OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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NewFuturesStrategyDefinition Struct Reference

Classes

struct  Leg

Public Types

enum  
typedef std::vector< Leg > Legs

Public Member Functions

 NewFuturesStrategyDefinition ()
 NewFuturesStrategyDefinition (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
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 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

◆ Legs

typedef std::vector<Leg> Legs

Alias for collection of Legs.

Definition at line 254 of file NewFuturesStrategyDefinition.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType '9' 

Definition at line 41 of file NewFuturesStrategyDefinition.h.

Constructor & Destructor Documentation

◆ NewFuturesStrategyDefinition() [1/2]

NewFuturesStrategyDefinition ( )

Default constructor.

◆ NewFuturesStrategyDefinition() [2/2]

NewFuturesStrategyDefinition ( const char * data,
std::size_t dataSize )

Initialize from raw message data.

Member Function Documentation

◆ deserialize()

void deserialize ( const char * data,
std::size_t dataSize )

Deserialize from raw data.

◆ reset()

void reset ( )

Reset all fields to default values.

◆ toString()

std::string toString ( ) const

Returns string representation.

Member Data Documentation

◆ allowOptions

bool allowOptions

Indicate if the market supports option markets.

Definition at line 110 of file NewFuturesStrategyDefinition.h.

◆ allowsImplied

bool allowsImplied

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

Definition at line 117 of file NewFuturesStrategyDefinition.h.

◆ clearedAlias

std::string clearedAlias

Clearing limit admin related.

Definition at line 113 of file NewFuturesStrategyDefinition.h.

◆ contractSymbol

std::string contractSymbol

See Naming Convention on Appendix D.

Definition at line 50 of file NewFuturesStrategyDefinition.h.

◆ currency

std::string currency

Currency.

Definition at line 204 of file NewFuturesStrategyDefinition.h.

◆ dealPriceDenominator

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 99 of file NewFuturesStrategyDefinition.h.

◆ exchangeSilo

ExchangeSilo::Enum exchangeSilo

Exchange silo code for the market.

Definition at line 155 of file NewFuturesStrategyDefinition.h.

◆ gtAllowed

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 79 of file NewFuturesStrategyDefinition.h.

◆ hedgeOnly

bool hedgeOnly

Indicate if the contract is for hedge only.

Definition at line 152 of file NewFuturesStrategyDefinition.h.

◆ hubAlias

std::string hubAlias

Alias of the hub for the contract/market.

Definition at line 131 of file NewFuturesStrategyDefinition.h.

◆ hubId

int hubId

ID of the hub for the contract/market.

Definition at line 176 of file NewFuturesStrategyDefinition.h.

◆ incrementPrice

int incrementPrice

Minimum increment premium price for this market.

Definition at line 59 of file NewFuturesStrategyDefinition.h.

◆ incrementQty

int incrementQty

Minimum increment quantity for this market.

Definition at line 62 of file NewFuturesStrategyDefinition.h.

◆ isBlockOnly

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 73 of file NewFuturesStrategyDefinition.h.

◆ isTradable

bool isTradable

Indicate if the contract is tradable.

Definition at line 137 of file NewFuturesStrategyDefinition.h.

◆ legDealSuppressed

bool legDealSuppressed

Indicates whether leg deals are suppressed.

Definition at line 189 of file NewFuturesStrategyDefinition.h.

◆ legs

Legs legs

Collection of Legs.

Definition at line 257 of file NewFuturesStrategyDefinition.h.

◆ marketDesc

std::string marketDesc

Description of the market.

Definition at line 85 of file NewFuturesStrategyDefinition.h.

◆ marketId

MarketId marketId

Unique identifier of the market.

Definition at line 47 of file NewFuturesStrategyDefinition.h.

◆ marketTypeId

short marketTypeId

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

Definition at line 192 of file NewFuturesStrategyDefinition.h.

◆ maturityDay

short maturityDay

Day of the month.

Definition at line 94 of file NewFuturesStrategyDefinition.h.

