OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
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, MessageSizeEvents
 
typedef SbeGroup< FeedTypesEntry, GroupSize, MessageSizeFeedTypes
 
typedef SbeGroup< InstAttribEntry, GroupSize, MessageSizeInstAttrib
 
typedef SbeGroup< LotTypeRulesEntry, GroupSize, MessageSizeLotTypeRules
 
typedef SbeGroup< TradingSessionsEntry, GroupSize, MessageSizeTradingSessions
 
- 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
 
ThisTypesetMatchEventIndicator (MatchEventIndicator value) noexcept
 
bool totNumReports (UInt32 &value) const noexcept
 
ThisTypesetTotNumReports (UInt32 value) noexcept
 
ThisTypetotNumReportsNull () noexcept
 
SecurityUpdateAction::Enum securityUpdateAction () const noexcept
 
ThisTypesetSecurityUpdateAction (SecurityUpdateAction::Enum value) noexcept
 
Timestamp lastUpdateTime () const noexcept
 
ThisTypesetLastUpdateTime (Timestamp value) noexcept
 
bool securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept
 
ThisTypesetSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept
 
ThisTypesecurityTradingStatusNull () noexcept
 
Int16 applId () const noexcept
 
ThisTypesetApplId (Int16 value) noexcept
 
UInt8 marketSegmentId () const noexcept
 
ThisTypesetMarketSegmentId (UInt8 value) noexcept
 
UInt8 underlyingProduct () const noexcept
 
ThisTypesetUnderlyingProduct (UInt8 value) noexcept
 
StrRef securityExchange () const noexcept
 
ThisTypesetSecurityExchange (StrRef value) noexcept
 
StrRef securityGroup () const noexcept
 
ThisTypesetSecurityGroup (StrRef value) noexcept
 
StrRef asset () const noexcept
 
ThisTypesetAsset (StrRef value) noexcept
 
StrRef symbol () const noexcept
 
ThisTypesetSymbol (StrRef value) noexcept
 
Int32 securityId () const noexcept
 
ThisTypesetSecurityId (Int32 value) noexcept
 
StrRef securityType () const noexcept
 
ThisTypesetSecurityType (StrRef value) noexcept
 
StrRef cfiCode () const noexcept
 
ThisTypesetCfiCode (StrRef value) noexcept
 
StrRef currency () const noexcept
 
ThisTypesetCurrency (StrRef value) noexcept
 
StrRef settlCurrency () const noexcept
 
ThisTypesetSettlCurrency (StrRef value) noexcept
 
StrRef priceQuoteCurrency () const noexcept
 
ThisTypesetPriceQuoteCurrency (StrRef value) noexcept
 
CHAR matchAlgorithm () const noexcept
 
ThisTypesetMatchAlgorithm (CHAR value) noexcept
 
UInt32 minTradeVol () const noexcept
 
ThisTypesetMinTradeVol (UInt32 value) noexcept
 
UInt32 maxTradeVol () const noexcept
 
ThisTypesetMaxTradeVol (UInt32 value) noexcept
 
PRICE9 minPriceIncrement () const noexcept
 
ThisTypesetMinPriceIncrement (PRICE9 value) noexcept
 
Decimal9 displayFactor () const noexcept
 
ThisTypesetDisplayFactor (Decimal9 value) noexcept
 
UInt8 pricePrecision () const noexcept
 
ThisTypesetPricePrecision (UInt8 value) noexcept
 
StrRef unitOfMeasure () const noexcept
 
ThisTypesetUnitOfMeasure (StrRef value) noexcept
 
bool unitOfMeasureQty (Decimal9 &value) const noexcept
 
ThisTypesetUnitOfMeasureQty (Decimal9 value) noexcept
 
ThisTypeunitOfMeasureQtyNull () noexcept
 
bool highLimitPrice (PRICE9 &value) const noexcept
 
ThisTypesetHighLimitPrice (PRICE9 value) noexcept
 
ThisTypehighLimitPriceNull () noexcept
 
bool lowLimitPrice (PRICE9 &value) const noexcept
 
ThisTypesetLowLimitPrice (PRICE9 value) noexcept
 
ThisTypelowLimitPriceNull () noexcept
 
bool maxPriceVariation (PRICE9 &value) const noexcept
 
ThisTypesetMaxPriceVariation (PRICE9 value) noexcept
 
ThisTypemaxPriceVariationNull () noexcept
 
UserDefinedInstrument userDefinedInstrument () const noexcept
 
ThisTypesetUserDefinedInstrument (UserDefinedInstrument value) noexcept
 
StrRef financialInstrumentFullName () const noexcept
 
ThisTypesetFinancialInstrumentFullName (StrRef value) noexcept
 
StrRef fxCurrencySymbol () const noexcept
 
ThisTypesetFxCurrencySymbol (StrRef value) noexcept
 
StrRef settlType () const noexcept
 
ThisTypesetSettlType (StrRef value) noexcept
 
UInt16 interveningDays () const noexcept
 
ThisTypesetInterveningDays (UInt16 value) noexcept
 
StrRef fxBenchmarkRateFix () const noexcept
 
ThisTypesetFxBenchmarkRateFix (StrRef value) noexcept
 
StrRef rateSource () const noexcept
 
ThisTypesetRateSource (StrRef value) noexcept
 
StrRef fixRateLocalTime () const noexcept
 
ThisTypesetFixRateLocalTime (StrRef value) noexcept
 
StrRef fixRateLocalTimeZone () const noexcept
 
ThisTypesetFixRateLocalTimeZone (StrRef value) noexcept
 
UInt32 minQuoteLife () const noexcept
 
ThisTypesetMinQuoteLife (UInt32 value) noexcept
 
PRICE9 maxPriceDiscretionOffset () const noexcept
 
ThisTypesetMaxPriceDiscretionOffset (PRICE9 value) noexcept
 
bool instrumentGUId (UInt64 &value) const noexcept
 
ThisTypesetInstrumentGUId (UInt64 value) noexcept
 
ThisTypeinstrumentGUIdNull () noexcept
 
bool maturityMonthYear (MaturityMonthYear &value) const noexcept
 
ThisTypesetMaturityMonthYear (MaturityMonthYear value) noexcept
 
ThisTypematurityMonthYearNull () noexcept
 
StrRef settlementLocale () const noexcept
 
ThisTypesetSettlementLocale (StrRef value) noexcept
 
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)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () 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::SbeMessagecontainer () noexcept
 
void setOrdinary (MessageSize offset, FieldValue value) noexcept
 
void setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSize offset, StrRef value) noexcept
 
void setFixedStr (MessageSize offset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

static constexpr SecurityIDSource securityIdSource () noexcept
 
static constexpr BlockLength blockLength (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept
 
static constexpr MessageSize getMinimalVariableFieldsSize (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version)
 
static constexpr const CharclassName ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
 
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessageversion (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
 
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 (MessageSize offset) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSize offset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSize offset) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 7545 of file Messages.h.

Member Typedef Documentation

Repeating group containing EventsEntry entries.

Definition at line 7677 of file Messages.h.

Repeating group containing FeedTypesEntry entries.

Definition at line 7795 of file Messages.h.

Repeating group containing InstAttribEntry entries.

Definition at line 7902 of file Messages.h.

Repeating group containing LotTypeRulesEntry entries.

Definition at line 8028 of file Messages.h.

Used template schema.

Definition at line 7550 of file Messages.h.

This type alias.

Definition at line 7553 of file Messages.h.

Repeating group containing TradingSessionsEntry entries.

Definition at line 8264 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 7556 of file Messages.h.

anonymous enum

Available since version.

Enumerator
SinceVersion 

Definition at line 7559 of file Messages.h.

Constructor & Destructor Documentation

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 8270 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 8285 of file Messages.h.

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

Initializes an instance over the given memory block.

Definition at line 8299 of file Messages.h.

InstrumentDefinitionFX63 ( const SbeMessage message)
inlineexplicit

Initializes an instance over the given SBE message.

Definition at line 8311 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 8464 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 8570 of file Messages.h.

static constexpr BlockLength blockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 9576 of file Messages.h.

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

Definition at line 9658 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 8665 of file Messages.h.

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

Definition at line 9632 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Base currency.

Definition at line 8687 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 8836 of file Messages.h.

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

Definition at line 9357 of file Messages.h.

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

Definition at line 9365 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 9374 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 9385 of file Messages.h.

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

Definition at line 9397 of file Messages.h.

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

Definition at line 9405 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 9414 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 9425 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

EBS instrument long name.

Definition at line 9043 of file Messages.h.

StrRef fixRateLocalTime ( ) const
inlinenoexcept

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

Definition at line 9185 of file Messages.h.

StrRef fixRateLocalTimeZone ( ) const
inlinenoexcept

Fixing Rate Local Time Zone corresponding to Fixing Local Time.

Definition at line 9208 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 9641 of file Messages.h.

StrRef fxBenchmarkRateFix ( ) const
inlinenoexcept

Fixing Rate Description.

Definition at line 9141 of file Messages.h.

StrRef fxCurrencySymbol ( ) const
inlinenoexcept

Base/Local.

Denotes the currency pair in CCY1/CCY2 convention.

Definition at line 9066 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 9591 of file Messages.h.

bool highLimitPrice ( PRICE9 value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 8934 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 8952 of file Messages.h.

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

Definition at line 9437 of file Messages.h.

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

Definition at line 9447 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 9458 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 9469 of file Messages.h.

bool instrumentGUId ( UInt64 value) const
inlinenoexcept

External unique instrument ID.

Definition at line 9275 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 9293 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 9119 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inlinenoexcept

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

Definition at line 8406 of file Messages.h.

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

Definition at line 9481 of file Messages.h.

