InstrumentDefinitionOption55 Struct Reference

#include <Messages.h>

Collaboration diagram for InstrumentDefinitionOption55:

Classes
struct	EventsEntry
struct	FeedTypesEntry
struct	InstAttribEntry
struct	LotTypeRulesEntry
struct	RelatedInstrumentsEntry
struct	UnderlyingsEntry

Public Types
enum	{ TemplateId = 55 }
typedef BinaryGroup< EventsEntry, GroupSize, MessageSize >	Events
typedef BinaryGroup< FeedTypesEntry, GroupSize, MessageSize >	FeedTypes
typedef BinaryGroup< InstAttribEntry, GroupSize, MessageSize >	InstAttrib
typedef BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize >	LotTypeRules
typedef BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize >	Underlyings
typedef BinaryGroup< RelatedInstrumentsEntry, GroupSize, MessageSize >	RelatedInstruments
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
typedef MessageHeader::BlockLength	BodySize

Public Member Functions
	InstrumentDefinitionOption55 ()
	InstrumentDefinitionOption55 (const void *data, MessageSize size)
const MatchEventIndicator &	matchEventIndicator () const
bool	totNumReports (UInt32 &value) const
SecurityUpdateAction::Enum	securityUpdateAction () const
Timestamp	lastUpdateTime () const
bool	securityTradingStatus (SecurityTradingStatus::Enum &value) const
Int16	applId () const
UInt8	marketSegmentId () const
UInt8	underlyingProduct () const
StrRef	securityExchange () const
StrRef	securityGroup () const
StrRef	asset () const
StrRef	symbol () const
Int32	securityId () const
SecurityIDSource	securityIdSource () const
StrRef	securityType () const
StrRef	cfiCode () const
PutOrCall::Enum	putOrCall () const
bool	maturityMonthYear (MaturityMonthYear &value) const
StrRef	currency () const
bool	strikePrice (Decimal &value) const
StrRef	strikeCurrency () const
StrRef	settlCurrency () const
bool	minCabPrice (Decimal &value) const
CHAR	matchAlgorithm () const
UInt32	minTradeVol () const
UInt32	maxTradeVol () const
bool	minPriceIncrement (Decimal &value) const
bool	minPriceIncrementAmount (Decimal &value) const
Decimal	displayFactor () const
bool	tickRule (Int8 &value) const
bool	mainFraction (UInt8 &value) const
bool	subFraction (UInt8 &value) const
bool	priceDisplayFormat (UInt8 &value) const
StrRef	unitOfMeasure () const
bool	unitOfMeasureQty (Decimal &value) const
bool	tradingReferencePrice (Decimal &value) const
const SettlPriceType &	settlPriceType () const
bool	clearedVolume (Int32 &value) const
bool	openInterestQty (Int32 &value) const
bool	lowLimitPrice (Decimal &value) const
bool	highLimitPrice (Decimal &value) const
UserDefinedInstrument	userDefinedInstrument () const
bool	tradingReferenceDate (Timestamp &value) const
Events	events () const
FeedTypes	feedTypes () const
InstAttrib	instAttrib () const
LotTypeRules	lotTypeRules () const
Underlyings	underlyings () const
RelatedInstruments	relatedInstruments () const
Public Member Functions inherited from BinaryMessage
	BinaryMessage ()
	BinaryMessage (const void *data, MessageSize size)
	BinaryMessage (const BinaryMessage &other)
	operator bool () const
MessageTemplateId	templateId () const
SchemaVersion	version () const
const void *	binary () const
MessageSize	binarySize () const
const void *	body () const
BodySize	bodySize () const
BinaryMessage &	operator= (const BinaryMessage &other)

Static Public Member Functions
static ONIXS_CMEMDH_EXPORTED BodySize	bodySize (SchemaVersion)
static ONIXS_CMEMDH_EXPORTED const Char *	className ()
static ONIXS_CMEMDH_EXPORTED StrRef	fixType ()

