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 () ONIXS_BATS_PITCH_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_BATS_PITCH_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_BATS_PITCH_NOTHROW
ONIXS_BATS_PITCH_EXPLICIT	operator bool () const ONIXS_BATS_PITCH_NOTHROW
const void *	binary () const ONIXS_BATS_PITCH_NOTHROW
MessageSize	binarySize () const ONIXS_BATS_PITCH_NOTHROW
BinaryMessage &	operator= (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  )

inline

Initializes instance over given memory block.

Definition at line 161 of file FuturesInstrumentDefinition.h.

Member Function Documentation

BinaryDate contractDate ( ) const

inline

Populated for single-leg instruments only.

Definition at line 129 of file FuturesInstrumentDefinition.h.

Binary2 contractSize ( ) const

inline

Contract size of Instrument.

Definition at line 83 of file FuturesInstrumentDefinition.h.

BinaryDate expirationDate ( ) const

inline

Expiration Date of Instrument.

Definition at line 76 of file FuturesInstrumentDefinition.h.

BitField futuresFlags ( ) const

inline

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

Definition at line 69 of file FuturesInstrumentDefinition.h.

Leg leg ( MessageSize  index ) const

inline

Leg.

Definition at line 147 of file FuturesInstrumentDefinition.h.

Binary1 legCount ( ) const

inline

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

Definition at line 104 of file FuturesInstrumentDefinition.h.

Binary1 legOffset ( ) const

inline

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

inline

Listing State.

Definition at line 90 of file FuturesInstrumentDefinition.h.

BinaryPrice priceIncrement ( ) const

inline

Minimum Price Increment.

Definition at line 97 of file FuturesInstrumentDefinition.h.

StrRef reportSymbol ( ) const

inline

Symbol for product or underlying security.

Definition at line 62 of file FuturesInstrumentDefinition.h.

StrRef symbol ( ) const

inline

Symbol right padded with spaces.

Definition at line 48 of file FuturesInstrumentDefinition.h.

Binary4 timeOffset ( ) const

inline

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

inline

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

inline

Variance block.

Definition at line 136 of file FuturesInstrumentDefinition.h.

Binary1 varianceBlockOffset ( ) const

inline

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.

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

• include/OnixS/CboeCFE/MarketData/Pitch/Messages/FuturesInstrumentDefinition.h