NewExpiryEventArgs Class 
| NewExpiryEventArgs Class | Table of Content | ClearedAlias Property |
| NewExpiryEventArgs Properties |
The NewExpiryEventArgs type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) |
| ClearedAlias |
Clearing limit admin related.
|
| ContractSymbol |
See Naming Convention on Appendix D.
|
| CrossOrderSupported |
Indicates if Cross order is supported in the market.
|
| Currency |
The currency that the market is traded on.
|
| DealPriceDenominator |
Denominator for the deal price fields in the market.
For most markets, this is the same as OrderPriceDenominator.
However, it could be different for some crack or spread markets.
|
| FeedId |
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) |
| GTAllowed |
Indicates if GTC is allowed in the market.
|
| HedgeMarketId |
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.
|
| HubAlias |
Alias of the hub for the contract/market.
|
| HubId |
ID of the hub for the contract/market.
|
| IncrementPrice |
Minimum increment price for this market.
|
| IncrementQty |
Minimum increment quantity for this market.
|
| IsBundled |
Bundle marker. This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) |
| IsInterested |
Is a flag allows the user to specify that the product is interested to user.
|
| Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) |
| LotSize |
The lot size is minimum size of contracts in lots.
It is multiplier to determine the total lots.
|
| MarketDescription |
Description of the market.
|
| MarketId |
Unique identifier of a market.
|
| MarketTypeId |
Market type ID.
|
| MaturityDate |
Maturity date.
|
| MaxPrice |
Maximum Price.
|
| MICCode |
Market Identifier Code for the market.
|
| MIFIDRegulatedMarket |
Indicates MIFID-II market.
|
| MinPrice |
Minimum Price.
|
| MinQty |
Minimum quantity for this market.
|
| NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) |
| NumDecimalsOptionsPrice |
Denominator for the price field.
|
| NumOfCycles |
Number of cycle (days, hours, MWh, etc.) for a contract.
|
| 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.
|
| ProductId |
ID of the product that the contract/market is under.
|
| ProductName |
Name of the product that the contract/market is under.
|
| ReceivingTime |
Time when the UDP packet was received by Handler.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) |
| ScreenLastTradeDate |
ScreenLastTradeDate is the last date, by Exchange rule, that the
market is available for trading on the Central Order Book. It applies
to all cleared instruments on the trading platform.
|
| SentTime |
DateTime object created using number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) |
| SequenceNumber |
Each message is assigned a sequence number that increases monotonically on the server side. To save
bandwidth, the sequence number is a field in the block header, instead of every message. The sequence number
for the first message is used in the header, and the client is expected to derive the sequence numbers for
subsequent messages in the block. In the case of a heartbeat which includes only header in the block, the
expected next sequence number is used.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) |
| SessionNumber |
The session number is used so that a client can easily detect when a new session has started after the daily
maintenance window or failure on the server side. It should stay the same for a given multicast channel until a
new session has started. It should be noted that the same number can be used by different multicast channels.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) |
| SettlementType |
Settlement Type.
|
| SettlePriceDenominator |
Denominator for the settlement price fields in the market.
For most markets, this is the same as DealPriceDenominator.
|
| StripId |
ID of the strip for the contract/market.
|
| StripName |
Name of the strip for the contract/market.
|
| 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. Clients should also apply UnitQtyDenominator when calculating LotSize.
This field will be '0' or most of the markets.
|
| UnitQuantity |
The quantity in unit of measurement per lot.
For example, it is 1000 barrels per lot for Brent.
|
See Also