#include <OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h>
Classes | |
struct | BrokenDatesEntry |
struct | EventsEntry |
struct | FeedTypesEntry |
struct | InstAttribEntry |
struct | LotTypeRulesEntry |
struct | RelatedInstrumentsEntry |
struct | UnderlyingsEntry |
Public Types | |
enum | { TemplateId = 58 } |
typedef SchemaTraits | Schema |
typedef InstrumentDefinitionRepo58 | 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 |
typedef SbeGroup< BrokenDatesEntry, GroupSize, MessageSize > | BrokenDates |
![]() | |
typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
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 | |
![]() | |
typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
![]() | |
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) |
![]() | |
SbeFields () ONIXS_CONFLATEDTCP_DEFAULT | |
~SbeFields () ONIXS_CONFLATEDTCP_DEFAULT | |
![]() | |
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 constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 2425 of file Messages.h.
typedef SbeGroup<BrokenDatesEntry, GroupSize, MessageSize> BrokenDates |
Repeating group containing BrokenDatesEntry entries.
Definition at line 3825 of file Messages.h.
typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events |
Repeating group containing EventsEntry entries.
Definition at line 2566 of file Messages.h.
typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes |
Repeating group containing FeedTypesEntry entries.
Definition at line 2698 of file Messages.h.
typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib |
Repeating group containing InstAttribEntry entries.
Definition at line 2815 of file Messages.h.
typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules |
Repeating group containing LotTypeRulesEntry entries.
Definition at line 2964 of file Messages.h.
Repeating group containing RelatedInstrumentsEntry entries.
Definition at line 3612 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 2430 of file Messages.h.
typedef InstrumentDefinitionRepo58 ThisType |
This type alias.
Definition at line 2433 of file Messages.h.
typedef SbeGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings |
Repeating group containing UnderlyingsEntry entries.
Definition at line 3436 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 2436 of file Messages.h.
Initializes a blank instance.
|
inline |
Initializes an instance over the given memory block.
Definition at line 3831 of file Messages.h.
|
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 3846 of file Messages.h.
|
inline |
Creates an instance over the given memory block.
Definition at line 3860 of file Messages.h.
|
inlineexplicit |
Creates an instance over the given SBE message.
Definition at line 3871 of file Messages.h.
|
inlinenoexcept |
The channel ID as defined in the XML Configuration file.
Definition at line 4019 of file Messages.h.
|
inlinenoexcept |
The underlying asset code also known as Product Code.
Definition at line 4125 of file Messages.h.
|
inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 5332 of file Messages.h.
|
inlinenoexcept |
Definition at line 5262 of file Messages.h.
|
inlinenoexcept |
Definition at line 5275 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 5289 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 5303 of file Messages.h.
|
inlinenoexcept |
Optionally used in tailor made repo contracts and defines the type of broken dates as requested by trader.
Null = Not applicable, 0 = Custom, 1 = Quarterly, 2 = Monthly.
Definition at line 4970 of file Messages.h.
|
inline |
Definition at line 4991 of file Messages.h.
|
inlinenoexcept |
Definition at line 5434 of file Messages.h.
|
inlinenoexcept |
ISO standard instrument categorization code.
Definition at line 4221 of file Messages.h.
|
inlinestatic |
Definition at line 5397 of file Messages.h.
|
inlinenoexcept |
Identifies the currency for the instrument traded.
Definition at line 4243 of file Messages.h.
|
inlinenoexcept |
Contains the multiplier to convert the CME Globex display price to the conventional price.
Definition at line 4368 of file Messages.h.
|
inlinenoexcept |
End date of a financing deal, i.e.
the date the seller reimburses the buyer and takes back control of the collateral.
Definition at line 4688 of file Messages.h.
|
inlinenoexcept |
Definition at line 4717 of file Messages.h.
|
inlinenoexcept |
Definition at line 5002 of file Messages.h.
|
inlinenoexcept |
Definition at line 5010 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 5019 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 5030 of file Messages.h.
|
inlinenoexcept |
Definition at line 5042 of file Messages.h.
|
inlinenoexcept |
Definition at line 5050 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 5059 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 5070 of file Messages.h.
|
inlinenoexcept |
Long name of the instrument.
Definition at line 4602 of file Messages.h.
|
inlinestaticnoexcept |
FIX message type.
Definition at line 5406 of file Messages.h.
|
inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 5344 of file Messages.h.
|
inlinenoexcept |
Allowable high limit price for the trading day.
Definition at line 4515 of file Messages.h.
|
inlinenoexcept |
Definition at line 4533 of file Messages.h.
|
inlinenoexcept |
Definition at line 5082 of file Messages.h.
|
inlinenoexcept |
Definition at line 5092 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 5103 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 5114 of file Messages.h.
|
inlinenoexcept |
External unique instrument ID.
Definition at line 4917 of file Messages.h.
|
inlinenoexcept |
Definition at line 4935 of file Messages.h.
|
inlinenoexcept |
Timestamp of when the instrument was last added, modified or deleted.
