Definition at line 186 of file NewFuturesStrategyDefinition.h.

Legs legs

Collection of Legs.

Definition at line 255 of file NewFuturesStrategyDefinition.h.

std::string marketDesc

Description of the market.

Definition at line 82 of file NewFuturesStrategyDefinition.h.

MarketId marketId

Unique identifier of the market.

Definition at line 44 of file NewFuturesStrategyDefinition.h.

short marketTypeId

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

Definition at line 192 of file NewFuturesStrategyDefinition.h.

short maturityDay

Day of the month.

Definition at line 91 of file NewFuturesStrategyDefinition.h.

short maturityMonth

Month range 1-12.

Definition at line 88 of file NewFuturesStrategyDefinition.h.

short maturityYear

4 digit year.

Definition at line 85 of file NewFuturesStrategyDefinition.h.

Price maxPrice

Maximum Price. OrderPriceDenominator should be applied to this field.

Definition at line 122 of file NewFuturesStrategyDefinition.h.

std::string micCode

Market Identifier Code for the market.

Definition at line 141 of file NewFuturesStrategyDefinition.h.

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 79 of file NewFuturesStrategyDefinition.h.

Price minPrice

Minimum Price. OrderPriceDenominator should be applied to this field.

Definition at line 118 of file NewFuturesStrategyDefinition.h.

int minQty

Minimum quantity for this market.

Definition at line 62 of file NewFuturesStrategyDefinition.h.

char numDecimalsOptionsPrice

Only used for OffExchangeIncrementOptionPrice.

Definition at line 104 of file NewFuturesStrategyDefinition.h.

int numOfCycles

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

Definition at line 199 of file NewFuturesStrategyDefinition.h.

int offExchangeIncrementOptionPrice

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

Definition at line 167 of file NewFuturesStrategyDefinition.h.

int offExchangeIncrementPrice

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

Definition at line 163 of file NewFuturesStrategyDefinition.h.

int offExchangeIncrementQty

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

Definition at line 159 of file NewFuturesStrategyDefinition.h.

char offExchangeIncrementQtyDenominator

Denominator for OffExchangeIncrementQty.

Definition at line 155 of file NewFuturesStrategyDefinition.h.

short oldNumOfCycles

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

Definition at line 189 of file NewFuturesStrategyDefinition.h.

char orderPriceDenominator

Denominator for the order price fields in this market.

Definition at line 53 of file NewFuturesStrategyDefinition.h.

bool overrideBlockMin

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

Definition at line 195 of file NewFuturesStrategyDefinition.h.

int productId

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

Definition at line 170 of file NewFuturesStrategyDefinition.h.

std::string productName

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

Definition at line 125 of file NewFuturesStrategyDefinition.h.

SecuritySubType::Enum securitySubType

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

Definition at line 66 of file NewFuturesStrategyDefinition.h.

char settlePriceDenominator

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

Definition at line 138 of file NewFuturesStrategyDefinition.h.

std::string strategySymbol

Strategy Symbol.

Definition at line 73 of file NewFuturesStrategyDefinition.h.

int stripId

ID of the strip for the contract/market.

Definition at line 176 of file NewFuturesStrategyDefinition.h.

std::string stripName

Name of the strip for the contract/market.

Definition at line 131 of file NewFuturesStrategyDefinition.h.

bool testMarketIndicator

Indicates Test Market.

Definition at line 183 of file NewFuturesStrategyDefinition.h.

TradingStatus::Enum tradingStatus

See Appendix A on trading status codes.

Definition at line 50 of file NewFuturesStrategyDefinition.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 180 of file NewFuturesStrategyDefinition.h.

std::string unitOfMeasure

Unit of measure.

Definition at line 202 of file NewFuturesStrategyDefinition.h.

char unitQtyDenominator

Denominator for UnitQuantity. Clients should also apply UnitQtyDenominator when calculating LotSize. This field will be 0 for most of the markets.

Definition at line 146 of file NewFuturesStrategyDefinition.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 101 of file NewFuturesStrategyDefinition.h.


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