OnixS C++ Cboe CFE Multicast PITCH Market Data Handler  1.12.0
API documentation
FuturesInstrumentDefinitionMsg Struct Reference

#include <OnixS/CboeCFE/MarketData/Pitch/Messages/FuturesInstrumentDefinition.h>

Public Member Functions

Binary4 timeOffset () const ONIXS_BATS_PITCH_NOTHROW
StrRef symbol () const ONIXS_BATS_PITCH_NOTHROW
Binary4 unitTimestamp () const ONIXS_BATS_PITCH_NOTHROW
StrRef reportSymbol () const ONIXS_BATS_PITCH_NOTHROW
BitField futuresFlags () const ONIXS_BATS_PITCH_NOTHROW
BinaryDate expirationDate () const ONIXS_BATS_PITCH_NOTHROW
Binary2 contractSize () const ONIXS_BATS_PITCH_NOTHROW
ListingState::Enum listingState () const ONIXS_BATS_PITCH_NOTHROW
BinaryPrice priceIncrement () const ONIXS_BATS_PITCH_NOTHROW
Binary1 legCount () const ONIXS_BATS_PITCH_NOTHROW
Binary1 legOffset () const ONIXS_BATS_PITCH_NOTHROW
Binary1 varianceBlockOffset () const ONIXS_BATS_PITCH_NOTHROW
BinaryDate contractDate () const ONIXS_BATS_PITCH_NOTHROW
Variance variance () const ONIXS_BATS_PITCH_NOTHROW
Leg leg (MessageSize index) const ONIXS_BATS_PITCH_NOTHROW
 FuturesInstrumentDefinitionMsg (const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
- Public Member Functions inherited from BinaryMessage
 BinaryMessage (const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
 BinaryMessage (const BinaryMessage &other) ONIXS_BATS_PITCH_NOTHROW
const void * binary () const ONIXS_BATS_PITCH_NOTHROW
MessageSize binarySize () const ONIXS_BATS_PITCH_NOTHROW
BinaryMessageoperator= (const BinaryMessage &other) ONIXS_BATS_PITCH_NOTHROW

Additional Inherited Members

- Public Types inherited from BinaryMessage
typedef MessageSize BinarySize
- Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage submessage (MessageSizeoffset, MessageSizesize) const ONIXS_BATS_PITCH_NOTHROW
FieldValue ordinary (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW
const FieldValue & ordinaryRef (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW
Enumeration::Enum enumeration (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW
StrRef fixedStr (MessageSizeoffset) const ONIXS_BATS_PITCH_NOTHROW

Detailed Description

Definition at line 38 of file FuturesInstrumentDefinition.h.

Constructor & Destructor Documentation

FuturesInstrumentDefinitionMsg ( const void *  data,
MessageSize  size 

Initializes instance over given memory block.

Definition at line 161 of file FuturesInstrumentDefinition.h.

Member Function Documentation

BinaryDate contractDate ( ) const

Populated for single-leg instruments only.

Definition at line 129 of file FuturesInstrumentDefinition.h.

Binary2 contractSize ( ) const

Contract size of Instrument.

Definition at line 83 of file FuturesInstrumentDefinition.h.

BinaryDate expirationDate ( ) const

Expiration Date of Instrument.

Definition at line 76 of file FuturesInstrumentDefinition.h.

BitField futuresFlags ( ) const

Bit 0 - Variance (1: Variance Future, 0:Standard Future)

Definition at line 69 of file FuturesInstrumentDefinition.h.

Leg leg ( MessageSize  index) const


Definition at line 147 of file FuturesInstrumentDefinition.h.

Binary1 legCount ( ) const

Values greater than 0 indicate this is a multi-leg strategy.

Definition at line 104 of file FuturesInstrumentDefinition.h.

Binary1 legOffset ( ) const

Leg definitions, if any, begin at this offset from the beginning of the message. Possible values are 0 (no legs present), 41 (no Variance Block), or 93 (Variance Block present). Cboe reserves the right to change these values without prior notice.

Definition at line 113 of file FuturesInstrumentDefinition.h.

ListingState::Enum listingState ( ) const

Listing State.

Definition at line 90 of file FuturesInstrumentDefinition.h.

BinaryPrice priceIncrement ( ) const

Minimum Price Increment.

Definition at line 97 of file FuturesInstrumentDefinition.h.

StrRef reportSymbol ( ) const

Symbol for product or underlying security.

Definition at line 62 of file FuturesInstrumentDefinition.h.

StrRef symbol ( ) const

Symbol right padded with spaces.

Definition at line 48 of file FuturesInstrumentDefinition.h.

Binary4 timeOffset ( ) const

Nanosecond offset from last unit timestamp or Unit Timestamp in this message if it is non-zero.

Definition at line 41 of file FuturesInstrumentDefinition.h.

Binary4 unitTimestamp ( ) const

Unit timestamp expressed as number of whole seconds since the Epoch (Midnight, January 1, 1970 UTC).

Definition at line 55 of file FuturesInstrumentDefinition.h.

Variance variance ( ) const

Variance block.

Definition at line 136 of file FuturesInstrumentDefinition.h.

Binary1 varianceBlockOffset ( ) const

Variance Future parameter block begins at this offset from the beginning of the message. Possible values are 0 (no Variance Block) or 41 (Variance Block present). Cboe reserves the right to change these values without prior notice.

Definition at line 122 of file FuturesInstrumentDefinition.h.

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