OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
InstrumentDefinitionFixedIncome57 Struct Reference

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

Classes

struct  EventsEntry
 
struct  FeedTypesEntry
 
struct  InstAttribEntry
 
struct  LotTypeRulesEntry
 

Public Types

enum  { TemplateId = 57 }
 
typedef SchemaTraits Schema
 
typedef InstrumentDefinitionFixedIncome57 ThisType
 
typedef SbeGroup< EventsEntry, GroupSize, MessageSizeEvents
 
typedef SbeGroup< FeedTypesEntry, GroupSize, MessageSizeFeedTypes
 
typedef SbeGroup< InstAttribEntry, GroupSize, MessageSizeInstAttrib
 
typedef SbeGroup< LotTypeRulesEntry, GroupSize, MessageSizeLotTypeRules
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 InstrumentDefinitionFixedIncome57 () ONIXS_CONFLATEDTCP_DEFAULT
 
 InstrumentDefinitionFixedIncome57 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionFixedIncome57 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionFixedIncome57 (void *data, EncodedLength length, NoInit)
 
 InstrumentDefinitionFixedIncome57 (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
 
CHAR matchAlgorithm () const noexcept
 
ThisTypesetMatchAlgorithm (CHAR value) noexcept
 
UInt32 minTradeVol () const noexcept
 
ThisTypesetMinTradeVol (UInt32 value) noexcept
 
UInt32 maxTradeVol () const noexcept
 
ThisTypesetMaxTradeVol (UInt32 value) noexcept
 
bool minPriceIncrement (PRICE9 &value) const noexcept
 
ThisTypesetMinPriceIncrement (PRICE9 value) noexcept
 
ThisTypeminPriceIncrementNull () noexcept
 
Decimal9 displayFactor () const noexcept
 
ThisTypesetDisplayFactor (Decimal9 value) noexcept
 
bool mainFraction (UInt8 &value) const noexcept
 
ThisTypesetMainFraction (UInt8 value) noexcept
 
ThisTypemainFractionNull () noexcept
 
bool subFraction (UInt8 &value) const noexcept
 
ThisTypesetSubFraction (UInt8 value) noexcept
 
ThisTypesubFractionNull () noexcept
 
bool priceDisplayFormat (UInt8 &value) const noexcept
 
ThisTypesetPriceDisplayFormat (UInt8 value) noexcept
 
ThisTypepriceDisplayFormatNull () noexcept
 
StrRef unitOfMeasure () const noexcept
 
ThisTypesetUnitOfMeasure (StrRef value) noexcept
 
bool unitOfMeasureQty (Decimal9 &value) const noexcept
 
ThisTypesetUnitOfMeasureQty (Decimal9 value) noexcept
 
ThisTypeunitOfMeasureQtyNull () noexcept
 
bool tradingReferencePrice (PRICE9 &value) const noexcept
 
ThisTypesetTradingReferencePrice (PRICE9 value) noexcept
 
ThisTypetradingReferencePriceNull () noexcept
 
bool tradingReferenceDate (Timestamp &value) const noexcept
 
ThisTypesetTradingReferenceDate (Timestamp value) noexcept
 
ThisTypetradingReferenceDateNull () 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
 
