Product Definitions

Types of Product Definitions

The ICE Exchange provides following types of product definitions:

1. Futures/OTC
2. Options
3. Options Strategy
4. Futures Strategy

The product definitions could be received in two ways:

1. By request (TCP)
2. During the day (UDP)

The table below describes how the product definitions represented in the OnixS ICE iMpact Multicast Price Feed Handler API:

Product Definition	Security Type	Callback (TCP)	Callback (UDP)
Futures/OTC	OnixS::ICE::iMpact::MarketData::SecurityType::Futures	OnixS::ICE::iMpact::MarketData::ExchangeListener::onFuturesProductDefinition	OnixS::ICE::iMpact::MarketData::ExchangeListener::onNewExpiry
Options	OnixS::ICE::iMpact::MarketData::SecurityType::Options	OnixS::ICE::iMpact::MarketData::ExchangeListener::onOptionsProductDefinition	OnixS::ICE::iMpact::MarketData::ExchangeListener::onNewOptionsMarketDefinition
Options Strategy	OnixS::ICE::iMpact::MarketData::SecurityType::UdsOptionsMarkets	OnixS::ICE::iMpact::MarketData::ExchangeListener::onOptionsStrategyDefinition	OnixS::ICE::iMpact::MarketData::ExchangeListener::onNewOptionsStrategyDefinition
Futures Strategy	OnixS::ICE::iMpact::MarketData::SecurityType::UdsFuturesMarkets	OnixS::ICE::iMpact::MarketData::ExchangeListener::onFuturesStrategyDefinition	OnixS::ICE::iMpact::MarketData::ExchangeListener::onNewFuturesStrategyDefinition

Example

Below is the example of creating subscription for the Futures/OTC of the 'IPE Brent Futures' (5) market type:

MarketSubscription brentFutures(
    5,                      // Market type id for IPE Brent Futures.
    SecurityTypes::Futures, // Defines type of securities (Futures/OTC)
    BookDepth::TOP5PL       // Build and maintain Top5PL book.
);

subscriptions.push_back(brentFutures);