Sent in number of nanoseconds since Unix epoch.
Definition at line 3965 of file Messages.h.
|
inlinenoexcept |
Definition at line 5126 of file Messages.h.
|
inlinenoexcept |
Definition at line 5136 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 5148 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 5160 of file Messages.h.
|
inlinenoexcept |
Allowable low limit price for the trading day.
Definition at line 4544 of file Messages.h.
|
inlinenoexcept |
Definition at line 4562 of file Messages.h.
|
inlinenoexcept |
Identifies the market segment for all CME Globex instruments.
Definition at line 4040 of file Messages.h.
|
inlinenoexcept |
MarketSet defines the bilateral relationship and Self Match Prevention configuration for eligible markets.
Definition at line 4894 of file Messages.h.
|
inlinenoexcept |
Matching Algorithm - CME assigned values.
Definition at line 4287 of file Messages.h.
|
inlinenoexcept |
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.
Definition at line 3883 of file Messages.h.
|
inlinenoexcept |
Max number of substitutions allowed.
The value of 0 indicates that substitutions are not allowed.
Definition at line 4804 of file Messages.h.
|
inlinenoexcept |
Differential value for price banding.
Definition at line 4573 of file Messages.h.
|
inlinenoexcept |
Definition at line 4591 of file Messages.h.
|
inlinenoexcept |
The maximum trading volume for a security.
Definition at line 4327 of file Messages.h.
|
inlinestaticnoexcept |
Minimal size of message body in bytes.
Definition at line 5319 of file Messages.h.
|
inlinenoexcept |
Minimum constant tick for the instrument.
Definition at line 4347 of file Messages.h.
|
inlinenoexcept |
The minimum trading volume for a security.
Definition at line 4307 of file Messages.h.
|
inlinenoexcept |
Money or Par indicates if the GC is filled by par amount or by money amount.
Definition at line 4773 of file Messages.h.
|
inlinenoexcept |
Definition at line 4792 of file Messages.h.
|
inlinenoexcept |
Clearing organization.
Definition at line 4624 of file Messages.h.
|
inlinenoexcept |
Price quotation method.
Definition at line 4825 of file Messages.h.
|
inlinenoexcept |
Definition at line 5216 of file Messages.h.
|
inlinenoexcept |
Definition at line 5226 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 5238 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 5250 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 5368 of file Messages.h.
|
inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 5354 of file Messages.h.
|
inlinenoexcept |
Risk Set identifies the list of instruments sharing credit limits set up.
Definition at line 4870 of file Messages.h.
|
inlinenoexcept |
Exchange used to identify a security.
Definition at line 4081 of file Messages.h.
|
inlinenoexcept |
Security Group Code.
Definition at line 4103 of file Messages.h.
|
inlinenoexcept |
Unique instrument ID.
Definition at line 4169 of file Messages.h.
|
inlinestaticnoexcept |
Identifies class or source of the SecurityID (Tag 48) value.
Definition at line 4191 of file Messages.h.
|
inlinenoexcept |
Repo Sub Security Type.
Definition at line 4752 of file Messages.h.
|
inlinenoexcept |
Identifies the current state of the instrument.
Definition at line 3987 of file Messages.h.
|
inlinenoexcept |
Definition at line 4008 of file Messages.h.
|
inlinenoexcept |
Security Type.
Definition at line 4199 of file Messages.h.
|
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 3940 of file Messages.h.
The channel ID as defined in the XML Configuration file.
Definition at line 4028 of file Messages.h.
The underlying asset code also known as Product Code.
Definition at line 4135 of file Messages.h.
Optionally used in tailor made repo contracts and defines the type of broken dates as requested by trader.
Null = Not applicable, 0 = Custom, 1 = Quarterly, 2 = Monthly.
Definition at line 4982 of file Messages.h.
ISO standard instrument categorization code.
Definition at line 4231 of file Messages.h.
Identifies the currency for the instrument traded.
Definition at line 4253 of file Messages.h.
Contains the multiplier to convert the CME Globex display price to the conventional price.
Definition at line 4378 of file Messages.h.
End date of a financing deal, i.e.
the date the seller reimburses the buyer and takes back control of the collateral.
Definition at line 4708 of file Messages.h.
Long name of the instrument.
Definition at line 4612 of file Messages.h.
Allowable high limit price for the trading day.
Definition at line 4524 of file Messages.h.
External unique instrument ID.
Definition at line 4926 of file Messages.h.
Timestamp of when the instrument was last added, modified or deleted.
Sent in number of nanoseconds since Unix epoch.
Definition at line 3975 of file Messages.h.
Allowable low limit price for the trading day.
Definition at line 4553 of file Messages.h.
Identifies the market segment for all CME Globex instruments.
Definition at line 4050 of file Messages.h.
MarketSet defines the bilateral relationship and Self Match Prevention configuration for eligible markets.
Definition at line 4905 of file Messages.h.