bool minPriceIncrementAmount (PRICE9 &value) const noexcept
 
ThisTypesetMinPriceIncrementAmount (PRICE9 value) noexcept
 
ThisTypeminPriceIncrementAmountNull () noexcept
 
bool issueDate (Timestamp &value) const noexcept
 
ThisTypesetIssueDate (Timestamp value) noexcept
 
ThisTypeissueDateNull () noexcept
 
bool datedDate (Timestamp &value) const noexcept
 
ThisTypesetDatedDate (Timestamp value) noexcept
 
ThisTypedatedDateNull () noexcept
 
bool maturityDate (Timestamp &value) const noexcept
 
ThisTypesetMaturityDate (Timestamp value) noexcept
 
ThisTypematurityDateNull () noexcept
 
bool couponRate (Decimal9 &value) const noexcept
 
ThisTypesetCouponRate (Decimal9 value) noexcept
 
ThisTypecouponRateNull () noexcept
 
bool parValue (PRICE9 &value) const noexcept
 
ThisTypesetParValue (PRICE9 value) noexcept
 
ThisTypeparValueNull () noexcept
 
StrRef couponFrequencyUnit () const noexcept
 
ThisTypesetCouponFrequencyUnit (StrRef value) noexcept
 
bool couponFrequencyPeriod (UInt16 &value) const noexcept
 
ThisTypesetCouponFrequencyPeriod (UInt16 value) noexcept
 
ThisTypecouponFrequencyPeriodNull () noexcept
 
StrRef couponDayCount () const noexcept
 
ThisTypesetCouponDayCount (StrRef value) noexcept
 
StrRef countryOfIssue () const noexcept
 
ThisTypesetCountryOfIssue (StrRef value) noexcept
 
StrRef issuer () const noexcept
 
ThisTypesetIssuer (StrRef value) noexcept
 
StrRef financialInstrumentFullName () const noexcept
 
ThisTypesetFinancialInstrumentFullName (StrRef value) noexcept
 
StrRef securityAltId () const noexcept
 
ThisTypesetSecurityAltId (StrRef value) noexcept
 
bool securityAltIdSource (SecurityAltIDSource::Enum &value) const noexcept
 
ThisTypesetSecurityAltIdSource (SecurityAltIDSource::Enum value) noexcept
 
ThisTypesecurityAltIdSourceNull () noexcept
 
StrRef priceQuoteMethod () const noexcept
 
ThisTypesetPriceQuoteMethod (StrRef value) noexcept
 
StrRef partyRoleClearingOrg () const noexcept
 
ThisTypesetPartyRoleClearingOrg (StrRef value) noexcept
 
UserDefinedInstrument userDefinedInstrument () const noexcept
 
ThisTypesetUserDefinedInstrument (UserDefinedInstrument value) noexcept
 
StrRef riskSet () const noexcept
 
ThisTypesetRiskSet (StrRef value) noexcept
 
StrRef marketSet () const noexcept
 
ThisTypesetMarketSet (StrRef value) noexcept
 
bool instrumentGUId (UInt64 &value) const noexcept
 
ThisTypesetInstrumentGUId (UInt64 value) noexcept
 
ThisTypeinstrumentGUIdNull () 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)
 
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 35 of file Messages.h.

Member Typedef Documentation

Repeating group containing EventsEntry entries.

Definition at line 164 of file Messages.h.

Repeating group containing FeedTypesEntry entries.

Definition at line 284 of file Messages.h.

Repeating group containing InstAttribEntry entries.

Definition at line 391 of file Messages.h.

Repeating group containing LotTypeRulesEntry entries.

Definition at line 528 of file Messages.h.

Used template schema.

Definition at line 40 of file Messages.h.

This type alias.

Definition at line 43 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 46 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

InstrumentDefinitionFixedIncome57 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 534 of file Messages.h.

InstrumentDefinitionFixedIncome57 ( 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 549 of file Messages.h.

InstrumentDefinitionFixedIncome57 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Initializes an instance over the given memory block.

Definition at line 563 of file Messages.h.

InstrumentDefinitionFixedIncome57 ( const SbeMessage message)
inlineexplicit

Initializes an instance over the given SBE message.

Definition at line 574 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inlinenoexcept

MD channel ID as defined in the XML Configuration file.

Definition at line 722 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 828 of file Messages.h.

static constexpr BlockLength blockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 2133 of file Messages.h.

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

Definition at line 2227 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 923 of file Messages.h.

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

Definition at line 2201 of file Messages.h.

StrRef countryOfIssue ( ) const
inlinenoexcept

Country of Origin, ISO alpha-2 country code.

Definition at line 1690 of file Messages.h.

