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

Public Types

enum  

Public Member Functions

 NewOptionsMarketDefinition ()
 NewOptionsMarketDefinition (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
MarketId underlyingMarketId
std::string contractSymbol
TradingStatus::Enum tradingStatus
char orderPriceDenominator
int incrementQty
int lotSize
std::string marketDesc
OptionType::Enum optionType
Price strikePrice
char dealPriceDenominator
int minQty
std::string currency
char numDecimalsStrikePrice
Price minOptionsPrice
Price maxOptionsPrice
int incrementPremiumPrice
short optionsExpirationYear
short optionsExpirationMonth
short optionsExpirationDay
OptionsStyle::Enum optionsStyle
OptionsExpirationType::Enum optionsExpirationType
MarketId hedgeMarketId
char settlePriceDenominator
char unitQtyDenominator
long long tickValue
bool flexAllowed
SettlementType::Enum settlementType
bool isBlockOnly
bool gtAllowed
bool crossOrderSupported
bool guaranteedCrossSupported
std::string unitOfMeasure
bool miFIDRegulatedMarket
short screenLastTradeYear
short screenLastTradeMonth
short screenLastTradeDay
bool isTradable
short marketTypeId
int numOfCycles

Detailed Description

Definition at line 36 of file NewOptionsMarketDefinition.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType 'l' 

Definition at line 39 of file NewOptionsMarketDefinition.h.

Constructor & Destructor Documentation

◆ NewOptionsMarketDefinition() [1/2]

Default constructor.

◆ NewOptionsMarketDefinition() [2/2]

NewOptionsMarketDefinition ( 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

◆ contractSymbol

std::string contractSymbol

See Naming Convention on Appendix D.

Definition at line 52 of file NewOptionsMarketDefinition.h.

◆ crossOrderSupported

bool crossOrderSupported

Indicates if Cross order is supported in the market.

Definition at line 148 of file NewOptionsMarketDefinition.h.

◆ currency

std::string currency

The currency that the market is traded on.

Definition at line 86 of file NewOptionsMarketDefinition.h.

◆ dealPriceDenominator

char dealPriceDenominator

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

Definition at line 80 of file NewOptionsMarketDefinition.h.

◆ flexAllowed

bool flexAllowed

Indicates if flexible strikes can be created for the option market.

Definition at line 135 of file NewOptionsMarketDefinition.h.

◆ gtAllowed

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 145 of file NewOptionsMarketDefinition.h.

◆ guaranteedCrossSupported

bool guaranteedCrossSupported

Indicates if Guarantee Cross is supported in the market.

Definition at line 151 of file NewOptionsMarketDefinition.h.

◆ hedgeMarketId

MarketId hedgeMarketId

The underlying futures market ID for a serial option. The serial option market may or may not be a valid futures month and option will expire/exercise into a position held in this underlying market. It will be set to -1 when not applicable.

Definition at line 119 of file NewOptionsMarketDefinition.h.

◆ incrementPremiumPrice

int incrementPremiumPrice

Price increment for the option market.

Definition at line 98 of file NewOptionsMarketDefinition.h.

◆ incrementQty

int incrementQty

Minimum increment quantity for this market.

Definition at line 61 of file NewOptionsMarketDefinition.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 142 of file NewOptionsMarketDefinition.h.

◆ isTradable

bool isTradable

Indicates if the contract is tradable.

Definition at line 169 of file NewOptionsMarketDefinition.h.

◆ lotSize

int lotSize

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

Definition at line 65 of file NewOptionsMarketDefinition.h.

◆ marketDesc

std::string marketDesc

Description of the market.

Definition at line 68 of file NewOptionsMarketDefinition.h.

◆ marketId

MarketId marketId

Unique identifier of the option market.

Definition at line 45 of file NewOptionsMarketDefinition.h.

◆ marketTypeId

short marketTypeId

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

Definition at line 172 of file NewOptionsMarketDefinition.h.

◆ maxOptionsPrice

Price maxOptionsPrice

Maximum premium price for the option.

Definition at line 95 of file NewOptionsMarketDefinition.h.

◆ miFIDRegulatedMarket

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 157 of file NewOptionsMarketDefinition.h.

◆ minOptionsPrice

Price minOptionsPrice

Minimum premium price for the option.

Definition at line 92 of file NewOptionsMarketDefinition.h.

◆ minQty

int minQty

Minimum quantity for this market.

Definition at line 83 of file NewOptionsMarketDefinition.h.

◆ numDecimalsStrikePrice

char numDecimalsStrikePrice

Denominator for the strike price field.

Definition at line 89 of file NewOptionsMarketDefinition.h.

◆ numOfCycles

int numOfCycles

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

Definition at line 175 of file NewOptionsMarketDefinition.h.

◆ optionsExpirationDay

short optionsExpirationDay

Day of the month.

Definition at line 107 of file NewOptionsMarketDefinition.h.

◆ optionsExpirationMonth

short optionsExpirationMonth

Month range 1-12.

Definition at line 104 of file NewOptionsMarketDefinition.h.

◆ optionsExpirationType

OptionsExpirationType::Enum optionsExpirationType

Options expiration type.

Definition at line 113 of file NewOptionsMarketDefinition.h.

◆ optionsExpirationYear

short optionsExpirationYear

4 digit year.

Definition at line 101 of file NewOptionsMarketDefinition.h.

◆ optionsStyle

OptionsStyle::Enum optionsStyle

Options style.

Definition at line 110 of file NewOptionsMarketDefinition.h.

◆ optionType

OptionType::Enum optionType

Option type.

Definition at line 71 of file NewOptionsMarketDefinition.h.

◆ orderPriceDenominator

char orderPriceDenominator

Denominator for the order price fields in this market.

Definition at line 58 of file NewOptionsMarketDefinition.h.

◆ screenLastTradeDay

short screenLastTradeDay

Screen last trade day of the month.

Definition at line 166 of file NewOptionsMarketDefinition.h.

◆ screenLastTradeMonth

short screenLastTradeMonth

Screen last trade month, range 1-12.

Definition at line 163 of file NewOptionsMarketDefinition.h.

◆ screenLastTradeYear

short screenLastTradeYear

Screen last trade year, 4 digits.

Definition at line 160 of file NewOptionsMarketDefinition.h.

◆ settlementType

SettlementType::Enum settlementType

Settlement type.

Definition at line 138 of file NewOptionsMarketDefinition.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 123 of file NewOptionsMarketDefinition.h.

◆ strikePrice

Price strikePrice

Strike Price of the option. Used in conjunction with the NumDecimalsStrikePrice. This is often different from the premium price decimals.

Definition at line 76 of file NewOptionsMarketDefinition.h.

◆ tickValue

long long tickValue

A market's tick value is the cash value of one tick (one minimum price movement). OrderPriceDenominator should be applied to get the real value.

Definition at line 132 of file NewOptionsMarketDefinition.h.

◆ tradingStatus

TradingStatus::Enum tradingStatus

See Appendix A on trading status codes.

Definition at line 55 of file NewOptionsMarketDefinition.h.

◆ underlyingMarketId

MarketId underlyingMarketId

Underlying Futures/OTC market id. This market id links to the product definition of the futures market.

Definition at line 49 of file NewOptionsMarketDefinition.h.

◆ unitOfMeasure

std::string unitOfMeasure

Unit Of Measure.

Definition at line 154 of file NewOptionsMarketDefinition.h.

◆ unitQtyDenominator

char unitQtyDenominator

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

Definition at line 127 of file NewOptionsMarketDefinition.h.