NewFuturesStrategyDefinitionEventArgsBuilder Constructor | Table of Content | AllowOptions Property |
NewFuturesStrategyDefinitionEventArgsBuilder Properties |
The NewFuturesStrategyDefinitionEventArgsBuilder type exposes the following members.
Name | Description | |
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AllowOptions |
Indicate if the market supports option markets.
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AllowsImplied |
Indicate if implication is done for a given spread market and its
given outright leg markets.
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ClearedAlias |
Clearing limit admin related.
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ContractSymbol |
See Naming Convention on Appendix D.
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Currency |
Currency.
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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.
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ExchangeSilo |
Exchange silo code for the market.
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GTAllowed |
Indicates if GTC is allowed in the market.
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HedgeOnly |
Indicate if the contract is for hedge only.
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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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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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IsTradable |
Indicate if the contract is tradable.
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LegDealSuppressed |
Indicates whether leg deals are suppressed.
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Legs |
Collection of Legs.
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MarketDesc |
Description of the market.
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MarketId |
Unique identifier of the market.
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MarketTypeId |
See Appendix C for the list of makret types and IDs.
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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. `OrderPriceDenominator` should be applied to this
field.
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MICCode |
Market Identifier Code for the market.
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MIFIDRegulatedMarket |
Indicates MIFID-II market.
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MinPrice |
Minimum Price. `OrderPriceDenominator` should be applied to this
field.
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MinQty |
Minimum quantity for this market.
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NumDecimalsOptionsPrice |
Only used for `OffExchangeIncrementOptionPrice`.
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NumOfCycles |
Numeric Number of cycles (days, hours, MWh, etc) for a contract.
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OffExchangeIncrementOptionPrice |
Off exchange options increment price. `NumDecimalsOptionsPrice` should
be applied to this field.
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OffExchangeIncrementPrice |
Off exchange increment price. `OrderPriceDenominator` should be
applied to this field.
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OffExchangeIncrementQty |
Off exchange increment qty. `OffExchangeIncrementQtyDenominator`
should be applied to this field.
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OffExchangeIncrementQtyDenominator |
Denominator for `OffExchangeIncrementQty`.
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OrderPriceDenominator |
Denominator for the order price fields in this market.
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OverrideBlockMin |
Indicates whether the Block Minimum can be overridden for the 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.
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SecuritySubType |
Contains the Strategy Code for defined market where applicable. See
Appendix E for list of codes.
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SentTime |
Date-time of the message sent.
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SettlePriceDenominator |
Denominator for the settlement price fields in the market. For most
markets, this is the same as DealPriceDenominator.
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StrategySymbol |
Strategy Symbol.
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StripId |
ID of the strip for the contract/market.
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StripName |
Name of the strip for the contract/market.
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TestMarketIndicator |
Indicates Test Market.
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TradingStatus |
See Appendix A on trading status codes.
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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. Clients should also apply
UnitQtyDenominator when calculating LotSize. 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. `UnitQtyDenominator` should be applied to
get correct `UnitQuantity`.
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