Additional Inherited Members
Protected Types inherited from BinaryMessage
typedef BinaryGroupList< MessageSize >	GroupList
Protected Member Functions inherited from BinaryMessage
GroupList	groups () const
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
	BinaryFields ()
	~BinaryFields ()
const FieldValue &	ordinary (MessageSizeoffset) const
bool	ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null) const
bool	ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
Enumeration::Enum	enumeration (MessageSizeoffset) const
bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null) const
bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
Decimal	decimal (MessageSizeoffset) const
bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null) const
bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
StrRef	fixedStr (MessageSizeoffset) const
StrRef	fixedStr (MessageSizeoffset, SchemaVersion since) const

Detailed Description

Definition at line 8315 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 8391 of file Messages.h.

typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 8463 of file Messages.h.

typedef BinaryGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 8532 of file Messages.h.

typedef BinaryGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 8608 of file Messages.h.

typedef BinaryGroup<RelatedInstrumentsEntry, GroupSize, MessageSize> RelatedInstruments

Repeating group containing RelatedInstrumentsEntry entries.

Definition at line 8763 of file Messages.h.

typedef BinaryGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

Repeating group containing UnderlyingsEntry entries.

Definition at line 8686 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 8320 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionOption55 ( )

inline

Initializes blank instance.

Definition at line 8766 of file Messages.h.

InstrumentDefinitionOption55 ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 8771 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const

inline

The channel ID as defined in the XML Configuration file.

Definition at line 8837 of file Messages.h.

StrRef asset ( ) const

inline

The underlying asset code also known as Product Code.

Definition at line 8880 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED BodySize bodySize ( SchemaVersion  )

inlinestatic

Size of message body in bytes.

Definition at line 9267 of file Messages.h.

StrRef cfiCode ( ) const

inline

ISO standard instrument categorization code.

Definition at line 8922 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

inlinestatic

Returns class name.

Definition at line 9274 of file Messages.h.

bool clearedVolume ( Int32 &  value ) const

inline

The total cleared volume of instrument traded during the prior trading session.

Definition at line 9135 of file Messages.h.

StrRef currency ( ) const

inline

Identifies currency used for price.

Definition at line 8950 of file Messages.h.

Decimal displayFactor ( ) const

inline

Contains the multiplier to convert the CME Globex display price to the conventional price.

Definition at line 9043 of file Messages.h.

Events events ( ) const

inline

Returns instance of Events repeating group.

Definition at line 9203 of file Messages.h.

FeedTypes feedTypes ( ) const

inline

Returns instance of FeedTypes repeating group.

Definition at line 9211 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 9281 of file Messages.h.

bool highLimitPrice ( Decimal &  value ) const

inline

Allowable high limit price for the trading day.

Definition at line 9166 of file Messages.h.

InstAttrib instAttrib ( ) const

inline

Returns instance of InstAttrib repeating group.

Definition at line 9220 of file Messages.h.

Timestamp lastUpdateTime ( ) const

inline

Timestamp of when the instrument was last added, modified or deleted.

Definition at line 8816 of file Messages.h.

LotTypeRules lotTypeRules ( ) const

inline

Returns instance of LotTypeRules repeating group.

Definition at line 9230 of file Messages.h.

bool lowLimitPrice ( Decimal &  value ) const

inline

Allowable low limit price for the trading day.

Definition at line 9156 of file Messages.h.

bool mainFraction ( UInt8 &  value ) const

inline

Price Denominator of Main Fraction.

Definition at line 9061 of file Messages.h.

UInt8 marketSegmentId ( ) const

inline

Identifies the market segment, populated for all CME Globex instruments.

Definition at line 8846 of file Messages.h.

CHAR matchAlgorithm ( ) const

inline

Matching algorithm.

Definition at line 8998 of file Messages.h.

const MatchEventIndicator& matchEventIndicator ( ) const

inline

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 8785 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear &  value ) const

inline

This field provides the actual calendar date for contract maturity.

Definition at line 8940 of file Messages.h.

UInt32 maxTradeVol ( ) const

inline

The maximum trading volume for a security.

Definition at line 9014 of file Messages.h.

bool minCabPrice ( Decimal &  value ) const

inline

Defines cabinet price for outright options products.

Definition at line 8988 of file Messages.h.

bool minPriceIncrement ( Decimal &  value ) const

inline

Minimum constant tick for the instrument.

