OnixS C++ CME MDP Conflated TCP Handler  1.3.1
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
InstrumentDefinitionFX63 Struct Reference

#include <OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h>

Classes

struct  EventsEntry
 
struct  FeedTypesEntry
 
struct  InstAttribEntry
 
struct  LotTypeRulesEntry
 
struct  TradingSessionsEntry
 

Public Types

enum  { TemplateId = 63 }
 
enum  { SinceVersion = 12 }
 
typedef SchemaTraits Schema
 
typedef InstrumentDefinitionFX63 ThisType
 
typedef SbeGroup< EventsEntry, GroupSize, MessageSize > Events
 
typedef SbeGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
 
typedef SbeGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
 
typedef SbeGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
 
typedef SbeGroup< TradingSessionsEntry, GroupSize, MessageSize > TradingSessions
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 InstrumentDefinitionFX63 () ONIXS_CONFLATEDTCP_DEFAULT
 
 InstrumentDefinitionFX63 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionFX63 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionFX63 (void *data, EncodedLength length, NoInit)
 
 InstrumentDefinitionFX63 (const SbeMessage &message)
 
MatchEventIndicator matchEventIndicator () const noexcept
 
ThisType & setMatchEventIndicator (MatchEventIndicator value) noexcept
 
bool totNumReports (UInt32 &value) const noexcept
 
ThisType & setTotNumReports (UInt32 value) noexcept
 
ThisType & totNumReportsNull () noexcept
 
SecurityUpdateAction::Enum securityUpdateAction () const noexcept
 
ThisType & setSecurityUpdateAction (SecurityUpdateAction::Enum value) noexcept
 
Timestamp lastUpdateTime () const noexcept
 
ThisType & setLastUpdateTime (Timestamp value) noexcept
 
bool securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept
 
ThisType & setSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept
 
ThisType & securityTradingStatusNull () noexcept
 
Int16 applId () const noexcept
 
ThisType & setApplId (Int16 value) noexcept
 
UInt8 marketSegmentId () const noexcept
 
ThisType & setMarketSegmentId (UInt8 value) noexcept
 
UInt8 underlyingProduct () const noexcept
 
ThisType & setUnderlyingProduct (UInt8 value) noexcept
 
StrRef securityExchange () const noexcept
 
ThisType & setSecurityExchange (StrRef value) noexcept
 
StrRef securityGroup () const noexcept
 
ThisType & setSecurityGroup (StrRef value) noexcept
 
StrRef asset () const noexcept
 
ThisType & setAsset (StrRef value) noexcept
 
StrRef symbol () const noexcept
 
ThisType & setSymbol (StrRef value) noexcept
 
Int32 securityId () const noexcept
 
ThisType & setSecurityId (Int32 value) noexcept
 
StrRef securityType () const noexcept
 
ThisType & setSecurityType (StrRef value) noexcept
 
StrRef cfiCode () const noexcept
 
ThisType & setCfiCode (StrRef value) noexcept
 
StrRef currency () const noexcept
 
ThisType & setCurrency (StrRef value) noexcept
 
StrRef settlCurrency () const noexcept
 
ThisType & setSettlCurrency (StrRef value) noexcept
 
StrRef priceQuoteCurrency () const noexcept
 
ThisType & setPriceQuoteCurrency (StrRef value) noexcept
 
CHAR matchAlgorithm () const noexcept
 
ThisType & setMatchAlgorithm (CHAR value) noexcept
 
UInt32 minTradeVol () const noexcept
 
ThisType & setMinTradeVol (UInt32 value) noexcept
 
UInt32 maxTradeVol () const noexcept
 
ThisType & setMaxTradeVol (UInt32 value) noexcept
 
PRICE9 minPriceIncrement () const noexcept
 
ThisType & setMinPriceIncrement (PRICE9 value) noexcept
 
Decimal9 displayFactor () const noexcept
 
