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OnixS ICE iMpact Multicast Price Feed Handler C++ library
8.18.0
API documentation
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OnixS ICE iMpact Multicast Price Feed Handler C++ library
8.18.0
API documentation
|
#include <OptionsProductDefinition.h>
Classes | |
| struct | BlockDetail |
Public Types | |
| enum | { messageType = 'p' } |
| typedef std::vector< BlockDetail > | BlockDetails |
Public Member Functions | |
| OptionsProductDefinition () | |
| OptionsProductDefinition (const char *data, std::size_t dataSize) | |
| void | deserialize (const char *data, std::size_t dataSize) |
| void | reset () |
| std::string | toString () const |
Definition at line 38 of file OptionsProductDefinition.h.
| typedef std::vector<BlockDetail> BlockDetails |
Alias for collection of BlockDetails.
Definition at line 216 of file OptionsProductDefinition.h.
| anonymous enum |
Message type constant.
| Enumerator | |
|---|---|
| messageType | |
Definition at line 41 of file OptionsProductDefinition.h.
Default constructor.
| OptionsProductDefinition | ( | const char * | data, |
| std::size_t | dataSize | ||
| ) |
Initialize from raw message data.
| 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.
| BlockDetails blockDetails |
Collection of BlockDetails.
Definition at line 219 of file OptionsProductDefinition.h.
| Optional<long long> blockTickValue |
Identifies the monetary amount per tick move when calculated for Off- Exchange trades.
Definition at line 234 of file OptionsProductDefinition.h.
| Optional<int> contractSize |
The deliverable quantity of a stock, commodity, or other financial instrument that underlies a futures or options contract.
Definition at line 226 of file OptionsProductDefinition.h.
| Optional<char> contractSizeDenominator |
Denominator for ContractSize.
Definition at line 240 of file OptionsProductDefinition.h.
| std::string contractSymbol |
See Naming Convention on Appendix D.
Definition at line 61 of file OptionsProductDefinition.h.
| std::string contractSymbolExtra |
Extra contract symbol. Some contract symbols might contain more than 35 characters. Clients should append this field to ContractSymbol (Offset 19) to get the complete contract symbol.
Definition at line 136 of file OptionsProductDefinition.h.
| bool crossOrderSupported |
Indicates if Cross order is supported in the market.
Definition at line 164 of file OptionsProductDefinition.h.
| std::string currency |
The currency that the market is traded on.
Definition at line 95 of file OptionsProductDefinition.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 OptionsProductDefinition.h.
| bool flexAllowed |
Indicates if flexible strikes can be created for the option market.
Definition at line 151 of file OptionsProductDefinition.h.
| bool gtAllowed |
Indicates if GTC is allowed in the market.
Definition at line 161 of file OptionsProductDefinition.h.
| bool guaranteedCrossSupported |
Indicates if Guarantee Cross is supported in the market.
Definition at line 167 of file OptionsProductDefinition.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 131 of file OptionsProductDefinition.h.
| int incrementPremiumPrice |
Price increment for the option market.
Definition at line 107 of file OptionsProductDefinition.h.
| int incrementQty |
Minimum increment quantity for this market.
Definition at line 70 of file OptionsProductDefinition.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 158 of file OptionsProductDefinition.h.
| std::string isin |
This ISIN is only supported for MiFID Regulated Markets. Of the MiFID markets, only Futures and Options markets will support ISINs; some strategies will have an ISIN.
Definition at line 181 of file OptionsProductDefinition.h.
| bool isTradable |
Indicates if the contract is tradable.
Definition at line 193 of file OptionsProductDefinition.h.
| int lotSize |
The lot size is minimum size of contracts in lots. It is multiplier to determine the total lots.
Definition at line 74 of file OptionsProductDefinition.h.
| std::string marketDesc |
Description of the market.
Definition at line 77 of file OptionsProductDefinition.h.
| MarketId marketId |
Unique identifier of the option market.
Definition at line 54 of file OptionsProductDefinition.h.
| Price maxOptionsPrice |
Maximum premium price for the option.
Definition at line 104 of file OptionsProductDefinition.h.
| bool miFIDRegulatedMarket |
Indicates MIFID-II market.
