SecurityDefinitionMsg Struct Reference

Public Member Functions
UInt16	msgSize () const noexcept
UInt16	msgType () const noexcept
UInt32	securityCode () const noexcept
StrRef	marketCode () const noexcept
StrRef	iSINCode () const noexcept
StrRef	instrumentType () const noexcept
UInt8	productType () const noexcept
StrRef	spreadTableCode () const noexcept
StrRef	securityShortName () const noexcept
StrRef	currencyCode () const noexcept
StrRef	securityNameGCCS () const noexcept
StrRef	securityNameGB () const noexcept
UInt32	lotSize () const noexcept
Int32	previousClosingPrice () const noexcept
StrRef	vCMFlag () const noexcept
StrRef	shortSellFlag () const noexcept
StrRef	cASFlag () const noexcept
StrRef	cCASSFlag () const noexcept
StrRef	dummySecurityFlag () const noexcept
StrRef	stampDutyFlag () const noexcept
UInt32	listingDate () const noexcept
UInt32	delistingDate () const noexcept
StrRef	freeText () const noexcept
StrRef	pOSFlag () const noexcept
Int32	pOSUpperLimit () const noexcept
Int32	pOSLowerLimit () const noexcept
UInt32	domainStmtSecurityCode () const noexcept
StrRef	eFNFlag () const noexcept
UInt32	accruedInterest () const noexcept
UInt32	couponRate () const noexcept
UInt64	faceValue () const noexcept
UInt8	decimalsInFaceValue () const noexcept
StrRef	faceValueCurrency () const noexcept
UInt32	maturityDate () const noexcept
StrRef	investorType () const noexcept
UInt32	conversionRatio () const noexcept
Int32	strikePrice1 () const noexcept
Int32	strikePrice2 () const noexcept
UInt32	maturityDateOfWarrant () const noexcept
StrRef	callPutFlag () const noexcept
StrRef	style () const noexcept
StrRef	warrantType () const noexcept
Int32	callPrice () const noexcept
UInt8	decimalsInCallPrice () const noexcept
Int32	entitlement () const noexcept
UInt8	decimalsInEntitlement () const noexcept
UInt32	noWarrantsPerEntitlement () const noexcept
UInt16	noUnderlyingSecurities () const noexcept
UnderlyingSecurity	underlyingSecurity (UInt16 index) const noexcept
	SecurityDefinitionMsg (const void *data, MessageSize size) noexcept
Public Member Functions inherited from BinaryMessage
	BinaryMessage () noexcept
	BinaryMessage (const void *data, MessageSize size) noexcept
	BinaryMessage (const BinaryMessage &other) noexcept
	operator bool () const noexcept
const void *	binary () const noexcept
MessageSize	binarySize () const noexcept
BinaryMessage &	operator= (const BinaryMessage &other) noexcept

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static constexpr MessageSize	messageSize_ = 544

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage	submessage (MessageSize offset, MessageSize size) const noexcept
FieldValue	ordinary (MessageSize offset) const noexcept
const FieldValue &	ordinaryRef (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) const noexcept

Detailed Description

Definition at line 37 of file SecurityDefinition.h.

Constructor & Destructor Documentation

SecurityDefinitionMsg()

SecurityDefinitionMsg ( const void * data, MessageSize size )

inlinenoexcept

Initializes instance over given memory block.

Definition at line 401 of file SecurityDefinition.h.

Member Function Documentation

accruedInterest()

UInt32 accruedInterest ( ) const

inlinenoexcept

Accrued interest of the security.

Definition at line 239 of file SecurityDefinition.h.

callPrice()

Int32 callPrice ( ) const

inlinenoexcept

Call price for CBBC.

Definition at line 338 of file SecurityDefinition.h.

callPutFlag()

StrRef callPutFlag ( ) const

inlinenoexcept

Indicator of whether the warrant or structured product is a call or put option.

Definition at line 317 of file SecurityDefinition.h.

cASFlag()

StrRef cASFlag ( ) const

inlinenoexcept

Indicates whether Closing Auction Session (CAS) is applicable to the security.

Definition at line 153 of file SecurityDefinition.h.

cCASSFlag()

StrRef cCASSFlag ( ) const

inlinenoexcept

Indicates whether or not the security is a CCASS security.