ThisType & setDisplayFactor (Decimal9 value) noexcept
 
UInt8 pricePrecision () const noexcept
 
ThisType & setPricePrecision (UInt8 value) noexcept
 
StrRef unitOfMeasure () const noexcept
 
ThisType & setUnitOfMeasure (StrRef value) noexcept
 
bool unitOfMeasureQty (Decimal9 &value) const noexcept
 
ThisType & setUnitOfMeasureQty (Decimal9 value) noexcept
 
ThisType & unitOfMeasureQtyNull () noexcept
 
bool highLimitPrice (PRICE9 &value) const noexcept
 
ThisType & setHighLimitPrice (PRICE9 value) noexcept
 
ThisType & highLimitPriceNull () noexcept
 
bool lowLimitPrice (PRICE9 &value) const noexcept
 
ThisType & setLowLimitPrice (PRICE9 value) noexcept
 
ThisType & lowLimitPriceNull () noexcept
 
bool maxPriceVariation (PRICE9 &value) const noexcept
 
ThisType & setMaxPriceVariation (PRICE9 value) noexcept
 
ThisType & maxPriceVariationNull () noexcept
 
UserDefinedInstrument userDefinedInstrument () const noexcept
 
ThisType & setUserDefinedInstrument (UserDefinedInstrument value) noexcept
 
StrRef financialInstrumentFullName () const noexcept
 
ThisType & setFinancialInstrumentFullName (StrRef value) noexcept
 
StrRef fxCurrencySymbol () const noexcept
 
ThisType & setFxCurrencySymbol (StrRef value) noexcept
 
StrRef settlType () const noexcept
 
ThisType & setSettlType (StrRef value) noexcept
 
UInt16 interveningDays () const noexcept
 
ThisType & setInterveningDays (UInt16 value) noexcept
 
StrRef fxBenchmarkRateFix () const noexcept
 
ThisType & setFxBenchmarkRateFix (StrRef value) noexcept
 
StrRef rateSource () const noexcept
 
ThisType & setRateSource (StrRef value) noexcept
 
StrRef fixRateLocalTime () const noexcept
 
ThisType & setFixRateLocalTime (StrRef value) noexcept
 
StrRef fixRateLocalTimeZone () const noexcept
 
ThisType & setFixRateLocalTimeZone (StrRef value) noexcept
 
UInt32 minQuoteLife () const noexcept
 
ThisType & setMinQuoteLife (UInt32 value) noexcept
 
PRICE9 maxPriceDiscretionOffset () const noexcept
 
ThisType & setMaxPriceDiscretionOffset (PRICE9 value) noexcept
 
bool instrumentGUId (UInt64 &value) const noexcept
 
ThisType & setInstrumentGUId (UInt64 value) noexcept
 
ThisType & instrumentGUIdNull () noexcept
 
bool maturityMonthYear (MaturityMonthYear &value) const noexcept
 
ThisType & setMaturityMonthYear (MaturityMonthYear value) noexcept
 
ThisType & maturityMonthYearNull () noexcept
 
StrRef settlementLocale () const noexcept
 
ThisType & setSettlementLocale (StrRef value) noexcept
 
bool altMinPriceIncrement (PRICE9 &value) const noexcept
 
ThisType & setAltMinPriceIncrement (PRICE9 value)
 
ThisType & altMinPriceIncrementNull ()
 
bool altMinQuoteLife (UInt32 &value) const noexcept
 
ThisType & setAltMinQuoteLife (UInt32 value)
 
ThisType & altMinQuoteLifeNull ()
 
bool altPriceIncrementConstraint (PRICE9 &value) const noexcept
 
ThisType & setAltPriceIncrementConstraint (PRICE9 value)
 
ThisType & altPriceIncrementConstraintNull ()
 
bool maxBidAskConstraint (PRICE9 &value) const noexcept
 
ThisType & setMaxBidAskConstraint (PRICE9 value)
 
ThisType & maxBidAskConstraintNull ()
 
Events events () const noexcept
 
Events events () noexcept
 
Events events (Events::Size length)
 
Events events (Events::Size length, NoFieldsInit)
 
FeedTypes feedTypes () const noexcept
 
FeedTypes feedTypes () noexcept
 
FeedTypes feedTypes (FeedTypes::Size length)
 
FeedTypes feedTypes (FeedTypes::Size length, NoFieldsInit)
 
InstAttrib instAttrib () const noexcept
 
InstAttrib instAttrib () noexcept
 
InstAttrib instAttrib (InstAttrib::Size length)
 
