OnixS C++ CME MDP Conflated TCP Handler  1.3.1
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
InstrumentDefinitionOption55 Struct Reference

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

Classes

struct  EventsEntry
 
struct  FeedTypesEntry
 
struct  InstAttribEntry
 
struct  LotTypeRulesEntry
 
struct  RelatedInstrumentsEntry
 
struct  UnderlyingsEntry
 

Public Types

enum  { TemplateId = 55 }
 
typedef SchemaTraits Schema
 
typedef InstrumentDefinitionOption55 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
 
typedef SbeGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
 
typedef SbeGroup< RelatedInstrumentsEntry, GroupSize, MessageSize > RelatedInstruments
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 InstrumentDefinitionOption55 () ONIXS_CONFLATEDTCP_DEFAULT
 
 InstrumentDefinitionOption55 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionOption55 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionOption55 (void *data, EncodedLength length, NoInit)
 
 InstrumentDefinitionOption55 (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
 
PutOrCall::Enum putOrCall () const noexcept
 
ThisType & setPutOrCall (PutOrCall::Enum 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
 
bool strikePrice (PRICE9 &value) const noexcept
 
ThisType & setStrikePrice (PRICE9 value) noexcept
 
ThisType & strikePriceNull () noexcept
 
StrRef strikeCurrency () const noexcept
 
ThisType & setStrikeCurrency (StrRef value) noexcept
 
StrRef settlCurrency () const noexcept
 
ThisType & setSettlCurrency (StrRef value) noexcept
 
bool minCabPrice (PRICE9 &value) const noexcept
 
ThisType & setMinCabPrice (PRICE9 value) noexcept
 
ThisType & minCabPriceNull () 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
 
bool minPriceIncrementAmount (PRICE9 &value) const noexcept
 
ThisType & setMinPriceIncrementAmount (PRICE9 value) noexcept
 
ThisType & minPriceIncrementAmountNull () noexcept
 
Decimal9 displayFactor () const noexcept
 
ThisType & setDisplayFactor (Decimal9 value) noexcept
 
bool tickRule (Int8 &value) const noexcept
 
ThisType & setTickRule (Int8 value) noexcept
 
ThisType & tickRuleNull () 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 clearedVolume (Int32 &value) const noexcept
 
ThisType & setClearedVolume (Int32 value) noexcept
 
ThisType & clearedVolumeNull () noexcept
 
bool openInterestQty (Int32 &value) const noexcept
 
ThisType & setOpenInterestQty (Int32 value) noexcept
 
ThisType & openInterestQtyNull () noexcept
 
bool lowLimitPrice (PRICE9 &value) const noexcept
 
ThisType & setLowLimitPrice (PRICE9 value) noexcept
 
ThisType & lowLimitPriceNull () noexcept
 
bool highLimitPrice (PRICE9 &value) const noexcept
 
ThisType & setHighLimitPrice (PRICE9 value) noexcept
 
ThisType & highLimitPriceNull () 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)
 
Underlyings underlyings () const noexcept
 
Underlyings underlyings () noexcept
 
Underlyings underlyings (Underlyings::Size length)
 
Underlyings underlyings (Underlyings::Size length, NoFieldsInit)
 
RelatedInstruments relatedInstruments () const noexcept
 
RelatedInstruments relatedInstruments () noexcept
 
RelatedInstruments relatedInstruments (RelatedInstruments::Size length)
 
RelatedInstruments relatedInstruments (RelatedInstruments::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 (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept
 
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
 
static constexpr MessageSize getMinimalVariableFieldsSize (ONIXS_CONFLATEDTCP_UNUSED 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 () 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 (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 28416 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 28557 of file Messages.h.

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 28689 of file Messages.h.

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 28808 of file Messages.h.

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 28955 of file Messages.h.

typedef SbeGroup<RelatedInstrumentsEntry, GroupSize, MessageSize> RelatedInstruments

Repeating group containing RelatedInstrumentsEntry entries.

Definition at line 29235 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 28421 of file Messages.h.

typedef InstrumentDefinitionOption55 ThisType

This type alias.

Definition at line 28424 of file Messages.h.

typedef SbeGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

Repeating group containing UnderlyingsEntry entries.

Definition at line 29096 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 28427 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionOption55 ( )

Initializes a blank instance.

InstrumentDefinitionOption55 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 29241 of file Messages.h.

InstrumentDefinitionOption55 ( 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 29256 of file Messages.h.

InstrumentDefinitionOption55 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 29270 of file Messages.h.