StrRef couponDayCount ( ) const
inlinenoexcept

The day count convention used in interest calculations for a bond or an interest bearing security.

Definition at line 1667 of file Messages.h.

bool couponFrequencyPeriod ( UInt16 value) const
inlinenoexcept

Time unit multiplier for the frequency of the bond's coupon payment.

Definition at line 1636 of file Messages.h.

ThisType& couponFrequencyPeriodNull ( )
inlinenoexcept

Definition at line 1655 of file Messages.h.

StrRef couponFrequencyUnit ( ) const
inlinenoexcept

Time unit associated with the frequency of the bond's coupon payment.

Definition at line 1612 of file Messages.h.

bool couponRate ( Decimal9 value) const
inlinenoexcept

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment.

Definition at line 1551 of file Messages.h.

ThisType& couponRateNull ( )
inlinenoexcept

Definition at line 1571 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Identifies the currency used for price.

Definition at line 945 of file Messages.h.

bool datedDate ( Timestamp value) const
inlinenoexcept

Dated Date.

Definition at line 1473 of file Messages.h.

ThisType& datedDateNull ( )
inlinenoexcept

Definition at line 1500 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 1083 of file Messages.h.

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

Definition at line 1960 of file Messages.h.

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

Definition at line 1968 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 1977 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 1988 of file Messages.h.

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

Definition at line 2000 of file Messages.h.

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

Definition at line 2008 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 2017 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 2028 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

Long name of the instrument.

Definition at line 1736 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 2210 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 2148 of file Messages.h.

bool highLimitPrice ( PRICE9 value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 1317 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 1335 of file Messages.h.

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

Definition at line 2040 of file Messages.h.

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

Definition at line 2050 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 2061 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 2072 of file Messages.h.

bool instrumentGUId ( UInt64 value) const
inlinenoexcept

External unique instrument ID.

Definition at line 1931 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 1949 of file Messages.h.

bool issueDate ( Timestamp value) const
inlinenoexcept

Issue Date.

Definition at line 1435 of file Messages.h.

ThisType& issueDateNull ( )
inlinenoexcept

Definition at line 1462 of file Messages.h.

StrRef issuer ( ) const
inlinenoexcept

Name of security issuer or the Legal Entity Identifier (LEI - the International ISO standard 17442).

Definition at line 1713 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inlinenoexcept

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

Definition at line 668 of file Messages.h.

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

Definition at line 2084 of file Messages.h.

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

Definition at line 2094 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 2106 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 2118 of file Messages.h.

bool lowLimitPrice ( PRICE9 value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 1346 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 1364 of file Messages.h.

bool mainFraction ( UInt8 value) const
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 1104 of file Messages.h.

ThisType& mainFractionNull ( )
inlinenoexcept

Definition at line 1122 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 743 of file Messages.h.

StrRef marketSet ( ) const
inlinenoexcept

Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible markets.

Definition at line 1908 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching Algorithm.

Definition at line 991 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 586 of file Messages.h.

bool maturityDate ( Timestamp value) const
inlinenoexcept

Maturity Date.

Definition at line 1511 of file Messages.h.

ThisType& maturityDateNull ( )
inlinenoexcept

Definition at line 1538 of file Messages.h.

bool maxPriceVariation ( PRICE9 value) const
inlinenoexcept

Differential value for price banding.

Definition at line 1375 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 1393 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 1031 of file Messages.h.

bool minPriceIncrement ( PRICE9 value) const
inlinenoexcept

Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.

Definition at line 1052 of file Messages.h.

bool minPriceIncrementAmount ( PRICE9 value) const
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 1405 of file Messages.h.

ThisType& minPriceIncrementAmountNull ( )
inlinenoexcept

Definition at line 1424 of file Messages.h.

ThisType& minPriceIncrementNull ( )
inlinenoexcept

Definition at line 1071 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 1011 of file Messages.h.

StrRef partyRoleClearingOrg ( ) const
inlinenoexcept

Clearing organization.

