NewExpiryEventArgs Class | Table of Content | ClearedAlias Property |
NewExpiryEventArgs Properties |
The NewExpiryEventArgs type exposes the following members.
Name | Description | |
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BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) | |
ClearedAlias |
Clearing limit admin related.
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ContractSymbol |
See Naming Convention on Appendix D.
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CrossOrderSupported |
Indicates if Cross order is supported in the market.
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Currency |
The currency that the market is traded on.
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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 identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) | |
GTAllowed |
Indicates if GTC is allowed in the market.
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HedgeMarketId |
Market ID for the corresponding hedge market. It will be set to `-1`
when not applicable.
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HubAlias |
Alias of the hub for the contract/market.
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HubId |
ID of the hub for the contract/market.
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IncrementPrice |
Minimum increment premium price for this market.
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IncrementQty |
Minimum increment quantity for this market.
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IsBundled |
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,
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MarketDesc |
Description of the market.
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MarketId |
Unique identifier of a market.
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MarketTypeId |
Market type ID.
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MaturityDay |
Day of the month.
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MaturityMonth |
Month range 1-12.
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MaturityYear |
4 digit year.
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MaxPrice |
Maximum Price.
| |
MICCode |
Market Identifier Code for the market.
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MIFIDRegulatedMarket |
Indicates MIFID-II market.
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MinPrice |
Minimum Price.
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MinQty |
Minimum quantity for this market.
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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.
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ProductId |
ID of the product that the contract/market is under.
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ProductName |
Name of the product that the contract/market is under.
| |
ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewExpiry>.) | |
ScreenLastTradeDay |
Screen last trade day of the month.
| |
ScreenLastTradeMonth |
Screen last trade month, range 1-12.
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ScreenLastTradeYear |
Screen last trade year, 4 digits.
| |
SentTime |
Date-time of the message sent.
(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.
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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.
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UnderlyingISIN |
The ISIN of the security this market is associated with. This is
currently only populated for Liffe Equity markets.
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UnitOfMeasure |
Unit Of Measure.
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UnitQtyDenominator |
Denominator for UnitQuantity. This field will be `'0'` for most of the
markets.
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UnitQuantity |
The quantity in unit of measurement per lot. For example, it is 1000
barrels per lot for Brent.
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