forwardFixingTransitionStatus Enumeration   Table of ContentFuturesProductDefinitionEventArgs Propertiesforward
FuturesProductDefinitionEventArgs Class
Attributes of the FuturesProductDefinitionReceived event.
Inheritance Hierarchy
System.Object
  System.EventArgs
    OnixS.NET.ICE.iMpact.FuturesProductDefinitionEventArgs

Namespace:  OnixS.NET.ICE.iMpact
Assembly:  OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.7.2_x64.dll) Version: 4.7.1.0
Syntax
C#
public class FuturesProductDefinitionEventArgs : EventArgs, 
	IDisposable

The FuturesProductDefinitionEventArgs type exposes the following members.

Properties
  NameDescription
Public propertyAccruedPremiumAmt
Total Premium Accrual: Premium that has accrued during the current quarterly payment period. Based on 100 Notional and will be applied to the 'A' value. Number of decimal places for AccruedPremiumAmt is 10.
Public propertyAlignmentInterestRate
Price Alignment Interest (C): Eris PAI is the cumulative daily interest on variation margin adjustment for 100 notional. Eris PAI is one of the primary inputs needed for calculating a futures price for a swap future. Denominator value for AlignmentInterestRate is 10.
Public propertyAllowOptions
Indicates if the market supports option markets.
Public propertyAllowsImplied
AllowsImplied Indicate if implication is done for a given spread market and its given outright leg markets.
Public propertyAltPriceDenominator
Denominator for the alternate deal price fields in the market.
Public propertyAONAllowed
Indicates if AON order is supported in the market.
Public propertyBlockDetails
Collection of block details.
Public propertyBlockTickValue
Identifies the monetary amount per tick move when calculated for Off-Exchange trades.
Public propertyClearedAlias
Clearing limit admin related.
Public propertyContractSize
The deliverable quantity of a stock, commodity, or other financial instrument that underlies a futures or options contract.
Public propertyContractSizeDenominator
Denominator for ContractSize.
Public propertyContractSymbol
See Naming Convention on Appendix D.
Public propertyCouponRate
Fixed Rate: The fixed rate for an instrument.
Public propertyCouponRateDenominator
Fixed Rate: The fixed rate Denominator for an instrument.
Public propertyCreditRating
Rate Descriptor: The description of Float Rate. Sent for float leg on aged or spot starting swap futures.
Public propertyCrossOrderSupported
Indicates if Cross order is supported in the market.
Public propertyCurrency
The currency that the market is traded on.
Public propertyDatedDate
Cash Flow Alignment Date: The cash flow alignment date is a date not adjusted for holidays used to derive interest payment dates. Any calendar day.
Public propertyDealPriceDenominator
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.
Public propertyEventPaymentAmt
CDS - Premium & Credit Event Payments (B): This value represents historical premium and credit event payments for 100 notional, and is one of the primary inputs needed for calculating a futures price for a swap future. IRS - Accrued Coupons (B Value): This value represents historical fixed and floating payments for 100 notional, and is one of the primary inputs needed for calculating a futures price for an interest rate swap future. Number of decimal places for EventPaymentAmt is 10. This value can be negative.
Public propertyExchangeSilo
Exchange silo code for the market.
Public propertyFactor
Index Factor: Percentage of the original index that is still accruing interest. Number of decimal places for Factor is 2.
Public propertyFlexAllowed
Indicates if flexible strikes can be created for the option market.
Public propertyGTAllowed
Indicates if GTC is allowed in the market.
Public propertyHedgeMarketId
Market ID for the corresponding hedge market. It will be set to -1 when not applicable.
Public propertyHedgeOnly
Indicate if the contract is for hedge only.
Public propertyHubAlias
Alias of the hub for the contract/market.
Public propertyHubId
ID of the hub for the contract/market.
Public propertyIncrementPrice
Minimum increment price for this market.
Public propertyIncrementQty
Minimum increment quantity for this market.
Public propertyInstrRegistry
Payment Frequency: The interest rate swap future payment frequency. Supported values: 6M = 6 months 1Y = 1 year
Public propertyInterestAccrualDate
Effective Date: The effective date of the swap future. Any business day.
Public propertyInterpolationFactor
Interpolation Factor: Multiplier that when applied to the longer rate in the CreditRating (Rate Descriptor) field results in RepurchaseRate (Previous Fixing Rate). Not sent for forward starting interest rate swap futures.
Public propertyInterpolationFactorDenominator
Denominator value for ContractMultiplier.
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 propertyIsCrackSpread
Indicates if the market is crack spread.
Public propertyIsDividendAdjusted
Indicates if dividend is adjusted.
Public propertyISIN
This ISIN is only supported for MiFID Regulated Markets. Of the MiFID markets, only Futures and Options markets will support ISINs; some strategies will have an ISIN.