Definition at line 1839 of file Messages.h.

bool parValue ( PRICE9 value) const
inlinenoexcept

Par value.

Definition at line 1582 of file Messages.h.

ThisType& parValueNull ( )
inlinenoexcept

Definition at line 1600 of file Messages.h.

bool priceDisplayFormat ( UInt8 value) const
inlinenoexcept

Number of Decimals in Displayed Price.

Definition at line 1162 of file Messages.h.

ThisType& priceDisplayFormatNull ( )
inlinenoexcept

Definition at line 1180 of file Messages.h.

StrRef priceQuoteMethod ( ) const
inlinenoexcept

Price quotation method.

Definition at line 1817 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 2168 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 2157 of file Messages.h.

StrRef riskSet ( ) const
inlinenoexcept

Risk Set identifies the list of instruments sharing credit limits set up.

Definition at line 1884 of file Messages.h.

StrRef securityAltId ( ) const
inlinenoexcept

Expanded instrument description.

Will contain either ISIN or CUSIP.

Definition at line 1759 of file Messages.h.

bool securityAltIdSource ( SecurityAltIDSource::Enum value) const
inlinenoexcept

Identifies class or source of the SecurityAltID (455) value.

Definition at line 1784 of file Messages.h.

ThisType& securityAltIdSourceNull ( )
inlinenoexcept

Definition at line 1806 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 784 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 806 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 872 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

Identifies class or source of Tag 48-SecurityID value.

Definition at line 893 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const
inlinenoexcept

Identifies the current market state of the instrument.

Definition at line 690 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 711 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 901 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 643 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

MD channel ID as defined in the XML Configuration file.

Definition at line 731 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 838 of file Messages.h.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 933 of file Messages.h.

ThisType& setCountryOfIssue ( StrRef  value)
inlinenoexcept

Country of Origin, ISO alpha-2 country code.

Definition at line 1700 of file Messages.h.

ThisType& setCouponDayCount ( StrRef  value)
inlinenoexcept

The day count convention used in interest calculations for a bond or an interest bearing security.

Definition at line 1678 of file Messages.h.

ThisType& setCouponFrequencyPeriod ( UInt16  value)
inlinenoexcept

Time unit multiplier for the frequency of the bond's coupon payment.

Definition at line 1646 of file Messages.h.

ThisType& setCouponFrequencyUnit ( StrRef  value)
inlinenoexcept

Time unit associated with the frequency of the bond's coupon payment.

Definition at line 1623 of file Messages.h.

ThisType& setCouponRate ( Decimal9  value)
inlinenoexcept

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment.

Definition at line 1562 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Identifies the currency used for price.

Definition at line 955 of file Messages.h.

ThisType& setDatedDate ( Timestamp  value)
inlinenoexcept

Dated Date.

Definition at line 1491 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 1093 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef  value)
inlinenoexcept

Long name of the instrument.

Definition at line 1746 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 1326 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 1940 of file Messages.h.

ThisType& setIssueDate ( Timestamp  value)
inlinenoexcept

Issue Date.

Definition at line 1453 of file Messages.h.

ThisType& setIssuer ( StrRef  value)
inlinenoexcept

Name of security issuer or the Legal Entity Identifier (LEI - the International ISO standard 17442).

Definition at line 1724 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp  value)
inlinenoexcept

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

Definition at line 678 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 1355 of file Messages.h.

ThisType& setMainFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 1113 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 753 of file Messages.h.

ThisType& setMarketSet ( StrRef  value)
inlinenoexcept

Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible markets.

Definition at line 1919 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching Algorithm.

Definition at line 1000 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 597 of file Messages.h.

ThisType& setMaturityDate ( Timestamp  value)
inlinenoexcept

Maturity Date.

Definition at line 1529 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 1384 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 1040 of file Messages.h.

ThisType& setMinPriceIncrement ( PRICE9  value)
inlinenoexcept

Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.