Matching Algorithm - CME assigned values.
Definition at line 4296 of file Messages.h.
|
inlinenoexcept |
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.
Definition at line 3894 of file Messages.h.
Max number of substitutions allowed.
The value of 0 indicates that substitutions are not allowed.
Definition at line 4814 of file Messages.h.
Differential value for price banding.
Definition at line 4582 of file Messages.h.
The maximum trading volume for a security.
Definition at line 4336 of file Messages.h.
Minimum constant tick for the instrument.
Definition at line 4356 of file Messages.h.
The minimum trading volume for a security.
Definition at line 4316 of file Messages.h.
|
inlinenoexcept |
Money or Par indicates if the GC is filled by par amount or by money amount.
Definition at line 4783 of file Messages.h.
Clearing organization.
Definition at line 4634 of file Messages.h.
Price quotation method.
Definition at line 4835 of file Messages.h.
Risk Set identifies the list of instruments sharing credit limits set up.
Definition at line 4881 of file Messages.h.
Exchange used to identify a security.
Definition at line 4091 of file Messages.h.
Security Group Code.
Definition at line 4113 of file Messages.h.
Unique instrument ID.
Definition at line 4178 of file Messages.h.
|
inlinenoexcept |
Repo Sub Security Type.
Definition at line 4761 of file Messages.h.
|
inlinenoexcept |
Identifies the current state of the instrument.
Definition at line 3998 of file Messages.h.
Security Type.
Definition at line 4209 of file Messages.h.
|
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 3952 of file Messages.h.
Identifies currency used for settlement.
Definition at line 4275 of file Messages.h.
Start date of a financing deal, i.e.
the date the buyer pays the seller cash and takes control of the collateral.
Definition at line 4666 of file Messages.h.
Instrument Name or Symbol.
Definition at line 4157 of file Messages.h.
Full Repo Term Code.
Definition at line 4956 of file Messages.h.
For Repos the timing or method for terminating the agreement.
Term code.
Definition at line 4740 of file Messages.h.
|
inlinenoexcept |
Identifies currency used for settlement.
Definition at line 4265 of file Messages.h.
Total number of instruments in the Replay loop.
Used on Replay Feed only.
Definition at line 3917 of file Messages.h.
Indicates session date corresponding to the price in tag 1150-TradingReferencePrice.
Definition at line 4495 of file Messages.h.
Trading Reference price.
Definition at line 4455 of file Messages.h.
Product complex.
Definition at line 4070 of file Messages.h.
Unit of measure for the products' original contract size.
This will be populated for all products listed on CME Globex.
Definition at line 4403 of file Messages.h.
This field contains the contract size for each instrument.
Use in combination with tag 996-UnitofMeasure.
Definition at line 4426 of file Messages.h.
|
inlinenoexcept |
User-defined instrument flag.
Definition at line 4857 of file Messages.h.
|
inlinenoexcept |
Start date of a financing deal, i.e.
the date the buyer pays the seller cash and takes control of the collateral.
Definition at line 4647 of file Messages.h.
|
inlinenoexcept |
Definition at line 4675 of file Messages.h.
|
inlinenoexcept |
Instrument Name or Symbol.
Definition at line 4147 of file Messages.h.
|
inlinenoexcept |
Definition at line 5414 of file Messages.h.
|
inlinenoexcept |
Full Repo Term Code.
Definition at line 4946 of file Messages.h.
|
inlinenoexcept |
For Repos the timing or method for terminating the agreement.
Term code.
Definition at line 4729 of file Messages.h.
|
inlinenoexcept |
Total number of instruments in the Replay loop.
Used on Replay Feed only.
Definition at line 3907 of file Messages.h.
|
inlinenoexcept |
Definition at line 3926 of file Messages.h.
|
inlinenoexcept |
Indicates session date corresponding to the price in tag 1150-TradingReferencePrice.
Definition at line 4476 of file Messages.h.
|
inlinenoexcept |
Definition at line 4504 of file Messages.h.
|
inlinenoexcept |
Trading Reference price.
Definition at line 4446 of file Messages.h.
|
inlinenoexcept |
Definition at line 4464 of file Messages.h.
|
inlinenoexcept |
Product complex.
Definition at line 4061 of file Messages.h.
|
inlinenoexcept |
Definition at line 5172 of file Messages.h.
|
inlinenoexcept |
Definition at line 5182 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 5193 of file Messages.h.
|
inline |
Setup repeating group with the given number of entries.
Definition at line 5204 of file Messages.h.
|
inlinenoexcept |
Unit of measure for the products' original contract size.
This will be populated for all products listed on CME Globex.
Definition at line 4391 of file Messages.h.
|
inlinenoexcept |
This field contains the contract size for each instrument.
Use in combination with tag 996-UnitofMeasure.
Definition at line 4416 of file Messages.h.
|
inlinenoexcept |
Definition at line 4435 of file Messages.h.
|
inlinenoexcept |
User-defined instrument flag.
Definition at line 4847 of file Messages.h.