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OptionsStrategyDefinitionLeg Class
This nested class represents leg definition.
Inheritance Hierarchy
System.Object
  OnixS.NET.ICE.iMpact.OptionsStrategyDefinitionLeg

Namespace:  OnixS.NET.ICE.iMpact
Assembly:  OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64 (in OnixS.IceImpactMulticastPriceFeedHandlerNet-4.8_x64.dll) Version: 4.17.0.0
Syntax
C#
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public class OptionsStrategyDefinitionLeg

The OptionsStrategyDefinitionLeg type exposes the following members.

Properties
  NameDescription
Public propertyMarketId
Market Id of the option leg market.
Public propertyRatio
Number of option contracts per increment quantity.
Public propertyRatioPriceDenominator
The price ratio is the fractional weighted price component per leg in the strategy. Using a Q4 2017 set as composite strategy as an example, each leg Oct 2017, Nov 2017 and Dec 2017 will have 3 as the `LegRatioPriceDenominator`.
Public propertyRatioPriceNumerator
The price ratio is the fractional weighted price component per leg in the strategy. Using a Q4 2017 set as composite strategy as an example, each leg Oct 2017, Nov 2017 and Dec 2017 will have 1 as the `LegRatioPriceNumerator`.
Public propertyRatioQtyDenominator
The quantity ratio represents the proportion of each of the leg of interproduct spreads. The Leg ratio denominator will be set to `1` for most products not but will be used in future product launches.
Public propertyRatioQtyNumerator
The quantity ratio represents the proportion of each of the leg of interproduct spreads. Using Gas Oil crack as an example. This will be set to 4 for the Gas oil leg and 3 for the Brent leg.
Public propertySide
Leg side.
Public propertyStrategyCode
The strategy code for the leg. If set, this field can be used to obtain the next level of granularity of the strategy. If it is not set, the /c LegMarketID is the most granular level for the market. See Appendix E for list of codes.
Public propertyUnderlyingMarketId
Futures market id of the underlying futures market.
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Methods
  NameDescription
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 group.
(Overrides Object.ToString().)
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See Also