#include <NewOptionsMarketDefinition.h>

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]

NewOptionsMarketDefinition ( )

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.