InstrumentDefinitionFixedIncome57 Struct Reference

Classes
struct	EventsEntry
struct	FeedTypesEntry
struct	InstAttribEntry
struct	LotTypeRulesEntry

Public Types
enum
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 (MessageSize offset, FieldValue value) noexcept
void	setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void	setFixedStr (MessageSize offset, StrRef value) noexcept

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 (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
Value	decimal (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) 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

Events

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 176 of file Messages.h.

FeedTypes

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 308 of file Messages.h.

InstAttrib

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 427 of file Messages.h.

LotTypeRules

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 576 of file Messages.h.

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 40 of file Messages.h.

ThisType

typedef InstrumentDefinitionFixedIncome57 ThisType

This type alias.

Definition at line 43 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	57

Definition at line 46 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionFixedIncome57() [1/5]

InstrumentDefinitionFixedIncome57 ( )

default

Initializes a blank instance.

InstrumentDefinitionFixedIncome57() [2/5]

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() [3/5]

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() [4/5]

InstrumentDefinitionFixedIncome57 ( void * data, EncodedLength length, NoInit  )

inline

Creates an instance over the given memory block.

Definition at line 611 of file Messages.h.

InstrumentDefinitionFixedIncome57() [5/5]

InstrumentDefinitionFixedIncome57 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 622 of file Messages.h.

Member Function Documentation

applId()

Int16 applId ( ) const

inlinenoexcept

MD channel ID as defined in the XML Configuration file.

Definition at line 770 of file Messages.h.

asset()

StrRef asset ( ) const

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 876 of file Messages.h.

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 2193 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 2286 of file Messages.h.

cfiCode()

StrRef cfiCode ( ) const

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 971 of file Messages.h.

className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns

class name.

Definition at line 2260 of file Messages.h.

countryOfIssue()

StrRef countryOfIssue ( ) const

inlinenoexcept

Country of Origin, ISO alpha-2 country code.

Definition at line 1738 of file Messages.h.

couponDayCount()

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.

couponFrequencyPeriod()

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.

couponFrequencyPeriodNull()

ThisType & couponFrequencyPeriodNull ( )

inlinenoexcept

Definition at line 1703 of file Messages.h.

couponFrequencyUnit()

StrRef couponFrequencyUnit ( ) const

inlinenoexcept

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

Definition at line 1660 of file Messages.h.

couponRate()

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.

couponRateNull()

ThisType & couponRateNull ( )

inlinenoexcept

Definition at line 1619 of file Messages.h.

currency()

StrRef currency ( ) const

inlinenoexcept

Identifies the currency used for price.

Definition at line 993 of file Messages.h.

datedDate()

bool datedDate ( Timestamp & value ) const

inlinenoexcept

Dated Date.

Definition at line 1521 of file Messages.h.

datedDateNull()

ThisType & datedDateNull ( )

inlinenoexcept

Definition at line 1548 of file Messages.h.

displayFactor()

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() [1/4]

Events events ( ) const

inlinenoexcept

Returns

instance of Events repeating group.

Definition at line 2008 of file Messages.h.

events() [2/4]

Events events ( )

inlinenoexcept

Returns

instance of Events repeating group.

Definition at line 2016 of file Messages.h.

events() [3/4]

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() [4/4]

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() [1/4]

FeedTypes feedTypes ( ) const

inlinenoexcept

Returns

instance of FeedTypes repeating group.

Definition at line 2048 of file Messages.h.

feedTypes() [2/4]

FeedTypes feedTypes ( )

inlinenoexcept

Returns

instance of FeedTypes repeating group.

Definition at line 2056 of file Messages.h.

feedTypes() [3/4]

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() [4/4]

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.

financialInstrumentFullName()

StrRef financialInstrumentFullName ( ) const

inlinenoexcept

Long name of the instrument.

Definition at line 1784 of file Messages.h.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 2269 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 2207 of file Messages.h.

highLimitPrice()

bool highLimitPrice ( PRICE9 & value ) const

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 1365 of file Messages.h.

highLimitPriceNull()

ThisType & highLimitPriceNull ( )

inlinenoexcept

Definition at line 1383 of file Messages.h.

instAttrib() [1/4]

InstAttrib instAttrib ( ) const

inlinenoexcept

Returns

instance of InstAttrib repeating group.

Definition at line 2088 of file Messages.h.

instAttrib() [2/4]

InstAttrib instAttrib ( )

inlinenoexcept

Returns

instance of InstAttrib repeating group.

