NewExpiryEventHandler Delegate | Table of Content | NewFuturesStrategyDefinitionEventArgs Properties |
NewFuturesStrategyDefinitionEventArgs Class |
Namespace: OnixS.NET.ICE.iMpact
public class NewFuturesStrategyDefinitionEventArgs : MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>
The NewFuturesStrategyDefinitionEventArgs type exposes the following members.
Name | Description | |
---|---|---|
AllowOptions |
Indicate if the market supports option markets.
| |
AllowsImplied |
Indicate if implication is done for a given spread market and its
given outright leg markets.
| |
BlockSequenceNumber |
Sequence number of message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>.) | |
ClearedAlias |
Clearing limit admin related.
| |
ContractSymbol |
See Naming Convention on Appendix D.
| |
Currency |
Currency.
| |
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.
| |
ExchangeSilo |
Exchange silo code for the market.
| |
FeedId |
Feed identifier.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>.) | |
GTAllowed |
Indicates if GTC is allowed in the market.
| |
HedgeOnly |
Indicate if the contract is for hedge only.
| |
HubAlias |
Alias of the hub for the contract/market.
| |
HubId |
ID of the hub for the contract/market.
| |
IncrementPrice |
Minimum increment premium price for this 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::NewFuturesStrategyDefinition>.) | |
IsInterested |
Is a flag allows the user to specify that the product is interested to user.
| |
IsTradable |
Indicate if the contract is tradable.
| |
Latency |
Processing latency in microseconds.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>.) | |
LegDealSuppressed |
Indicates whether leg deals are suppressed.
| |
Legs |
Collection of Legs.
| |
MarketDesc |
Description of the market.
| |
MarketId |
Unique identifier of the market.
| |
MarketTypeId |
See Appendix C for the list of makret types and IDs.
| |
MaturityDay |
Day of the month.
| |
MaturityMonth |
Month range 1-12.
| |
MaturityYear |
4 digit year.
| |
MaxPrice |
Maximum Price. `OrderPriceDenominator` should be applied to this
field.
| |
MICCode |
Market Identifier Code for the market.
| |
MIFIDRegulatedMarket |
Indicates MIFID-II market.
| |
MinPrice |
Minimum Price. `OrderPriceDenominator` should be applied to this
field.
| |
MinQty |
Minimum quantity for this market.
| |
NumberOfMessages |
Number of messages in message block.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>.) | |
NumDecimalsOptionsPrice |
Only used for `OffExchangeIncrementOptionPrice`.
| |
NumOfCycles |
Numeric Number of cycles (days, hours, MWh, etc) for a contract.
| |
OffExchangeIncrementOptionPrice |
Off exchange options increment price. `NumDecimalsOptionsPrice` should
be applied to this field.
| |
OffExchangeIncrementPrice |
Off exchange increment price. `OrderPriceDenominator` should be
applied to this field.
| |
OffExchangeIncrementQty |
Off exchange increment qty. `OffExchangeIncrementQtyDenominator`
should be applied to this field.
| |
OffExchangeIncrementQtyDenominator |
Denominator for `OffExchangeIncrementQty`.
| |
OrderPriceDenominator |
Denominator for the order price fields in this market.
| |
OverrideBlockMin |
Indicates whether the Block Minimum can be overridden for the market.
| |
ProductId |
ID of the product that the contract/market is under.
| |
ProductName |
Name of the product that the contract/market is under.
| |
ReceivingTime |
Date-time of the message received.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>.) | |
SecuritySubType |
Contains the Strategy Code for defined market where applicable. See
Appendix E for list of codes.
| |
SentTime |
Date-time of the message sent.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>.) | |
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::NewFuturesStrategyDefinition>.) | |
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::NewFuturesStrategyDefinition>.) | |
SettlePriceDenominator |
Denominator for the settlement price fields in the market. For most
markets, this is the same as DealPriceDenominator.
| |
StrategySymbol |
Strategy Symbol.
| |
StripId |
ID of the strip for the contract/market.
| |
StripName |
Name of the strip for the contract/market.
| |
TestMarketIndicator |
Indicates Test Market.
| |
TradingStatus |
See Appendix A on trading status codes.
| |
UnderlyingISIN |
The ISIN of the security this market is associated with. This is
currently only populated for Liffe Equity markets.
| |
UnitOfMeasure |
Unit of measure.
| |
UnitQtyDenominator |
Denominator for UnitQuantity. Clients should also apply
UnitQtyDenominator when calculating LotSize. This field will be `0`
for most of the markets.
| |
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`.
|
Name | Description | |
---|---|---|
Dispose | (Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>.) | |
Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
GetHashCode | Serves as the default hash function. (Inherited from Object.) | |
GetType | Gets the Type of the current instance. (Inherited from Object.) | |
ToString |
Returns the string representation of the object.
(Inherited from MessageEventArgs<OnixS::ICE::iMpact::MarketData::NewFuturesStrategyDefinition>.) |