InstrumentMarketInheritance

The domain of values that may be applied to an InstrumentMarket to determine it's parameters according to the other entities in the Product hierarchy.

Session Change

When a Session changes, the system applies the changes to the entity specified in the inbound transaction, which should be one (and only one) of;

  1. Market
  2. InstrumentGroup
  3. Instrument
  4. InstrumentMarket

It will apply the change in that order mutually exclusively as well so only one of them will be processed. Whilst updating the entity in question the system iterates over all the InstrumentMarkets connected to that entity andd if the InstrumentMarket has the InstrumentMarketInheritance.<entity> value set then it will apply the Session changes to that InstrumentMarket

Startup

It only makes sense to have a single one of the <value>AtStartup set at any given time. In the event that more that one is set, only one of them will be applied, in the following order;

  1. Market
  2. InstrumentGroup
  3. Instrument

Metadata

  • Underlying type: u8

Values

KeyValueDescription
Market1When calculating an InstrumentMarkets WorkingStatus include the impact of its' Markets Status
InstrumentGroup2When calculating an InstrumentMarkets WorkingStatus include the impact of its' InstrumentGroups Status
Instrument4When calculating an InstrumentMarkets WorkingStatus include the impact of its' Instruments Status
MarketAtStartup8When first initialising an InstrumentMarket inherit the values from the Market.
InstrumentGroupAtStartup16When first initialising an InstrumentMarket inherit the values from the InstrumentGroup.
InstrumentAtStartup32When first initialising an InstrumentMarket inherit the values from the Instrument.

Referenced by

Tables

TableFieldDescription
InstrumentMarketInheritanceControls the inheritance behaviour for this InstrumentMarket.
← HoldingTransactionType
InstrumentType →