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

#include <NewOptionsMarketDefinition.h>

Public Types

enum  { messageType = 'l' }
 

Public Member Functions

 NewOptionsMarketDefinition ()
 
 NewOptionsMarketDefinition (const char *data, size_t dataSize)
 
void deserialize (const char *data, 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 numOfCycles
 
short marketTypeId
 

Detailed Description

Definition at line 36 of file NewOptionsMarketDefinition.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 39 of file NewOptionsMarketDefinition.h.

Constructor & Destructor Documentation

Default constructor.

NewOptionsMarketDefinition ( 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

std::string contractSymbol

See Naming Convention on Appendix D.

Definition at line 49 of file NewOptionsMarketDefinition.h.

bool crossOrderSupported

Indicates if Cross order is supported in the market.

Definition at line 145 of file NewOptionsMarketDefinition.h.

std::string currency

The currency that the market is traded on.

Definition at line 83 of file NewOptionsMarketDefinition.h.

char dealPriceDenominator

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

Definition at line 77 of file NewOptionsMarketDefinition.h.

bool flexAllowed

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

Definition at line 132 of file NewOptionsMarketDefinition.h.

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 142 of file NewOptionsMarketDefinition.h.

bool guaranteedCrossSupported

Indicates if Guarantee Cross is supported in the market.

Definition at line 148 of file NewOptionsMarketDefinition.h.

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 116 of file NewOptionsMarketDefinition.h.

int incrementPremiumPrice

Price increment for the option market.

Definition at line 95 of file NewOptionsMarketDefinition.h.

int incrementQty

Minimum increment quantity for this market.

Definition at line 58 of file NewOptionsMarketDefinition.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 139 of file NewOptionsMarketDefinition.h.

bool isTradable

Indicates if the contract is tradable.

Definition at line 166 of file NewOptionsMarketDefinition.h.

int lotSize

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

Definition at line 62 of file NewOptionsMarketDefinition.h.

std::string marketDesc

Description of the market.

Definition at line 65 of file NewOptionsMarketDefinition.h.

MarketId marketId

Unique identifier of the option market.

Definition at line 42 of file NewOptionsMarketDefinition.h.

short marketTypeId

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

Definition at line 172 of file NewOptionsMarketDefinition.h.

Price maxOptionsPrice

Maximum premium price for the option.

Definition at line 92 of file NewOptionsMarketDefinition.h.

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 154 of file NewOptionsMarketDefinition.h.

Price minOptionsPrice

Minimum premium price for the option.

Definition at line 89 of file NewOptionsMarketDefinition.h.

int minQty

Minimum quantity for this market.

Definition at line 80 of file NewOptionsMarketDefinition.h.

char numDecimalsStrikePrice

Denominator for the strike price field.

Definition at line 86 of file NewOptionsMarketDefinition.h.

short numOfCycles

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

Definition at line 169 of file NewOptionsMarketDefinition.h.

short optionsExpirationDay

Day of the month.

Definition at line 104 of file NewOptionsMarketDefinition.h.

short optionsExpirationMonth

Month range 1-12.

Definition at line 101 of file NewOptionsMarketDefinition.h.

OptionsExpirationType::Enum optionsExpirationType

Options expiration type.

Definition at line 110 of file NewOptionsMarketDefinition.h.

short optionsExpirationYear

4 digit year.

Definition at line 98 of file NewOptionsMarketDefinition.h.

OptionsStyle::Enum optionsStyle

Options style.

Definition at line 107 of file NewOptionsMarketDefinition.h.

OptionType::Enum optionType

Option type.

Definition at line 68 of file NewOptionsMarketDefinition.h.

char orderPriceDenominator

Denominator for the order price fields in this market.

Definition at line 55 of file NewOptionsMarketDefinition.h.

short screenLastTradeDay

Screen last trade day of the month.

Definition at line 163 of file NewOptionsMarketDefinition.h.

short screenLastTradeMonth

Screen last trade month, range 1-12.

Definition at line 160 of file NewOptionsMarketDefinition.h.

short screenLastTradeYear

Screen last trade year, 4 digits.

Definition at line 157 of file NewOptionsMarketDefinition.h.

SettlementType::Enum settlementType

Settlement type.

Definition at line 135 of file NewOptionsMarketDefinition.h.

char settlePriceDenominator

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

Definition at line 120 of file NewOptionsMarketDefinition.h.

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 73 of file NewOptionsMarketDefinition.h.

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 129 of file NewOptionsMarketDefinition.h.

TradingStatus::Enum tradingStatus

See Appendix A on trading status codes.

Definition at line 52 of file NewOptionsMarketDefinition.h.

MarketId underlyingMarketId

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

Definition at line 46 of file NewOptionsMarketDefinition.h.

std::string unitOfMeasure

Unit Of Measure.

Definition at line 151 of file NewOptionsMarketDefinition.h.

char unitQtyDenominator

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

Definition at line 124 of file NewOptionsMarketDefinition.h.


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