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OnixS ICE iMpact Multicast Feed Handler for C++
3.13.0.0
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OnixS ICE iMpact Multicast Feed Handler for C++
3.13.0.0
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This class represents the Futures Strategy Definition Response Message. More...
Classes | |
| struct | BlockDetail |
| This nested class represents block details definition. More... | |
| struct | Leg |
| This nested class represents leg definition. More... | |
Public Types | |
| enum | { messageType = 'd' } |
| Message type constant. | |
| typedef std::vector< Leg > | Legs |
| Alias for collection of Legs. | |
| typedef std::vector< BlockDetail > | BlockDetails |
| Alias for collection of BlockDetails. | |
Public Member Functions | |
| FuturesStrategyDefinition () | |
| Default constructor. | |
| std::string | toString () const |
| Returns string representation. | |
Public Attributes | |
| int | requestSeqId |
| The original request sequence ID assigned by client, unique per session. More... | |
| MarketType | requestMarketType |
| See Appendix C for the list of market types and IDs. | |
| MarketId | marketId |
| Unique identifier of the market. | |
| std::string | contractSymbol |
| See Naming Convention on Appendix D. | |
| TradingStatus::Enum | tradingStatus |
| See Appendix A on trading status codes. | |
| char | orderPriceDenominator |
| Denominator for the order price fields in this market. | |
| int | incrementPrice |
| Minimum increment premium price for this market. | |
| int | incrementQty |
| Minimum increment quantity for this market. | |
| int | minQty |
| Minimum quantity for this market. | |
| SecuritySubType::Enum | securitySubType |
| Contains the Strategy Code for defined market where applicable. More... | |
| bool | isBlockOnly |
| Indicates if Market is only tradable via ICE Block Trade. More... | |
| int | numOfMarkets |
| The number of options markets for the given market type. | |
| std::string | strategySymbol |
| Strategy Symbol. | |
| bool | gtAllowed |
| Indicates if GTC is allowed in the market. | |
| bool | miFIDRegulatedMarket |
| Indicates MIFID-II market. | |
| std::string | marketDesc |
| Description of the market. | |
| short | maturityYear |
| 4 digit year. | |
| short | maturityMonth |
| Month range 1-12. | |
| short | maturityDay |
| Day of the month. | |
| char | dealPriceDenominator |
| Denominator for the deal price fields in the market. More... | |
| int | unitQuantity |
| The quantity in unit of measurement per lot. More... | |
| char | numDecimalsOptionsPrice |
Only used for OffExchangeIncrementOptionPrice. | |
| bool | allowOptions |
| Indicate if the market supports option markets. | |
| std::string | clearedAlias |
| Clearing limit admin related. | |
| bool | allowsImplied |
| Indicate if implication is done for a given spread market and its given outright leg markets. More... | |
| Price | minPrice |
| Minimum Price. More... | |
| Price | maxPrice |
| Maximum Price. More... | |
| std::string | productName |
| Name of the product that the contract/market is under. | |
| std::string | hubAlias |
| Alias of the hub for the contract/market. | |
| std::string | stripName |
| Name of the strip for the contract/market. | |
| bool | isTradable |
| Indicate if the contract is tradable. | |
| char | settlePriceDenominator |
| Denominator for the settlement price fields in the market. More... | |
| std::string | micCode |
| Market Identifier Code for the market. | |
| char | unitQtyDenominator |
Denominator for UnitQuantity. More... | |
| bool | hedgeOnly |
| Indicate if the contract is for hedge only. | |
| ExchangeSilo::Enum | exchangeSilo |
| Exchange silo code for the market. | |
| char | offExchangeIncrementQtyDenominator |
Denominator for OffExchangeIncrementQty. | |
| int | offExchangeIncrementQty |
| Off exchange increment qty. More... | |
| int | offExchangeIncrementPrice |
| Off exchange increment price. More... | |
| int | offExchangeIncrementOptionPrice |
| Off exchange options increment price. More... | |
| int | productId |
| ID of the product that the contract/market is under. | |
| int | hubId |
| ID of the hub for the contract/market. | |
| int | stripId |
| ID of the strip for the contract/market. | |
| std::string | underlyingISIN |
| The ISIN of the security this market is associated with. More... | |
| bool | testMarketIndicator |
| Indicates Test Market. | |
| bool | legDealSuppressed |
| Indicates whether leg deals are suppressed. | |
| Legs | legs |
| Collection of Legs. | |
| BlockDetails | blockDetails |
| Collection of BlockDetails. | |
| Optional< std::string > | hubName |
| Hub Name. | |
| Optional< std::string > | stripType |
| Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and 716 and for future use when combos with. More... | |
| Optional< int > | lotSize |
| Lot Size. | |
| Optional< short > | numOfCycles |
| Number of cycle (days, hours, MWh, etc.) for a contract. | |
| Optional< Date > | stripBeginDate |
| Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and. More... | |
| Optional< Date > | stripEndDate |
| Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and. More... | |
Friends | |
| class | MessageDeserializer |
This class represents the Futures Strategy Definition Response Message.
| bool allowsImplied |
Indicate if implication is done for a given spread market and its given outright leg markets.
| char dealPriceDenominator |
Denominator for the deal price fields in the market.
For most markets, this is the same as OrderPriceDenominator.
| bool isBlockOnly |
Indicates if Market is only tradable via ICE Block Trade.
This also means the screen trading is not allowed for the market.
| Price maxPrice |
Maximum Price.
OrderPriceDenominator should be applied to this field.
| Price minPrice |
Minimum Price.
OrderPriceDenominator should be applied to this field.
| int offExchangeIncrementOptionPrice |
Off exchange options increment price.
NumDecimalsOptionsPrice should be applied to this field.
| int offExchangeIncrementPrice |
Off exchange increment price.
OrderPriceDenominator should be applied to this field.
| int offExchangeIncrementQty |
Off exchange increment qty.
OffExchangeIncrementQtyDenominator should be applied to this field.
| int requestSeqId |
The original request sequence ID assigned by client, unique per session.
| SecuritySubType::Enum securitySubType |
Contains the Strategy Code for defined market where applicable.
See Appendix E for list of codes.
| char settlePriceDenominator |
Denominator for the settlement price fields in the market.
For most markets, this is the same as DealPriceDenominator.
Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and.
| Optional<std::string> stripType |
Sent for customs with StrategyCodes 414, 550, 711, 713, 714, 715, and 716 and for future use when combos with.
| std::string underlyingISIN |
The ISIN of the security this market is associated with.
This is currently only populated for Liffe Equity markets.
| char unitQtyDenominator |
Denominator for UnitQuantity.
This field will be 0 for most of the markets.
| int 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.