Public propertyIsInterested
Is a flag allows the user to specify that the product is interested to user.
Public propertyIsSerialOptionsSupported
Indicate if serial options is supported.
Public propertyIsSpread
Indicates if the market is a spread.
Public propertyIssueDate
First Fixing Date: The first Fixing Date is the date at which the float rate is set during the first float period. Any acceptable business day.
Public propertyIsTradable
Indicate if the contract is tradable.
Public propertyLotSize
The lot size is minimum size of contracts in lots. It is multiplier to determine the total lots.
Public propertyMarketDescription
Description of the market.
Public propertyMarketId
Unique identifier of a market.
Public propertyMarketTransparencyType
This field can be used to identify if a market is Platts or not.
Public propertyMaturityDate
Maturity date. Last date that the market can be traded and should be removed from the system.
Public propertyMaxPrice
Maximum Price.
Public propertyMICCode
Market Identifier Code for the market.
Public propertyMIFIDRegulatedMarket
Indicates MIFID-II market.
Public propertyMinPrice
Minimum Price.
Public propertyMinQty
Minimum quantity for this market.
Public propertyNumOfCycles
Number of cycles (days, hours, MWh, etc) for a contract. Replaces OldNumOfCycles (id=38).
Public propertyNumOfMarkets
The number of markets for the given market type.
Public propertyOffExchangeIncrementOptionPrice
Off exchange options increment price. NumDecimalsOptionsPrice should be applied to this field.
Public propertyOffExchangeIncrementPrice
Off exchange increment price. OrderPriceDenominator should be applied to this field.
Public propertyOffExchangeIncrementQty
Off exchange increment qty. OffExchangeIncrementQtyDenominator should be applied to this field.
Public propertyOffExchangeIncrementQtyDenominator
Denominator for OffExchangeIncrementQty.
Public propertyOldNumOfCycles
Number of cycle (days, hours, MWh, etc.) for a contract. Use NumOfCycles (id=50) instead.
Public propertyOrderPriceDenominator
Denominator for the order price fields in this market.
Public propertyOverrideBlockMin
Indicates whether the Block Minimum can be overriden for the market.
Public propertyPrimaryMarketId
Ignored when it is not spread.
Public propertyProductId
ID of the product that the contract/market is under.
Public propertyProductName
Name of the product that the contract/market is under.
Public propertyRefSpreadProductId
Product ID to use when requesting new spread.
Public propertyRepurchaseDate
Previous Fixing Date: The date the floating rate was set for the next floating payment. Milliseconds since Jan 1st, 1970, 00:00:00 GMT. 0 is valid for this field up until the First Fixing Date (IssueDate).
Public propertyRepurchaseRate
Previous Fixing Rate: The rate set on the last reset date. Sent for float leg on aged or spot starting swap futures. Not sent for forward starting swap futures. Number of decimal places for RepurchaseRate is 5. 0 is valid for this field up until the First Fixing Date (IssueDate).
Public propertyRequestMarketType
See Appendix C for the list of market types and IDs.
Public propertyRequestSeqId
The original request sequence ID assigned by client, unique per session.
Public propertyScreenLastTradeDate
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.
Public propertyScreenTickValue
Identifies the monetary amount per tick move when calculated from the Central Limit Order Book.
Public propertySecondaryMarketId
Ignored when it is not spread.
Public propertySecuritySubType
Contains the Strategy Code for defined market where applicable. See Appendix E for list of codes.
Public propertySettlementType
Settlement Type.
Public propertySettlePriceDenominator
Denominator for the settlement price fields in the market. For most markets, this is the same as DealPriceDenominator.
Public propertyStripId
ID of the strip for the contract/market.
Public propertyStripName
Name of the strip for the contract/market.
Public propertyTestMarketIndicator
Indicates Test Market.
Public propertyTickValue
OrderPriceDenominator should be applied to get the real value.
Public propertyTickValueDenominator
Denominator for ScreenTickValue and BlockTickValue.
Public propertyTradingStatus
See appendix A on trading status codes.
Public propertyUnderlyingISIN
The ISIN of the security this market is associated with. This is currently only populated for Liffe Equity markets.
Public propertyUnitOfMeasure
Unit Of Measure.
Public propertyUnitQtyDenominator
Denominator for UnitQuantity. Clients should also apply UnitQtyDenominator when calculating LotSize. This field will be '0' or most of the markets.
Public propertyUnitQuantity
The quantity in unit of measurement per lot. For example, it is 1000 barrels per lot for Brent.
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Methods
  NameDescription
Public methodDispose
Releases all resources used by the FuturesProductDefinitionEventArgs
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodToString
Returns the string representation of the object.
(Overrides Object.ToString().)
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See Also