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| SecurityDefinition (const Message &) |
| | Initializes instance from given FIX message.
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Events | events () const |
| | Events entries.
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| bool | tradingReferencePrice (Price &price) const |
| | This value may be the settlement price or closing price of the prior trading day, based on values in tag 5796-TradingReferenceDate and tag 731-SettPriceType. More...
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bool | marketSegmentId (MarketSegmentID &id) const |
| | Identifies the market segment. Populated for all CME Globex instruments.
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| bool | tradingReferenceDate (Date &date) const |
| | Indicates the date the last update to the settlement price, tag 1150-TradingReferencePrice, was updated in this message in YYYYMMDD format. More...
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SettlementPriceType | settlementPriceType () const |
| | Settlement price type if available.
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| bool | highLimitPrice (Price &price) const |
| | Upper price threshold for the instrument. More...
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| bool | lowLimitPrice (Price &price) const |
| | Lower price threshold for the instrument. More...
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StringRef | securityGroup () const |
| | Instrument Group.
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Symbol | symbol () const |
| | Instrument Symbol.
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StringRef | securityDescription () const |
| | Instrument Name.
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| bool | securityId (SecurityId &id) const |
| | Unique instrument id (FIX tag 48) as qualified by the exchange per tag 22-SecurityIDSource. More...
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| StringRef | cfiCode () const |
| | Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. More...
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UnderlyingProduct | underlyingProduct () const |
| | Indicates the product complex.
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StringRef | exchange () const |
| | Exchange used to identify a security.
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| StringRef | pricingModel () const |
| | Indicates which options pricing model is used to convert from volatility quote to premium and corresponding delta for vol-quoted options. More...
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bool | minCabPrice (Price &price) const |
| | Defines cabinet price for outright options products.
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| ExpirationCycle | expirationCycle () const |
| | Indicates if the instrument expires at the trading session close, or at a specified last eligible trade date. More...
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bool | unitOfMeasureQty (FloatQuantity &qty) const |
| | This field contains the contract size for each instrument.
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bool | strikePrice (Price &price) const |
| | Strike Price for an option.
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Currency | strikeCurrency () const |
| | Currency in which the StrikePrice is denominated.
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bool | minTradeVol (HugeQuantity &volume) const |
| | The minimum trading volume for a security.
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bool | maxTradeVol (HugeQuantity &volume) const |
| | The maximum trading volume for a security.
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| Currency | currency () const |
| | Identifies currency used for price. More...
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Currency | settlementCurrency () const |
| | Identifies currency used for settlement price.
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MatchAlgorithm | matchAlgorithm () const |
| | Matching Algorithm - CME assigned values.
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StringRef | subType () const |
| | Strategy type.
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Underlyings | underlyings () const |
| | Underlying legs that make up the security.
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bool | maxPriceVariation (Price &price) const |
| | Differential value for price banding.
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| ImpliedMarketIndicator | impliedMarketIndicator () const |
| | Informs the market that an instrument is eligible for implied trading (Implied In & Out). More...
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InstrumentAttributes | instrumentAttributes () const |
| | Collection of instrument attributes.
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| bool | maturityMonthYear (YearMonth &yearMonth) const |
| | This field provides the actual calendar date for contract maturity - month and year (used for standardized futures and options). More...
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| bool | maturityMonthYear (Date &date) const |
| | This field provides the actual calendar date for contract maturity (overload for a daily products). More...
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| bool | minPriceIncrement (Price &increment) const |
| | Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick Table) eligible. More...
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bool | lastUpdateTime (TimeSpan &time) const |
| | Time of when the instrument was deleted.
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| bool | displayFactor (PriceFactor &factor) const |
| | Contains the multiplier to convert the CME Globex display price to the conventional price. More...
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Legs | legs () const |
| | Collection of legs.
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bool | isUserDefinedInstrument () const |
| | Identifies user-defined instruments.
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bool | priceRatio (PriceFactor &ratio) const |
| | Used for price calculation in spread and leg pricing.
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| ContractMultiplierUnit | contractMultiplierUnit () const |
| | Indicates the type of multiplier being applied to the product. More...
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| FlowScheduleType | flowScheduleType () const |
| | The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract. More...
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| bool | contractMultiplier (Quantity &multiplier) const |
| | Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month. More...
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| StringRef | unitOfMeasure () const |
| | Unit of measure for the products' original contract size. More...
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bool | originalContractSize (HugeQuantity &size) const |
| | Fixed contract value assigned to a product.
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| bool | clearedVolume (Volume &volume) const |
| | Indicates the total cleared volume of instruments traded during the prior trading session. More...
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| bool | openInterestQty (Quantity &qty) const |
| | Indicates the total open interest for the market at the close of the prior trading session. More...
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LotTypeRules | lotTypeRules () const |
| | Quantity types.
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| void | bookDepths (MarketDepth &direct, MarketDepth &implied) const |
| | Retrieves depth values for direct and implied book. More...
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const Message & | message () const |
| | The source FIX Security Definition (35=d) message.
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std::string | toString () const |
| | Returns string representation of an object.
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void | toString (std::string &) const |
| | Appends string representation of an object.
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