OptionsStrategyDefinition Struct Reference

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

Classes
struct	BlockDetail
	This nested class represents block details definition. More...
struct	Hedge
	This nested class represents hedge definition. More...
struct	Leg
	This nested class represents leg definition. More...

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

Public Member Functions
	OptionsStrategyDefinition ()
	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.
MarketId	underlyingMarketId
	Unique identifier of the underlying 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.
char	dealPriceDenominator
	Denominator for the deal price fields in the market. More...
char	settlePriceDenominator
	Denominator for the settlement price fields in the market. More...
char	unitQtyDenominator
	Denominator for UnitQuantity. More...
bool	testMarketIndicator
	Indicates Test Market.
std::string	contractSymbolExtra
	Extra contract symbol. More...
bool	legDealSuppressed
	Indicates whether leg deals are suppressed.
bool	isTradable
	Indicates if the contract is tradable.
Legs	legs
	Collection of Legs.
Hedges	hedges
	Collection of Hedges.
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 Strategy 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 11) 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.

bool isBlockOnly

Indicates if Market is only tradable via ICE Block Trade.

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

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.

char unitQtyDenominator

Denominator for UnitQuantity.

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