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

#include <OptionsStrategyDefinition.h>

Classes

struct  BlockDetail
 
struct  Hedge
 
struct  Leg
 

Public Types

enum  { messageType = 'q' }
 
typedef std::vector< LegLegs
 
typedef std::vector< HedgeHedges
 
typedef std::vector< BlockDetailBlockDetails
 

Public Member Functions

 OptionsStrategyDefinition ()
 
 OptionsStrategyDefinition (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 incrementPrice
 
int incrementQty
 
int minQty
 
SecuritySubType::Enum securitySubType
 
bool isBlockOnly
 
int numOfMarkets
 
std::string strategySymbol
 
bool gtAllowed
 
bool miFIDRegulatedMarket
 
char dealPriceDenominator
 
char settlePriceDenominator
 
char unitQtyDenominator
 
bool testMarketIndicator
 
std::string contractSymbolExtra
 
bool legDealSuppressed
 
bool isTradable
 
Legs legs
 
Hedges hedges
 
BlockDetails blockDetails
 
Optional< short > oldNumOfCycles
 
Optional< DateoptionsExpirationDate
 
Optional< bool > overrideBlockMin
 
Optional< int > productId
 
Optional< int > numOfCycles
 

Detailed Description

Definition at line 39 of file OptionsStrategyDefinition.h.

Member Typedef Documentation

typedef std::vector<BlockDetail> BlockDetails

Alias for collection of BlockDetails.

Definition at line 229 of file OptionsStrategyDefinition.h.

typedef std::vector<Hedge> Hedges

Alias for collection of Hedges.

Definition at line 206 of file OptionsStrategyDefinition.h.

typedef std::vector<Leg> Legs

Alias for collection of Legs.

Definition at line 169 of file OptionsStrategyDefinition.h.

Member Enumeration Documentation

anonymous enum

Message type constant.

Enumerator
messageType 

Definition at line 42 of file OptionsStrategyDefinition.h.

Constructor & Destructor Documentation

Default constructor.

OptionsStrategyDefinition ( 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 232 of file OptionsStrategyDefinition.h.

std::string contractSymbol

See Naming Convention on Appendix D.

Definition at line 58 of file OptionsStrategyDefinition.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 113 of file OptionsStrategyDefinition.h.

char dealPriceDenominator

Denominator for the deal price fields in the market. For most markets, this is the same as OrderPriceDenominator.

Definition at line 97 of file OptionsStrategyDefinition.h.

bool gtAllowed

Indicates if GTC is allowed in the market.

Definition at line 90 of file OptionsStrategyDefinition.h.

Hedges hedges

Collection of Hedges.

Definition at line 209 of file OptionsStrategyDefinition.h.

int incrementPrice

Minimum increment premium price for this market.

Definition at line 67 of file OptionsStrategyDefinition.h.

int incrementQty

Minimum increment quantity for this market.

Definition at line 70 of file OptionsStrategyDefinition.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 81 of file OptionsStrategyDefinition.h.

bool isTradable

Indicates if the contract is tradable.

Definition at line 119 of file OptionsStrategyDefinition.h.

bool legDealSuppressed

Indicates whether leg deals are suppressed.

Definition at line 116 of file OptionsStrategyDefinition.h.

Legs legs

Collection of Legs.

Definition at line 172 of file OptionsStrategyDefinition.h.

MarketId marketId

Unique identifier of the market.

Definition at line 52 of file OptionsStrategyDefinition.h.

bool miFIDRegulatedMarket

Indicates MIFID-II market.

Definition at line 93 of file OptionsStrategyDefinition.h.

int minQty

Minimum quantity for this market.

Definition at line 73 of file OptionsStrategyDefinition.h.

Optional<int> numOfCycles

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

Definition at line 251 of file OptionsStrategyDefinition.h.

int numOfMarkets

The number of options markets for the given market type.

Definition at line 84 of file OptionsStrategyDefinition.h.

Optional<short> oldNumOfCycles

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

Definition at line 236 of file OptionsStrategyDefinition.h.

Optional<Date> optionsExpirationDate

Last date that the option market can be traded and should be removed from the system.

Definition at line 240 of file OptionsStrategyDefinition.h.

char orderPriceDenominator

Denominator for the order price fields in this market.

Definition at line 64 of file OptionsStrategyDefinition.h.

Optional<bool> overrideBlockMin

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

Definition at line 243 of file OptionsStrategyDefinition.h.

Optional<int> productId

The product id for the market. For options, the ProductID will be that of the underlying product.

Definition at line 247 of file OptionsStrategyDefinition.h.

MarketType requestMarketType

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

Definition at line 49 of file OptionsStrategyDefinition.h.

int requestSeqId

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

Definition at line 46 of file OptionsStrategyDefinition.h.

SecuritySubType::Enum securitySubType

Contains the Strategy Code for defined market where applicable. See Appendix E for list of codes.

Definition at line 77 of file OptionsStrategyDefinition.h.

char settlePriceDenominator

Denominator for the settlement price fields in the market. For most markets, this is the same as DealPriceDenominator.

Definition at line 101 of file OptionsStrategyDefinition.h.

std::string strategySymbol

Strategy Symbol.

Definition at line 87 of file OptionsStrategyDefinition.h.

bool testMarketIndicator

Indicates Test Market.

Definition at line 108 of file OptionsStrategyDefinition.h.

TradingStatus::Enum tradingStatus

See Appendix A on trading status codes.

Definition at line 61 of file OptionsStrategyDefinition.h.

MarketId underlyingMarketId

Unique identifier of the underlying market.

Definition at line 55 of file OptionsStrategyDefinition.h.

char unitQtyDenominator

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

Definition at line 105 of file OptionsStrategyDefinition.h.


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