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
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, 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

 InstrumentDefinitionFuture54 ()=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
 
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
 
bool maturityMonthYear (MaturityMonthYear &value) const noexcept
 
ThisType & setMaturityMonthYear (MaturityMonthYear value) noexcept
 
ThisType & maturityMonthYearNull () 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
 
PRICE9 minPriceIncrement () const noexcept
 
ThisType & setMinPriceIncrement (PRICE9 value) 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
 
SettlPriceType settlPriceType () const noexcept
 
ThisType & setSettlPriceType (SettlPriceType value) noexcept
 
bool openInterestQty (Int32 &value) const noexcept
 
ThisType & setOpenInterestQty (Int32 value) noexcept
 
ThisType & openInterestQtyNull () noexcept
 
bool clearedVolume (Int32 &value) const noexcept
 
ThisType & setClearedVolume (Int32 value) noexcept
 
ThisType & clearedVolumeNull () 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 decayQuantity (Int32 &value) const noexcept
 
ThisType & setDecayQuantity (Int32 value) noexcept
 
ThisType & decayQuantityNull () noexcept
 
bool decayStartDate (Timestamp &value) const noexcept
 
ThisType & setDecayStartDate (Timestamp value) noexcept
 
ThisType & decayStartDateNull () noexcept
 
bool originalContractSize (Int32 &value) const noexcept
 
ThisType & setOriginalContractSize (Int32 value) noexcept
 
ThisType & originalContractSizeNull () noexcept
 
bool contractMultiplier (Int32 &value) const noexcept
 
ThisType & setContractMultiplier (Int32 value) noexcept
 
ThisType & contractMultiplierNull () noexcept
 
bool contractMultiplierUnit (Int8 &value) const noexcept
 
ThisType & setContractMultiplierUnit (Int8 value) noexcept
 
ThisType & contractMultiplierUnitNull () noexcept
 
bool flowScheduleType (Int8 &value) const noexcept
 
ThisType & setFlowScheduleType (Int8 value) noexcept
 
ThisType & flowScheduleTypeNull () noexcept
 
bool minPriceIncrementAmount (PRICE9 &value) const noexcept
 
ThisType & setMinPriceIncrementAmount (PRICE9 value) noexcept
 
ThisType & minPriceIncrementAmountNull () noexcept
 
UserDefinedInstrument userDefinedInstrument () const noexcept
 
ThisType & setUserDefinedInstrument (UserDefinedInstrument value) noexcept
 
bool tradingReferenceDate (Timestamp &value) const noexcept
 
ThisType & setTradingReferenceDate (Timestamp value) noexcept
 
ThisType & tradingReferenceDateNull () 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 18838 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 18979 of file Messages.h.

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 19111 of file Messages.h.

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 19230 of file Messages.h.

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 19377 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 18843 of file Messages.h.

typedef InstrumentDefinitionFuture54 ThisType

This type alias.

Definition at line 18846 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 18849 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionFuture54 ( )
default

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 19383 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 19398 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 19412 of file Messages.h.

InstrumentDefinitionFuture54 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 19423 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 19575 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 19681 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 20835 of file Messages.h.

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

Definition at line 20929 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 19776 of file Messages.h.

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

Definition at line 20903 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 20210 of file Messages.h.

ThisType& clearedVolumeNull ( )
inlinenoexcept

Definition at line 20229 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 20429 of file Messages.h.

ThisType& contractMultiplierNull ( )
inlinenoexcept

Definition at line 20449 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 20462 of file Messages.h.

ThisType& contractMultiplierUnitNull ( )
inlinenoexcept

Definition at line 20482 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Identifies currency used for price.

Definition at line 19829 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 20328 of file Messages.h.

ThisType& decayQuantityNull ( )
inlinenoexcept

Definition at line 20347 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 20359 of file Messages.h.

ThisType& decayStartDateNull ( )
inlinenoexcept

Definition at line 20387 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 19958 of file Messages.h.

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

Definition at line 20650 of file Messages.h.

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

Definition at line 20658 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 20667 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 20678 of file Messages.h.

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

Definition at line 20690 of file Messages.h.

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

Definition at line 20698 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 20707 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 20718 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 20912 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 20497 of file Messages.h.

ThisType& flowScheduleTypeNull ( )
inlinenoexcept

Definition at line 20519 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 20849 of file Messages.h.

bool highLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 20240 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 20258 of file Messages.h.

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

Definition at line 20730 of file Messages.h.

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

Definition at line 20740 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 20751 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 20762 of file Messages.h.

bool instrumentGUId ( UInt64 &  value) const
inlinenoexcept

External unique instrument ID.

Definition at line 20621 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 20639 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inlinenoexcept

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

Definition at line 19517 of file Messages.h.

