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

Public Types
enum
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 (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 2425 of file Messages.h.

Member Typedef Documentation

◆ BrokenDates

typedef SbeGroup<BrokenDatesEntry, GroupSize, MessageSize> BrokenDates

Repeating group containing BrokenDatesEntry entries.

Definition at line 3825 of file Messages.h.

◆ Events

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 2566 of file Messages.h.

◆ FeedTypes

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 2698 of file Messages.h.

◆ InstAttrib

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 2815 of file Messages.h.

◆ LotTypeRules

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 2964 of file Messages.h.

◆ RelatedInstruments

typedef SbeGroup<RelatedInstrumentsEntry, GroupSize, MessageSize> RelatedInstruments

Repeating group containing RelatedInstrumentsEntry entries.

Definition at line 3612 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 2430 of file Messages.h.

◆ ThisType

typedef InstrumentDefinitionRepo58 ThisType

This type alias.

Definition at line 2433 of file Messages.h.

◆ Underlyings

typedef SbeGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

Repeating group containing UnderlyingsEntry entries.

Definition at line 3436 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	58

Definition at line 2436 of file Messages.h.

Constructor & Destructor Documentation

◆ InstrumentDefinitionRepo58() [1/5]

InstrumentDefinitionRepo58 ( )

default

Initializes a blank instance.

◆ InstrumentDefinitionRepo58() [2/5]

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() [3/5]

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() [4/5]

InstrumentDefinitionRepo58	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 3860 of file Messages.h.

◆ InstrumentDefinitionRepo58() [5/5]

InstrumentDefinitionRepo58 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 3871 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 4019 of file Messages.h.

◆ asset()

StrRef asset ( ) const

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 4125 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 5332 of file Messages.h.

◆ brokenDates() [1/4]

BrokenDates brokenDates ( ) const

inlinenoexcept

Returns: instance of BrokenDates repeating group.

Definition at line 5262 of file Messages.h.

◆ brokenDates() [2/4]

BrokenDates brokenDates ( )

inlinenoexcept

Returns: instance of BrokenDates repeating group.

Definition at line 5275 of file Messages.h.

◆ brokenDates() [3/4]

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() [4/4]

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.

◆ brokenDateTermType()

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.

◆ brokenDateTermTypeNull()

ThisType & brokenDateTermTypeNull ( )

inline

Definition at line 4991 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 5434 of file Messages.h.

◆ cfiCode()

StrRef cfiCode ( ) const

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 4221 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 5397 of file Messages.h.

◆ currency()

StrRef currency ( ) const

inlinenoexcept

Identifies the currency for the instrument traded.

Definition at line 4243 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 4368 of file Messages.h.

◆ endDate()

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.

◆ endDateNull()

ThisType & endDateNull ( )

inlinenoexcept

Definition at line 4717 of file Messages.h.

◆ events() [1/4]

Events events ( ) const

inlinenoexcept

Returns: instance of Events repeating group.

Definition at line 5002 of file Messages.h.

◆ events() [2/4]

Events events ( )

inlinenoexcept

Returns: instance of Events repeating group.

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

◆ feedTypes() [1/4]

FeedTypes feedTypes ( ) const

inlinenoexcept

Returns: instance of FeedTypes repeating group.

Definition at line 5042 of file Messages.h.

◆ feedTypes() [2/4]

FeedTypes feedTypes ( )

inlinenoexcept

Returns: instance of FeedTypes repeating group.

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

◆ financialInstrumentFullName()

StrRef financialInstrumentFullName ( ) const

inlinenoexcept

Long name of the instrument.

Definition at line 4602 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 5406 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 5344 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( PRICE9 & value ) const

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 4515 of file Messages.h.

◆ highLimitPriceNull()

ThisType & highLimitPriceNull ( )

inlinenoexcept

Definition at line 4533 of file Messages.h.

◆ instAttrib() [1/4]

InstAttrib instAttrib ( ) const

inlinenoexcept

Returns: instance of InstAttrib repeating group.

Definition at line 5082 of file Messages.h.

◆ instAttrib() [2/4]

InstAttrib instAttrib ( )

inlinenoexcept

Returns: instance of InstAttrib repeating group.

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

◆ instrumentGUId()

bool instrumentGUId ( UInt64 & value ) const

inlinenoexcept

External unique instrument ID.

Definition at line 4917 of file Messages.h.

