|OptionsExpirationType Enumeration||Table of Content||OptionsProductDefinitionEventArgs Properties|
public class OptionsProductDefinitionEventArgs : EventArgs, IDisposable
Thetype exposes the following members.
Collection of block details.
Identifies the monetary amount per tick move when calculated for Off-Exchange trades.
The deliverable quantity of a stock, commodity, or other financial instrument that underlies a futures or options contract.
Denominator for ContractSize.
See Naming Convention on Appendix D.
Indicates if Cross order is supported in the market.
The currency that the market is traded on.
Denominator for the deal price fields in the market. For most markets, this is the same as OrderPriceDenominator.
Indicates if flexible strikes can be created for the option market.
Indicates if GTC is allowed in the market.
Indicates if Guarantee Cross is supported in the market.
The underlying futures market ID for a serial option. The serial option market may or may not be a valid futures month and option will expire/exercise into a position held in this underlying market. It will be set to -1 when not applicable.
Price increment for the option market.
Minimum increment quantity for this market.
Indicates if Market is only tradable via ICE Block Trade. This also means the screen trading is not allowed for the market.
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.
Is a flag allows the user to specify that the product is interested to user.
Indicates if the contract is tradable.
The lot size is minimum size of contracts in lots. It is multiplier to determine the total lots.
Description of the market.
Unique identifier of a market.
Maximum premium price for the option.
Indicates MIFID-II market.
Minimum premium price for the option.
Minimum quantity for this market.
Denominator for the strike price field.
Number of cycles (days, hours, MWh, etc) for a contract. Replaces OldNumOfCycles (id=38).
The number of markets for the given market type.
Number of cycle (days, hours, MWh, etc.) for a contract. Use NumOfCycles (id=50) instead.
Options Expiration Date.
Options expiration type.
Options settlement type.
Denominator for the order price fields in this market.
Indicates whether the Block Minimum can be overriden for the market.
The product id for the market.
See Appendix C for the list of market types and IDs.
The original request sequence ID assigned by client, unique per session.
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.
Identifies the monetary amount per tick move when calculated from the Central Limit Order Book.
Denominator for the settlement price fields in the market. For most markets, this is the same as DealPriceDenominator.
Strike Price of the option. Used in conjunction with the NumDecimalsStrikePrice. This is often different from the premium price decimals.
Indicates Test Market.
A market's tick value is the cash value of one tick (one minimum price movement). OrderPriceDenominator should be applied to get the real value.
Denominator for ScreenTickValue and BlockTickValue.
See appendix A on trading status codes.
Underlying Futures/OTC market id. This market id links to the product definition of the futures market.
Unit Of Measure.
Denominator for UnitQuantity. This field will be '0' or most of the markets.
Releases all resources used by the
Determines whether the specified object is equal to the current object.(Inherited from Object.)
Serves as the default hash function.(Inherited from Object.)
Gets the Type of the current instance.(Inherited from Object.)
Returns the string representation of the object.(Overrides Object.ToString().)