NewOptionsMarketDefinitionEventArgs Class | Table of Content | ContractSymbol Property |
NewOptionsMarketDefinitionEventArgs Properties |
The NewOptionsMarketDefinitionEventArgs type exposes the following members.
Name | Description | |
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BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition>.) | |
ContractSymbol |
See Naming Convention on Appendix D.
| |
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.
| |
FeedId |
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition>.) | |
FlexAllowed |
Indicates if flexible strikes can be created for the option market.
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GTAllowed |
Indicates if GTC is allowed in the market.
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GuaranteedCrossSupported |
Indicates if Guarantee Cross is supported in the market.
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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.
| |
IncrementPremiumPrice |
Price increment for the option market.
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IncrementQty |
Minimum increment quantity for this market.
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IsBlockOnly |
Indicates if Market is only tradable via ICE Block Trade. This also
means the screen trading is not allowed for the market.
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IsBundled |
Bundle marker. This field is true if messages has been received within bundle (see NewOptionsMarketDefinition).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition>.) | |
IsInterested |
Is a flag allows the user to specify that the product is interested to user.
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IsTradable |
Indicates if the contract is tradable.
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Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition>.) | |
LotSize |
The lot size is minimum size of contracts in lots.
It is multiplier to determine the total lots.
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MarketDescription |
Description of the market.
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MarketId |
Unique identifier of a market.
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MarketTypeId |
See Appendix C for the list of market types and IDs.
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MaxOptionsPrice |
Maximum premium price for the option.
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MIFIDRegulatedMarket |
Indicates MIFID-II market.
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MinOptionsPrice |
Minimum premium price for the option.
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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::NewOptionsMarketDefinition>.) | |
NumDecimalsStrikePrice |
Denominator for the strike price field.
| |
NumOfCycles |
Number of cycle (days, hours, MWh, etc.) for a contract.
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OptionsExpirationDate |
Options Expiration Date.
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OptionsExpirationType |
Options expiration type.
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OptionsStyle |
Options settlement type.
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OptionType |
Option type.
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OrderPriceDenominator |
Denominator for the order price fields in this market.
| |
ReceivingTime |
Time when the UDP packet was received by Handler.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition>.) | |
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::NewOptionsMarketDefinition>.) | |
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::NewOptionsMarketDefinition>.) | |
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::NewOptionsMarketDefinition>.) | |
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.
| |
StrikePrice |
Strike Price of the option. Used in conjunction with the NumDecimalsStrikePrice.
This is often different from the premium price decimals.
| |
TickValue |
A market's tick value is the cash value of one tick (one minimum price
movement). OrderPriceDenominator should be applied to get the real value.
| |
TradingStatus |
See appendix A on trading status codes.
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UnderlyingMarketId |
Underlying Futures/OTC market id.
This market id links to the product definition of the futures market.
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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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