InstAttrib instAttrib (InstAttrib::Size length, NoFieldsInit)
 
LotTypeRules lotTypeRules () const noexcept
 
LotTypeRules lotTypeRules () noexcept
 
LotTypeRules lotTypeRules (LotTypeRules::Size length)
 
LotTypeRules lotTypeRules (LotTypeRules::Size length, NoFieldsInit)
 
TradingSessions tradingSessions () const noexcept
 
TradingSessions tradingSessions () noexcept
 
TradingSessions tradingSessions (TradingSessions::Size length)
 
TradingSessions tradingSessions (TradingSessions::Size length, NoFieldsInit)
 
ThisType & resetVariableFields () noexcept
 
ThisType & reset () noexcept
 
const void * tail () const noexcept
 
EncodedLength calculateBinarySize () const noexcept
 
- Public Member Functions inherited from SbeMessage
 SbeMessage () noexcept
 
 SbeMessage (void *data, MessageSize size, SchemaVersion version)
 
 SbeMessage (void *data, MessageSize size)
 
 SbeMessage (void *data, MessageSize size, NoCheck) noexcept
 
void clear () noexcept
 
bool valid () const noexcept
 
MessageTemplateId templateId () const noexcept
 
SchemaVersion version () const noexcept
 
SchemaId schemaId () const noexcept
 
const void * binary () const noexcept
 
void * binary () noexcept
 
const void * blockEnd () noexcept
 
const void * blockEnd () const noexcept
 
MessageSize bufferSize () const noexcept
 
void * body () noexcept
 
BlockLength blockLength () const noexcept
 
const void * block () const noexcept
 
void * block () noexcept
 
- Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage & container () noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSizeoffset, StrRef value) noexcept
 
void setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

static constexpr SecurityIDSource securityIdSource () noexcept
 
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
 
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
 
static constexpr MessageSize getMinimalVariableFieldsSize (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version)
 
static constexpr const Char * className ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize > GroupList
 
typedef SbeVariableLengthFieldList< MessageSize > VariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessage & version (SchemaVersion version) noexcept
 
GroupList groups () noexcept
 
GroupList groups () const noexcept
 
template<typename Group >
void initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
 
template<typename Group >
void setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
 
template<typename Group >
void constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
 
VariableLengthFieldList variableLengthFields () noexcept
 
VariableLengthFieldList variableLengthFields () const noexcept
 
void initHeader (MessageHeader::TemplateId value, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
 
void zeroPaddingBytes (BlockLength offset)
 
void init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id)
 
MessageSize calculateBinarySize (const void *tail) const noexcept
 
template<class Callable , class Owner >
void setVariableLengthField (Callable callable, StrRef value, Owner &owner)
 
template<class Callable , class Owner >
void setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
 
template<class Callable , class Owner >
StrRef getVariableLengthField (Callable callable, const Owner &owner) const noexcept
 
template<class Callable , class Owner >
StrRef getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
 
template<class Callable , class Owner >
void setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
 
template<class Group , class Callable , class Owner >
void resetGroup (Callable callable, Owner &owner) noexcept
 
template<class Callable , class Owner >
void setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
 
template<class Group , class Callable , class Owner >
void resetGroup (Callable callable, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group getGroup (Callable callable, Owner &owner) const noexcept
 
template<class Group , class Callable , class Owner >
Group getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
 
template<class Group , class Callable , class Owner >
Group constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group constructGroup (Callable callable, typename Group::Size length, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group setupGroup (Callable callable, typename Group::Size length, Owner &owner)
 
- Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
 SbeFields () ONIXS_CONFLATEDTCP_DEFAULT
 
 ~SbeFields () ONIXS_CONFLATEDTCP_DEFAULT
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock () ONIXS_CONFLATEDTCP_DEFAULT
 
 ~BinaryBlock () ONIXS_CONFLATEDTCP_DEFAULT
 
Value ordinary (MessageSizeoffset) const noexcept
 
bool ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSizeoffset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSizeoffset) const noexcept
 
bool decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSizeoffset) const noexcept
 
bool fixedStr (StrRef &value, MessageSizeoffset) const noexcept
 
bool fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 8155 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 8299 of file Messages.h.

