OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
InstrumentDefinitionFuture54 Struct Reference

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

Classes

struct  EventsEntry
 
struct  FeedTypesEntry
 
struct  InstAttribEntry
 
struct  LotTypeRulesEntry
 

Public Types

enum  { TemplateId = 54 }
 
typedef SchemaTraits Schema
 
typedef InstrumentDefinitionFuture54 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

 InstrumentDefinitionFuture54 () ONIXS_CONFLATEDTCP_DEFAULT
 
 InstrumentDefinitionFuture54 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionFuture54 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionFuture54 (void *data, EncodedLength length, NoInit)
 
 InstrumentDefinitionFuture54 (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
 
bool maturityMonthYear (MaturityMonthYear &value) const noexcept
 
ThisTypesetMaturityMonthYear (MaturityMonthYear value) noexcept
 
ThisTypematurityMonthYearNull () 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
 
PRICE9 minPriceIncrement () const noexcept
 
ThisTypesetMinPriceIncrement (PRICE9 value) 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
 
SettlPriceType settlPriceType () const noexcept
 
ThisTypesetSettlPriceType (SettlPriceType value) noexcept
 
bool openInterestQty (Int32 &value) const noexcept
 
ThisTypesetOpenInterestQty (Int32 value) noexcept
 
ThisTypeopenInterestQtyNull () noexcept
 
bool clearedVolume (Int32 &value) const noexcept
 
ThisTypesetClearedVolume (Int32 value) noexcept
 
ThisTypeclearedVolumeNull () 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 decayQuantity (Int32 &value) const noexcept
 
ThisTypesetDecayQuantity (Int32 value) noexcept
 
ThisTypedecayQuantityNull () noexcept
 
bool decayStartDate (Timestamp &value) const noexcept
 
ThisTypesetDecayStartDate (Timestamp value) noexcept
 
ThisTypedecayStartDateNull () noexcept
 
bool originalContractSize (Int32 &value) const noexcept
 
ThisTypesetOriginalContractSize (Int32 value) noexcept
 
ThisTypeoriginalContractSizeNull () noexcept
 
bool contractMultiplier (Int32 &value) const noexcept
 
ThisTypesetContractMultiplier (Int32 value) noexcept
 
ThisTypecontractMultiplierNull () noexcept
 
bool contractMultiplierUnit (Int8 &value) const noexcept
 
ThisTypesetContractMultiplierUnit (Int8 value) noexcept
 
ThisTypecontractMultiplierUnitNull () noexcept
 
bool flowScheduleType (Int8 &value) const noexcept
 
ThisTypesetFlowScheduleType (Int8 value) noexcept
 
ThisTypeflowScheduleTypeNull () noexcept
 
bool minPriceIncrementAmount (PRICE9 &value) const noexcept
 
ThisTypesetMinPriceIncrementAmount (PRICE9 value) noexcept
 
ThisTypeminPriceIncrementAmountNull () noexcept
 
UserDefinedInstrument userDefinedInstrument () const noexcept
 
ThisTypesetUserDefinedInstrument (UserDefinedInstrument value) noexcept
 
bool tradingReferenceDate (Timestamp &value) const noexcept
 
ThisTypesetTradingReferenceDate (Timestamp value) noexcept
 
ThisTypetradingReferenceDateNull () 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 17650 of file Messages.h.

Member Typedef Documentation

Repeating group containing EventsEntry entries.

Definition at line 17779 of file Messages.h.

Repeating group containing FeedTypesEntry entries.

Definition at line 17899 of file Messages.h.

Repeating group containing InstAttribEntry entries.

Definition at line 18006 of file Messages.h.

Repeating group containing LotTypeRulesEntry entries.

Definition at line 18141 of file Messages.h.

Used template schema.

Definition at line 17655 of file Messages.h.

This type alias.

Definition at line 17658 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 17661 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

InstrumentDefinitionFuture54 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 18147 of file Messages.h.

InstrumentDefinitionFuture54 ( 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 18162 of file Messages.h.

InstrumentDefinitionFuture54 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Initializes an instance over the given memory block.

Definition at line 18176 of file Messages.h.

InstrumentDefinitionFuture54 ( const SbeMessage message)
inlineexplicit

Initializes an instance over the given SBE message.

Definition at line 18187 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 18339 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 18445 of file Messages.h.

static constexpr BlockLength blockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 19587 of file Messages.h.

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

Definition at line 19682 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 18540 of file Messages.h.

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

Definition at line 19656 of file Messages.h.

bool clearedVolume ( Int32 value) const
inlinenoexcept

The total cleared volume of instrument traded during the prior trading session.

Definition at line 18974 of file Messages.h.

ThisType& clearedVolumeNull ( )
inlinenoexcept

Definition at line 18993 of file Messages.h.

bool contractMultiplier ( Int32 value) const
inlinenoexcept

Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month.

