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

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

Static Public Member Functions
static constexpr SecurityIDSource	securityIdSource () noexcept
static constexpr BlockLength	minimalBlockLength (SchemaVersion version) noexcept
static constexpr BlockLength	blockLength (SchemaVersion version) noexcept
static constexpr MessageSize	getMinimalVariableFieldsSize (SchemaVersion version)
static constexpr const Char *	className ()
static constexpr StrRef	fixType () noexcept

Additional Inherited Members
Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize >	GroupList
typedef SbeVariableLengthFieldList< MessageSize >	VariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessage &	version (SchemaVersion version) noexcept
GroupList	groups () noexcept
GroupList	groups () const noexcept
template<typename Group>
void	initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
template<typename Group>
void	setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
template<typename Group>
void	constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
VariableLengthFieldList	variableLengthFields () noexcept
VariableLengthFieldList	variableLengthFields () const noexcept
void	initHeader (MessageHeader::TemplateId value, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
void	zeroPaddingBytes (BlockLength offset)
void	init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id)
MessageSize	calculateBinarySize (const void *tail) const noexcept
template<class Callable, class Owner>
void	setVariableLengthField (Callable callable, StrRef value, Owner &owner)
template<class Callable, class Owner>
void	setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
template<class Callable, class Owner>
StrRef	getVariableLengthField (Callable callable, const Owner &owner) const noexcept
template<class Callable, class Owner>
StrRef	getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Callable, class Owner>
void	setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void	resetGroup (Callable callable, Owner &owner) noexcept
template<class Callable, class Owner>
void	setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void	resetGroup (Callable callable, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	getGroup (Callable callable, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group	getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group	constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	constructGroup (Callable callable, typename Group::Size length, Owner &owner)
template<class Group, class Callable, class Owner>
Group	setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group	setupGroup (Callable callable, typename Group::Size length, Owner &owner)
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
	SbeFields ()=default
	~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
	BinaryBlock ()=default
	~BinaryBlock ()=default
Value	ordinary (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
Value	decimal (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) const noexcept
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize	getMaxMessageSize () noexcept

Detailed Description

Definition at line 28416 of file Messages.h.

Member Typedef Documentation

◆ Events

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 28557 of file Messages.h.

◆ FeedTypes

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 28689 of file Messages.h.

◆ InstAttrib

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 28808 of file Messages.h.

◆ LotTypeRules

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 28955 of file Messages.h.

◆ RelatedInstruments

typedef SbeGroup<RelatedInstrumentsEntry, GroupSize, MessageSize> RelatedInstruments

Repeating group containing RelatedInstrumentsEntry entries.

Definition at line 29235 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 28421 of file Messages.h.

◆ ThisType

typedef InstrumentDefinitionOption55 ThisType

This type alias.

Definition at line 28424 of file Messages.h.

◆ Underlyings

typedef SbeGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

Repeating group containing UnderlyingsEntry entries.

Definition at line 29096 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	55

Definition at line 28427 of file Messages.h.

Constructor & Destructor Documentation

◆ InstrumentDefinitionOption55() [1/5]

InstrumentDefinitionOption55 ( )

default

Initializes a blank instance.

◆ InstrumentDefinitionOption55() [2/5]

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() [3/5]

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() [4/5]

InstrumentDefinitionOption55	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 29270 of file Messages.h.

◆ InstrumentDefinitionOption55() [5/5]

InstrumentDefinitionOption55 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 29281 of file Messages.h.

Member Function Documentation

◆ applId()

Int16 applId ( ) const

inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 29431 of file Messages.h.

◆ asset()

StrRef asset ( ) const

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 29537 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 30687 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 30780 of file Messages.h.

◆ cfiCode()

StrRef cfiCode ( ) const

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 29634 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 30754 of file Messages.h.

◆ clearedVolume()

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.

◆ clearedVolumeNull()

ThisType & clearedVolumeNull ( )

inlinenoexcept

Definition at line 30221 of file Messages.h.

◆ currency()

StrRef currency ( ) const

inlinenoexcept

Identifies currency used for price.

