OnixS C++ CME MDP Conflated TCP Handler  1.3.6
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
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, MessageSize > Events
 
typedef SbeGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
 
typedef SbeGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
 
typedef SbeGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 InstrumentDefinitionFixedIncome57 ()=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
 
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
 
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
 
bool minPriceIncrement (PRICE9 &value) const noexcept
 
ThisType & setMinPriceIncrement (PRICE9 value) noexcept
 
ThisType & minPriceIncrementNull () noexcept
 
Decimal9 displayFactor () const noexcept
 
ThisType & setDisplayFactor (Decimal9 value) noexcept
 
bool mainFraction (UInt8 &value) const noexcept
 
ThisType & setMainFraction (UInt8 value) noexcept
 
ThisType & mainFractionNull () noexcept
 
bool subFraction (UInt8 &value) const noexcept
 
ThisType & setSubFraction (UInt8 value) noexcept
 
ThisType & subFractionNull () noexcept
 
bool priceDisplayFormat (UInt8 &value) const noexcept
 
ThisType & setPriceDisplayFormat (UInt8 value) noexcept
 
ThisType & priceDisplayFormatNull () 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 tradingReferencePrice (PRICE9 &value) const noexcept
 
ThisType & setTradingReferencePrice (PRICE9 value) noexcept
 
ThisType & tradingReferencePriceNull () noexcept
 
bool tradingReferenceDate (Timestamp &value) const noexcept
 
ThisType & setTradingReferenceDate (Timestamp value) noexcept
 
ThisType & tradingReferenceDateNull () 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
 
bool minPriceIncrementAmount (PRICE9 &value) const noexcept
 
ThisType & setMinPriceIncrementAmount (PRICE9 value) noexcept
 
ThisType & minPriceIncrementAmountNull () noexcept
 
bool issueDate (Timestamp &value) const noexcept
 
ThisType & setIssueDate (Timestamp value) noexcept
 
ThisType & issueDateNull () noexcept
 
bool datedDate (Timestamp &value) const noexcept
 
ThisType & setDatedDate (Timestamp value) noexcept
 
ThisType & datedDateNull () noexcept
 
bool maturityDate (Timestamp &value) const noexcept
 
ThisType & setMaturityDate (Timestamp value) noexcept
 
ThisType & maturityDateNull () noexcept
 
bool couponRate (Decimal9 &value) const noexcept
 
ThisType & setCouponRate (Decimal9 value) noexcept
 
ThisType & couponRateNull () noexcept
 
bool parValue (PRICE9 &value) const noexcept
 
ThisType & setParValue (PRICE9 value) noexcept
 
ThisType & parValueNull () noexcept
 
StrRef couponFrequencyUnit () const noexcept
 
ThisType & setCouponFrequencyUnit (StrRef value) noexcept
 
bool couponFrequencyPeriod (UInt16 &value) const noexcept
 
ThisType & setCouponFrequencyPeriod (UInt16 value) noexcept
 
ThisType & couponFrequencyPeriodNull () noexcept
 
StrRef couponDayCount () const noexcept
 
ThisType & setCouponDayCount (StrRef value) noexcept
 
StrRef countryOfIssue () const noexcept
 
ThisType & setCountryOfIssue (StrRef value) noexcept
 
StrRef issuer () const noexcept
 
ThisType & setIssuer (StrRef value) noexcept
 
StrRef financialInstrumentFullName () const noexcept
 
ThisType & setFinancialInstrumentFullName (StrRef value) noexcept
 
StrRef securityAltId () const noexcept
 
ThisType & setSecurityAltId (StrRef value) noexcept
 
bool securityAltIdSource (SecurityAltIDSource::Enum &value) const noexcept
 
ThisType & setSecurityAltIdSource (SecurityAltIDSource::Enum value) noexcept
 
ThisType & securityAltIdSourceNull () noexcept
 
StrRef priceQuoteMethod () const noexcept
 
ThisType & setPriceQuoteMethod (StrRef value) noexcept
 
StrRef partyRoleClearingOrg () const noexcept
 
ThisType & setPartyRoleClearingOrg (StrRef value) noexcept
 
UserDefinedInstrument userDefinedInstrument () const noexcept
 
ThisType & setUserDefinedInstrument (UserDefinedInstrument value) noexcept
 
StrRef riskSet () const noexcept
 
ThisType & setRiskSet (StrRef value) noexcept
 
StrRef marketSet () const noexcept
 
ThisType & setMarketSet (StrRef value) noexcept
 
bool instrumentGUId (UInt64 &value) const noexcept
 
ThisType & setInstrumentGUId (UInt64 value) noexcept
 
ThisType & instrumentGUIdNull () 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)
 
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 35 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 176 of file Messages.h.

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 308 of file Messages.h.

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 427 of file Messages.h.

