![]() | 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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