OptionsProductDefinition Struct Reference

This class represents the Options Product Definition Message. More...

Classes
struct	BlockDetail
	This nested class represents block details definition. More...

Public Types
enum	{ messageType = 'p' }
	Message type constant.
typedef std::vector< BlockDetail >	BlockDetails
	Alias for collection of BlockDetails.

Public Member Functions
	OptionsProductDefinition ()
	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 option market.
MarketId	underlyingMarketId
	Underlying Futures/OTC market id. More...
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	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.
OptionType::Enum	optionType
	Option type.
Price	strikePrice
	Strike Price of the option. More...
char	dealPriceDenominator
	Denominator for the deal price fields in the market. More...
int	minQty
	Minimum quantity for this market.
std::string	currency
	The currency that the market is traded on.
char	numDecimalsStrikePrice
	Denominator for the strike price field.
Price	minOptionsPrice
	Minimum premium price for the option.
Price	maxOptionsPrice
	Maximum premium price for the option.
int	incrementPremiumPrice
	Price increment for the option market.
short	optionsExpirationYear
	4 digit year.
short	optionsExpirationMonth
	Month range 1-12.
short	optionsExpirationDay
	Day of the month.
OptionsStyle::Enum	optionsStyle
	Options style.
OptionsExpirationType::Enum	optionsExpirationType
	Options expiration type.
int	numOfMarkets
	The number of options markets for the given market type.
MarketId	hedgeMarketId
	The underlying futures market ID for a serial option. More...
std::string	contractSymbolExtra
	Extra contract symbol. More...
char	settlePriceDenominator
	Denominator for the settlement price fields in the market. More...
char	unitQtyDenominator
	Denominator for UnitQuantity. More...
long long	tickValue
	A market's tick value is the cash value of one tick (one minimum price movement). More...
bool	flexAllowed
	Indicates if flexible strikes can be created for the option market.
SettlementType::Enum	settlementType
	Settlement type.
bool	isBlockOnly
	Indicates if Market is only tradable via ICE Block Trade. More...
bool	gtAllowed
	Indicates if GTC is allowed in the market.
bool	crossOrderSupported
	Indicates if Cross order is supported in the market.
bool	guaranteedCrossSupported
	Indicates if Guarantee Cross is supported in the market.
std::string	unitOfMeasure
	Unit Of Measure.
bool	miFIDRegulatedMarket
	Indicates MIFID-II market.
bool	testMarketIndicator
	Indicates Test Market.
std::string	isin
	This ISIN is only supported for MiFID Regulated Markets. More...
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.
bool	isTradable
	Indicates if the contract is tradable.
BlockDetails	blockDetails
	Collection of BlockDetails.
Optional< short >	numOfCycles
	Number of cycle (days, hours, MWh, etc.) for a contract.

Friends
class	MessageDeserializer

Detailed Description

This class represents the Options Product Definition Message.

Member Data Documentation

std::string contractSymbolExtra

Extra contract symbol.

Some contract symbols might contain more than 35 characters. Clients should append this field to ContractSymbol (Offset 19) to get the complete contract symbol.

char dealPriceDenominator

Denominator for the deal price fields in the market.

For most markets, this is the same as OrderPriceDenominator.

MarketId hedgeMarketId

The underlying futures market ID for a serial option.

The serial option market may or may not be a valid futures month and option will expire/exercise into a position held in this underlying market. It will be set to -1 when not applicable.

bool isBlockOnly

Indicates if Market is only tradable via ICE Block Trade.

This also means the screen trading is not allowed for the market.

std::string isin

This ISIN is only supported for MiFID Regulated Markets.

Of the MiFID markets, only Futures and Options markets will support ISINs; strategies will not.

int lotSize

The lot size is minimum size of contracts in lots.

It is multiplier to determine the total lots.

int requestSeqId

The original request sequence ID assigned by client, unique per session.

char settlePriceDenominator

Denominator for the settlement price fields in the market.

For most markets, this is the same as DealPriceDenominator.

Price strikePrice

Strike Price of the option.

Used in conjunction with the NumDecimalsStrikePrice. This is often different from the premium price decimals.

long long tickValue

A market's tick value is the cash value of one tick (one minimum price movement).

OrderPriceDenominator should be applied to get the real value.

MarketId underlyingMarketId

Underlying Futures/OTC market id.

This market id links to the product definition of the futures market.

char unitQtyDenominator

Denominator for UnitQuantity.

This field will be '0' for most of the markets.