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 8429 of file Messages.h.

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 8548 of file Messages.h.

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 8692 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 8160 of file Messages.h.

typedef InstrumentDefinitionFX63 ThisType

This type alias.

Definition at line 8163 of file Messages.h.

typedef SbeGroup<TradingSessionsEntry, GroupSize, MessageSize> TradingSessions

Repeating group containing TradingSessionsEntry entries.

Definition at line 8940 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 8166 of file Messages.h.

anonymous enum

Available since version.

Enumerator
SinceVersion 

Definition at line 8169 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionFX63 ( )

Initializes a blank instance.

InstrumentDefinitionFX63 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 8946 of file Messages.h.

InstrumentDefinitionFX63 ( void *  data,
EncodedLength  length,
NoFieldsInit  ,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 8961 of file Messages.h.

InstrumentDefinitionFX63 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 8975 of file Messages.h.

InstrumentDefinitionFX63 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 8987 of file Messages.h.

Member Function Documentation

bool altMinPriceIncrement ( PRICE9 &  value) const
inlinenoexcept

New sub-tick which is only available for order entry when certain conditions are met, tick value which corresponds to the Alt Min Quote Life.

Definition at line 10035 of file Messages.h.

ThisType& altMinPriceIncrementNull ( )
inline

Definition at line 10056 of file Messages.h.

bool altMinQuoteLife ( UInt32 &  value) const
inlinenoexcept

MQL duration in number of microseconds applied to orders at AltMinPriceIncrement.

Definition at line 10068 of file Messages.h.

ThisType& altMinQuoteLifeNull ( )
inline

Definition at line 10088 of file Messages.h.

bool altPriceIncrementConstraint ( PRICE9 &  value) const
inlinenoexcept

Minimum price offset better than the best Standard Tick order for an order to be allowed into the market.

Definition at line 10100 of file Messages.h.

ThisType& altPriceIncrementConstraintNull ( )
inline

Definition at line 10120 of file Messages.h.

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 9140 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 9246 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 10395 of file Messages.h.

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 10484 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 9341 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic
Returns
class name.

Definition at line 10458 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Base currency.

Definition at line 9363 of file Messages.h.

Decimal9 displayFactor ( ) const
inlinenoexcept

Contains the multiplier to convert the CME Globex display price to the conventional price.

Definition at line 9512 of file Messages.h.

Events events ( ) const
inlinenoexcept
Returns
instance of Events repeating group.

Definition at line 10165 of file Messages.h.

Events events ( )
inlinenoexcept
Returns
instance of Events repeating group.

Definition at line 10173 of file Messages.h.

Events events ( Events::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoEvents(864) repeating group.

Definition at line 10182 of file Messages.h.

Events events ( Events::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoEvents(864) repeating group.

Definition at line 10193 of file Messages.h.

FeedTypes feedTypes ( ) const
inlinenoexcept
Returns
instance of FeedTypes repeating group.

Definition at line 10205 of file Messages.h.

FeedTypes feedTypes ( )
inlinenoexcept
Returns
instance of FeedTypes repeating group.

Definition at line 10213 of file Messages.h.

FeedTypes feedTypes ( FeedTypes::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoMDFeedTypes(1141) repeating group.

Definition at line 10222 of file Messages.h.

FeedTypes feedTypes ( FeedTypes::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoMDFeedTypes(1141) repeating group.

Definition at line 10233 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

EBS instrument long name.

Definition at line 9719 of file Messages.h.

StrRef fixRateLocalTime ( ) const
inlinenoexcept

Fixing Rate Local Time, denoted in HH:MM:SS format.

Definition at line 9861 of file Messages.h.

StrRef fixRateLocalTimeZone ( ) const
inlinenoexcept

Fixing Rate Local Time Zone corresponding to Fixing Local Time.

Definition at line 9884 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 10467 of file Messages.h.

StrRef fxBenchmarkRateFix ( ) const
inlinenoexcept

Fixing Rate Description.

Definition at line 9817 of file Messages.h.

StrRef fxCurrencySymbol ( ) const
inlinenoexcept

Base/Local.

Denotes the currency pair in CCY1/CCY2 convention.

Definition at line 9742 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion  version)
inlinestatic

Minimal variable fields size (when variable-length fields are empty).