Definition at line 19193 of file Messages.h.

ThisType& contractMultiplierNull ( )
inlinenoexcept

Definition at line 19213 of file Messages.h.

bool contractMultiplierUnit ( Int8 value) const
inlinenoexcept

Indicates the type of multiplier being applied to the product.

Optionally used in combination with tag 231-ContractMultiplier.

Definition at line 19226 of file Messages.h.

ThisType& contractMultiplierUnitNull ( )
inlinenoexcept

Definition at line 19246 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Identifies currency used for price.

Definition at line 18593 of file Messages.h.

bool decayQuantity ( Int32 value) const
inlinenoexcept

Indicates the quantity that a contract will decay daily by once the decay start date is reached.

Definition at line 19092 of file Messages.h.

ThisType& decayQuantityNull ( )
inlinenoexcept

Definition at line 19111 of file Messages.h.

bool decayStartDate ( Timestamp value) const
inlinenoexcept

Indicates the date at which a decaying contract will begin to decay.

Definition at line 19123 of file Messages.h.

ThisType& decayStartDateNull ( )
inlinenoexcept

Definition at line 19151 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 18722 of file Messages.h.

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

Definition at line 19414 of file Messages.h.

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

Definition at line 19422 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 19431 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 19442 of file Messages.h.

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

Definition at line 19454 of file Messages.h.

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

Definition at line 19462 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 19471 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 19482 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 19665 of file Messages.h.

bool flowScheduleType ( Int8 value) const
inlinenoexcept

The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract.

Specifies whether the contract is defined according to the Easter Peak, Eastern Off-Peak, Western Peak or Western Off-Peak.

Definition at line 19261 of file Messages.h.

ThisType& flowScheduleTypeNull ( )
inlinenoexcept

Definition at line 19283 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 19602 of file Messages.h.

bool highLimitPrice ( PRICE9 value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 19004 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 19022 of file Messages.h.

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

Definition at line 19494 of file Messages.h.

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

Definition at line 19504 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 19515 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 19526 of file Messages.h.

bool instrumentGUId ( UInt64 value) const
inlinenoexcept

External unique instrument ID.

Definition at line 19385 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 19403 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inlinenoexcept

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

Definition at line 18281 of file Messages.h.

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

Definition at line 19538 of file Messages.h.

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

Definition at line 19548 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 19560 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 19572 of file Messages.h.

bool lowLimitPrice ( PRICE9 value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 19033 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 19051 of file Messages.h.

bool mainFraction ( UInt8 value) const
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 18743 of file Messages.h.

ThisType& mainFractionNull ( )
inlinenoexcept

Definition at line 18761 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

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

Definition at line 18360 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching algorithm.

Definition at line 18639 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 18199 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear value) const
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 18563 of file Messages.h.

ThisType& maturityMonthYearNull ( )
inlinenoexcept

Definition at line 18582 of file Messages.h.

bool maxPriceVariation ( PRICE9 value) const
inlinenoexcept

Differential value for price banding.

Definition at line 19062 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 19080 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 18679 of file Messages.h.

PRICE9 minPriceIncrement ( ) const
inlinenoexcept

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

Definition at line 18700 of file Messages.h.

bool minPriceIncrementAmount ( PRICE9 value) const
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 19294 of file Messages.h.

ThisType& minPriceIncrementAmountNull ( )
inlinenoexcept

Definition at line 19312 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 18659 of file Messages.h.

bool openInterestQty ( Int32 value) const
inlinenoexcept

The total open interest for the market at the close of the prior trading session.

Definition at line 18943 of file Messages.h.

ThisType& openInterestQtyNull ( )
inlinenoexcept

Definition at line 18962 of file Messages.h.

bool originalContractSize ( Int32 value) const
inlinenoexcept

Fixed contract value assigned to each product.

Definition at line 19162 of file Messages.h.

ThisType& originalContractSizeNull ( )
inlinenoexcept

Definition at line 19180 of file Messages.h.

bool priceDisplayFormat ( UInt8 value) const
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 18801 of file Messages.h.

ThisType& priceDisplayFormatNull ( )
inlinenoexcept

Definition at line 18819 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 19622 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 19611 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 18401 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 18423 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 18489 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

Identifies class or source of tag 48-SecurityID value.

Definition at line 18510 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const
inlinenoexcept

Identifies the current state of the instrument.

In Security Definition message this tag is available in the Instrument Replay feed only.

Definition at line 18305 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 18328 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 18518 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 18256 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 18348 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 18455 of file Messages.h.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 18550 of file Messages.h.

ThisType& setClearedVolume ( Int32  value)
inlinenoexcept

The total cleared volume of instrument traded during the prior trading session.

Definition at line 18984 of file Messages.h.

