InstrumentDefinitionSpread29 Struct Reference

#include <Messages.h>

Collaboration diagram for InstrumentDefinitionSpread29:

Classes
struct	EventsEntry
struct	FeedTypesEntry
struct	InstAttribEntry
struct	LegsEntry
struct	LotTypeRulesEntry

Public Types
enum	{ TemplateId = 29 }
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< LegsEntry, GroupSize, MessageSize >	Legs
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
typedef MessageHeader::BlockLength	BodySize

Public Member Functions
	InstrumentDefinitionSpread29 ()
	InstrumentDefinitionSpread29 (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
bool	underlyingProduct (UInt8 &value) 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
bool	maturityMonthYear (MaturityMonthYear &value) const
StrRef	currency () const
StrRef	securitySubType () const
UserDefinedInstrument	userDefinedInstrument () const
CHAR	matchAlgorithm () const
UInt32	minTradeVol () const
UInt32	maxTradeVol () const
Decimal	minPriceIncrement () const
Decimal	displayFactor () const
bool	priceDisplayFormat (UInt8 &value) const
bool	priceRatio (Decimal &value) const
bool	tickRule (Int8 &value) const
StrRef	unitOfMeasure () const
bool	tradingReferencePrice (Decimal &value) const
const SettlPriceType &	settlPriceType () const
bool	openInterestQty (Int32 &value) const
bool	clearedVolume (Int32 &value) const
bool	highLimitPrice (Decimal &value) const
bool	lowLimitPrice (Decimal &value) const
bool	maxPriceVariation (Decimal &value) const
bool	mainFraction (UInt8 &value) const
bool	subFraction (UInt8 &value) const
bool	tradingReferenceDate (Timestamp &value) const
Events	events () const
FeedTypes	feedTypes () const
InstAttrib	instAttrib () const
LotTypeRules	lotTypeRules () const
Legs	legs () 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 865 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 941 of file Messages.h.

typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 1013 of file Messages.h.

typedef BinaryGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 1082 of file Messages.h.

typedef BinaryGroup<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 1264 of file Messages.h.

typedef BinaryGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 1158 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 870 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionSpread29 ( )

inline

Initializes blank instance.

Definition at line 1267 of file Messages.h.

InstrumentDefinitionSpread29 ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 1272 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const

inline

The channel ID as defined in the XML Configuration file.

Definition at line 1338 of file Messages.h.

StrRef asset ( ) const

inline

The underlying asset code also known as Product Code.

Definition at line 1383 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED BodySize bodySize ( SchemaVersion  )

inlinestatic

Size of message body in bytes.

Definition at line 1715 of file Messages.h.

StrRef cfiCode ( ) const

inline

ISO standard instrument categorization code.

Definition at line 1425 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

inlinestatic

Returns class name.

Definition at line 1722 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 1585 of file Messages.h.

StrRef currency ( ) const

inline

Identifies currency used for price.

Definition at line 1445 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 1505 of file Messages.h.

Events events ( ) const

inline

Returns instance of Events repeating group.

Definition at line 1664 of file Messages.h.

FeedTypes feedTypes ( ) const

inline

Returns instance of FeedTypes repeating group.

Definition at line 1672 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 1729 of file Messages.h.

bool highLimitPrice ( Decimal &  value ) const

inline

Allowable high limit price for the trading day.

Definition at line 1595 of file Messages.h.

InstAttrib instAttrib ( ) const

inline

Returns instance of InstAttrib repeating group.

Definition at line 1681 of file Messages.h.

Timestamp lastUpdateTime ( ) const

inline

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

Definition at line 1317 of file Messages.h.

Legs legs ( ) const

inline

Returns instance of Legs repeating group.

Definition at line 1702 of file Messages.h.

LotTypeRules lotTypeRules ( ) const

inline

Returns instance of LotTypeRules repeating group.

Definition at line 1691 of file Messages.h.

bool lowLimitPrice ( Decimal &  value ) const

inline

Allowable low limit price for the trading day.

Definition at line 1605 of file Messages.h.

bool mainFraction ( UInt8 &  value ) const

inline

Price Denominator of Main Fraction.

Definition at line 1625 of file Messages.h.

UInt8 marketSegmentId ( ) const

inline

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

Definition at line 1347 of file Messages.h.

CHAR matchAlgorithm ( ) const

inline

Matching algorithm.

Definition at line 1471 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 1286 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear &  value ) const

inline

This field provides the actual calendar date for contract maturity.

Definition at line 1435 of file Messages.h.

bool maxPriceVariation ( Decimal &  value ) const

inline

Differential value for price banding.

Definition at line 1615 of file Messages.h.

UInt32 maxTradeVol ( ) const

inline

The maximum trading volume for a security.

Definition at line 1487 of file Messages.h.

Decimal minPriceIncrement ( ) const

inline

Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.

Definition at line 1496 of file Messages.h.

UInt32 minTradeVol ( ) const

inline

The minimum trading volume for a security.

Definition at line 1479 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 1574 of file Messages.h.

bool priceDisplayFormat ( UInt8 &  value ) const

inline

Number of decimals in fractional display price.

Definition at line 1513 of file Messages.h.

bool priceRatio ( Decimal &  value ) const

inline

Used for price calculation in spread and leg pricing.

Definition at line 1523 of file Messages.h.

StrRef securityExchange ( ) const

inline

Exchange used to identify a security.

Definition at line 1365 of file Messages.h.

StrRef securityGroup ( ) const

inline

Security Group Code.

Definition at line 1374 of file Messages.h.

Int32 securityId ( ) const

inline

Unique instrument ID.

Definition at line 1401 of file Messages.h.

SecurityIDSource securityIdSource ( ) const

inline

Identifies class or source of the security ID (Tag 48) value.

Definition at line 1410 of file Messages.h.

StrRef securitySubType ( ) const

inline

Strategy type.

Definition at line 1454 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 1327 of file Messages.h.

StrRef securityType ( ) const

inline

Security Type.

Definition at line 1416 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 1308 of file Messages.h.

const SettlPriceType& settlPriceType ( ) const

inline

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

Definition at line 1565 of file Messages.h.

bool subFraction ( UInt8 &  value ) const

inline

Price Denominator of Sub Fraction.

Definition at line 1635 of file Messages.h.

StrRef symbol ( ) const

inline

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 1392 of file Messages.h.

bool tickRule ( Int8 &  value ) const

inline

Tick Rule.

Definition at line 1533 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 1295 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 1646 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 1554 of file Messages.h.

bool underlyingProduct ( UInt8 &  value ) const

inline

Product complex.

Definition at line 1355 of file Messages.h.

StrRef unitOfMeasure ( ) const

inline

Unit of measure for the products' original contract size.

Definition at line 1543 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const

inline

User-defined instruments flag.

Definition at line 1463 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