Initializes a new instance of the FuturesStrategyDefinitionEventArgsBuilder class

Indicate if the market supports option markets.

Indicate if implication is done for a given spread market and its given outright leg markets.

Collection of BlockDetails.

Identifies the monetary amount per tick move when calculated for Off- Exchange trades.

Clearing limit admin related.

See Naming Convention on Appendix D.

Currency.

Denominator for the deal price fields in the market. For most markets, this is the same as `OrderPriceDenominator`.

Exchange silo code for the market.

Indicates if GTC is allowed in the market.

Indicate if the contract is for hedge only.

Alias of the hub for the contract/market.

ID of the hub for the contract/market.

Hub Name.

Minimum increment premium price for this 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.

Indicate if the contract is tradable.

Indicates whether leg deals are suppressed.

Collection of Legs.

Description of the market.

Unique identifier of the market.

Day of the month.

Month range 1-12.

4 digit year.

Maximum Price. `OrderPriceDenominator` should be applied to this field.

Market Identifier Code for the market.

Indicates MIFID-II market.

Minimum Price. `OrderPriceDenominator` should be applied to this field.

Minimum quantity for this market.

Only used for `OffExchangeIncrementOptionPrice`.

Number of cycles (days, hours, MWh, etc) for a contract.

The number of markets for the given market type.

Off exchange options increment price. `NumDecimalsOptionsPrice` should be applied to this field.

Off exchange increment price. `OrderPriceDenominator` should be applied to this field.

Off exchange increment qty. `OffExchangeIncrementQtyDenominator` should be applied to this field.

Denominator for `OffExchangeIncrementQty`.

Denominator for the order price fields in this market.

Indicates whether the Block Minimum can be overridden for the market.

ID of the product that the contract/market is under.

Name of the product that the contract/market is under.

See Appendix C for the list of market types and IDs.

The original request sequence ID assigned by client, unique per session.

Identifies the monetary amount per tick move when calculated from the Central Limit Order Book.

Contains the Strategy Code for defined market where applicable. See Appendix E for list of codes.

Denominator for the settlement price fields in the market. For most markets, this is the same as `DealPriceDenominator`.

Strategy Symbol.

Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and 716.

Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and 716.

ID of the strip for the contract/market.

Name of the strip for the contract/market.

Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and 716 and for future use when combos with.

Indicates Test Market.

Denominator for ScreenTickValue and BlockTickValue.

See Appendix A on trading status codes.

The ISIN of the security this market is associated with. This is currently only populated for Liffe Equity markets.

Unit Of Measure.

Denominator for `UnitQuantity`. This field will be `0` for most of the markets.

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`.

Creates an instance of FuturesStrategyDefinitionEventArgs.

Determines whether the specified object is equal to the current object.

Serves as the default hash function.

Gets the Type of the current instance.

Returns a string that represents the current object.