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

#include <OptionsProductDefinition.h>

Classes

struct  BlockDetail
 

Public Types

enum  { messageType = 'p' }
 
typedef std::vector< BlockDetailBlockDetails
 

Public Member Functions

 OptionsProductDefinition ()
 
 OptionsProductDefinition (const char *data, size_t dataSize)
 
void deserialize (const char *data, size_t dataSize)
 
void reset ()
 
std::string toString () const
 

Public Attributes

int requestSeqId
 
MarketType requestMarketType
 
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
 
int numOfMarkets
 
MarketId hedgeMarketId
 
std::string contractSymbolExtra
 
char settlePriceDenominator
 
char unitQtyDenominator
 
long long oldTickValue
 
bool flexAllowed
 
SettlementType::Enum settlementType
 
bool isBlockOnly
 
bool gtAllowed
 
bool crossOrderSupported
 
bool guaranteedCrossSupported
 
std::string unitOfMeasure
 
bool miFIDRegulatedMarket
 
bool testMarketIndicator
 
std::string isin
 
short screenLastTradeYear
 
short screenLastTradeMonth
 
short screenLastTradeDay
 
bool isTradable
 
BlockDetails blockDetails
 
Optional< short > oldNumOfCycles
 
Optional< bool > overrideBlockMin
 
Optional< int > contractSize
 
Optional< long long > screenTickValue
 
Optional< long long > blockTickValue
 
Optional< char > tickValueDenominator
 
Optional< char > contractSizeDenominator
 
Optional< int > productId
 
Optional< int > numOfCycles
 

Detailed Description

Definition at line 38 of file OptionsProductDefinition.h.

Member Typedef Documentation

typedef std::vector<BlockDetail> BlockDetails

Alias for collection of BlockDetails.

Definition at line 210 of file OptionsProductDefinition.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 41 of file OptionsProductDefinition.h.

Constructor & Destructor Documentation

Default constructor.

OptionsProductDefinition ( 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

BlockDetails blockDetails

Collection of BlockDetails.

Definition at line 213 of file OptionsProductDefinition.h.

Optional<long long> blockTickValue

Identifies the monetary amount per tick move when calculated for Off- Exchange trades.

Definition at line 232 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 224 of file OptionsProductDefinition.h.

Optional<char> contractSizeDenominator

Denominator for ContractSize.

Definition at line 238 of file OptionsProductDefinition.h.

std::string contractSymbol

See Naming Convention on Appendix D.

Definition at line 58 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 133 of file OptionsProductDefinition.h.

bool crossOrderSupported

Indicates if Cross order is supported in the market.

Definition at line 161 of file OptionsProductDefinition.h.

std::string currency

The currency that the market is traded on.

Definition at line 92 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 86 of file OptionsProductDefinition.h.

bool flexAllowed

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

Definition at line 148 of file OptionsProductDefinition.h.

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 158 of file OptionsProductDefinition.h.

bool guaranteedCrossSupported

Indicates if Guarantee Cross is supported in the market.

Definition at line 164 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 128 of file OptionsProductDefinition.h.

int incrementPremiumPrice

Price increment for the option market.

Definition at line 104 of file OptionsProductDefinition.h.

int incrementQty

Minimum increment quantity for this market.

Definition at line 67 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 155 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 178 of file OptionsProductDefinition.h.

bool isTradable

Indicates if the contract is tradable.

Definition at line 190 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 71 of file OptionsProductDefinition.h.

std::string marketDesc

Description of the market.

Definition at line 74 of file OptionsProductDefinition.h.

MarketId marketId

Unique identifier of the option market.

Definition at line 51 of file OptionsProductDefinition.h.

Price maxOptionsPrice

Maximum premium price for the option.

Definition at line 101 of file OptionsProductDefinition.h.

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 170 of file OptionsProductDefinition.h.

Price minOptionsPrice

Minimum premium price for the option.

Definition at line 98 of file OptionsProductDefinition.h.

int minQty

Minimum quantity for this market.

Definition at line 89 of file OptionsProductDefinition.h.

char numDecimalsStrikePrice

Denominator for the strike price field.

Definition at line 95 of file OptionsProductDefinition.h.

Optional<int> numOfCycles

Number of cycles (days, hours, MWh, etc) for a contract. Replaces OldNumOfCycles (id=38).

Definition at line 246 of file OptionsProductDefinition.h.

int numOfMarkets

The number of options markets for the given market type.

Definition at line 122 of file OptionsProductDefinition.h.

Optional<short> oldNumOfCycles

Number of cycle (days, hours, MWh, etc.) for a contract. Use NumOfCycles (id=50) instead.

Definition at line 217 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 145 of file OptionsProductDefinition.h.

short optionsExpirationDay

Day of the month.

Definition at line 113 of file OptionsProductDefinition.h.

short optionsExpirationMonth

Month range 1-12.

Definition at line 110 of file OptionsProductDefinition.h.

OptionsExpirationType::Enum optionsExpirationType

Options expiration type.

Definition at line 119 of file OptionsProductDefinition.h.

short optionsExpirationYear

4 digit year.

Definition at line 107 of file OptionsProductDefinition.h.

OptionsStyle::Enum optionsStyle

Options style.

Definition at line 116 of file OptionsProductDefinition.h.

OptionType::Enum optionType

Option type.

Definition at line 77 of file OptionsProductDefinition.h.

char orderPriceDenominator

Denominator for the order price fields in this market.

Definition at line 64 of file OptionsProductDefinition.h.

Optional<bool> overrideBlockMin

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

Definition at line 220 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 242 of file OptionsProductDefinition.h.

MarketType requestMarketType

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

Definition at line 48 of file OptionsProductDefinition.h.

int requestSeqId

The original request sequence ID assigned by client, unique per session.

Definition at line 45 of file OptionsProductDefinition.h.

short screenLastTradeDay

Screen last trade day of the month.

Definition at line 187 of file OptionsProductDefinition.h.

short screenLastTradeMonth

Screen last trade month, range 1-12.

Definition at line 184 of file OptionsProductDefinition.h.

short screenLastTradeYear

Screen last trade year, 4 digits.

Definition at line 181 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 228 of file OptionsProductDefinition.h.

SettlementType::Enum settlementType

Settlement type.

Definition at line 151 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 137 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 82 of file OptionsProductDefinition.h.

bool testMarketIndicator

Indicates Test Market.

Definition at line 173 of file OptionsProductDefinition.h.

Optional<char> tickValueDenominator

Denominator for ScreenTickValue and BlockTickValue.

Definition at line 235 of file OptionsProductDefinition.h.

TradingStatus::Enum tradingStatus

See Appendix A on trading status codes.

Definition at line 61 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 55 of file OptionsProductDefinition.h.

std::string unitOfMeasure

Unit Of Measure.

Definition at line 167 of file OptionsProductDefinition.h.

char unitQtyDenominator

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

Definition at line 141 of file OptionsProductDefinition.h.


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