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

Definition at line 20774 of file Messages.h.

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

Definition at line 20784 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 20796 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 20808 of file Messages.h.

bool lowLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 20269 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 20287 of file Messages.h.

bool mainFraction ( UInt8 &  value) const
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 19979 of file Messages.h.

ThisType& mainFractionNull ( )
inlinenoexcept

Definition at line 19997 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

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

Definition at line 19596 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching algorithm.

Definition at line 19875 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 19435 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear &  value) const
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 19799 of file Messages.h.

ThisType& maturityMonthYearNull ( )
inlinenoexcept

Definition at line 19818 of file Messages.h.

bool maxPriceVariation ( PRICE9 &  value) const
inlinenoexcept

Differential value for price banding.

Definition at line 20298 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 20316 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 19915 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 20823 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 19936 of file Messages.h.

bool minPriceIncrementAmount ( PRICE9 &  value) const
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 20530 of file Messages.h.

ThisType& minPriceIncrementAmountNull ( )
inlinenoexcept

Definition at line 20548 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 19895 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 20179 of file Messages.h.

ThisType& openInterestQtyNull ( )
inlinenoexcept

Definition at line 20198 of file Messages.h.

bool originalContractSize ( Int32 &  value) const
inlinenoexcept

Fixed contract value assigned to each product.

Definition at line 20398 of file Messages.h.

ThisType& originalContractSizeNull ( )
inlinenoexcept

Definition at line 20416 of file Messages.h.

bool priceDisplayFormat ( UInt8 &  value) const
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 20037 of file Messages.h.

ThisType& priceDisplayFormatNull ( )
inlinenoexcept

Definition at line 20055 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 20869 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 20858 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 19637 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 19659 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 19725 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

Identifies class or source of tag 48-SecurityID value.

Definition at line 19746 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 19541 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 19564 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 19754 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 19492 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 19584 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 19691 of file Messages.h.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 19786 of file Messages.h.

ThisType& setClearedVolume ( Int32  value)
inlinenoexcept

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

Definition at line 20220 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 20440 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 20473 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Identifies currency used for price.

Definition at line 19839 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 20338 of file Messages.h.

ThisType& setDecayStartDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 20378 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 19968 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 20510 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 20249 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 20630 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp  value)
inlinenoexcept

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

Definition at line 19527 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 20278 of file Messages.h.

ThisType& setMainFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 19988 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

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

Definition at line 19606 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching algorithm.

Definition at line 19884 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 19446 of file Messages.h.

ThisType& setMaturityMonthYear ( MaturityMonthYear  value)
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 19809 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 20307 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 19924 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 19946 of file Messages.h.

ThisType& setMinPriceIncrementAmount ( PRICE9  value)
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 20539 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 19904 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 20189 of file Messages.h.

ThisType& setOriginalContractSize ( Int32  value)
inlinenoexcept

Fixed contract value assigned to each product.

Definition at line 20407 of file Messages.h.

ThisType& setPriceDisplayFormat ( UInt8  value)
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 20046 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 19647 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 19669 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 19734 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 19554 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 19764 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 19504 of file Messages.h.

ThisType& setSettlCurrency ( StrRef  value)
inlinenoexcept

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

Definition at line 19863 of file Messages.h.

ThisType& setSettlPriceType ( SettlPriceType  value)
inlinenoexcept

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

Definition at line 20167 of file Messages.h.

ThisType& setSubFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 20017 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol.

Definition at line 19713 of file Messages.h.

StrRef settlCurrency ( ) const
inlinenoexcept

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

Definition at line 19852 of file Messages.h.

SettlPriceType settlPriceType ( ) const
inlinenoexcept

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

Definition at line 20157 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 19469 of file Messages.h.

ThisType& setTradingReferenceDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 20601 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 20136 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Product complex.

Definition at line 19626 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 20080 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 20103 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined instruments flag.

Definition at line 20569 of file Messages.h.

bool subFraction ( UInt8 &  value) const
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 20008 of file Messages.h.

ThisType& subFractionNull ( )
inlinenoexcept

Definition at line 20026 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Definition at line 19703 of file Messages.h.

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

Definition at line 20920 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 19459 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 19478 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 20582 of file Messages.h.

ThisType& tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 20610 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 20125 of file Messages.h.

ThisType& tradingReferencePriceNull ( )
inlinenoexcept

Definition at line 20145 of file Messages.h.

UInt8 underlyingProduct ( ) const
inlinenoexcept

Product complex.

Definition at line 19617 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 20068 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 20093 of file Messages.h.

ThisType& unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 20112 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instruments flag.

Definition at line 20559 of file Messages.h.

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