ThisType& setContractMultiplier ( Int32  value)
inlinenoexcept

Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month.

Definition at line 19204 of file Messages.h.

ThisType& setContractMultiplierUnit ( Int8  value)
inlinenoexcept

Indicates the type of multiplier being applied to the product.

Optionally used in combination with tag 231-ContractMultiplier.

Definition at line 19237 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Identifies currency used for price.

Definition at line 18603 of file Messages.h.

ThisType& setDecayQuantity ( Int32  value)
inlinenoexcept

Indicates the quantity that a contract will decay daily by once the decay start date is reached.

Definition at line 19102 of file Messages.h.

ThisType& setDecayStartDate ( Timestamp  value)
inlinenoexcept

Indicates the date at which a decaying contract will begin to decay.

Definition at line 19142 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 18732 of file Messages.h.

ThisType& setFlowScheduleType ( Int8  value)
inlinenoexcept

The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract.

Specifies whether the contract is defined according to the Easter Peak, Eastern Off-Peak, Western Peak or Western Off-Peak.

Definition at line 19274 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 19013 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 19394 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp  value)
inlinenoexcept

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

Definition at line 18291 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 19042 of file Messages.h.

ThisType& setMainFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 18752 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

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

Definition at line 18370 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching algorithm.

Definition at line 18648 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 18210 of file Messages.h.

ThisType& setMaturityMonthYear ( MaturityMonthYear  value)
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 18573 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 19071 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 18688 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 18710 of file Messages.h.

ThisType& setMinPriceIncrementAmount ( PRICE9  value)
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 19303 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 18668 of file Messages.h.

ThisType& setOpenInterestQty ( Int32  value)
inlinenoexcept

The total open interest for the market at the close of the prior trading session.

Definition at line 18953 of file Messages.h.

ThisType& setOriginalContractSize ( Int32  value)
inlinenoexcept

Fixed contract value assigned to each product.

Definition at line 19171 of file Messages.h.

ThisType& setPriceDisplayFormat ( UInt8  value)
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 18810 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 18411 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 18433 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 18498 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifies the current state of the instrument.

In Security Definition message this tag is available in the Instrument Replay feed only.

Definition at line 18318 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 18528 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 18268 of file Messages.h.

ThisType& setSettlCurrency ( StrRef  value)
inlinenoexcept

Identifies currency used for settlement, if different from trading currency.

Definition at line 18627 of file Messages.h.

ThisType& setSettlPriceType ( SettlPriceType  value)
inlinenoexcept

Bitmap field of eight Boolean type indicators representing settlement price type.

Definition at line 18931 of file Messages.h.

ThisType& setSubFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 18781 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol.

Definition at line 18477 of file Messages.h.

StrRef settlCurrency ( ) const
inlinenoexcept

Identifies currency used for settlement, if different from trading currency.

Definition at line 18616 of file Messages.h.

SettlPriceType settlPriceType ( ) const
inlinenoexcept

Bitmap field of eight Boolean type indicators representing settlement price type.

Definition at line 18921 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 18233 of file Messages.h.

ThisType& setTradingReferenceDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 19365 of file Messages.h.

ThisType& setTradingReferencePrice ( PRICE9  value)
inlinenoexcept

Reference price for prelisted instruments or the last calculated Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 18900 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Product complex.

Definition at line 18390 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 18844 of file Messages.h.

ThisType& setUnitOfMeasureQty ( Decimal9  value)
inlinenoexcept

This field contains the contract size for each instrument.

Used in combination with tag 996-UnitofMeasure.

Definition at line 18867 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined instruments flag.

Definition at line 19333 of file Messages.h.

bool subFraction ( UInt8 value) const
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 18772 of file Messages.h.

ThisType& subFractionNull ( )
inlinenoexcept

Definition at line 18790 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Definition at line 18467 of file Messages.h.

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

Definition at line 19673 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 18223 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 18242 of file Messages.h.

bool tradingReferenceDate ( Timestamp value) const
inlinenoexcept

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

Definition at line 19346 of file Messages.h.

ThisType& tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 19374 of file Messages.h.

bool tradingReferencePrice ( PRICE9 value) const
inlinenoexcept

Reference price for prelisted instruments or the last calculated Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 18889 of file Messages.h.

ThisType& tradingReferencePriceNull ( )
inlinenoexcept

Definition at line 18909 of file Messages.h.

UInt8 underlyingProduct ( ) const
inlinenoexcept

Product complex.

Definition at line 18381 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 18832 of file Messages.h.

bool unitOfMeasureQty ( Decimal9 value) const
inlinenoexcept

This field contains the contract size for each instrument.

Used in combination with tag 996-UnitofMeasure.

Definition at line 18857 of file Messages.h.

ThisType& unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 18876 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instruments flag.

Definition at line 19323 of file Messages.h.


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