Definition at line 10409 of file Messages.h.

bool highLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 9610 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 9628 of file Messages.h.

InstAttrib instAttrib ( ) const
inlinenoexcept
Returns
instance of InstAttrib repeating group.

Definition at line 10245 of file Messages.h.

InstAttrib instAttrib ( )
inlinenoexcept
Returns
instance of InstAttrib repeating group.

Definition at line 10255 of file Messages.h.

InstAttrib instAttrib ( InstAttrib::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoInstAttrib(870) repeating group.

Definition at line 10266 of file Messages.h.

InstAttrib instAttrib ( InstAttrib::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoInstAttrib(870) repeating group.

Definition at line 10277 of file Messages.h.

bool instrumentGUId ( UInt64 &  value) const
inlinenoexcept

External unique instrument ID.

Definition at line 9951 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 9969 of file Messages.h.

UInt16 interveningDays ( ) const
inlinenoexcept

For SPOT, number of business days between trade date and value (settlement) date.

For NDF, number of business days between NDF valuation (fixing) and settlement.

Definition at line 9795 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inlinenoexcept

Timestamp of when the instrument was last added, modified or deleted.

Definition at line 9082 of file Messages.h.

LotTypeRules lotTypeRules ( ) const
inlinenoexcept
Returns
instance of LotTypeRules repeating group.

Definition at line 10289 of file Messages.h.

LotTypeRules lotTypeRules ( )
inlinenoexcept
Returns
instance of LotTypeRules repeating group.

Definition at line 10299 of file Messages.h.

LotTypeRules lotTypeRules ( LotTypeRules::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoLotTypeRules(1234) repeating group.

Definition at line 10311 of file Messages.h.

LotTypeRules lotTypeRules ( LotTypeRules::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoLotTypeRules(1234) repeating group.

Definition at line 10323 of file Messages.h.

bool lowLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 9639 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 9657 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

Identifies the market segment, populated for all CME Globex instruments.

Definition at line 9161 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching algorithm.

Definition at line 9431 of file Messages.h.

MatchEventIndicator matchEventIndicator ( ) const
inlinenoexcept

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 9000 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear &  value) const
inlinenoexcept

Fixed Date NDF Maturity.

Definition at line 9980 of file Messages.h.

ThisType& maturityMonthYearNull ( )
inlinenoexcept

Definition at line 9998 of file Messages.h.

bool maxBidAskConstraint ( PRICE9 &  value) const
inlinenoexcept

Maximum bid/ask spread for which sub-tick orders will be accepted (Sub tick orders will be rejected if bid/ask spread is greater than this value).

Definition at line 10133 of file Messages.h.

ThisType& maxBidAskConstraintNull ( )
inline

Definition at line 10154 of file Messages.h.

PRICE9 maxPriceDiscretionOffset ( ) const
inlinenoexcept

Max allowed discretionary offset from Limit order price.

When the value in this field = 0, discretionary price cannot be submitted for the instrument.

Definition at line 9929 of file Messages.h.

bool maxPriceVariation ( PRICE9 &  value) const
inlinenoexcept

Differential value for price banding.

Definition at line 9668 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 9686 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 9471 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 10382 of file Messages.h.

PRICE9 minPriceIncrement ( ) const
inlinenoexcept

Minimum price tick.

Definition at line 9491 of file Messages.h.

UInt32 minQuoteLife ( ) const
inlinenoexcept

Minimum Quote Life in number of microseconds.

Definition at line 9907 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 9451 of file Messages.h.

UInt8 pricePrecision ( ) const
inlinenoexcept

Specifies price decimal precision for EBS instrument.

Definition at line 9533 of file Messages.h.

StrRef priceQuoteCurrency ( ) const
inlinenoexcept

Local (counter) currency.

Definition at line 9409 of file Messages.h.

StrRef rateSource ( ) const
inlinenoexcept

Fixing Rate Source.

Definition at line 9839 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 10430 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 10418 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 9202 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 9224 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 9290 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

Identifies class or source of tag 48-SecurityID value.

Definition at line 9311 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum &  value) const
inlinenoexcept

Identifies the current state of the instrument.

In Security Definition message this tag is available in the Instrument Replay feed only.