Definition at line 9022 of file Messages.h.

bool minPriceIncrementAmount ( Decimal &  value ) const

inline

Monetary value equivalent to the minimum price fluctuation.

Definition at line 9032 of file Messages.h.

UInt32 minTradeVol ( ) const

inline

The minimum trading volume for a security.

Definition at line 9006 of file Messages.h.

bool openInterestQty ( Int32 &  value ) const

inline

The total open interest for the market at the close of the prior trading session.

Definition at line 9146 of file Messages.h.

bool priceDisplayFormat ( UInt8 &  value ) const

inline

Number of decimals in fractional display price.

Definition at line 9081 of file Messages.h.

PutOrCall::Enum putOrCall ( ) const

inline

Indicates whether an option instrument is a put or call.

Definition at line 8931 of file Messages.h.

RelatedInstruments relatedInstruments ( ) const

inline

Returns instance of RelatedInstruments repeating group.

Definition at line 9253 of file Messages.h.

StrRef securityExchange ( ) const

inline

Exchange used to identify a security.

Definition at line 8862 of file Messages.h.

StrRef securityGroup ( ) const

inline

Security Group Code.

Definition at line 8871 of file Messages.h.

Int32 securityId ( ) const

inline

Unique Instrument ID.

Definition at line 8899 of file Messages.h.

SecurityIDSource securityIdSource ( ) const

inline

Identifies class or source of tag 48-SecurityID value.

Definition at line 8907 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum &  value ) const

inline

Identifies the current state of the instrument. The data is available in the Instrument Replay feed only.

Definition at line 8826 of file Messages.h.

StrRef securityType ( ) const

inline

Security Type.

Definition at line 8913 of file Messages.h.

SecurityUpdateAction::Enum securityUpdateAction ( ) const

inline

Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modification (i.e. extension) occurs.

Definition at line 8807 of file Messages.h.

StrRef settlCurrency ( ) const

inline

Identifies currency used for settlement, if different from trade price currency.

Definition at line 8979 of file Messages.h.

const SettlPriceType& settlPriceType ( ) const

inline

Bitmap field of eight Boolean type indicators representing settlement price type.

Definition at line 9126 of file Messages.h.

StrRef strikeCurrency ( ) const

inline

Currency in which the StrikePrice is denominated.

Definition at line 8969 of file Messages.h.

bool strikePrice ( Decimal &  value ) const

inline

Strike Price for an option instrument.

Definition at line 8959 of file Messages.h.

bool subFraction ( UInt8 &  value ) const

inline

Price Denominator of Sub Fraction.

Definition at line 9071 of file Messages.h.

StrRef symbol ( ) const

inline

Instrument Name or Symbol. Previously used as Instrument Group Code.

Definition at line 8890 of file Messages.h.

bool tickRule ( Int8 &  value ) const

inline

VTT code referencing variable tick table.

Definition at line 9051 of file Messages.h.

bool totNumReports ( UInt32 &  value ) const

inline

Total number of instruments in the Replay loop. Used on Replay Feed only.

Definition at line 8794 of file Messages.h.

bool tradingReferenceDate ( Timestamp &  value ) const

inline

Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.

Definition at line 9185 of file Messages.h.

bool tradingReferencePrice ( Decimal &  value ) const

inline

Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 9115 of file Messages.h.

UInt8 underlyingProduct ( ) const

inline

Indicates the product complex.

Definition at line 8854 of file Messages.h.

Underlyings underlyings ( ) const

inline

Returns instance of Underlyings repeating group.

Definition at line 9241 of file Messages.h.

StrRef unitOfMeasure ( ) const

inline

Unit of measure for the products' original contract size. This will be populated for all products listed on CME Globex.

Definition at line 9093 of file Messages.h.

bool unitOfMeasureQty ( Decimal &  value ) const

inline

This field contains the contract size for each instrument. Used in combination with tag 996-UnitofMeasure.

Definition at line 9103 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const

inline

User-defined instruments flag.

Definition at line 9176 of file Messages.h.

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The documentation for this struct was generated from the following file:

• /work/include/OnixS/CME/MDH/Messages.h