InstrumentDefinitionOption55 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 29281 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 29431 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 29537 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 30687 of file Messages.h.

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

Definition at line 30780 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 29634 of file Messages.h.

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

Definition at line 30754 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 30202 of file Messages.h.

ThisType& clearedVolumeNull ( )
inlinenoexcept

Definition at line 30221 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Identifies currency used for price.

Definition at line 29707 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 29952 of file Messages.h.

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

Definition at line 30412 of file Messages.h.

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

Definition at line 30420 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 30429 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 30440 of file Messages.h.

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

Definition at line 30452 of file Messages.h.

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

Definition at line 30460 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 30469 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 30480 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 30763 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 30701 of file Messages.h.

bool highLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 30292 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 30310 of file Messages.h.

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

Definition at line 30492 of file Messages.h.

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

Definition at line 30502 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 30513 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 30524 of file Messages.h.

bool instrumentGUId ( UInt64 &  value) const
inlinenoexcept

External unique instrument ID.

Definition at line 30383 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 30401 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inlinenoexcept

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

Definition at line 29375 of file Messages.h.

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

Definition at line 30536 of file Messages.h.

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

Definition at line 30546 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 30558 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 30570 of file Messages.h.

bool lowLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 30263 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 30281 of file Messages.h.

bool mainFraction ( UInt8 &  value) const
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 30002 of file Messages.h.

ThisType& mainFractionNull ( )
inlinenoexcept

Definition at line 30020 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

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

Definition at line 29452 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching algorithm.

Definition at line 29833 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 29293 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear &  value) const
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 29677 of file Messages.h.

ThisType& maturityMonthYearNull ( )
inlinenoexcept

Definition at line 29696 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 29873 of file Messages.h.

bool minCabPrice ( PRICE9 &  value) const
inlinenoexcept

Defines cabinet price for outright options products.

Definition at line 29804 of file Messages.h.

ThisType& minCabPriceNull ( )
inlinenoexcept

Definition at line 29822 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 30675 of file Messages.h.

bool minPriceIncrement ( PRICE9 &  value) const
inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 29893 of file Messages.h.

bool minPriceIncrementAmount ( PRICE9 &  value) const
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 29922 of file Messages.h.

ThisType& minPriceIncrementAmountNull ( )
inlinenoexcept

Definition at line 29940 of file Messages.h.

ThisType& minPriceIncrementNull ( )
inlinenoexcept

Definition at line 29911 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 29853 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 30233 of file Messages.h.

ThisType& openInterestQtyNull ( )
inlinenoexcept

Definition at line 30252 of file Messages.h.

bool priceDisplayFormat ( UInt8 &  value) const
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 30060 of file Messages.h.

ThisType& priceDisplayFormatNull ( )
inlinenoexcept

Definition at line 30078 of file Messages.h.

PutOrCall::Enum putOrCall ( ) const
inlinenoexcept

Indicates whether an option instrument is a put or call.

Definition at line 29656 of file Messages.h.

RelatedInstruments relatedInstruments ( ) const
inlinenoexcept
Returns
instance of RelatedInstruments repeating group.

Definition at line 30626 of file Messages.h.

RelatedInstruments relatedInstruments ( )
inlinenoexcept
Returns
instance of RelatedInstruments repeating group.

Definition at line 30636 of file Messages.h.

RelatedInstruments relatedInstruments ( RelatedInstruments::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoRelatedInstruments(1647) repeating group.

Definition at line 30648 of file Messages.h.

RelatedInstruments relatedInstruments ( RelatedInstruments::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoRelatedInstruments(1647) repeating group.

Definition at line 30660 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 30723 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 30710 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 29493 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 29515 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique Instrument ID.

Definition at line 29583 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

Identifies class or source of tag 48-SecurityID value.

Definition at line 29604 of file Messages.h.

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

Identifies the current state of the instrument.

The data is available in the Instrument Replay feed only.

Definition at line 29398 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 29420 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 29612 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 29350 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 29440 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 29547 of file Messages.h.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 29644 of file Messages.h.

ThisType& setClearedVolume ( Int32  value)
inlinenoexcept

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

Definition at line 30212 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Identifies currency used for price.

Definition at line 29717 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 29962 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 30301 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 30392 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp  value)
inlinenoexcept

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

Definition at line 29385 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 30272 of file Messages.h.

ThisType& setMainFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 30011 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

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

Definition at line 29462 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching algorithm.

Definition at line 29842 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 29304 of file Messages.h.