Definition at line 9106 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 9129 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 9319 of file Messages.h.

SecurityUpdateAction::Enum securityUpdateAction ( ) const
inlinenoexcept

Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modification (i.e.

extension) occurs.

Definition at line 9057 of file Messages.h.

ThisType& setAltMinPriceIncrement ( PRICE9  value)
inline

New sub-tick which is only available for order entry when certain conditions are met, tick value which corresponds to the Alt Min Quote Life.

Definition at line 10047 of file Messages.h.

ThisType& setAltMinQuoteLife ( UInt32  value)
inline

MQL duration in number of microseconds applied to orders at AltMinPriceIncrement.

Definition at line 10079 of file Messages.h.

ThisType& setAltPriceIncrementConstraint ( PRICE9  value)
inline

Minimum price offset better than the best Standard Tick order for an order to be allowed into the market.

Definition at line 10111 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 9149 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 9256 of file Messages.h.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 9351 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Base currency.

Definition at line 9373 of file Messages.h.

ThisType& setDisplayFactor ( Decimal9  value)
inlinenoexcept

Contains the multiplier to convert the CME Globex display price to the conventional price.

Definition at line 9522 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef  value)
inlinenoexcept

EBS instrument long name.

Definition at line 9729 of file Messages.h.

ThisType& setFixRateLocalTime ( StrRef  value)
inlinenoexcept

Fixing Rate Local Time, denoted in HH:MM:SS format.

Definition at line 9871 of file Messages.h.

ThisType& setFixRateLocalTimeZone ( StrRef  value)
inlinenoexcept

Fixing Rate Local Time Zone corresponding to Fixing Local Time.

Definition at line 9895 of file Messages.h.

ThisType& setFxBenchmarkRateFix ( StrRef  value)
inlinenoexcept

Fixing Rate Description.

Definition at line 9827 of file Messages.h.

ThisType& setFxCurrencySymbol ( StrRef  value)
inlinenoexcept

Base/Local.

Denotes the currency pair in CCY1/CCY2 convention.

Definition at line 9753 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 9619 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 9960 of file Messages.h.

ThisType& setInterveningDays ( UInt16  value)
inlinenoexcept

For SPOT, number of business days between trade date and value (settlement) date.

For NDF, number of business days between NDF valuation (fixing) and settlement.

Definition at line 9806 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp  value)
inlinenoexcept

Timestamp of when the instrument was last added, modified or deleted.

Definition at line 9092 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 9648 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

Identifies the market segment, populated for all CME Globex instruments.

Definition at line 9171 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching algorithm.

Definition at line 9440 of file Messages.h.

ThisType& setMatchEventIndicator ( MatchEventIndicator  value)
inlinenoexcept

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 9011 of file Messages.h.

ThisType& setMaturityMonthYear ( MaturityMonthYear  value)
inlinenoexcept

Fixed Date NDF Maturity.

Definition at line 9989 of file Messages.h.

ThisType& setMaxBidAskConstraint ( PRICE9  value)
inline

Maximum bid/ask spread for which sub-tick orders will be accepted (Sub tick orders will be rejected if bid/ask spread is greater than this value).

Definition at line 10145 of file Messages.h.

ThisType& setMaxPriceDiscretionOffset ( PRICE9  value)
inlinenoexcept

Max allowed discretionary offset from Limit order price.

When the value in this field = 0, discretionary price cannot be submitted for the instrument.

Definition at line 9940 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 9677 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 9480 of file Messages.h.

ThisType& setMinPriceIncrement ( PRICE9  value)
inlinenoexcept

Minimum price tick.

Definition at line 9500 of file Messages.h.

ThisType& setMinQuoteLife ( UInt32  value)
inlinenoexcept

Minimum Quote Life in number of microseconds.

Definition at line 9916 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 9460 of file Messages.h.

ThisType& setPricePrecision ( UInt8  value)
inlinenoexcept

Specifies price decimal precision for EBS instrument.

Definition at line 9542 of file Messages.h.

ThisType& setPriceQuoteCurrency ( StrRef  value)
inlinenoexcept

Local (counter) currency.

Definition at line 9419 of file Messages.h.