Definition at line 160 of file SecurityDefinition.h.

conversionRatio()

UInt32 conversionRatio ( ) const

inlinenoexcept

Conversion ratio for Structured Product.

Definition at line 288 of file SecurityDefinition.h.

couponRate()

UInt32 couponRate ( ) const

inlinenoexcept

Coupon rate of a bond security.

Definition at line 246 of file SecurityDefinition.h.

currencyCode()

StrRef currencyCode ( ) const

inlinenoexcept

Currency code of the security.

Definition at line 103 of file SecurityDefinition.h.

decimalsInCallPrice()

UInt8 decimalsInCallPrice ( ) const

inlinenoexcept

Number of decimal places in Call Price.

Definition at line 345 of file SecurityDefinition.h.

decimalsInEntitlement()

UInt8 decimalsInEntitlement ( ) const

inlinenoexcept

Number of decimal places in Entitlement.

Definition at line 359 of file SecurityDefinition.h.

decimalsInFaceValue()

UInt8 decimalsInFaceValue ( ) const

inlinenoexcept

Number of decimal places in Face Value.

Definition at line 260 of file SecurityDefinition.h.

delistingDate()

UInt32 delistingDate ( ) const

inlinenoexcept

Date of security delisting.

Definition at line 188 of file SecurityDefinition.h.

domainStmtSecurityCode()

UInt32 domainStmtSecurityCode ( ) const

inlinenoexcept

Security code of the corresponding Domain Settlement Counter.

Definition at line 225 of file SecurityDefinition.h.

dummySecurityFlag()

StrRef dummySecurityFlag ( ) const

inlinenoexcept

Dummy Security Flag.

Definition at line 167 of file SecurityDefinition.h.

eFNFlag()

StrRef eFNFlag ( ) const

inlinenoexcept

EFN Indicator.

Definition at line 232 of file SecurityDefinition.h.

entitlement()

Int32 entitlement ( ) const

inlinenoexcept

Entitlement of the warrant.

Definition at line 352 of file SecurityDefinition.h.

faceValue()

UInt64 faceValue ( ) const

inlinenoexcept

Face value of a bond security.

Definition at line 253 of file SecurityDefinition.h.

faceValueCurrency()

StrRef faceValueCurrency ( ) const

inlinenoexcept

Currency code of Face Value.

Definition at line 267 of file SecurityDefinition.h.

freeText()

StrRef freeText ( ) const

inlinenoexcept

Free text associated to the security.

Definition at line 195 of file SecurityDefinition.h.

instrumentType()

StrRef instrumentType ( ) const

inlinenoexcept

Instrument type of the security.

Definition at line 75 of file SecurityDefinition.h.

investorType()

StrRef investorType ( ) const

inlinenoexcept

Investor type of a bond security.

Definition at line 281 of file SecurityDefinition.h.

iSINCode()

StrRef iSINCode ( ) const

inlinenoexcept

ISIN code of the security.

Definition at line 68 of file SecurityDefinition.h.

listingDate()

UInt32 listingDate ( ) const

inlinenoexcept

Date of security listing.

Definition at line 181 of file SecurityDefinition.h.

lotSize()

UInt32 lotSize ( ) const

inlinenoexcept

Board lot size for the security.

Definition at line 124 of file SecurityDefinition.h.

marketCode()

StrRef marketCode ( ) const

inlinenoexcept

Market segment identifier.

Definition at line 61 of file SecurityDefinition.h.

maturityDate()

UInt32 maturityDate ( ) const

inlinenoexcept

Date of maturity of a bond security.

Definition at line 274 of file SecurityDefinition.h.

maturityDateOfWarrant()

UInt32 maturityDateOfWarrant ( ) const

inlinenoexcept

Date of maturity of a warrant or structured security.

Definition at line 310 of file SecurityDefinition.h.

msgSize()

UInt16 msgSize ( ) const

inlinenoexcept

Size of the message.

Definition at line 40 of file SecurityDefinition.h.

msgType()

UInt16 msgType ( ) const

inlinenoexcept

Type of message.