Definition at line 29707 of file Messages.h.

◆ displayFactor()

Decimal9 displayFactor ( ) const

inlinenoexcept

Contains the multiplier to convert the CME Globex display price to the conventional price.

Definition at line 29952 of file Messages.h.

◆ events() [1/4]

Events events ( ) const

inlinenoexcept

Returns: instance of Events repeating group.

Definition at line 30412 of file Messages.h.

◆ events() [2/4]

Events events ( )

inlinenoexcept

Returns: instance of Events repeating group.

Definition at line 30420 of file Messages.h.

◆ events() [3/4]

Events events ( Events::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: NoEvents(864) repeating group.

Definition at line 30429 of file Messages.h.

◆ events() [4/4]

Events events	(	Events::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoEvents(864) repeating group.

Definition at line 30440 of file Messages.h.

◆ feedTypes() [1/4]

FeedTypes feedTypes ( ) const

inlinenoexcept

Returns: instance of FeedTypes repeating group.

Definition at line 30452 of file Messages.h.

◆ feedTypes() [2/4]

FeedTypes feedTypes ( )

inlinenoexcept

Returns: instance of FeedTypes repeating group.

Definition at line 30460 of file Messages.h.

◆ feedTypes() [3/4]

FeedTypes feedTypes ( FeedTypes::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: NoMDFeedTypes(1141) repeating group.

Definition at line 30469 of file Messages.h.

◆ feedTypes() [4/4]

FeedTypes feedTypes	(	FeedTypes::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoMDFeedTypes(1141) repeating group.

Definition at line 30480 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 30763 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 30701 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( PRICE9 & value ) const

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 30292 of file Messages.h.

◆ highLimitPriceNull()

ThisType & highLimitPriceNull ( )

inlinenoexcept

Definition at line 30310 of file Messages.h.

◆ instAttrib() [1/4]

InstAttrib instAttrib ( ) const

inlinenoexcept

Returns: instance of InstAttrib repeating group.

Definition at line 30492 of file Messages.h.

◆ instAttrib() [2/4]

InstAttrib instAttrib ( )

inlinenoexcept

Returns: instance of InstAttrib repeating group.

Definition at line 30502 of file Messages.h.

◆ instAttrib() [3/4]

InstAttrib instAttrib ( InstAttrib::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: NoInstAttrib(870) repeating group.

Definition at line 30513 of file Messages.h.

◆ instAttrib() [4/4]

InstAttrib instAttrib	(	InstAttrib::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoInstAttrib(870) repeating group.

Definition at line 30524 of file Messages.h.

◆ instrumentGUId()

bool instrumentGUId ( UInt64 & value ) const

inlinenoexcept

External unique instrument ID.

Definition at line 30383 of file Messages.h.

◆ instrumentGUIdNull()

ThisType & instrumentGUIdNull ( )

inlinenoexcept

Definition at line 30401 of file Messages.h.

◆ lastUpdateTime()

Timestamp lastUpdateTime ( ) const

inlinenoexcept

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

Definition at line 29375 of file Messages.h.

◆ lotTypeRules() [1/4]

LotTypeRules lotTypeRules ( ) const

inlinenoexcept

Returns: instance of LotTypeRules repeating group.

Definition at line 30536 of file Messages.h.

◆ lotTypeRules() [2/4]

LotTypeRules lotTypeRules ( )

inlinenoexcept

Returns: instance of LotTypeRules repeating group.

Definition at line 30546 of file Messages.h.

◆ lotTypeRules() [3/4]

LotTypeRules lotTypeRules ( LotTypeRules::Size length )

inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns: NoLotTypeRules(1234) repeating group.

Definition at line 30558 of file Messages.h.

◆ lotTypeRules() [4/4]

LotTypeRules lotTypeRules	(	LotTypeRules::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoLotTypeRules(1234) repeating group.

Definition at line 30570 of file Messages.h.

◆ lowLimitPrice()

bool lowLimitPrice ( PRICE9 & value ) const

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 30263 of file Messages.h.

◆ lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )

inlinenoexcept

Definition at line 30281 of file Messages.h.

