#include <NewOptionsStrategyDefinition.h>

Classes
struct	Hedge

struct	Leg

Public Types
enum	{ messageType = 'U' }

typedef std::vector< Leg >	Legs

typedef std::vector< Hedge >	Hedges

Public Member Functions
	NewOptionsStrategyDefinition ()

	NewOptionsStrategyDefinition (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	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	optionsExpirationYear

short	optionsExpirationMonth

short	optionsExpirationDay

short	marketTypeId

bool	overrideBlockMin

int	numOfCycles

Price	minPrice

Price	maxPrice

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 233 of file NewOptionsStrategyDefinition.h.

typedef std::vector<Leg> Legs

Alias for collection of Legs.

Definition at line 193 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

NewOptionsStrategyDefinition ( )

Default constructor.

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

Initialize from raw message data.

Member Function Documentation

void deserialize	(	const char *	data,
		std::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 53 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 105 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 89 of file NewOptionsStrategyDefinition.h.

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 82 of file NewOptionsStrategyDefinition.h.

Hedges hedges

Collection of Hedges.

Definition at line 236 of file NewOptionsStrategyDefinition.h.

int incrementPrice

Minimum increment premium price for this market.

Definition at line 62 of file NewOptionsStrategyDefinition.h.

int incrementQty

Minimum increment quantity for this market.

Definition at line 65 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 76 of file NewOptionsStrategyDefinition.h.

bool isTradable

Indicates if the contract is tradable.

Definition at line 111 of file NewOptionsStrategyDefinition.h.

bool legDealSuppressed

Indicates whether leg deals are suppressed.

Definition at line 108 of file NewOptionsStrategyDefinition.h.

Legs legs

Collection of Legs.

Definition at line 196 of file NewOptionsStrategyDefinition.h.

MarketId marketId

Unique identifier of the market.

Definition at line 47 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.

Price maxPrice

Maximum price. OrderPriceDenominator should be applied to this field.

Definition at line 140 of file NewOptionsStrategyDefinition.h.

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 85 of file NewOptionsStrategyDefinition.h.

Price minPrice

Minimum price. OrderPriceDenominator should be applied to this field.

Definition at line 136 of file NewOptionsStrategyDefinition.h.

int minQty

Minimum quantity for this market.

Definition at line 68 of file NewOptionsStrategyDefinition.h.

int numOfCycles

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

Definition at line 132 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 59 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 72 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 93 of file NewOptionsStrategyDefinition.h.

std::string strategySymbol

Strategy Symbol.

Definition at line 79 of file NewOptionsStrategyDefinition.h.

bool testMarketIndicator

Indicates Test Market.

Definition at line 100 of file NewOptionsStrategyDefinition.h.

TradingStatus::Enum tradingStatus

See Appendix A on trading status codes.

Definition at line 56 of file NewOptionsStrategyDefinition.h.

MarketId underlyingMarketId

Unique identifier of the underlying market.

Definition at line 50 of file NewOptionsStrategyDefinition.h.

char unitQtyDenominator

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

Definition at line 97 of file NewOptionsStrategyDefinition.h.

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

OnixS/ICE/iMpact/MarketData/Messages/NewOptionsStrategyDefinition.h

Classes

Public Types