◆ maturityMonth

short maturityMonth

Month range 1-12.

Definition at line 91 of file NewFuturesStrategyDefinition.h.

◆ maturityYear

short maturityYear

4 digit year.

Definition at line 88 of file NewFuturesStrategyDefinition.h.

◆ maxPrice

Price maxPrice

Maximum Price. OrderPriceDenominator should be applied to this field.

Definition at line 125 of file NewFuturesStrategyDefinition.h.

◆ micCode

std::string micCode

Market Identifier Code for the market.

Definition at line 144 of file NewFuturesStrategyDefinition.h.

◆ miFIDRegulatedMarket

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 82 of file NewFuturesStrategyDefinition.h.

◆ minPrice

Price minPrice

Minimum Price. OrderPriceDenominator should be applied to this field.

Definition at line 121 of file NewFuturesStrategyDefinition.h.

◆ minQty

int minQty

Minimum quantity for this market.

Definition at line 65 of file NewFuturesStrategyDefinition.h.

◆ numDecimalsOptionsPrice

char numDecimalsOptionsPrice

Only used for OffExchangeIncrementOptionPrice.

Definition at line 107 of file NewFuturesStrategyDefinition.h.

◆ numOfCycles

int numOfCycles

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

Definition at line 198 of file NewFuturesStrategyDefinition.h.

◆ offExchangeIncrementOptionPrice

int offExchangeIncrementOptionPrice

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

Definition at line 170 of file NewFuturesStrategyDefinition.h.

◆ offExchangeIncrementPrice

int offExchangeIncrementPrice

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

Definition at line 166 of file NewFuturesStrategyDefinition.h.

◆ offExchangeIncrementQty

int offExchangeIncrementQty

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

Definition at line 162 of file NewFuturesStrategyDefinition.h.

◆ offExchangeIncrementQtyDenominator

char offExchangeIncrementQtyDenominator

Denominator for OffExchangeIncrementQty.

Definition at line 158 of file NewFuturesStrategyDefinition.h.

◆ orderPriceDenominator

char orderPriceDenominator

Denominator for the order price fields in this market.

Definition at line 56 of file NewFuturesStrategyDefinition.h.

◆ overrideBlockMin

bool overrideBlockMin

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

Definition at line 195 of file NewFuturesStrategyDefinition.h.

◆ productId

int productId

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

Definition at line 173 of file NewFuturesStrategyDefinition.h.

◆ productName

std::string productName

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

Definition at line 128 of file NewFuturesStrategyDefinition.h.

◆ securitySubType

SecuritySubType::Enum securitySubType

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

Definition at line 69 of file NewFuturesStrategyDefinition.h.

◆ settlePriceDenominator

char settlePriceDenominator

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

Definition at line 141 of file NewFuturesStrategyDefinition.h.

◆ strategySymbol

std::string strategySymbol

Strategy Symbol.

Definition at line 76 of file NewFuturesStrategyDefinition.h.

◆ stripId

int stripId

ID of the strip for the contract/market.

Definition at line 179 of file NewFuturesStrategyDefinition.h.

◆ stripName

std::string stripName

Name of the strip for the contract/market.

Definition at line 134 of file NewFuturesStrategyDefinition.h.

◆ testMarketIndicator

bool testMarketIndicator

Indicates Test Market.

Definition at line 186 of file NewFuturesStrategyDefinition.h.

◆ tradingStatus

TradingStatus::Enum tradingStatus

See Appendix A on trading status codes.

Definition at line 53 of file NewFuturesStrategyDefinition.h.

◆ underlyingISIN

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 183 of file NewFuturesStrategyDefinition.h.

◆ unitOfMeasure

std::string unitOfMeasure

Unit of measure.

Definition at line 201 of file NewFuturesStrategyDefinition.h.

◆ unitQtyDenominator

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 149 of file NewFuturesStrategyDefinition.h.

◆ unitQuantity

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 104 of file NewFuturesStrategyDefinition.h.