Definition at line 2098 of file Messages.h.

instAttrib() [3/4]

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() [4/4]

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.

instrumentGUId()

bool instrumentGUId ( UInt64 & value ) const

inlinenoexcept

External unique instrument ID.

Definition at line 1979 of file Messages.h.

instrumentGUIdNull()

ThisType & instrumentGUIdNull ( )

inlinenoexcept

Definition at line 1997 of file Messages.h.

issueDate()

bool issueDate ( Timestamp & value ) const

inlinenoexcept

Issue Date.

Definition at line 1483 of file Messages.h.

issueDateNull()

ThisType & issueDateNull ( )

inlinenoexcept

Definition at line 1510 of file Messages.h.

issuer()

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.

lastUpdateTime()

Timestamp lastUpdateTime ( ) const

inlinenoexcept

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

Definition at line 716 of file Messages.h.

lotTypeRules() [1/4]

LotTypeRules lotTypeRules ( ) const

inlinenoexcept

Returns

instance of LotTypeRules repeating group.

Definition at line 2132 of file Messages.h.

lotTypeRules() [2/4]

LotTypeRules lotTypeRules ( )

inlinenoexcept

Returns

instance of LotTypeRules repeating group.

Definition at line 2142 of file Messages.h.

lotTypeRules() [3/4]

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() [4/4]

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.

lowLimitPrice()

bool lowLimitPrice ( PRICE9 & value ) const

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 1394 of file Messages.h.

lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )

inlinenoexcept

Definition at line 1412 of file Messages.h.

mainFraction()

bool mainFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 1152 of file Messages.h.

mainFractionNull()

ThisType & mainFractionNull ( )

inlinenoexcept

Definition at line 1170 of file Messages.h.

marketSegmentId()

UInt8 marketSegmentId ( ) const

inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 791 of file Messages.h.

marketSet()

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.

matchAlgorithm()

CHAR matchAlgorithm ( ) const

inlinenoexcept

Matching Algorithm.

Definition at line 1039 of file Messages.h.

matchEventIndicator()

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.

maturityDate()

bool maturityDate ( Timestamp & value ) const

inlinenoexcept

Maturity Date.

Definition at line 1559 of file Messages.h.

maturityDateNull()

ThisType & maturityDateNull ( )

inlinenoexcept

Definition at line 1586 of file Messages.h.

maxPriceVariation()

bool maxPriceVariation ( PRICE9 & value ) const

inlinenoexcept

Differential value for price banding.

Definition at line 1423 of file Messages.h.

maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )

inlinenoexcept

Definition at line 1441 of file Messages.h.

maxTradeVol()

UInt32 maxTradeVol ( ) const

inlinenoexcept

The maximum trading volume for a security.

Definition at line 1079 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 2181 of file Messages.h.

minPriceIncrement()

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.

minPriceIncrementAmount()

bool minPriceIncrementAmount ( PRICE9 & value ) const

inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 1453 of file Messages.h.

minPriceIncrementAmountNull()

ThisType & minPriceIncrementAmountNull ( )

inlinenoexcept

Definition at line 1472 of file Messages.h.

minPriceIncrementNull()

ThisType & minPriceIncrementNull ( )

inlinenoexcept

Definition at line 1119 of file Messages.h.

minTradeVol()

UInt32 minTradeVol ( ) const

inlinenoexcept

The minimum trading volume for a security.

Definition at line 1059 of file Messages.h.

partyRoleClearingOrg()

StrRef partyRoleClearingOrg ( ) const

inlinenoexcept

Clearing organization.

Definition at line 1887 of file Messages.h.

parValue()

bool parValue ( PRICE9 & value ) const

inlinenoexcept

Par value.

Definition at line 1630 of file Messages.h.

parValueNull()

ThisType & parValueNull ( )

inlinenoexcept

Definition at line 1648 of file Messages.h.

priceDisplayFormat()

bool priceDisplayFormat ( UInt8 & value ) const

inlinenoexcept

Number of Decimals in Displayed Price.

Definition at line 1210 of file Messages.h.

priceDisplayFormatNull()

ThisType & priceDisplayFormatNull ( )

inlinenoexcept

Definition at line 1228 of file Messages.h.

priceQuoteMethod()

StrRef priceQuoteMethod ( ) const

inlinenoexcept

Price quotation method.

Definition at line 1865 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 2227 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 2216 of file Messages.h.

riskSet()

StrRef riskSet ( ) const

inlinenoexcept

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

Definition at line 1932 of file Messages.h.

securityAltId()

StrRef securityAltId ( ) const

inlinenoexcept

Expanded instrument description.