Definition at line 1062 of file Messages.h.

ThisType& setMinPriceIncrementAmount ( PRICE9  value)
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 1415 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 1020 of file Messages.h.

ThisType& setPartyRoleClearingOrg ( StrRef  value)
inlinenoexcept

Clearing organization.

Definition at line 1849 of file Messages.h.

ThisType& setParValue ( PRICE9  value)
inlinenoexcept

Par value.

Definition at line 1591 of file Messages.h.

ThisType& setPriceDisplayFormat ( UInt8  value)
inlinenoexcept

Number of Decimals in Displayed Price.

Definition at line 1171 of file Messages.h.

ThisType& setPriceQuoteMethod ( StrRef  value)
inlinenoexcept

Price quotation method.

Definition at line 1827 of file Messages.h.

ThisType& setRiskSet ( StrRef  value)
inlinenoexcept

Risk Set identifies the list of instruments sharing credit limits set up.

Definition at line 1895 of file Messages.h.

ThisType& setSecurityAltId ( StrRef  value)
inlinenoexcept

Expanded instrument description.

Will contain either ISIN or CUSIP.

Definition at line 1770 of file Messages.h.

ThisType& setSecurityAltIdSource ( SecurityAltIDSource::Enum  value)
inlinenoexcept

Identifies class or source of the SecurityAltID (455) value.

Definition at line 1796 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 794 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 816 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 881 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifies the current market state of the instrument.

Definition at line 701 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 911 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 655 of file Messages.h.

ThisType& setSettlCurrency ( StrRef  value)
inlinenoexcept

Identifies currency used for settlement, if different from trade price currency.

Definition at line 979 of file Messages.h.

ThisType& setSubFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 1142 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol.

Definition at line 860 of file Messages.h.

StrRef settlCurrency ( ) const
inlinenoexcept

Identifies currency used for settlement, if different from trade price currency.

Definition at line 968 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 620 of file Messages.h.

ThisType& setTradingReferenceDate ( Timestamp  value)
inlinenoexcept

Indicates session date corresponding to the reference price in tag 1150-TradingReferencePrice.

Definition at line 1297 of file Messages.h.

ThisType& setTradingReferencePrice ( PRICE9  value)
inlinenoexcept

Trading Reference Price.

Definition at line 1257 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Indicates the product complex.

Definition at line 773 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 1205 of file Messages.h.

ThisType& setUnitOfMeasureQty ( Decimal9  value)
inlinenoexcept

This field contains the contract size for each instrument.

Use in combination with tag 996-UnitofMeasure.

Definition at line 1228 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined Instrument flag.

Definition at line 1871 of file Messages.h.

bool subFraction ( UInt8 value) const
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 1133 of file Messages.h.

ThisType& subFractionNull ( )
inlinenoexcept

Definition at line 1151 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Definition at line 850 of file Messages.h.

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

Definition at line 2218 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 610 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 629 of file Messages.h.

bool tradingReferenceDate ( Timestamp value) const
inlinenoexcept

Indicates session date corresponding to the reference price in tag 1150-TradingReferencePrice.

Definition at line 1278 of file Messages.h.

ThisType& tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 1306 of file Messages.h.

bool tradingReferencePrice ( PRICE9 value) const
inlinenoexcept

Trading Reference Price.

Definition at line 1248 of file Messages.h.

ThisType& tradingReferencePriceNull ( )
inlinenoexcept

Definition at line 1266 of file Messages.h.

UInt8 underlyingProduct ( ) const
inlinenoexcept

Indicates the product complex.

Definition at line 764 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 1193 of file Messages.h.

bool unitOfMeasureQty ( Decimal9 value) const
inlinenoexcept

This field contains the contract size for each instrument.

Use in combination with tag 996-UnitofMeasure.

Definition at line 1218 of file Messages.h.

ThisType& unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 1237 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined Instrument flag.

Definition at line 1861 of file Messages.h.


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