NewFuturesStrategyDefinition Struct Reference

This class represents the New Futures Strategy Definition Message. More...

Classes
struct	Leg
	This nested class represents leg definition. More...

Public Types
enum	{ messageType = '9' }
	Message type constant.
typedef std::vector< Leg >	Legs
	Alias for collection of Legs.

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

Public Attributes
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...
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.
short	numOfCycles
	Number of cycle (days, hours, MWh, etc.) for a contract.
Legs	legs
	Collection of Legs.

Friends
class	MessageDeserializer

Detailed Description

This class represents the New Futures Strategy Definition Message.

Member Data Documentation

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. However, it could be different for some crack or spread markets.

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.

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.

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.

Clients should also apply UnitQtyDenominator when calculating LotSize. 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.