Definition at line 47 of file SecurityDefinition.h.

noUnderlyingSecurities()

UInt16 noUnderlyingSecurities ( ) const

inlinenoexcept

Number of underlying securities if the underlying security is defined in Security Definition (11) message.

Definition at line 374 of file SecurityDefinition.h.

noWarrantsPerEntitlement()

UInt32 noWarrantsPerEntitlement ( ) const

inlinenoexcept

Number of warrants per entitlement.

Definition at line 366 of file SecurityDefinition.h.

pOSFlag()

StrRef pOSFlag ( ) const

inlinenoexcept

Indicates whether Pre-Opening Session (POS) is applicable to the security.

Definition at line 202 of file SecurityDefinition.h.

pOSLowerLimit()

Int32 pOSLowerLimit ( ) const

inlinenoexcept

Lower price limit of all orders in POS Order Input period, and At-auction Limit buy order in POS No Cancellation and Random Matching periods.

Definition at line 218 of file SecurityDefinition.h.

pOSUpperLimit()

Int32 pOSUpperLimit ( ) const

inlinenoexcept

Upper price limit of all orders in POS Order Input period, and At-auction Limit sell order in POS No Cancellation and Random Matching periods.

Definition at line 210 of file SecurityDefinition.h.

previousClosingPrice()

Int32 previousClosingPrice ( ) const

inlinenoexcept

Previous closing price of the security; or Net asset value (NAV) published by issuer for ETF or L and I Product on the trading day before its first day listing.

Definition at line 132 of file SecurityDefinition.h.

productType()

UInt8 productType ( ) const

inlinenoexcept

Product type of the security.

Definition at line 82 of file SecurityDefinition.h.

securityCode()

UInt32 securityCode ( ) const

inlinenoexcept

Uniquely identifies a security available for trading.

Definition at line 54 of file SecurityDefinition.h.

securityNameGB()

StrRef securityNameGB ( ) const

inlinenoexcept

Security name in Simplified Chinese using Unicode.

Definition at line 117 of file SecurityDefinition.h.

securityNameGCCS()

StrRef securityNameGCCS ( ) const

inlinenoexcept

Security name in Traditional Chinese using Unicode.

Definition at line 110 of file SecurityDefinition.h.

securityShortName()

StrRef securityShortName ( ) const

inlinenoexcept

Security short name.

Definition at line 96 of file SecurityDefinition.h.

shortSellFlag()

StrRef shortSellFlag ( ) const

inlinenoexcept

Indicator for short-sell authorization.

Definition at line 146 of file SecurityDefinition.h.

spreadTableCode()

StrRef spreadTableCode ( ) const

inlinenoexcept

Spread table code of the security.

Definition at line 89 of file SecurityDefinition.h.

stampDutyFlag()

StrRef stampDutyFlag ( ) const

inlinenoexcept

Indicator for stamp duty requirement.

Definition at line 174 of file SecurityDefinition.h.

strikePrice1()

Int32 strikePrice1 ( ) const

inlinenoexcept

Strike price of the security if it has only one strike price, or Lower strike price of the security if it has lower and upper strike prices (i.e.

upper strike price not = 0)

Definition at line 296 of file SecurityDefinition.h.

strikePrice2()

Int32 strikePrice2 ( ) const

inlinenoexcept

Upper strike price of the security if it has lower and upper strike prices.

Definition at line 303 of file SecurityDefinition.h.

style()

StrRef style ( ) const

inlinenoexcept

Style of the warrant.

Definition at line 324 of file SecurityDefinition.h.

underlyingSecurity()

UnderlyingSecurity underlyingSecurity ( UInt16 index ) const

inlinenoexcept

Definition at line 381 of file SecurityDefinition.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 394 of file SecurityDefinition.h.

vCMFlag()

StrRef vCMFlag ( ) const

inlinenoexcept

Indicates whether Volatility Control Mechanism (VCM) is applicable to the security.

Definition at line 139 of file SecurityDefinition.h.

warrantType()

StrRef warrantType ( ) const

inlinenoexcept

Warrant type of the warrant.

Definition at line 331 of file SecurityDefinition.h.

Member Data Documentation

messageSize_

MessageSize messageSize_ = 544

staticconstexpr

Total message size.

Definition at line 391 of file SecurityDefinition.h.