forwardNewOptionsStrategyDefinitionEventArgs Class   Table of ContentContractSymbol Property forward
NewOptionsStrategyDefinitionEventArgs Properties

The NewOptionsStrategyDefinitionEventArgs type exposes the following members.

Properties
  NameDescription
Public propertyBlockSequenceNumber
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition>.)
Public propertyContractSymbol
See Naming Convention on Appendix D.
Public propertyContractSymbolExtra
Extra contract symbol. Some contract symbols might contain more than 35 characters. Clients should append this field to ContractSymbol (Offset 11) to get the complete contract symbol.
Public propertyDealPriceDenominator
Denominator for the deal price fields in the market. For most markets, this is the same as OrderPriceDenominator.
Public propertyFeedId
Feed ID.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition>.)
Public propertyGTAllowed
Indicates if GTC is allowed in the market. Means the screen trading is not allowed for the market.
Public propertyHedges
Collection of strategy hedge definitions.
Public propertyIncrementPrice
Minimum increment premium price for this market.
Public propertyIncrementQty
Minimum increment quantity for this market.
Public propertyIsBlockOnly
Indicates if Market is only tradable via ICE Block Trade. This also means the screen trading is not allowed for the market.
Public propertyIsBundled
Bundle marker. This field is true if messages has been received within bundle (see NewOptionsStrategyDefinition).
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition>.)
Public propertyIsInterested
Is a flag allows the user to specify that the product is interested to user.
Public propertyIsTradable
Indicates if the contract is tradable.
Public propertyLatency
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition>.)
Public propertyLegDealSuppressed
Indicates whether leg deals are suppressed.
Public propertyLegs
Collection of strategy leg definitions.
Public propertyMarketId
Unique identifier of a market.
Public propertyMarketTypeId
See Appendix C for the list of makret types and IDs.
Public propertyMIFIDRegulatedMarket
Indicates MIFID-II market.
Public propertyMinQty
Minimum increment premium price for this market.
Public propertyNumberOfMessages
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition>.)
Public propertyNumOfCycles
Number of cycle (days, hours, MWh, etc.) for a contract.
Public propertyOptionsExpirationDay
Day of the month. Last date that the option market can be traded and should be removed from the system.
Public propertyOptionsExpirationMonth
Month range 1-12. Last date that the option market can be traded and should be removed from the system.
Public propertyOptionsExpirationYear
4 digit year. Last date that the option market can be traded and should be removed from the system.
Public propertyOrderPriceDenominator
Denominator for the order price fields in this market.
Public propertyOverrideBlockMin
Indicates whether the Block Minimum can be overridden for the market.
Public propertyReceivingTime
Time when the UDP packet was received by Handler.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition>.)
Public propertySecuritySubType
Contains the Strategy Code for defined market where applicable. See Appendix E for list of codes.
Public propertySentTime
DateTime object created using number of milliseconds since Jan 1st, 1970, 00:00:00 GMT.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewOptionsStrategyDefinition>.)
Public propertySequenceNumber
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::NewOptionsStrategyDefinition>.)
Public propertySessionNumber
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::NewOptionsStrategyDefinition>.)
Public propertySettlePriceDenominator
Denominator for the settlement price fields in the market. For most markets, this is the same as DealPriceDenominator.
Public propertyStrategySymbol
Strategy Symbol.
Public propertyTestMarketIndicator
Indicates Test Market.
Public propertyTradingStatus
See appendix A on trading status codes.
Public propertyUnderlyingMarketId
Unique identifier of the underlying market.
Public propertyUnitQtyDenominator
Denominator for UnitQuantity. Clients should also apply UnitQtyDenominator when calculating LotSize. This field will be '0' or most of the markets.
Top
See Also