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

#include <NewOptionsStrategyDefinition.h>

Classes

struct  Hedge
 
struct  Leg
 

Public Types

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

Public Member Functions

 NewOptionsStrategyDefinition ()
 
 NewOptionsStrategyDefinition (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 incrementPrice
 
int incrementQty
 
int minQty
 
SecuritySubType::Enum securitySubType
 
bool isBlockOnly
 
std::string strategySymbol
 
bool gtAllowed
 
bool miFIDRegulatedMarket
 
char dealPriceDenominator
 
char settlePriceDenominator
 
char unitQtyDenominator
 
bool testMarketIndicator
 
std::string contractSymbolExtra
 
bool legDealSuppressed
 
bool isTradable
 
short numOfCycles
 
short optionsExpirationYear
 
short optionsExpirationMonth
 
short optionsExpirationDay
 
short marketTypeId
 
bool overrideBlockMin
 
Legs legs
 
Hedges hedges
 

Detailed Description

Definition at line 38 of file NewOptionsStrategyDefinition.h.

Member Typedef Documentation

typedef std::vector<Hedge> Hedges

Alias for collection of Hedges.

Definition at line 213 of file NewOptionsStrategyDefinition.h.

typedef std::vector<Leg> Legs

Alias for collection of Legs.

Definition at line 179 of file NewOptionsStrategyDefinition.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 41 of file NewOptionsStrategyDefinition.h.

Constructor & Destructor Documentation

Default constructor.

NewOptionsStrategyDefinition ( 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 50 of file NewOptionsStrategyDefinition.h.

std::string contractSymbolExtra

Extra contract symbol. Some contract symbols might contain more than 35 characters. Clients should append this field to ContractSymbol (Offset 11) to get the complete contract symbol.

Definition at line 102 of file NewOptionsStrategyDefinition.h.

char dealPriceDenominator

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

Definition at line 86 of file NewOptionsStrategyDefinition.h.

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 79 of file NewOptionsStrategyDefinition.h.

Hedges hedges

Collection of Hedges.

Definition at line 216 of file NewOptionsStrategyDefinition.h.

int incrementPrice

Minimum increment premium price for this market.

Definition at line 59 of file NewOptionsStrategyDefinition.h.

int incrementQty

Minimum increment quantity for this market.

Definition at line 62 of file NewOptionsStrategyDefinition.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 73 of file NewOptionsStrategyDefinition.h.

bool isTradable

Indicates if the contract is tradable.

Definition at line 108 of file NewOptionsStrategyDefinition.h.

bool legDealSuppressed

Indicates whether leg deals are suppressed.

Definition at line 105 of file NewOptionsStrategyDefinition.h.

Legs legs

Collection of Legs.

Definition at line 182 of file NewOptionsStrategyDefinition.h.

MarketId marketId

Unique identifier of the market.

Definition at line 44 of file NewOptionsStrategyDefinition.h.

short marketTypeId

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

Definition at line 126 of file NewOptionsStrategyDefinition.h.

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 82 of file NewOptionsStrategyDefinition.h.

int minQty

Minimum quantity for this market.

Definition at line 65 of file NewOptionsStrategyDefinition.h.

short numOfCycles

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

Definition at line 111 of file NewOptionsStrategyDefinition.h.

short optionsExpirationDay

Day of the month. Last date that the option market can be traded and should be removed from the system.

Definition at line 123 of file NewOptionsStrategyDefinition.h.

short optionsExpirationMonth

Month range 1-12. Last date that the option market can be traded and should be removed from the system.

Definition at line 119 of file NewOptionsStrategyDefinition.h.

short optionsExpirationYear

4 digit year. Last date that the option market can be traded and should be removed from the system.

Definition at line 115 of file NewOptionsStrategyDefinition.h.

char orderPriceDenominator

Denominator for the order price fields in this market.

Definition at line 56 of file NewOptionsStrategyDefinition.h.

bool overrideBlockMin

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

Definition at line 129 of file NewOptionsStrategyDefinition.h.

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 NewOptionsStrategyDefinition.h.

char settlePriceDenominator

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

Definition at line 90 of file NewOptionsStrategyDefinition.h.

std::string strategySymbol

Strategy Symbol.

Definition at line 76 of file NewOptionsStrategyDefinition.h.

bool testMarketIndicator

Indicates Test Market.

Definition at line 97 of file NewOptionsStrategyDefinition.h.

TradingStatus::Enum tradingStatus

See Appendix A on trading status codes.

Definition at line 53 of file NewOptionsStrategyDefinition.h.

MarketId underlyingMarketId

Unique identifier of the underlying market.

Definition at line 47 of file NewOptionsStrategyDefinition.h.

char unitQtyDenominator

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

Definition at line 94 of file NewOptionsStrategyDefinition.h.


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