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

Definition at line 9491 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 9503 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 9515 of file Messages.h.

bool lowLimitPrice ( PRICE9 value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 8963 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 8981 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

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

Definition at line 8485 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching algorithm.

Definition at line 8755 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 8324 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear value) const
inlinenoexcept

Fixed Date NDF Maturity.

Definition at line 9304 of file Messages.h.

ThisType& maturityMonthYearNull ( )
inlinenoexcept

Definition at line 9322 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 9253 of file Messages.h.

bool maxPriceVariation ( PRICE9 value) const
inlinenoexcept

Differential value for price banding.

Definition at line 8992 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 9010 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 8795 of file Messages.h.

PRICE9 minPriceIncrement ( ) const
inlinenoexcept

Minimum price tick.

Definition at line 8815 of file Messages.h.

UInt32 minQuoteLife ( ) const
inlinenoexcept

Minimum Quote Life in number of microseconds.

Definition at line 9231 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 8775 of file Messages.h.

UInt8 pricePrecision ( ) const
inlinenoexcept

Specifies price decimal precision for EBS instrument.

Definition at line 8857 of file Messages.h.

StrRef priceQuoteCurrency ( ) const
inlinenoexcept

Local (counter) currency.

Definition at line 8733 of file Messages.h.

StrRef rateSource ( ) const
inlinenoexcept

Fixing Rate Source.

Definition at line 9163 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 9612 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 9600 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 8526 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 8548 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 8614 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

Identifies class or source of tag 48-SecurityID value.

Definition at line 8635 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 8430 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 8453 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 8643 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 8381 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 8473 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 8580 of file Messages.h.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 8675 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Base currency.

Definition at line 8697 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 8846 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef  value)
inlinenoexcept

EBS instrument long name.

Definition at line 9053 of file Messages.h.

ThisType& setFixRateLocalTime ( StrRef  value)
inlinenoexcept

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

Definition at line 9195 of file Messages.h.

ThisType& setFixRateLocalTimeZone ( StrRef  value)
inlinenoexcept

Fixing Rate Local Time Zone corresponding to Fixing Local Time.

Definition at line 9219 of file Messages.h.

ThisType& setFxBenchmarkRateFix ( StrRef  value)
inlinenoexcept

Fixing Rate Description.

Definition at line 9151 of file Messages.h.

ThisType& setFxCurrencySymbol ( StrRef  value)
inlinenoexcept

Base/Local.

Denotes the currency pair in CCY1/CCY2 convention.

Definition at line 9077 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 8943 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 9284 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 9130 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp  value)
inlinenoexcept

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

Definition at line 8416 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 8972 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

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

Definition at line 8495 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching algorithm.

Definition at line 8764 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 8335 of file Messages.h.

ThisType& setMaturityMonthYear ( MaturityMonthYear  value)
inlinenoexcept

Fixed Date NDF Maturity.

Definition at line 9313 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 9264 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 9001 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 8804 of file Messages.h.

ThisType& setMinPriceIncrement ( PRICE9  value)
inlinenoexcept

Minimum price tick.

Definition at line 8824 of file Messages.h.

ThisType& setMinQuoteLife ( UInt32  value)
inlinenoexcept

Minimum Quote Life in number of microseconds.

Definition at line 9240 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 8784 of file Messages.h.

ThisType& setPricePrecision ( UInt8  value)
inlinenoexcept

Specifies price decimal precision for EBS instrument.

Definition at line 8866 of file Messages.h.

ThisType& setPriceQuoteCurrency ( StrRef  value)
inlinenoexcept

Local (counter) currency.

Definition at line 8743 of file Messages.h.

ThisType& setRateSource ( StrRef  value)
inlinenoexcept

Fixing Rate Source.

Definition at line 9173 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 8536 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 8558 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 8623 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 8443 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 8653 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 8393 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 8721 of file Messages.h.

ThisType& setSettlementLocale ( StrRef  value)
inlinenoexcept

Settlement Locale.

Optionally used to differentiate settlement location.

Definition at line 9345 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 9105 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol.

Definition at line 8602 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 8710 of file Messages.h.

StrRef settlementLocale ( ) const
inlinenoexcept

Settlement Locale.

Optionally used to differentiate settlement location.

Definition at line 9334 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 9092 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 8358 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Product complex.

Definition at line 8515 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 8891 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 8914 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined instruments flag.

Definition at line 9031 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Definition at line 8592 of file Messages.h.

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

Definition at line 9649 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 8348 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 8367 of file Messages.h.

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

Definition at line 9527 of file Messages.h.

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

Definition at line 9537 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 9549 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 9561 of file Messages.h.

UInt8 underlyingProduct ( ) const
inlinenoexcept

Product complex.

Definition at line 8506 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 8879 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 8904 of file Messages.h.

ThisType& unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 8923 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instruments flag.

Definition at line 9021 of file Messages.h.


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