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 576 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 40 of file Messages.h.

typedef InstrumentDefinitionFixedIncome57 ThisType

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

InstrumentDefinitionFixedIncome57 ( )
default

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 582 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 597 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 611 of file Messages.h.

InstrumentDefinitionFixedIncome57 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 622 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inlinenoexcept

MD channel ID as defined in the XML Configuration file.

Definition at line 770 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 876 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 2193 of file Messages.h.

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

Definition at line 2286 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 971 of file Messages.h.

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

Definition at line 2260 of file Messages.h.

StrRef countryOfIssue ( ) const
inlinenoexcept

Country of Origin, ISO alpha-2 country code.

Definition at line 1738 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 1715 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 1684 of file Messages.h.

ThisType& couponFrequencyPeriodNull ( )
inlinenoexcept

Definition at line 1703 of file Messages.h.

StrRef couponFrequencyUnit ( ) const
inlinenoexcept

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

Definition at line 1660 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 1599 of file Messages.h.

ThisType& couponRateNull ( )
inlinenoexcept

Definition at line 1619 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Identifies the currency used for price.

Definition at line 993 of file Messages.h.

bool datedDate ( Timestamp &  value) const
inlinenoexcept

Dated Date.

Definition at line 1521 of file Messages.h.

ThisType& datedDateNull ( )
inlinenoexcept

Definition at line 1548 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 1131 of file Messages.h.

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

Definition at line 2008 of file Messages.h.

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

Definition at line 2016 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 2025 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 2036 of file Messages.h.

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

Definition at line 2048 of file Messages.h.

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

Definition at line 2056 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 2065 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 2076 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

Long name of the instrument.

Definition at line 1784 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 2269 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 2207 of file Messages.h.

bool highLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 1365 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 1383 of file Messages.h.

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

Definition at line 2088 of file Messages.h.

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

Definition at line 2098 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 2109 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 2120 of file Messages.h.

bool instrumentGUId ( UInt64 &  value) const
inlinenoexcept

External unique instrument ID.

Definition at line 1979 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 1997 of file Messages.h.

bool issueDate ( Timestamp &  value) const
inlinenoexcept

Issue Date.

Definition at line 1483 of file Messages.h.

ThisType& issueDateNull ( )
inlinenoexcept

Definition at line 1510 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 1761 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inlinenoexcept

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

Definition at line 716 of file Messages.h.

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

Definition at line 2132 of file Messages.h.

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

Definition at line 2142 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 2154 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 2166 of file Messages.h.

bool lowLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 1394 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 1412 of file Messages.h.

bool mainFraction ( UInt8 &  value) const
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 1152 of file Messages.h.

ThisType& mainFractionNull ( )
inlinenoexcept

Definition at line 1170 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 791 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 1956 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching Algorithm.

Definition at line 1039 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 634 of file Messages.h.

bool maturityDate ( Timestamp &  value) const
inlinenoexcept

Maturity Date.

Definition at line 1559 of file Messages.h.

ThisType& maturityDateNull ( )
inlinenoexcept

Definition at line 1586 of file Messages.h.

bool maxPriceVariation ( PRICE9 &  value) const
inlinenoexcept

Differential value for price banding.

Definition at line 1423 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 1441 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 1079 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 2181 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 1100 of file Messages.h.

bool minPriceIncrementAmount ( PRICE9 &  value) const
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 1453 of file Messages.h.

ThisType& minPriceIncrementAmountNull ( )
inlinenoexcept

Definition at line 1472 of file Messages.h.

ThisType& minPriceIncrementNull ( )
inlinenoexcept

Definition at line 1119 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 1059 of file Messages.h.

StrRef partyRoleClearingOrg ( ) const
inlinenoexcept

Clearing organization.

Definition at line 1887 of file Messages.h.

bool parValue ( PRICE9 &  value) const
inlinenoexcept

Par value.

Definition at line 1630 of file Messages.h.

ThisType& parValueNull ( )
inlinenoexcept

Definition at line 1648 of file Messages.h.

bool priceDisplayFormat ( UInt8 &  value) const
inlinenoexcept

Number of Decimals in Displayed Price.

Definition at line 1210 of file Messages.h.

ThisType& priceDisplayFormatNull ( )
inlinenoexcept

Definition at line 1228 of file Messages.h.

StrRef priceQuoteMethod ( ) const
inlinenoexcept

Price quotation method.

Definition at line 1865 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 2227 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 2216 of file Messages.h.

StrRef riskSet ( ) const
inlinenoexcept

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

Definition at line 1932 of file Messages.h.

StrRef securityAltId ( ) const
inlinenoexcept

Expanded instrument description.

Will contain either ISIN or CUSIP.

Definition at line 1807 of file Messages.h.

bool securityAltIdSource ( SecurityAltIDSource::Enum &  value) const
inlinenoexcept

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

Definition at line 1832 of file Messages.h.

