NewOptionsMarketDefinitionEventArgs Class | Table of Content | ContractSymbol Property |
NewOptionsMarketDefinitionEventArgs Properties |
The NewOptionsMarketDefinitionEventArgs type exposes the following members.
Name | Description | |
---|---|---|
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.
| |
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`.
| |
FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition>.) | |
FlexAllowed |
Indicates if flexible strikes can be created for the option market.
| |
GTAllowed |
Indicates if GTC is allowed in the market.
| |
GuaranteedCrossSupported |
Indicates if Guarantee Cross is supported 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.
| |
IncrementPremiumPrice |
Price increment for the option 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.
| |
IsBundled |
This field is true if messages has been received within bundle (see BundleMarker).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition>.) | |
IsInterested |
Is a flag allows the user to specify that the product is interested to user.
| |
IsTradable |
Indicates if the contract is tradable.
| |
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,
| |
MarketDesc |
Description of the market.
| |
MarketId |
Unique identifier of the option market.
| |
MarketTypeId |
See Appendix C for the list of market types and IDs.
| |
MaxOptionsPrice |
Maximum premium price for the option.
| |
MIFIDRegulatedMarket |
Indicates MIFID-II market.
| |
MinOptionsPrice |
Minimum premium price for the option.
| |
MinQty |
Minimum quantity for this market.
| |
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.
| |
OptionsExpirationDay |
Day of the month.
| |
OptionsExpirationMonth |
Month range 1-12.
| |
OptionsExpirationType |
Options expiration type.
| |
OptionsExpirationYear |
4 digit year.
| |
OptionsStyle |
Options style.
| |
OptionType |
Option type.
| |
OrderPriceDenominator |
Denominator for the order price fields in this market.
| |
ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsMarketDefinition>.) | |
ScreenLastTradeDay |
Screen last trade day of the month.
| |
ScreenLastTradeMonth |
Screen last trade month, range 1-12.
| |
ScreenLastTradeYear |
Screen last trade year, 4 digits.
| |
SentTime |
Date-time of the message sent.
(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.
| |
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.
| |
UnderlyingMarketId |
Underlying Futures/OTC market id. This market id links to the product
definition of the futures market.
| |
UnitOfMeasure |
Unit Of Measure.
| |
UnitQtyDenominator |
Denominator for UnitQuantity. This field will be `'0'` for most of the
markets.
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