◆ mainFraction()

bool mainFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 30002 of file Messages.h.

◆ mainFractionNull()

ThisType & mainFractionNull ( )

inlinenoexcept

Definition at line 30020 of file Messages.h.

◆ marketSegmentId()

UInt8 marketSegmentId ( ) const

inlinenoexcept

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

Definition at line 29452 of file Messages.h.

◆ matchAlgorithm()

CHAR matchAlgorithm ( ) const

inlinenoexcept

Matching algorithm.

Definition at line 29833 of file Messages.h.

◆ matchEventIndicator()

MatchEventIndicator matchEventIndicator ( ) const

inlinenoexcept

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 29293 of file Messages.h.

◆ maturityMonthYear()

bool maturityMonthYear ( MaturityMonthYear & value ) const

inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 29677 of file Messages.h.

◆ maturityMonthYearNull()

ThisType & maturityMonthYearNull ( )

inlinenoexcept

Definition at line 29696 of file Messages.h.

◆ maxTradeVol()

UInt32 maxTradeVol ( ) const

inlinenoexcept

The maximum trading volume for a security.

Definition at line 29873 of file Messages.h.

◆ minCabPrice()

bool minCabPrice ( PRICE9 & value ) const

inlinenoexcept

Defines cabinet price for outright options products.

Definition at line 29804 of file Messages.h.

◆ minCabPriceNull()

ThisType & minCabPriceNull ( )

inlinenoexcept

Definition at line 29822 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 30675 of file Messages.h.

◆ minPriceIncrement()

bool minPriceIncrement ( PRICE9 & value ) const

inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 29893 of file Messages.h.

◆ minPriceIncrementAmount()

bool minPriceIncrementAmount ( PRICE9 & value ) const

inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 29922 of file Messages.h.

◆ minPriceIncrementAmountNull()

ThisType & minPriceIncrementAmountNull ( )

inlinenoexcept

Definition at line 29940 of file Messages.h.

◆ minPriceIncrementNull()

ThisType & minPriceIncrementNull ( )

inlinenoexcept

Definition at line 29911 of file Messages.h.

◆ minTradeVol()

UInt32 minTradeVol ( ) const

inlinenoexcept

The minimum trading volume for a security.

Definition at line 29853 of file Messages.h.

◆ openInterestQty()

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.

◆ openInterestQtyNull()

ThisType & openInterestQtyNull ( )

inlinenoexcept

Definition at line 30252 of file Messages.h.

◆ priceDisplayFormat()

bool priceDisplayFormat ( UInt8 & value ) const

inlinenoexcept

Number of decimals in fractional display price.

Definition at line 30060 of file Messages.h.

◆ priceDisplayFormatNull()

ThisType & priceDisplayFormatNull ( )

inlinenoexcept

Definition at line 30078 of file Messages.h.

◆ putOrCall()

PutOrCall::Enum putOrCall ( ) const

inlinenoexcept

Indicates whether an option instrument is a put or call.

Definition at line 29656 of file Messages.h.

◆ relatedInstruments() [1/4]

RelatedInstruments relatedInstruments ( ) const

inlinenoexcept

Returns: instance of RelatedInstruments repeating group.

Definition at line 30626 of file Messages.h.

◆ relatedInstruments() [2/4]

RelatedInstruments relatedInstruments ( )

inlinenoexcept

Returns: instance of RelatedInstruments repeating group.

Definition at line 30636 of file Messages.h.

◆ relatedInstruments() [3/4]

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() [4/4]

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.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 30723 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 30710 of file Messages.h.

◆ securityExchange()

StrRef securityExchange ( ) const

inlinenoexcept

Exchange used to identify a security.

Definition at line 29493 of file Messages.h.

◆ securityGroup()

StrRef securityGroup ( ) const

inlinenoexcept

Security Group Code.

Definition at line 29515 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Unique Instrument ID.

Definition at line 29583 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies class or source of tag 48-SecurityID value.

Definition at line 29604 of file Messages.h.

◆ securityTradingStatus()

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.

◆ securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )

inlinenoexcept

Definition at line 29420 of file Messages.h.

