NewExpiry Struct Reference

This class represents the New Expiry Message. More...

Public Types
enum	{ messageType = 'R' }
	Message type constant.

Public Member Functions
	NewExpiry ()
	Default constructor.
std::string	toString () const
	Returns string representation.

Public Attributes
MarketId	marketId
	Unique identifier of a market.
MarketType	marketTypeId
	Market type ID.
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	lotSize
	The lot size is minimum size of contracts in lots. More...
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	minQty
	Minimum quantity for this market.
int	unitQuantity
	The quantity in unit of measurement per lot. More...
std::string	currency
	The currency that the market is traded on.
std::string	clearedAlias
	Clearing limit admin related.
Price	minPrice
	Minimum Price.
Price	maxPrice
	Maximum Price.
int	productId
	ID of the product that the contract/market is under.
std::string	productName
	Name of the product that the contract/market is under.
int	hubId
	ID of the hub for the contract/market.
std::string	hubAlias
	Alias of the hub for the contract/market.
int	stripId
	ID of the strip for the contract/market.
std::string	stripName
	Name of the strip for the contract/market.
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...
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...
std::string	contractSymbol
	See Naming Convention on Appendix D.
std::string	underlyingISIN
	The ISIN of the security this market is associated with. More...
char	numDecimalsOptionsPrice
	Denominator for the price field.
MarketId	hedgeMarketId
	Market ID for the corresponding hedge market. More...
SettlementType::Enum	settlementType
	Settlement type.
bool	gtAllowed
	Indicates if GTC is allowed in the market.
bool	crossOrderSupported
	Indicates if Cross order is supported in the market.
std::string	unitOfMeasure
	Unit Of Measure.
bool	miFIDRegulatedMarket
	Indicates MIFID-II market.
short	screenLastTradeYear
	Screen last trade year, 4 digits.
short	screenLastTradeMonth
	Screen last trade month, range 1-12.
short	screenLastTradeDay
	Screen last trade day of the month.
short	numOfCycles
	Number of cycle (days, hours, MWh, etc.) for a contract.

Friends
class	MessageDeserializer

Detailed Description

This class represents the New Expiry Message.

Member Data Documentation

char dealPriceDenominator

Denominator for the deal price fields in the market.

For most markets, this is the same as OrderPriceDenominator. However, it could be different for some crack or spread markets.

MarketId hedgeMarketId

Market ID for the corresponding hedge market.

It will be set to -1 when not applicable.

int lotSize

The lot size is minimum size of contracts in lots.

It is multiplier to determine the total lots,

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.

char settlePriceDenominator

Denominator for the settlement price fields in the market.

For most markets, this is the same as DealPriceDenominator.

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.