Will contain either ISIN or CUSIP.

Definition at line 1807 of file Messages.h.

securityAltIdSource()

bool securityAltIdSource ( SecurityAltIDSource::Enum & value ) const

inlinenoexcept

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

Definition at line 1832 of file Messages.h.

securityAltIdSourceNull()

ThisType & securityAltIdSourceNull ( )

inlinenoexcept

Definition at line 1854 of file Messages.h.

securityExchange()

StrRef securityExchange ( ) const

inlinenoexcept

Exchange used to identify a security.

Definition at line 832 of file Messages.h.

securityGroup()

StrRef securityGroup ( ) const

inlinenoexcept

Security Group Code.

Definition at line 854 of file Messages.h.

securityId()

Int32 securityId ( ) const

inlinenoexcept

Unique instrument ID.

Definition at line 920 of file Messages.h.

securityIdSource()

constexpr SecurityIDSource securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies class or source of Tag 48-SecurityID value.

Definition at line 941 of file Messages.h.

securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inlinenoexcept

Identifies the current market state of the instrument.

Definition at line 738 of file Messages.h.

securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )

inlinenoexcept

Definition at line 759 of file Messages.h.

securityType()

StrRef securityType ( ) const

inlinenoexcept

Security Type.

Definition at line 949 of file Messages.h.

securityUpdateAction()

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.

setApplId()

ThisType & setApplId ( Int16 value )

inlinenoexcept

MD channel ID as defined in the XML Configuration file.

Definition at line 779 of file Messages.h.

setAsset()

ThisType & setAsset ( StrRef value )

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 886 of file Messages.h.

setCfiCode()

ThisType & setCfiCode ( StrRef value )

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 981 of file Messages.h.

setCountryOfIssue()

ThisType & setCountryOfIssue ( StrRef value )

inlinenoexcept

Country of Origin, ISO alpha-2 country code.

Definition at line 1748 of file Messages.h.

setCouponDayCount()

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.

setCouponFrequencyPeriod()

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.

setCouponFrequencyUnit()

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.

setCouponRate()

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.

setCurrency()

ThisType & setCurrency ( StrRef value )

inlinenoexcept

Identifies the currency used for price.

Definition at line 1003 of file Messages.h.

setDatedDate()

ThisType & setDatedDate ( Timestamp value )

inlinenoexcept

Dated Date.

Definition at line 1539 of file Messages.h.

setDisplayFactor()

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.

setFinancialInstrumentFullName()

ThisType & setFinancialInstrumentFullName ( StrRef value )

inlinenoexcept

Long name of the instrument.

Definition at line 1794 of file Messages.h.

setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 1374 of file Messages.h.

setInstrumentGUId()

ThisType & setInstrumentGUId ( UInt64 value )

inlinenoexcept

External unique instrument ID.

Definition at line 1988 of file Messages.h.

setIssueDate()

ThisType & setIssueDate ( Timestamp value )

inlinenoexcept

Issue Date.

Definition at line 1501 of file Messages.h.

setIssuer()

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.

setLastUpdateTime()

ThisType & setLastUpdateTime ( Timestamp value )

inlinenoexcept

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

Definition at line 726 of file Messages.h.

setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 1403 of file Messages.h.

setMainFraction()

ThisType & setMainFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 1161 of file Messages.h.

setMarketSegmentId()

ThisType & setMarketSegmentId ( UInt8 value )

inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 801 of file Messages.h.

setMarketSet()

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.

setMatchAlgorithm()

ThisType & setMatchAlgorithm ( CHAR value )

inlinenoexcept

Matching Algorithm.

Definition at line 1048 of file Messages.h.

setMatchEventIndicator()

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.

setMaturityDate()

ThisType & setMaturityDate ( Timestamp value )

inlinenoexcept

Maturity Date.

Definition at line 1577 of file Messages.h.

setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value )

inlinenoexcept

Differential value for price banding.

Definition at line 1432 of file Messages.h.

setMaxTradeVol()

ThisType & setMaxTradeVol ( UInt32 value )

inlinenoexcept

The maximum trading volume for a security.

Definition at line 1088 of file Messages.h.

setMinPriceIncrement()

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.

setMinPriceIncrementAmount()

ThisType & setMinPriceIncrementAmount ( PRICE9 value )

inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 1463 of file Messages.h.

setMinTradeVol()

ThisType & setMinTradeVol ( UInt32 value )

inlinenoexcept

The minimum trading volume for a security.