◆ securityType()

StrRef securityType ( ) const

inlinenoexcept

Security Type.

Definition at line 29612 of file Messages.h.

◆ securityUpdateAction()

SecurityUpdateAction::Enum securityUpdateAction ( ) const

inlinenoexcept

Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modification (i.e.

extension) occurs.

Definition at line 29350 of file Messages.h.

◆ setApplId()

ThisType & setApplId ( Int16 value )

inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 29440 of file Messages.h.

◆ setAsset()

ThisType & setAsset ( StrRef value )

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 29547 of file Messages.h.

◆ setCfiCode()

ThisType & setCfiCode ( StrRef value )

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 29644 of file Messages.h.

◆ setClearedVolume()

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.

◆ setCurrency()

ThisType & setCurrency ( StrRef value )

inlinenoexcept

Identifies currency used for price.

Definition at line 29717 of file Messages.h.

◆ setDisplayFactor()

ThisType & setDisplayFactor ( Decimal9 value )

inlinenoexcept

Contains the multiplier to convert the CME Globex display price to the conventional price.

Definition at line 29962 of file Messages.h.

◆ setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 30301 of file Messages.h.

◆ setInstrumentGUId()

ThisType & setInstrumentGUId ( UInt64 value )

inlinenoexcept

External unique instrument ID.

Definition at line 30392 of file Messages.h.

◆ setLastUpdateTime()

ThisType & setLastUpdateTime ( Timestamp value )

inlinenoexcept

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

Definition at line 29385 of file Messages.h.

◆ setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 30272 of file Messages.h.

◆ setMainFraction()

ThisType & setMainFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 30011 of file Messages.h.

◆ setMarketSegmentId()

ThisType & setMarketSegmentId ( UInt8 value )

inlinenoexcept

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

Definition at line 29462 of file Messages.h.

◆ setMatchAlgorithm()

ThisType & setMatchAlgorithm ( CHAR value )

inlinenoexcept

Matching algorithm.

Definition at line 29842 of file Messages.h.

◆ setMatchEventIndicator()

ThisType & setMatchEventIndicator ( MatchEventIndicator value )

inlinenoexcept

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 29304 of file Messages.h.

◆ setMaturityMonthYear()

ThisType & setMaturityMonthYear ( MaturityMonthYear value )

inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 29687 of file Messages.h.

◆ setMaxTradeVol()

ThisType & setMaxTradeVol ( UInt32 value )

inlinenoexcept

The maximum trading volume for a security.

Definition at line 29882 of file Messages.h.

◆ setMinCabPrice()

ThisType & setMinCabPrice ( PRICE9 value )

inlinenoexcept

Defines cabinet price for outright options products.

Definition at line 29813 of file Messages.h.

◆ setMinPriceIncrement()

ThisType & setMinPriceIncrement ( PRICE9 value )

inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 29902 of file Messages.h.

◆ setMinPriceIncrementAmount()

ThisType & setMinPriceIncrementAmount ( PRICE9 value )

inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 29931 of file Messages.h.

◆ setMinTradeVol()

ThisType & setMinTradeVol ( UInt32 value )

inlinenoexcept

The minimum trading volume for a security.

Definition at line 29862 of file Messages.h.

◆ setOpenInterestQty()

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.

◆ setPriceDisplayFormat()

ThisType & setPriceDisplayFormat ( UInt8 value )

inlinenoexcept

Number of decimals in fractional display price.

Definition at line 30069 of file Messages.h.

◆ setPutOrCall()

ThisType & setPutOrCall ( PutOrCall::Enum value )

inlinenoexcept

Indicates whether an option instrument is a put or call.

Definition at line 29665 of file Messages.h.

◆ setSecurityExchange()

ThisType & setSecurityExchange ( StrRef value )

inlinenoexcept

Exchange used to identify a security.

Definition at line 29503 of file Messages.h.

◆ setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value )

inlinenoexcept

Security Group Code.

Definition at line 29525 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Unique Instrument ID.

Definition at line 29592 of file Messages.h.

◆ setSecurityTradingStatus()

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.

