 |
OnixS C++ CME Market Data Handler
2.56.0.0
|
|
OnixS C++ CME Market Data Handler
2.56.0.0
|
Miscellaneous attributes of single Leg. More...
Public Member Functions | |
| ~Leg () | |
| Utilizes resources. | |
| Symbol | symbol () const |
| Only sent for options strategies and futures spreads. More... | |
| Quantity | legRatioQty () const |
| The ratio of quantity for this individual leg relative to the entire multi-leg instrument. More... | |
| SecurityId | securityId () const |
| Unique instrument ID for the leg. | |
| StringRef | securityDescription () const |
| Leg security description (e.g., ESM0 C1130). | |
| LegSide | side () const |
| The side of the leg for this repeating group. | |
| StringRef | securityGroup () const |
| The product code for the leg (e.g., ES). | |
| StringRef | cfiCode () const |
| Multi-leg instrument's individual security's CFICode. | |
| StringRef | subType () const |
| If leg is a spread, the strategy type for the spread. | |
| Currency | currency () const |
| Currency associated with a particular leg's quantity. | |
| bool | maturityMonthYear (YearMonth &ym) const |
| Leg instrument's individual security's MaturityMonthYear. More... | |
| bool | maturityMonthYear (Date &date) const |
| Leg instrument's individual security's MaturityMonthYear. More... | |
| bool | strikePrice (Price &price) const |
| Leg instrument's individual security's StrikePrice. More... | |
| StringRef | exchange () const |
| Exchange on which leg instrument is traded. More... | |
| StringRef | legStrikeCurrency () const |
| Currency in which the strike price of an instrument leg of a multi-leg instrument is denominated. More... | |
| bool | price (Price &price) const |
| Price for a futures leg of a covered. | |
| bool | optionDelta (FloatQuantity &qty) const |
| Delta used to calculate the quantity of futures used to cover the option or option strategy. More... | |
 Public Member Functions inherited from GroupInstance | |
| GroupInstance () | |
| Initializes instance referencing to nothing. | |
| GroupInstance (const GroupInstance &other) | |
| Initializes instance as reference to the other one. | |
| GroupInstance & | operator= (const GroupInstance &) |
| Reinitializes instance as reference of other one. | |
| const Message & | message () const |
| Instance of Message holding given repeating group instance. More... | |
| Public Member Functions inherited from FieldSet | |
| operator bool () const | |
| Indicates whether instance refers to a valid set of fields. More... | |
| FieldValueRef | get (Tag tag) const |
| Provides access to field value using field tag. More... | |
| char | getChar (Tag tag) const |
| Returns field value as a char value. More... | |
| Int32 | getInt32 (Tag tag) const |
| Returns field value as an Int32 value. More... | |
| UInt32 | getUInt32 (Tag tag) const |
| Returns field value as an UInt32 value. More... | |
| Int64 | getInt64 (Tag tag) const |
| Returns field value as an Int64 value. More... | |
| UInt64 | getUInt64 (Tag tag) const |
| Returns field value as an UInt64 value. More... | |
| Decimal | getDecimal (Tag tag) const |
| Returns the field value as a decimal number. More... | |
| StringRef | getStringRef (Tag tag) const |
| Returns reference to a read-only text chain. More... | |
| Timestamp | getTimestamp (Tag tag, TimestampFormat format=TimestampFormats::YYYYMMDDHHMMSSmsec) const |
| Returns the field value as timestamp of requested format. More... | |
| Group | getGroup (Tag tag) const |
| Returns reference to a repeating group if underlying field defines length of repeating group. More... | |
| Group | getOptionalGroup (Tag tag) const |
| Returns reference to a repeating group if underlying field defines length of repeating group. More... | |
| bool | hasFlag (Tag tag) const |
| Returns true if the given flag is present and it equals to "Y", otherwise false. More... | |
| bool | contain (Tag tag) const |
| Checks the presence of a field This method should be used if the actual field value is NOT of interest - otherwise field lookup operation will be done twice. More... | |
Friends | |
| class | TypedGroup< Leg > |
Additional Inherited Members | |
| Protected Member Functions inherited from FieldSet | |
| FieldSet (const Message *, const void *) | |
| FieldSet (const FieldSet &) | |
| FieldSet & | operator= (const FieldSet &) |
| Protected Attributes inherited from FieldSet | |
| const void * | impl_ |
| const Message * | container_ |
Miscellaneous attributes of single Leg.
|
inline |
Exchange on which leg instrument is traded.
For Inter Exchange Spreads this field will contain the exchange code of the given leg.
|
inline |
The ratio of quantity for this individual leg relative to the entire multi-leg instrument.
|
inline |
Currency in which the strike price of an instrument leg of a multi-leg instrument is denominated.
|
inline |
Leg instrument's individual security's MaturityMonthYear.
See getMaturityMonthYear for description.
|
inline |
Leg instrument's individual security's MaturityMonthYear.
See getMaturityMonthYear for description.
|
inline |
Delta used to calculate the quantity of futures used to cover the option or option strategy.
|
inline |
Leg instrument's individual security's StrikePrice.
See getStrikePrice for description.
|
inline |
Only sent for options strategies and futures spreads.
For an options leg, this value will be the same as that contained in Symbol. For a futures leg, this field will contain [N/A].