ThisType& securityAltIdSourceNull ( )
inlinenoexcept

Definition at line 1854 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 832 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 854 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 920 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

Identifies class or source of Tag 48-SecurityID value.

Definition at line 941 of file Messages.h.

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

Identifies the current market state of the instrument.

Definition at line 738 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 759 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 949 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 691 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

MD channel ID as defined in the XML Configuration file.

Definition at line 779 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 886 of file Messages.h.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 981 of file Messages.h.

ThisType& setCountryOfIssue ( StrRef  value)
inlinenoexcept

Country of Origin, ISO alpha-2 country code.

Definition at line 1748 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 1726 of file Messages.h.

ThisType& setCouponFrequencyPeriod ( UInt16  value)
inlinenoexcept

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

Definition at line 1694 of file Messages.h.

ThisType& setCouponFrequencyUnit ( StrRef  value)
inlinenoexcept

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

Definition at line 1671 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 1610 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Identifies the currency used for price.

Definition at line 1003 of file Messages.h.

ThisType& setDatedDate ( Timestamp  value)
inlinenoexcept

Dated Date.

Definition at line 1539 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 1141 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef  value)
inlinenoexcept

Long name of the instrument.

Definition at line 1794 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 1374 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 1988 of file Messages.h.

ThisType& setIssueDate ( Timestamp  value)
inlinenoexcept

Issue Date.

Definition at line 1501 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 1772 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp  value)
inlinenoexcept

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

Definition at line 726 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 1403 of file Messages.h.

ThisType& setMainFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 1161 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 801 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 1967 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching Algorithm.

Definition at line 1048 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 645 of file Messages.h.

ThisType& setMaturityDate ( Timestamp  value)
inlinenoexcept

Maturity Date.

Definition at line 1577 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 1432 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 1088 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 1110 of file Messages.h.

ThisType& setMinPriceIncrementAmount ( PRICE9  value)
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 1463 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 1068 of file Messages.h.

ThisType& setPartyRoleClearingOrg ( StrRef  value)
inlinenoexcept

Clearing organization.

Definition at line 1897 of file Messages.h.

ThisType& setParValue ( PRICE9  value)
inlinenoexcept

Par value.

Definition at line 1639 of file Messages.h.

ThisType& setPriceDisplayFormat ( UInt8  value)
inlinenoexcept

Number of Decimals in Displayed Price.

Definition at line 1219 of file Messages.h.

ThisType& setPriceQuoteMethod ( StrRef  value)
inlinenoexcept

Price quotation method.

Definition at line 1875 of file Messages.h.

ThisType& setRiskSet ( StrRef  value)
inlinenoexcept

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

Definition at line 1943 of file Messages.h.

ThisType& setSecurityAltId ( StrRef  value)
inlinenoexcept

Expanded instrument description.

Will contain either ISIN or CUSIP.

Definition at line 1818 of file Messages.h.

ThisType& setSecurityAltIdSource ( SecurityAltIDSource::Enum  value)
inlinenoexcept

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

Definition at line 1844 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 842 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 864 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 929 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifies the current market state of the instrument.

Definition at line 749 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 959 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 703 of file Messages.h.

ThisType& setSettlCurrency ( StrRef  value)
inlinenoexcept

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

Definition at line 1027 of file Messages.h.

ThisType& setSubFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 1190 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol.

Definition at line 908 of file Messages.h.

StrRef settlCurrency ( ) const
inlinenoexcept

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

Definition at line 1016 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 668 of file Messages.h.

ThisType& setTradingReferenceDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 1345 of file Messages.h.

ThisType& setTradingReferencePrice ( PRICE9  value)
inlinenoexcept

Trading Reference Price.

Definition at line 1305 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Indicates the product complex.

Definition at line 821 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 1253 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 1276 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined Instrument flag.

Definition at line 1919 of file Messages.h.

bool subFraction ( UInt8 &  value) const
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 1181 of file Messages.h.

ThisType& subFractionNull ( )
inlinenoexcept

Definition at line 1199 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Definition at line 898 of file Messages.h.

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

Definition at line 2277 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 658 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 677 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 1326 of file Messages.h.

ThisType& tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 1354 of file Messages.h.

bool tradingReferencePrice ( PRICE9 &  value) const
inlinenoexcept

Trading Reference Price.

Definition at line 1296 of file Messages.h.

ThisType& tradingReferencePriceNull ( )
inlinenoexcept

Definition at line 1314 of file Messages.h.

UInt8 underlyingProduct ( ) const
inlinenoexcept

Indicates the product complex.

Definition at line 812 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 1241 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 1266 of file Messages.h.

ThisType& unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 1285 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined Instrument flag.

Definition at line 1909 of file Messages.h.

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