ThisType& setRateSource ( StrRef  value)
inlinenoexcept

Fixing Rate Source.

Definition at line 9849 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 9212 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 9234 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 9299 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifies the current state of the instrument.

In Security Definition message this tag is available in the Instrument Replay feed only.

Definition at line 9119 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 9329 of file Messages.h.

ThisType& setSecurityUpdateAction ( SecurityUpdateAction::Enum  value)
inlinenoexcept

Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modification (i.e.

extension) occurs.

Definition at line 9069 of file Messages.h.

ThisType& setSettlCurrency ( StrRef  value)
inlinenoexcept

Currency used for settlement, which may be different from Local currency specified in Tag 1524 PriceQuoteCurrency.

Definition at line 9397 of file Messages.h.

ThisType& setSettlementLocale ( StrRef  value)
inlinenoexcept

Settlement Locale.

Optionally used to differentiate settlement location.

Definition at line 10021 of file Messages.h.

ThisType& setSettlType ( StrRef  value)
inlinenoexcept

For SPOTs will contain 0.

For Fixed date NDFs will contain the value 'B'. For the standard NDFs tenors expressed using Dx, Mx, Wx, and Yx values, where 'x' does not denote business days, but calendar days.

Definition at line 9781 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol.

Definition at line 9278 of file Messages.h.

StrRef settlCurrency ( ) const
inlinenoexcept

Currency used for settlement, which may be different from Local currency specified in Tag 1524 PriceQuoteCurrency.

Definition at line 9386 of file Messages.h.

StrRef settlementLocale ( ) const
inlinenoexcept

Settlement Locale.

Optionally used to differentiate settlement location.

Definition at line 10010 of file Messages.h.

StrRef settlType ( ) const
inlinenoexcept

For SPOTs will contain 0.

For Fixed date NDFs will contain the value 'B'. For the standard NDFs tenors expressed using Dx, Mx, Wx, and Yx values, where 'x' does not denote business days, but calendar days.

Definition at line 9768 of file Messages.h.

ThisType& setTotNumReports ( UInt32  value)
inlinenoexcept

Total number of instruments in the Replay loop.

Used on Replay Feed only.

Definition at line 9034 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Product complex.

Definition at line 9191 of file Messages.h.

ThisType& setUnitOfMeasure ( StrRef  value)
inlinenoexcept

Unit of measure for the products' original contract size.

This will be populated for all products listed on CME Globex.

Definition at line 9567 of file Messages.h.

ThisType& setUnitOfMeasureQty ( Decimal9  value)
inlinenoexcept

This field contains the contract size for each instrument.

Used in combination with tag 996-UnitofMeasure.

Definition at line 9590 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined instruments flag.

Definition at line 9707 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Definition at line 9268 of file Messages.h.

const void* tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 10475 of file Messages.h.

bool totNumReports ( UInt32 &  value) const
inlinenoexcept

Total number of instruments in the Replay loop.

Used on Replay Feed only.

Definition at line 9024 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 9043 of file Messages.h.

TradingSessions tradingSessions ( ) const
inlinenoexcept
Returns
instance of TradingSessions repeating group.

Definition at line 10335 of file Messages.h.

TradingSessions tradingSessions ( )
inlinenoexcept
Returns
instance of TradingSessions repeating group.

Definition at line 10345 of file Messages.h.

TradingSessions tradingSessions ( TradingSessions::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoTradingSessions(386) repeating group.

Definition at line 10357 of file Messages.h.

TradingSessions tradingSessions ( TradingSessions::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoTradingSessions(386) repeating group.

Definition at line 10369 of file Messages.h.

UInt8 underlyingProduct ( ) const
inlinenoexcept

Product complex.

Definition at line 9182 of file Messages.h.

StrRef unitOfMeasure ( ) const
inlinenoexcept

Unit of measure for the products' original contract size.

This will be populated for all products listed on CME Globex.

Definition at line 9555 of file Messages.h.

bool unitOfMeasureQty ( Decimal9 &  value) const
inlinenoexcept

This field contains the contract size for each instrument.

Used in combination with tag 996-UnitofMeasure.

Definition at line 9580 of file Messages.h.

ThisType& unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 9599 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instruments flag.

Definition at line 9697 of file Messages.h.

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