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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 nested class represents leg definition. More...
Public Member Functions | |
| std::string | toString () const |
| Returns string representation. | |
Public Attributes | |
| MarketId | marketId |
| Market Id of the futures leg market. | |
| short | ratio |
| Number of futures contracts per increment quantity. | |
| Side::Enum | side |
| Leg side. | |
| Optional< short > | strategyCode |
| The strategy code for the leg. More... | |
| Optional< int > | ratioQtyNumerator |
| The quantity ratio represents the proportion of each of the leg of interproduct spreads. More... | |
| Optional< int > | ratioQtyDenominator |
| The quantity ratio represents the proportion of each of the leg of interproduct spreads. More... | |
| Optional< int > | ratioPriceNumerator |
| The price ratio is the fractional weighted price component per leg in the strategy. More... | |
| Optional< int > | ratioPriceDenominator |
| The price ratio is the fractional weighted price component per leg in the strategy. More... | |
This nested class represents leg definition.
| Optional<int> ratioPriceDenominator |
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.
| Optional<int> ratioPriceNumerator |
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.
| Optional<int> ratioQtyDenominator |
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.
| Optional<int> ratioQtyNumerator |
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.
| Optional<short> strategyCode |
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.