OnixS ICE iMpact Multicast Price Feed Handler C++ library 8.18.0
API documentation
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OptionsProductDefinition Struct Reference

Classes

struct  BlockDetail

Public Types

enum  
typedef std::vector< BlockDetailBlockDetails

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

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< 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

◆ BlockDetails

typedef std::vector<BlockDetail> BlockDetails

Alias for collection of BlockDetails.

Definition at line 216 of file OptionsProductDefinition.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message type constant.

Enumerator
messageType 'p' 

Definition at line 41 of file OptionsProductDefinition.h.

Constructor & Destructor Documentation

◆ OptionsProductDefinition() [1/2]

Default constructor.

◆ OptionsProductDefinition() [2/2]

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

Initialize from raw message data.

Member Function Documentation

◆ deserialize()

void deserialize ( const char * data,
std::size_t dataSize )

Deserialize from raw data.

◆ reset()

void reset ( )

Reset all fields to default values.

◆ toString()

std::string toString ( ) const

Returns string representation.

Member Data Documentation

◆ blockDetails

BlockDetails blockDetails

Collection of BlockDetails.

Definition at line 219 of file OptionsProductDefinition.h.

◆ blockTickValue

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.

◆ contractSize

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.

◆ contractSizeDenominator

Optional<char> contractSizeDenominator

Denominator for ContractSize.

Definition at line 240 of file OptionsProductDefinition.h.

◆ contractSymbol

std::string contractSymbol

See Naming Convention on Appendix D.

Definition at line 61 of file OptionsProductDefinition.h.

◆ contractSymbolExtra

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.

◆ crossOrderSupported

bool crossOrderSupported

Indicates if Cross order is supported in the market.

Definition at line 164 of file OptionsProductDefinition.h.

◆ currency

std::string currency

The currency that the market is traded on.

Definition at line 95 of file OptionsProductDefinition.h.

◆ dealPriceDenominator

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.

◆ flexAllowed

bool flexAllowed

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

Definition at line 151 of file OptionsProductDefinition.h.

◆ gtAllowed

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 161 of file OptionsProductDefinition.h.

◆ guaranteedCrossSupported

bool guaranteedCrossSupported

Indicates if Guarantee Cross is supported in the market.

Definition at line 167 of file OptionsProductDefinition.h.

◆ hedgeMarketId

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.

◆ incrementPremiumPrice

int incrementPremiumPrice

Price increment for the option market.

Definition at line 107 of file OptionsProductDefinition.h.

◆ incrementQty

int incrementQty

Minimum increment quantity for this market.

Definition at line 70 of file OptionsProductDefinition.h.

◆ isBlockOnly

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.

◆ isin

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.

◆ isTradable

bool isTradable

Indicates if the contract is tradable.

Definition at line 193 of file OptionsProductDefinition.h.

◆ lotSize

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.

◆ marketDesc

std::string marketDesc

Description of the market.

Definition at line 77 of file OptionsProductDefinition.h.

◆ marketId

MarketId marketId

Unique identifier of the option market.

Definition at line 54 of file OptionsProductDefinition.h.

◆ maxOptionsPrice

Price maxOptionsPrice

Maximum premium price for the option.

Definition at line 104 of file OptionsProductDefinition.h.

◆ miFIDRegulatedMarket

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 173 of file OptionsProductDefinition.h.

◆ minOptionsPrice

Price minOptionsPrice

Minimum premium price for the option.

Definition at line 101 of file OptionsProductDefinition.h.

◆ minQty

int minQty

Minimum quantity for this market.

Definition at line 92 of file OptionsProductDefinition.h.

◆ numDecimalsStrikePrice

char numDecimalsStrikePrice

Denominator for the strike price field.

Definition at line 98 of file OptionsProductDefinition.h.

◆ numOfCycles

Optional<int> numOfCycles

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

Definition at line 247 of file OptionsProductDefinition.h.

◆ numOfMarkets

int numOfMarkets

The number of options markets for the given market type.

Definition at line 125 of file OptionsProductDefinition.h.

◆ oldTickValue

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.

◆ optionsExpirationDay

short optionsExpirationDay

Day of the month.

Definition at line 116 of file OptionsProductDefinition.h.

◆ optionsExpirationMonth

short optionsExpirationMonth

Month range 1-12.

Definition at line 113 of file OptionsProductDefinition.h.

◆ optionsExpirationType

OptionsExpirationType::Enum optionsExpirationType

Options expiration type.

Definition at line 122 of file OptionsProductDefinition.h.

◆ optionsExpirationYear

short optionsExpirationYear

4 digit year.

Definition at line 110 of file OptionsProductDefinition.h.

◆ optionsStyle

OptionsStyle::Enum optionsStyle

Options style.

Definition at line 119 of file OptionsProductDefinition.h.

◆ optionType

OptionType::Enum optionType

Option type.

Definition at line 80 of file OptionsProductDefinition.h.

◆ orderPriceDenominator

char orderPriceDenominator

Denominator for the order price fields in this market.

Definition at line 67 of file OptionsProductDefinition.h.

◆ overrideBlockMin

Optional<bool> overrideBlockMin

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

Definition at line 222 of file OptionsProductDefinition.h.

◆ productId

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.

◆ requestMarketType

MarketType requestMarketType

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

Definition at line 51 of file OptionsProductDefinition.h.

◆ requestSeqId

int requestSeqId

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

Definition at line 48 of file OptionsProductDefinition.h.

◆ screenLastTradeDay

short screenLastTradeDay

Screen last trade day of the month.

Definition at line 190 of file OptionsProductDefinition.h.

◆ screenLastTradeMonth

short screenLastTradeMonth

Screen last trade month, range 1-12.

Definition at line 187 of file OptionsProductDefinition.h.

◆ screenLastTradeYear

short screenLastTradeYear

Screen last trade year, 4 digits.

Definition at line 184 of file OptionsProductDefinition.h.

◆ screenTickValue

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

SettlementType::Enum settlementType

Settlement type.

Definition at line 154 of file OptionsProductDefinition.h.

◆ settlePriceDenominator

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.

◆ strikePrice

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.

◆ testMarketIndicator

bool testMarketIndicator

Indicates Test Market.

Definition at line 176 of file OptionsProductDefinition.h.

◆ tickValueDenominator

Optional<char> tickValueDenominator

Denominator for ScreenTickValue and BlockTickValue.

Definition at line 237 of file OptionsProductDefinition.h.

◆ tradingStatus

TradingStatus::Enum tradingStatus

See Appendix A on trading status codes.

Definition at line 64 of file OptionsProductDefinition.h.

◆ underlyingMarketId

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.

◆ unitOfMeasure

std::string unitOfMeasure

Unit Of Measure.

Definition at line 170 of file OptionsProductDefinition.h.

◆ unitQtyDenominator

char unitQtyDenominator

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

Definition at line 144 of file OptionsProductDefinition.h.