Definition at line 173 of file OptionsProductDefinition.h.
| Price minOptionsPrice |
Minimum premium price for the option.
Definition at line 101 of file OptionsProductDefinition.h.
| int minQty |
Minimum quantity for this market.
Definition at line 92 of file OptionsProductDefinition.h.
| char numDecimalsStrikePrice |
Denominator for the strike price field.
Definition at line 98 of file OptionsProductDefinition.h.
| Optional<int> numOfCycles |
Number of cycles (days, hours, MWh, etc) for a contract.
Definition at line 247 of file OptionsProductDefinition.h.
| int numOfMarkets |
The number of options markets for the given market type.
Definition at line 125 of file OptionsProductDefinition.h.
| long long oldTickValue |
Use ScreentickValue and BlockTickValue instead of this field. OrderPriceDenominator should be applied to get the real value.
Definition at line 148 of file OptionsProductDefinition.h.
| short optionsExpirationDay |
Day of the month.
Definition at line 116 of file OptionsProductDefinition.h.
| short optionsExpirationMonth |
Month range 1-12.
Definition at line 113 of file OptionsProductDefinition.h.
| OptionsExpirationType::Enum optionsExpirationType |
Options expiration type.
Definition at line 122 of file OptionsProductDefinition.h.
| short optionsExpirationYear |
4 digit year.
Definition at line 110 of file OptionsProductDefinition.h.
| OptionsStyle::Enum optionsStyle |
Options style.
Definition at line 119 of file OptionsProductDefinition.h.
| OptionType::Enum optionType |
Option type.
Definition at line 80 of file OptionsProductDefinition.h.
| char orderPriceDenominator |
Denominator for the order price fields in this market.
Definition at line 67 of file OptionsProductDefinition.h.
| Optional<bool> overrideBlockMin |
Indicates whether the Block Minimum can be overridden for the market.
Definition at line 222 of file OptionsProductDefinition.h.
| Optional<int> productId |
The product id for the market. For options, the ProductID will be that of the underlying product.
Definition at line 244 of file OptionsProductDefinition.h.
| MarketType requestMarketType |
See Appendix C for the list of market types and IDs.
Definition at line 51 of file OptionsProductDefinition.h.
| int requestSeqId |
The original request sequence ID assigned by client, unique per session.
Definition at line 48 of file OptionsProductDefinition.h.
| short screenLastTradeDay |
Screen last trade day of the month.
Definition at line 190 of file OptionsProductDefinition.h.
| short screenLastTradeMonth |
Screen last trade month, range 1-12.
Definition at line 187 of file OptionsProductDefinition.h.
| short screenLastTradeYear |
Screen last trade year, 4 digits.
Definition at line 184 of file OptionsProductDefinition.h.
| Optional<long long> screenTickValue |
Identifies the monetary amount per tick move when calculated from the Central Limit Order Book.
Definition at line 230 of file OptionsProductDefinition.h.
| SettlementType::Enum settlementType |
Settlement type.
Definition at line 154 of file OptionsProductDefinition.h.
| char settlePriceDenominator |
Denominator for the settlement price fields in the market. For most markets, this is the same as DealPriceDenominator.
Definition at line 140 of file OptionsProductDefinition.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 85 of file OptionsProductDefinition.h.
| bool testMarketIndicator |
Indicates Test Market.
Definition at line 176 of file OptionsProductDefinition.h.
| Optional<char> tickValueDenominator |
Denominator for ScreenTickValue and BlockTickValue.
Definition at line 237 of file OptionsProductDefinition.h.
| TradingStatus::Enum tradingStatus |
See Appendix A on trading status codes.
Definition at line 64 of file OptionsProductDefinition.h.
| MarketId underlyingMarketId |
Underlying Futures/OTC market id. This market id links to the product definition of the futures market.
Definition at line 58 of file OptionsProductDefinition.h.
| std::string unitOfMeasure |
Unit Of Measure.
Definition at line 170 of file OptionsProductDefinition.h.
| char unitQtyDenominator |
Denominator for UnitQuantity. This field will be 0 for most of the markets.
Definition at line 144 of file OptionsProductDefinition.h.