Definition at line 1068 of file Messages.h.

setPartyRoleClearingOrg()

ThisType & setPartyRoleClearingOrg ( StrRef value )

inlinenoexcept

Clearing organization.

Definition at line 1897 of file Messages.h.

setParValue()

ThisType & setParValue ( PRICE9 value )

inlinenoexcept

Par value.

Definition at line 1639 of file Messages.h.

setPriceDisplayFormat()

ThisType & setPriceDisplayFormat ( UInt8 value )

inlinenoexcept

Number of Decimals in Displayed Price.

Definition at line 1219 of file Messages.h.

setPriceQuoteMethod()

ThisType & setPriceQuoteMethod ( StrRef value )

inlinenoexcept

Price quotation method.

Definition at line 1875 of file Messages.h.

setRiskSet()

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.

setSecurityAltId()

ThisType & setSecurityAltId ( StrRef value )

inlinenoexcept

Expanded instrument description.

Will contain either ISIN or CUSIP.

Definition at line 1818 of file Messages.h.

setSecurityAltIdSource()

ThisType & setSecurityAltIdSource ( SecurityAltIDSource::Enum value )

inlinenoexcept

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

Definition at line 1844 of file Messages.h.

setSecurityExchange()

ThisType & setSecurityExchange ( StrRef value )

inlinenoexcept

Exchange used to identify a security.

Definition at line 842 of file Messages.h.

setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value )

inlinenoexcept

Security Group Code.

Definition at line 864 of file Messages.h.

setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Unique instrument ID.

Definition at line 929 of file Messages.h.

setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value )

inlinenoexcept

Identifies the current market state of the instrument.

Definition at line 749 of file Messages.h.

setSecurityType()

ThisType & setSecurityType ( StrRef value )

inlinenoexcept

Security Type.

Definition at line 959 of file Messages.h.

setSecurityUpdateAction()

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.

setSettlCurrency()

ThisType & setSettlCurrency ( StrRef value )

inlinenoexcept

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

Definition at line 1027 of file Messages.h.

setSubFraction()

ThisType & setSubFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 1190 of file Messages.h.

setSymbol()

ThisType & setSymbol ( StrRef value )

inlinenoexcept

Instrument Name or Symbol.

Definition at line 908 of file Messages.h.

settlCurrency()

StrRef settlCurrency ( ) const

inlinenoexcept

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

Definition at line 1016 of file Messages.h.

setTotNumReports()

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.

setTradingReferenceDate()

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.

setTradingReferencePrice()

ThisType & setTradingReferencePrice ( PRICE9 value )

inlinenoexcept

Trading Reference Price.

Definition at line 1305 of file Messages.h.

setUnderlyingProduct()

ThisType & setUnderlyingProduct ( UInt8 value )

inlinenoexcept

Indicates the product complex.

Definition at line 821 of file Messages.h.

setUnitOfMeasure()

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.

setUnitOfMeasureQty()

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.

setUserDefinedInstrument()

ThisType & setUserDefinedInstrument ( UserDefinedInstrument value )

inlinenoexcept

User-defined Instrument flag.

Definition at line 1919 of file Messages.h.

subFraction()

bool subFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 1181 of file Messages.h.

subFractionNull()

ThisType & subFractionNull ( )

inlinenoexcept

Definition at line 1199 of file Messages.h.

symbol()

StrRef symbol ( ) const

inlinenoexcept

Instrument Name or Symbol.

Definition at line 898 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 2277 of file Messages.h.

totNumReports()

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.

totNumReportsNull()

ThisType & totNumReportsNull ( )

inlinenoexcept

Definition at line 677 of file Messages.h.

tradingReferenceDate()

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.

tradingReferenceDateNull()

ThisType & tradingReferenceDateNull ( )

inlinenoexcept

Definition at line 1354 of file Messages.h.

tradingReferencePrice()

bool tradingReferencePrice ( PRICE9 & value ) const

inlinenoexcept

Trading Reference Price.

Definition at line 1296 of file Messages.h.

tradingReferencePriceNull()

ThisType & tradingReferencePriceNull ( )

inlinenoexcept

Definition at line 1314 of file Messages.h.

underlyingProduct()

UInt8 underlyingProduct ( ) const

inlinenoexcept

Indicates the product complex.

Definition at line 812 of file Messages.h.

unitOfMeasure()

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.

unitOfMeasureQty()

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.

unitOfMeasureQtyNull()

ThisType & unitOfMeasureQtyNull ( )

inlinenoexcept

Definition at line 1285 of file Messages.h.

userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const

inlinenoexcept

User-defined Instrument flag.

Definition at line 1909 of file Messages.h.