◆ setSecurityType()

ThisType & setSecurityType ( StrRef value )

inlinenoexcept

Security Type.

Definition at line 29622 of file Messages.h.

◆ setSecurityUpdateAction()

ThisType & setSecurityUpdateAction ( SecurityUpdateAction::Enum value )

inlinenoexcept

Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modification (i.e.

extension) occurs.

Definition at line 29362 of file Messages.h.

◆ setSettlCurrency()

ThisType & setSettlCurrency ( StrRef value )

inlinenoexcept

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

Definition at line 29792 of file Messages.h.

◆ setSettlPriceType()

ThisType & setSettlPriceType ( SettlPriceType value )

inlinenoexcept

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

Definition at line 30190 of file Messages.h.

◆ setStrikeCurrency()

ThisType & setStrikeCurrency ( StrRef value )

inlinenoexcept

Currency in which the StrikePrice is denominated.

Definition at line 29768 of file Messages.h.

◆ setStrikePrice()

ThisType & setStrikePrice ( PRICE9 value )

inlinenoexcept

Strike Price for an option instrument.

Definition at line 29738 of file Messages.h.

◆ setSubFraction()

ThisType & setSubFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 30040 of file Messages.h.

◆ setSymbol()

ThisType & setSymbol ( StrRef value )

inlinenoexcept

Instrument Name or Symbol.

Previously used as Instrument Group Code.

Definition at line 29571 of file Messages.h.

◆ setTickRule()

ThisType & setTickRule ( Int8 value )

inlinenoexcept

VTT code referencing variable tick table.

Definition at line 29982 of file Messages.h.

◆ settlCurrency()

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 settlPriceType ( ) const

inlinenoexcept

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

Definition at line 30180 of file Messages.h.

◆ setTotNumReports()

ThisType & setTotNumReports ( UInt32 value )

inlinenoexcept

Total number of instruments in the Replay loop.

Used on Replay Feed only.

Definition at line 29327 of file Messages.h.

◆ setTradingReferenceDate()

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.

◆ setTradingReferencePrice()

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.

◆ setUnderlyingProduct()

ThisType & setUnderlyingProduct ( UInt8 value )

inlinenoexcept

Indicates the product complex.

Definition at line 29482 of file Messages.h.

◆ setUnitOfMeasure()

ThisType & setUnitOfMeasure ( StrRef value )

inlinenoexcept

Unit of measure for the products' original contract size.

This will be populated for all products listed on CME Globex.

Definition at line 30103 of file Messages.h.

◆ setUnitOfMeasureQty()

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.

◆ setUserDefinedInstrument()

ThisType & setUserDefinedInstrument ( UserDefinedInstrument value )

inlinenoexcept

User-defined instruments flag.

Definition at line 30331 of file Messages.h.

◆ strikeCurrency()

StrRef strikeCurrency ( ) const

inlinenoexcept

Currency in which the StrikePrice is denominated.

Definition at line 29758 of file Messages.h.

◆ strikePrice()

bool strikePrice ( PRICE9 & value ) const

inlinenoexcept

Strike Price for an option instrument.

Definition at line 29729 of file Messages.h.

◆ strikePriceNull()

ThisType & strikePriceNull ( )

inlinenoexcept

Definition at line 29747 of file Messages.h.

◆ subFraction()

bool subFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 30031 of file Messages.h.

◆ subFractionNull()

ThisType & subFractionNull ( )

inlinenoexcept

Definition at line 30049 of file Messages.h.

◆ symbol()

StrRef symbol ( ) const

inlinenoexcept

Instrument Name or Symbol.

Previously used as Instrument Group Code.

Definition at line 29560 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 30771 of file Messages.h.

◆ tickRule()

bool tickRule ( Int8 & value ) const

inlinenoexcept

VTT code referencing variable tick table.

Definition at line 29973 of file Messages.h.

◆ tickRuleNull()

ThisType & tickRuleNull ( )

inlinenoexcept

Definition at line 29991 of file Messages.h.

◆ totNumReports()

bool totNumReports ( UInt32 & value ) const

inlinenoexcept

Total number of instruments in the Replay loop.

