FuturesStrategyLegDefinition Class 
| FuturesStrategyLegDefinition Class | Table of Content | MarketId Property |
| FuturesStrategyLegDefinition Properties |
The FuturesStrategyLegDefinition type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | MarketId |
Unique identifier of a market.
|
| Ratio |
Number of option contracts per increment quantity.
|
| RatioPriceDenominator |
The price ratio is the fractional weighted price component
per leg in the strategy. Using a Q4 2017 set as composite
strategy as an example, each leg Oct 2017, Nov 2017 and
Dec 2017 will have 3 as the LegRatioPriceDenominator.
|
| RatioPriceNumerator |
The price ratio is the fractional weighted price component
per leg in the strategy. Using a Q4 2017 set as composite
strategy as an example, each leg Oct 2017, Nov 2017 and
Dec 2017 will have 1 as the LegRatioPriceNumerator.
|
| RatioQtyDenominator |
The quantity ratio represents the proportion of each of
the leg of interproduct spreads. The Leg ratio denominator
will be set to 1 for most products not but will be used in
future product launches.
|
| RatioQtyNumerator |
The quantity ratio represents the proportion of each of
the leg of interproduct spreads. Using Gas Oil crack as
an example. This will be set to 4 for the Gas oil leg
and 3 for the Brent leg.
|
| Side |
Leg side.
|
| StrategyCode |
The strategy code for the leg.
If set, this field can be used to obtain the next level
of granularity of the strategy. If it is not set, the
LegMarketID is the most granular level for the market.
See Appendix E for list of codes.
|
See Also