◆ instrumentGUIdNull()

ThisType & instrumentGUIdNull ( )

inlinenoexcept

Definition at line 4935 of file Messages.h.

◆ lastUpdateTime()

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() [1/4]

LotTypeRules lotTypeRules ( ) const

inlinenoexcept

Returns: instance of LotTypeRules repeating group.

Definition at line 5126 of file Messages.h.

◆ lotTypeRules() [2/4]

LotTypeRules lotTypeRules ( )

inlinenoexcept

Returns: instance of LotTypeRules repeating group.

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

◆ lowLimitPrice()

bool lowLimitPrice ( PRICE9 & value ) const

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 4544 of file Messages.h.

◆ lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )

inlinenoexcept

Definition at line 4562 of file Messages.h.

◆ marketSegmentId()

UInt8 marketSegmentId ( ) const

inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 4040 of file Messages.h.

◆ marketSet()

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.

◆ matchAlgorithm()

CHAR matchAlgorithm ( ) const

inlinenoexcept

Matching Algorithm - CME assigned values.

Definition at line 4287 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 3883 of file Messages.h.

◆ maxNoOfSubstitutions()

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.

◆ maxPriceVariation()

bool maxPriceVariation ( PRICE9 & value ) const

inlinenoexcept

Differential value for price banding.

Definition at line 4573 of file Messages.h.

◆ maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )

inlinenoexcept

Definition at line 4591 of file Messages.h.

◆ maxTradeVol()

UInt32 maxTradeVol ( ) const

inlinenoexcept

The maximum trading volume for a security.

Definition at line 4327 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 5319 of file Messages.h.

◆ minPriceIncrement()

PRICE9 minPriceIncrement ( ) const

inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 4347 of file Messages.h.

◆ minTradeVol()

UInt32 minTradeVol ( ) const

inlinenoexcept

The minimum trading volume for a security.

Definition at line 4307 of file Messages.h.

◆ moneyOrPar()

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.

◆ moneyOrParNull()

ThisType & moneyOrParNull ( )

inlinenoexcept

Definition at line 4792 of file Messages.h.

◆ partyRoleClearingOrg()

StrRef partyRoleClearingOrg ( ) const

inlinenoexcept

Clearing organization.

Definition at line 4624 of file Messages.h.

◆ priceQuoteMethod()

StrRef priceQuoteMethod ( ) const

inlinenoexcept

Price quotation method.

Definition at line 4825 of file Messages.h.

◆ relatedInstruments() [1/4]

RelatedInstruments relatedInstruments ( ) const

inlinenoexcept

Returns: instance of RelatedInstruments repeating group.

Definition at line 5216 of file Messages.h.

◆ relatedInstruments() [2/4]

RelatedInstruments relatedInstruments ( )

inlinenoexcept

Returns: instance of RelatedInstruments repeating group.

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

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 5368 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 5354 of file Messages.h.

◆ riskSet()

StrRef riskSet ( ) const

inlinenoexcept

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

Definition at line 4870 of file Messages.h.

◆ securityExchange()

StrRef securityExchange ( ) const

inlinenoexcept

Exchange used to identify a security.

Definition at line 4081 of file Messages.h.

◆ securityGroup()

StrRef securityGroup ( ) const

inlinenoexcept

Security Group Code.

Definition at line 4103 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Unique instrument ID.

Definition at line 4169 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource securityIdSource ( )

inlinestaticconstexprnoexcept

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

Definition at line 4191 of file Messages.h.

◆ securitySubType()

RepoSubType::Enum securitySubType ( ) const

inlinenoexcept

Repo Sub Security Type.

Definition at line 4752 of file Messages.h.

◆ securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inlinenoexcept

Identifies the current state of the instrument.

Definition at line 3987 of file Messages.h.

◆ securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )

inlinenoexcept

Definition at line 4008 of file Messages.h.

◆ securityType()

StrRef securityType ( ) const

inlinenoexcept

Security Type.

Definition at line 4199 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 3940 of file Messages.h.

◆ setApplId()

ThisType & setApplId ( Int16 value )

inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 4028 of file Messages.h.

◆ setAsset()

ThisType & setAsset ( StrRef value )

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 4135 of file Messages.h.

◆ setBrokenDateTermType()

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.

◆ setCfiCode()

ThisType & setCfiCode ( StrRef value )

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 4231 of file Messages.h.

◆ setCurrency()

ThisType & setCurrency ( StrRef value )

inlinenoexcept

Identifies the currency for the instrument traded.

Definition at line 4253 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 4378 of file Messages.h.

◆ setEndDate()

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.

◆ setFinancialInstrumentFullName()

ThisType & setFinancialInstrumentFullName ( StrRef value )

inlinenoexcept

Long name of the instrument.

Definition at line 4612 of file Messages.h.

◆ setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 4524 of file Messages.h.

◆ setInstrumentGUId()

ThisType & setInstrumentGUId ( UInt64 value )

inlinenoexcept

External unique instrument ID.

Definition at line 4926 of file Messages.h.

◆ setLastUpdateTime()

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.

◆ setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 4553 of file Messages.h.

◆ setMarketSegmentId()

ThisType & setMarketSegmentId ( UInt8 value )

inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 4050 of file Messages.h.

◆ setMarketSet()

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.

◆ setMatchAlgorithm()

ThisType & setMatchAlgorithm ( CHAR value )

inlinenoexcept

Matching Algorithm - CME assigned values.

Definition at line 4296 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 3894 of file Messages.h.

◆ setMaxNoOfSubstitutions()

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.

◆ setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value )

inlinenoexcept

Differential value for price banding.

Definition at line 4582 of file Messages.h.

◆ setMaxTradeVol()

ThisType & setMaxTradeVol ( UInt32 value )

inlinenoexcept

The maximum trading volume for a security.

Definition at line 4336 of file Messages.h.

◆ setMinPriceIncrement()

ThisType & setMinPriceIncrement ( PRICE9 value )

inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 4356 of file Messages.h.

◆ setMinTradeVol()

ThisType & setMinTradeVol ( UInt32 value )

inlinenoexcept

The minimum trading volume for a security.

Definition at line 4316 of file Messages.h.

◆ setMoneyOrPar()

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.

◆ setPartyRoleClearingOrg()

ThisType & setPartyRoleClearingOrg ( StrRef value )

inlinenoexcept

Clearing organization.

Definition at line 4634 of file Messages.h.

◆ setPriceQuoteMethod()

ThisType & setPriceQuoteMethod ( StrRef value )

inlinenoexcept

Price quotation method.

Definition at line 4835 of file Messages.h.

◆ setRiskSet()

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.

◆ setSecurityExchange()

ThisType & setSecurityExchange ( StrRef value )

inlinenoexcept

Exchange used to identify a security.

Definition at line 4091 of file Messages.h.

◆ setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value )

inlinenoexcept

Security Group Code.

Definition at line 4113 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Unique instrument ID.

Definition at line 4178 of file Messages.h.

◆ setSecuritySubType()

ThisType & setSecuritySubType ( RepoSubType::Enum value )

inlinenoexcept

Repo Sub Security Type.

Definition at line 4761 of file Messages.h.

◆ setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value )

inlinenoexcept

Identifies the current state of the instrument.

Definition at line 3998 of file Messages.h.

◆ setSecurityType()

ThisType & setSecurityType ( StrRef value )

inlinenoexcept

Security Type.

Definition at line 4209 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 3952 of file Messages.h.

◆ setSettlCurrency()

ThisType & setSettlCurrency ( StrRef value )

inlinenoexcept

Identifies currency used for settlement.

Definition at line 4275 of file Messages.h.

◆ setStartDate()

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.

◆ setSymbol()

ThisType & setSymbol ( StrRef value )

inlinenoexcept

Instrument Name or Symbol.

Definition at line 4157 of file Messages.h.

◆ setTermCode()

ThisType & setTermCode ( StrRef value )

inlinenoexcept

Full Repo Term Code.

Definition at line 4956 of file Messages.h.

◆ setTerminationType()

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.

◆ settlCurrency()

StrRef settlCurrency ( ) const

inlinenoexcept

Identifies currency used for settlement.

Definition at line 4265 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 3917 of file Messages.h.

◆ setTradingReferenceDate()

ThisType & setTradingReferenceDate ( Timestamp value )

inlinenoexcept

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

Definition at line 4495 of file Messages.h.

◆ setTradingReferencePrice()

ThisType & setTradingReferencePrice ( PRICE9 value )

inlinenoexcept

Trading Reference price.

Definition at line 4455 of file Messages.h.

◆ setUnderlyingProduct()

ThisType & setUnderlyingProduct ( UInt8 value )

inlinenoexcept

Product complex.

Definition at line 4070 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 4403 of file Messages.h.

◆ setUnitOfMeasureQty()

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.

◆ setUserDefinedInstrument()

ThisType & setUserDefinedInstrument ( UserDefinedInstrument value )

inlinenoexcept

User-defined instrument flag.

Definition at line 4857 of file Messages.h.

◆ startDate()

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.

◆ startDateNull()

ThisType & startDateNull ( )

inlinenoexcept

Definition at line 4675 of file Messages.h.

◆ symbol()

StrRef symbol ( ) const

inlinenoexcept

Instrument Name or Symbol.

Definition at line 4147 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 5414 of file Messages.h.

◆ termCode()

StrRef termCode ( ) const

inlinenoexcept

Full Repo Term Code.

Definition at line 4946 of file Messages.h.

◆ terminationType()

StrRef terminationType ( ) const

inlinenoexcept

For Repos the timing or method for terminating the agreement.

Term code.

Definition at line 4729 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 3907 of file Messages.h.

◆ totNumReportsNull()

ThisType & totNumReportsNull ( )

inlinenoexcept

Definition at line 3926 of file Messages.h.

◆ tradingReferenceDate()

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.

◆ tradingReferenceDateNull()

ThisType & tradingReferenceDateNull ( )

inlinenoexcept

Definition at line 4504 of file Messages.h.

◆ tradingReferencePrice()

bool tradingReferencePrice ( PRICE9 & value ) const

inlinenoexcept

Trading Reference price.

Definition at line 4446 of file Messages.h.

◆ tradingReferencePriceNull()

ThisType & tradingReferencePriceNull ( )

inlinenoexcept

Definition at line 4464 of file Messages.h.

◆ underlyingProduct()

UInt8 underlyingProduct ( ) const

inlinenoexcept

Product complex.

Definition at line 4061 of file Messages.h.

◆ underlyings() [1/4]

Underlyings underlyings ( ) const

inlinenoexcept

Returns: instance of Underlyings repeating group.

Definition at line 5172 of file Messages.h.

◆ underlyings() [2/4]

Underlyings underlyings ( )

inlinenoexcept

Returns: instance of Underlyings repeating group.

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

◆ unitOfMeasureQty()

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.

◆ unitOfMeasureQtyNull()

ThisType & unitOfMeasureQtyNull ( )

inlinenoexcept

Definition at line 4435 of file Messages.h.

◆ userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const

inlinenoexcept

User-defined instrument flag.

Definition at line 4847 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ BrokenDates

◆ Events

◆ FeedTypes

◆ InstAttrib

◆ LotTypeRules

◆ RelatedInstruments

◆ Schema

◆ ThisType

◆ Underlyings

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ InstrumentDefinitionRepo58() [1/5]

◆ InstrumentDefinitionRepo58() [2/5]

◆ InstrumentDefinitionRepo58() [3/5]

◆ InstrumentDefinitionRepo58() [4/5]

◆ InstrumentDefinitionRepo58() [5/5]

Member Function Documentation

◆ applId()

◆ asset()

◆ blockLength()

◆ brokenDates() [1/4]

◆ brokenDates() [2/4]

◆ brokenDates() [3/4]

◆ brokenDates() [4/4]

◆ brokenDateTermType()

◆ brokenDateTermTypeNull()

◆ calculateBinarySize()

◆ cfiCode()

◆ className()

◆ currency()

◆ displayFactor()

◆ endDate()

◆ endDateNull()

◆ events() [1/4]

◆ events() [2/4]

◆ events() [3/4]

◆ events() [4/4]

◆ feedTypes() [1/4]

◆ feedTypes() [2/4]

◆ feedTypes() [3/4]

◆ feedTypes() [4/4]

◆ financialInstrumentFullName()

◆ 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()

◆ marketSegmentId()

◆ marketSet()

◆ matchAlgorithm()

◆ matchEventIndicator()

◆ maxNoOfSubstitutions()

◆ maxPriceVariation()

◆ maxPriceVariationNull()

◆ maxTradeVol()

◆ minimalBlockLength()

◆ minPriceIncrement()

◆ minTradeVol()

◆ moneyOrPar()

◆ moneyOrParNull()