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 ()=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 (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 ()=default
	~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
	BinaryBlock ()=default
	~BinaryBlock ()=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 ( )

default

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 ( 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:

• OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h