![]() | Table of Content | AllowOptions Property ![]() |
FuturesStrategyDefinitionEventArgs Properties |
The FuturesStrategyDefinitionEventArgs type exposes the following members.
Name | Description | |
---|---|---|
![]() | AllowOptions |
Indicate if the market supports option markets.
|
![]() | AllowsImplied |
Indicate if implication is done for a given spread market and its
given outright leg markets.
|
![]() | BlockDetails |
Collection of BlockDetails.
|
![]() | BlockTickValue |
Identifies the monetary amount per tick move when calculated for Off-
Exchange trades.
|
![]() | ClearedAlias |
Clearing limit admin related.
|
![]() | ContractSymbol |
See Naming Convention on Appendix D.
|
![]() | Currency |
Currency.
|
![]() | DealPriceDenominator |
Denominator for the deal price fields in the market. For most markets,
this is the same as `OrderPriceDenominator`.
|
![]() | ExchangeSilo |
Exchange silo code for the market.
|
![]() | GTAllowed |
Indicates if GTC is allowed in the market.
|
![]() | HedgeOnly |
Indicate if the contract is for hedge only.
|
![]() | HubAlias |
Alias of the hub for the contract/market.
|
![]() | HubId |
ID of the hub for the contract/market.
|
![]() | HubName |
Hub Name.
|
![]() | IncrementPrice |
Minimum increment premium price for this market.
|
![]() | IncrementQty |
Minimum increment quantity for this market.
|
![]() | IsBlockOnly |
Indicates if Market is only tradable via ICE Block Trade. This also
means the screen trading is not allowed for the market.
|
![]() | IsInterested |
Is a flag allows the user to specify that the product is interested to user.
|
![]() | IsTradable |
Indicate if the contract is tradable.
|
![]() | LegDealSuppressed |
Indicates whether leg deals are suppressed.
|
![]() | Legs |
Collection of Legs.
|
![]() | MarketDesc |
Description of the market.
|
![]() | MarketId |
Unique identifier of the market.
|
![]() | MaturityDay |
Day of the month.
|
![]() | MaturityMonth |
Month range 1-12.
|
![]() | MaturityYear |
4 digit year.
|
![]() | MaxPrice |
Maximum Price. `OrderPriceDenominator` should be applied to this
field.
|
![]() | MICCode |
Market Identifier Code for the market.
|
![]() | MIFIDRegulatedMarket |
Indicates MIFID-II market.
|
![]() | MinPrice |
Minimum Price. `OrderPriceDenominator` should be applied to this
field.
|
![]() | MinQty |
Minimum quantity for this market.
|
![]() | NumDecimalsOptionsPrice |
Only used for `OffExchangeIncrementOptionPrice`.
|
![]() | NumOfCycles |
Number of cycles (days, hours, MWh, etc) for a contract.
|
![]() | NumOfMarkets |
The number of markets for the given market type.
|
![]() | OffExchangeIncrementOptionPrice |
Off exchange options increment price. `NumDecimalsOptionsPrice` should
be applied to this field.
|
![]() | OffExchangeIncrementPrice |
Off exchange increment price. `OrderPriceDenominator` should be
applied to this field.
|
![]() | OffExchangeIncrementQty |
Off exchange increment qty. `OffExchangeIncrementQtyDenominator`
should be applied to this field.
|
![]() | OffExchangeIncrementQtyDenominator |
Denominator for `OffExchangeIncrementQty`.
|
![]() | OrderPriceDenominator |
Denominator for the order price fields in this market.
|
![]() | OverrideBlockMin |
Indicates whether the Block Minimum can be overridden for the market.
|
![]() | ProductId |
ID of the product that the contract/market is under.
|
![]() | ProductName |
Name of the product that the contract/market is under.
|
![]() | RequestMarketType |
See Appendix C for the list of market types and IDs.
|
![]() | RequestSeqId |
The original request sequence ID assigned by client, unique per
session.
|
![]() | ScreenTickValue |
Identifies the monetary amount per tick move when calculated from the
Central Limit Order Book.
|
![]() | SecuritySubType |
Contains the Strategy Code for defined market where applicable. See
Appendix E for list of codes.
|
![]() | SettlePriceDenominator |
Denominator for the settlement price fields in the market. For most
markets, this is the same as `DealPriceDenominator`.
|
![]() | StrategySymbol |
Strategy Symbol.
|
![]() | StripBeginDate |
Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and
716.
|
![]() | StripEndDate |
Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and
716.
|
![]() | StripId |
ID of the strip for the contract/market.
|
![]() | StripName |
Name of the strip for the contract/market.
|
![]() | StripType |
Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and
716 and for future use when combos with.
|
![]() | TestMarketIndicator |
Indicates Test Market.
|
![]() | TickValueDenominator |
Denominator for ScreenTickValue and BlockTickValue.
|
![]() | TradingStatus |
See Appendix A on trading status codes.
|
![]() | UnderlyingISIN |
The ISIN of the security this market is associated with. This is
currently only populated for Liffe Equity markets.
|
![]() | UnitOfMeasure |
Unit Of Measure.
|
![]() | UnitQtyDenominator |
Denominator for `UnitQuantity`. This field will be `0` for most of the
markets.
|
![]() | UnitQuantity |
The quantity in unit of measurement per lot. For example, it is 1000
barrels per lot for Brent. `UnitQtyDenominator` should be applied to
get correct `UnitQuantity`.
|