Used on Replay Feed only.

Definition at line 29317 of file Messages.h.

◆ totNumReportsNull()

ThisType & totNumReportsNull ( )

inlinenoexcept

Definition at line 29336 of file Messages.h.

◆ tradingReferenceDate()

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.

◆ tradingReferenceDateNull()

ThisType & tradingReferenceDateNull ( )

inlinenoexcept

Definition at line 30372 of file Messages.h.

◆ tradingReferencePrice()

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.

◆ tradingReferencePriceNull()

ThisType & tradingReferencePriceNull ( )

inlinenoexcept

Definition at line 30168 of file Messages.h.

◆ underlyingProduct()

UInt8 underlyingProduct ( ) const

inlinenoexcept

Indicates the product complex.

Definition at line 29473 of file Messages.h.

◆ underlyings() [1/4]

Underlyings underlyings ( ) const

inlinenoexcept

Returns: instance of Underlyings repeating group.

Definition at line 30582 of file Messages.h.

◆ underlyings() [2/4]

Underlyings underlyings ( )

inlinenoexcept

Returns: instance of Underlyings repeating group.

Definition at line 30592 of file Messages.h.

◆ underlyings() [3/4]

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() [4/4]

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.

◆ unitOfMeasure()

StrRef unitOfMeasure ( ) const

inlinenoexcept

Unit of measure for the products' original contract size.

This will be populated for all products listed on CME Globex.

Definition at line 30091 of file Messages.h.

◆ unitOfMeasureQty()

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.

◆ unitOfMeasureQtyNull()

ThisType & unitOfMeasureQtyNull ( )

inlinenoexcept

Definition at line 30135 of file Messages.h.

◆ userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const

inlinenoexcept

User-defined instruments flag.

Definition at line 30321 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Events

◆ FeedTypes

◆ InstAttrib

◆ LotTypeRules

◆ RelatedInstruments

◆ Schema

◆ ThisType

◆ Underlyings

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ InstrumentDefinitionOption55() [1/5]

◆ InstrumentDefinitionOption55() [2/5]

◆ InstrumentDefinitionOption55() [3/5]

◆ InstrumentDefinitionOption55() [4/5]

◆ InstrumentDefinitionOption55() [5/5]

Member Function Documentation

◆ applId()

◆ asset()

◆ blockLength()

◆ calculateBinarySize()

◆ cfiCode()

◆ className()

◆ clearedVolume()

◆ clearedVolumeNull()

◆ currency()

◆ displayFactor()

◆ events() [1/4]

◆ events() [2/4]

◆ events() [3/4]

◆ events() [4/4]

◆ feedTypes() [1/4]

◆ feedTypes() [2/4]

◆ feedTypes() [3/4]

◆ feedTypes() [4/4]

◆ fixType()

◆ getMinimalVariableFieldsSize()

◆ highLimitPrice()

◆ highLimitPriceNull()

◆ instAttrib() [1/4]

◆ instAttrib() [2/4]

◆ instAttrib() [3/4]

◆ instAttrib() [4/4]

◆ instrumentGUId()

◆ instrumentGUIdNull()

◆ lastUpdateTime()

◆ lotTypeRules() [1/4]

◆ lotTypeRules() [2/4]

◆ lotTypeRules() [3/4]

◆ lotTypeRules() [4/4]

◆ lowLimitPrice()

◆ lowLimitPriceNull()

◆ mainFraction()

◆ mainFractionNull()

◆ marketSegmentId()

◆ matchAlgorithm()

◆ matchEventIndicator()

◆ maturityMonthYear()

◆ maturityMonthYearNull()

◆ maxTradeVol()

◆ minCabPrice()

◆ minCabPriceNull()

◆ minimalBlockLength()

◆ minPriceIncrement()

◆ minPriceIncrementAmount()

◆ minPriceIncrementAmountNull()

◆ minPriceIncrementNull()

◆ minTradeVol()

◆ openInterestQty()

◆ openInterestQtyNull()

◆ priceDisplayFormat()

◆ priceDisplayFormatNull()

◆ putOrCall()