Definition at line 38 of file OptionsProductDefinition.h.
Initialize from raw message data.
||const char *
Deserialize from raw data.
Reset all fields to default values.
Returns string representation.
Identifies the monetary amount per tick move when calculated for Off- Exchange trades.
Definition at line 232 of file OptionsProductDefinition.h.
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.
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.
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.
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.
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.
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.
Number of cycles (days, hours, MWh, etc) for a contract. Replaces OldNumOfCycles (id=38).
Definition at line 246 of file OptionsProductDefinition.h.
Number of cycle (days, hours, MWh, etc.) for a contract. Use NumOfCycles (id=50) instead.
Definition at line 217 of file OptionsProductDefinition.h.
ScreentickValue and BlockTickValue instead of this field.
OrderPriceDenominator should be applied to get the real value.
Definition at line 145 of file OptionsProductDefinition.h.
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.
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.
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.
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.
The documentation for this struct was generated from the following file: