OnixS C++ CME MDP Conflated TCP Handler  1.3.6
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
InstrumentDefinitionRepo58 Struct Reference

#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
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 InstrumentDefinitionRepo58 ()=default
 
 InstrumentDefinitionRepo58 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionRepo58 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionRepo58 (void *data, EncodedLength length, NoInit)
 
 InstrumentDefinitionRepo58 (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
 
StrRef currency () const noexcept
 
ThisType & setCurrency (StrRef value) noexcept
 
StrRef settlCurrency () const noexcept
 
ThisType & setSettlCurrency (StrRef value) noexcept
 
CHAR matchAlgorithm () const noexcept
 
ThisType & setMatchAlgorithm (CHAR value) noexcept
 
UInt32 minTradeVol () const noexcept
 
ThisType & setMinTradeVol (UInt32 value) noexcept
 
UInt32 maxTradeVol () const noexcept
 
ThisType & setMaxTradeVol (UInt32 value) noexcept
 
PRICE9 minPriceIncrement () const noexcept
 
ThisType & setMinPriceIncrement (PRICE9 value) noexcept
 
Decimal9 displayFactor () const noexcept
 
ThisType & setDisplayFactor (Decimal9 value) noexcept
 
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
 
bool tradingReferenceDate (Timestamp &value) const noexcept
 
ThisType & setTradingReferenceDate (Timestamp value) noexcept
 
ThisType & tradingReferenceDateNull () noexcept
 
bool highLimitPrice (PRICE9 &value) const noexcept
 
ThisType & setHighLimitPrice (PRICE9 value) noexcept
 
ThisType & highLimitPriceNull () noexcept
 
bool lowLimitPrice (PRICE9 &value) const noexcept
 
ThisType & setLowLimitPrice (PRICE9 value) noexcept
 
ThisType & lowLimitPriceNull () noexcept
 
bool maxPriceVariation (PRICE9 &value) const noexcept
 
ThisType & setMaxPriceVariation (PRICE9 value) noexcept
 
ThisType & maxPriceVariationNull () noexcept
 
StrRef financialInstrumentFullName () const noexcept
 
ThisType & setFinancialInstrumentFullName (StrRef value) noexcept
 
StrRef partyRoleClearingOrg () const noexcept
 
ThisType & setPartyRoleClearingOrg (StrRef value) noexcept
 
bool startDate (Timestamp &value) const noexcept
 
ThisType & setStartDate (Timestamp value) noexcept
 
ThisType & startDateNull () noexcept
 
bool endDate (Timestamp &value) const noexcept
 
ThisType & setEndDate (Timestamp value) noexcept
 
ThisType & endDateNull () noexcept
 
StrRef terminationType () const noexcept
 
ThisType & setTerminationType (StrRef value) noexcept
 
RepoSubType::Enum securitySubType () const noexcept
 
ThisType & setSecuritySubType (RepoSubType::Enum value) noexcept
 
bool moneyOrPar (MoneyOrPar::Enum &value) const noexcept
 
ThisType & setMoneyOrPar (MoneyOrPar::Enum value) noexcept
 
ThisType & moneyOrParNull () noexcept
 
UInt8 maxNoOfSubstitutions () const noexcept
 
ThisType & setMaxNoOfSubstitutions (UInt8 value) noexcept
 
StrRef priceQuoteMethod () const noexcept
 
ThisType & setPriceQuoteMethod (StrRef value) noexcept
 
UserDefinedInstrument userDefinedInstrument () const noexcept
 
ThisType & setUserDefinedInstrument (UserDefinedInstrument value) noexcept
 
StrRef riskSet () const noexcept
 
ThisType & setRiskSet (StrRef value) noexcept
 
StrRef marketSet () const noexcept
 
ThisType & setMarketSet (StrRef value) noexcept
 
bool instrumentGUId (UInt64 &value) const noexcept
 
ThisType & setInstrumentGUId (UInt64 value) noexcept
 
ThisType & instrumentGUIdNull () noexcept
 
StrRef termCode () const noexcept
 
ThisType & setTermCode (StrRef value) noexcept
 
bool brokenDateTermType (UInt8 &value) const noexcept
 
ThisType & setBrokenDateTermType (UInt8 value)
 
ThisType & brokenDateTermTypeNull ()
 
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)
 
BrokenDates brokenDates () const noexcept
 
BrokenDates brokenDates () noexcept
 
BrokenDates brokenDates (BrokenDates::Size length)
 
BrokenDates brokenDates (BrokenDates::Size length, NoFieldsInit)
 
ThisType & resetVariableFields () noexcept
 
ThisType & reset () noexcept
 
const void * tail () const noexcept
 
EncodedLength calculateBinarySize () const noexcept
 
- Public Member Functions inherited from SbeMessage
 SbeMessage () noexcept
 
 SbeMessage (void *data, MessageSize size, SchemaVersion version)
 
 SbeMessage (void *data, MessageSize size)
 
 SbeMessage (void *data, MessageSize size, NoCheck) noexcept
 
void clear () noexcept
 
bool valid () const noexcept
 
MessageTemplateId templateId () const noexcept
 
SchemaVersion version () const noexcept
 
SchemaId schemaId () const noexcept
 
const void * binary () const noexcept
 
void * binary () noexcept
 
const void * blockEnd () noexcept
 
const void * blockEnd () const noexcept
 
MessageSize bufferSize () const noexcept
 
void * body () noexcept
 
BlockLength blockLength () const noexcept
 
const void * block () const noexcept
 
void * block () noexcept
 
- Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage & container () noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSizeoffset, StrRef value) noexcept
 
void setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

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

Additional Inherited Members

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

Detailed Description

Definition at line 2425 of file Messages.h.

Member Typedef Documentation

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.

typedef SbeGroup<RelatedInstrumentsEntry, GroupSize, MessageSize> RelatedInstruments

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.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 2436 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionRepo58 ( )
default

Initializes a blank instance.

InstrumentDefinitionRepo58 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 3831 of file Messages.h.

InstrumentDefinitionRepo58 ( 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 3846 of file Messages.h.

InstrumentDefinitionRepo58 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Creates an instance over the given memory block.

Definition at line 3860 of file Messages.h.

InstrumentDefinitionRepo58 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 3871 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 4019 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 4125 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 5332 of file Messages.h.

BrokenDates brokenDates ( ) const
inlinenoexcept
Returns
instance of BrokenDates repeating group.

Definition at line 5262 of file Messages.h.

BrokenDates brokenDates ( )
inlinenoexcept
Returns
instance of BrokenDates repeating group.

Definition at line 5275 of file Messages.h.

BrokenDates brokenDates ( BrokenDates::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoBrokenDates(39026) repeating group.

Definition at line 5289 of file Messages.h.

BrokenDates brokenDates ( BrokenDates::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoBrokenDates(39026) repeating group.

Definition at line 5303 of file Messages.h.

bool brokenDateTermType ( UInt8 &  value) const
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.

ThisType& brokenDateTermTypeNull ( )
inline

Definition at line 4991 of file Messages.h.

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

Definition at line 5434 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 4221 of file Messages.h.

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

Definition at line 5397 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Identifies the currency for the instrument traded.

Definition at line 4243 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 4368 of file Messages.h.

bool endDate ( Timestamp &  value) const
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.

ThisType& endDateNull ( )
inlinenoexcept

Definition at line 4717 of file Messages.h.

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

Definition at line 5002 of file Messages.h.

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

Definition at line 5010 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 5019 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 5030 of file Messages.h.

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

Definition at line 5042 of file Messages.h.

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

Definition at line 5050 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 5059 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 5070 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

Long name of the instrument.

Definition at line 4602 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 5406 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 5344 of file Messages.h.

bool highLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 4515 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 4533 of file Messages.h.

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

Definition at line 5082 of file Messages.h.

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

Definition at line 5092 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 5103 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 5114 of file Messages.h.

bool instrumentGUId ( UInt64 &  value) const
inlinenoexcept

External unique instrument ID.

Definition at line 4917 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 4935 of file Messages.h.

Timestamp lastUpdateTime ( ) const
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.

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

Definition at line 5126 of file Messages.h.

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

Definition at line 5136 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 5148 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 5160 of file Messages.h.

bool lowLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 4544 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 4562 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 4040 of file Messages.h.

StrRef marketSet ( ) const
inlinenoexcept

MarketSet defines the bilateral relationship and Self Match Prevention configuration for eligible markets.

Definition at line 4894 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching Algorithm - CME assigned values.

Definition at line 4287 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 3883 of file Messages.h.

UInt8 maxNoOfSubstitutions ( ) const
inlinenoexcept

Max number of substitutions allowed.

The value of 0 indicates that substitutions are not allowed.

Definition at line 4804 of file Messages.h.

bool maxPriceVariation ( PRICE9 &  value) const
inlinenoexcept

Differential value for price banding.

Definition at line 4573 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 4591 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 4327 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 5319 of file Messages.h.

PRICE9 minPriceIncrement ( ) const
inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 4347 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 4307 of file Messages.h.

bool moneyOrPar ( MoneyOrPar::Enum &  value) const
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.

ThisType& moneyOrParNull ( )
inlinenoexcept

Definition at line 4792 of file Messages.h.

StrRef partyRoleClearingOrg ( ) const
inlinenoexcept

Clearing organization.

Definition at line 4624 of file Messages.h.

StrRef priceQuoteMethod ( ) const
inlinenoexcept

Price quotation method.

Definition at line 4825 of file Messages.h.

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

Definition at line 5216 of file Messages.h.

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

Definition at line 5226 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 5238 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 5250 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 5368 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 5354 of file Messages.h.

StrRef riskSet ( ) const
inlinenoexcept

Risk Set identifies the list of instruments sharing credit limits set up.

Definition at line 4870 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 4081 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 4103 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 4169 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

Identifies class or source of the SecurityID (Tag 48) value.

Definition at line 4191 of file Messages.h.