ThisType& setMaturityMonthYear ( MaturityMonthYear  value)
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 29687 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 29882 of file Messages.h.

ThisType& setMinCabPrice ( PRICE9  value)
inlinenoexcept

Defines cabinet price for outright options products.

Definition at line 29813 of file Messages.h.

ThisType& setMinPriceIncrement ( PRICE9  value)
inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 29902 of file Messages.h.

ThisType& setMinPriceIncrementAmount ( PRICE9  value)
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 29931 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 29862 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 30243 of file Messages.h.

ThisType& setPriceDisplayFormat ( UInt8  value)
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 30069 of file Messages.h.

ThisType& setPutOrCall ( PutOrCall::Enum  value)
inlinenoexcept

Indicates whether an option instrument is a put or call.

Definition at line 29665 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 29503 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 29525 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique Instrument ID.

Definition at line 29592 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifies the current state of the instrument.

The data is available in the Instrument Replay feed only.

Definition at line 29410 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 29622 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 29362 of file Messages.h.

ThisType& setSettlCurrency ( StrRef  value)
inlinenoexcept

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

Definition at line 29792 of file Messages.h.

ThisType& setSettlPriceType ( SettlPriceType  value)
inlinenoexcept

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

Definition at line 30190 of file Messages.h.

ThisType& setStrikeCurrency ( StrRef  value)
inlinenoexcept

Currency in which the StrikePrice is denominated.

Definition at line 29768 of file Messages.h.

ThisType& setStrikePrice ( PRICE9  value)
inlinenoexcept

Strike Price for an option instrument.

Definition at line 29738 of file Messages.h.

ThisType& setSubFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 30040 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol.

Previously used as Instrument Group Code.

Definition at line 29571 of file Messages.h.

ThisType& setTickRule ( Int8  value)
inlinenoexcept

VTT code referencing variable tick table.

Definition at line 29982 of file Messages.h.

StrRef settlCurrency ( ) const
inlinenoexcept

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

Definition at line 29781 of file Messages.h.

SettlPriceType settlPriceType ( ) const
inlinenoexcept

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

Definition at line 30180 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 29327 of file Messages.h.

ThisType& setTradingReferenceDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 30363 of file Messages.h.

ThisType& setTradingReferencePrice ( PRICE9  value)
inlinenoexcept

Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 30159 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Indicates the product complex.

Definition at line 29482 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 30103 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 30126 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined instruments flag.

Definition at line 30331 of file Messages.h.

StrRef strikeCurrency ( ) const
inlinenoexcept

Currency in which the StrikePrice is denominated.

Definition at line 29758 of file Messages.h.

bool strikePrice ( PRICE9 &  value) const
inlinenoexcept

Strike Price for an option instrument.

Definition at line 29729 of file Messages.h.

ThisType& strikePriceNull ( )
inlinenoexcept

Definition at line 29747 of file Messages.h.

bool subFraction ( UInt8 &  value) const
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 30031 of file Messages.h.

ThisType& subFractionNull ( )
inlinenoexcept

Definition at line 30049 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Previously used as Instrument Group Code.

Definition at line 29560 of file Messages.h.

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

Definition at line 30771 of file Messages.h.

bool tickRule ( Int8 &  value) const
inlinenoexcept

VTT code referencing variable tick table.

Definition at line 29973 of file Messages.h.

ThisType& tickRuleNull ( )
inlinenoexcept

Definition at line 29991 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 29317 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 29336 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 30344 of file Messages.h.

ThisType& tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 30372 of file Messages.h.

bool tradingReferencePrice ( PRICE9 &  value) const
inlinenoexcept

Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 30148 of file Messages.h.

ThisType& tradingReferencePriceNull ( )
inlinenoexcept

Definition at line 30168 of file Messages.h.

UInt8 underlyingProduct ( ) const
inlinenoexcept

Indicates the product complex.

Definition at line 29473 of file Messages.h.

Underlyings underlyings ( ) const
inlinenoexcept
Returns
instance of Underlyings repeating group.

Definition at line 30582 of file Messages.h.

Underlyings underlyings ( )
inlinenoexcept
Returns
instance of Underlyings repeating group.

Definition at line 30592 of file Messages.h.

Underlyings underlyings ( Underlyings::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoUnderlyings(711) repeating group.

Definition at line 30603 of file Messages.h.

Underlyings underlyings ( Underlyings::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoUnderlyings(711) repeating group.

Definition at line 30614 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 30091 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 30116 of file Messages.h.

ThisType& unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 30135 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instruments flag.

Definition at line 30321 of file Messages.h.

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