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Product Definitions

This section provides information about product definitions, available on the ICE Exchange, and their representation in the OnixS Multicast Price Feed Handler API.

Types of Product Definitions

The ICE Exchange provides following types of product definitions:

  • Futures/OTC
  • Options
  • Options Strategy
  • Futures Strategy

The product definitions could be received in two ways:

  • By request (TCP)
  • During the day (UDP)

The table below describes how the product definitions represented in the OnixS ICE iMpact Multicast Price Feed Handler API:

Product DefinitionSecurity TypeEvent (TCP)Event (UDP)
Futures/OTC FuturesFuturesProductDefinitionReceivedNewExpiryReceived
Options OptionsOptionsProductDefinitionReceivedNewOptionsMarketDefinitionReceived
Options Strategy UdsOptionsMarketsOptionsStrategyDefinitionReceivedNewOptionsStrategyDefinitionReceived
Futures Strategy UdsFuturesMarketsFuturesStrategyDefinitionReceivedNewFuturesStrategyDefinitionReceived
Receive Product Definitions Only

The Handler provides a special mode when it only receives product definitions and then stopped. To activate this mode you need to set ReceiveProductDefinitionsOnly to true. After this, you can create and start the Handler in the usual way, but the behavior will be different. The Handler establishes a TCP connection to the ICE server, sends a Login request, and according to market subscriptions, sends Product Definition requests. When all the requested product definitions are received, the Handler stops. The Handler's state changes in the following sequence:

  1. Stopped
  2. Started
  3. SecurityDefinitionsRecoveryStarted
  4. SecurityDefinitionsRecoveryFinished
  5. Stopped

This mode is using, if you want to periodically update information about product definitions in your local store and have a simple implementation without tracking the Handler state and calling the Stop() method to stop the Handler.

See Also