RepoSubType::Enum securitySubType ( ) const
inlinenoexcept

Repo Sub Security Type.

Definition at line 4752 of file Messages.h.

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

Identifies the current state of the instrument.

Definition at line 3987 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 4008 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 4199 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 3940 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 4028 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 4135 of file Messages.h.

ThisType& setBrokenDateTermType ( UInt8  value)
inline

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.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 4231 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Identifies the currency for the instrument traded.

Definition at line 4253 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 4378 of file Messages.h.

ThisType& setEndDate ( Timestamp  value)
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 4708 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef  value)
inlinenoexcept

Long name of the instrument.

Definition at line 4612 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 4524 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 4926 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp  value)
inlinenoexcept

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.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 4553 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 4050 of file Messages.h.

ThisType& setMarketSet ( StrRef  value)
inlinenoexcept

MarketSet defines the bilateral relationship and Self Match Prevention configuration for eligible markets.

Definition at line 4905 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching Algorithm - CME assigned values.

Definition at line 4296 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 3894 of file Messages.h.

ThisType& setMaxNoOfSubstitutions ( UInt8  value)
inlinenoexcept

Max number of substitutions allowed.

The value of 0 indicates that substitutions are not allowed.

Definition at line 4814 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 4582 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 4336 of file Messages.h.

ThisType& setMinPriceIncrement ( PRICE9  value)
inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 4356 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 4316 of file Messages.h.

ThisType& setMoneyOrPar ( MoneyOrPar::Enum  value)
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.

ThisType& setPartyRoleClearingOrg ( StrRef  value)
inlinenoexcept

Clearing organization.

Definition at line 4634 of file Messages.h.

ThisType& setPriceQuoteMethod ( StrRef  value)
inlinenoexcept

Price quotation method.

Definition at line 4835 of file Messages.h.

ThisType& setRiskSet ( StrRef  value)
inlinenoexcept

Risk Set identifies the list of instruments sharing credit limits set up.

Definition at line 4881 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 4091 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 4113 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 4178 of file Messages.h.

ThisType& setSecuritySubType ( RepoSubType::Enum  value)
inlinenoexcept

Repo Sub Security Type.

Definition at line 4761 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifies the current state of the instrument.

Definition at line 3998 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 4209 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 3952 of file Messages.h.

ThisType& setSettlCurrency ( StrRef  value)
inlinenoexcept

Identifies currency used for settlement.

Definition at line 4275 of file Messages.h.

ThisType& setStartDate ( Timestamp  value)
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 4666 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol.

Definition at line 4157 of file Messages.h.

ThisType& setTermCode ( StrRef  value)
inlinenoexcept

Full Repo Term Code.

Definition at line 4956 of file Messages.h.

ThisType& setTerminationType ( StrRef  value)
inlinenoexcept

For Repos the timing or method for terminating the agreement.

Term code.

Definition at line 4740 of file Messages.h.

StrRef settlCurrency ( ) const
inlinenoexcept

Identifies currency used for settlement.

Definition at line 4265 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 3917 of file Messages.h.

ThisType& setTradingReferenceDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 4495 of file Messages.h.

ThisType& setTradingReferencePrice ( PRICE9  value)
inlinenoexcept

Trading Reference price.

Definition at line 4455 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Product complex.

Definition at line 4070 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 4403 of file Messages.h.

ThisType& setUnitOfMeasureQty ( Decimal9  value)
inlinenoexcept

This field contains the contract size for each instrument.

Use in combination with tag 996-UnitofMeasure.

Definition at line 4426 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined instrument flag.

Definition at line 4857 of file Messages.h.

bool startDate ( Timestamp &  value) const
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.

ThisType& startDateNull ( )
inlinenoexcept

Definition at line 4675 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Definition at line 4147 of file Messages.h.

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

Definition at line 5414 of file Messages.h.

StrRef termCode ( ) const
inlinenoexcept

Full Repo Term Code.

Definition at line 4946 of file Messages.h.

StrRef terminationType ( ) const
inlinenoexcept

For Repos the timing or method for terminating the agreement.

Term code.

Definition at line 4729 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 3907 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 3926 of file Messages.h.

bool tradingReferenceDate ( Timestamp &  value) const
inlinenoexcept

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

Definition at line 4476 of file Messages.h.

ThisType& tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 4504 of file Messages.h.

bool tradingReferencePrice ( PRICE9 &  value) const
inlinenoexcept

Trading Reference price.

Definition at line 4446 of file Messages.h.

ThisType& tradingReferencePriceNull ( )
inlinenoexcept

Definition at line 4464 of file Messages.h.

UInt8 underlyingProduct ( ) const
inlinenoexcept

Product complex.

Definition at line 4061 of file Messages.h.

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

Definition at line 5172 of file Messages.h.

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

Definition at line 5182 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 5193 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 5204 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 4391 of file Messages.h.

bool unitOfMeasureQty ( Decimal9 &  value) const
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.

ThisType& unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 4435 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instrument flag.

Definition at line 4847 of file Messages.h.

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