OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
InstrumentDefinitionRepo58 Struct Reference

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

Classes

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

Public Types

enum  { TemplateId = 58 }
 
typedef SchemaTraits Schema
 
typedef InstrumentDefinitionRepo58 ThisType
 
typedef SbeGroup< EventsEntry, GroupSize, MessageSizeEvents
 
typedef SbeGroup< FeedTypesEntry, GroupSize, MessageSizeFeedTypes
 
typedef SbeGroup< InstAttribEntry, GroupSize, MessageSizeInstAttrib
 
typedef SbeGroup< LotTypeRulesEntry, GroupSize, MessageSizeLotTypeRules
 
typedef SbeGroup< UnderlyingsEntry, GroupSize, MessageSizeUnderlyings
 
typedef SbeGroup< RelatedInstrumentsEntry, GroupSize, MessageSizeRelatedInstruments
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 InstrumentDefinitionRepo58 () ONIXS_CONFLATEDTCP_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
 
ThisTypesetMatchEventIndicator (MatchEventIndicator value) noexcept
 
bool totNumReports (UInt32 &value) const noexcept
 
ThisTypesetTotNumReports (UInt32 value) noexcept
 
ThisTypetotNumReportsNull () noexcept
 
SecurityUpdateAction::Enum securityUpdateAction () const noexcept
 
ThisTypesetSecurityUpdateAction (SecurityUpdateAction::Enum value) noexcept
 
Timestamp lastUpdateTime () const noexcept
 
ThisTypesetLastUpdateTime (Timestamp value) noexcept
 
bool securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept
 
ThisTypesetSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept
 
ThisTypesecurityTradingStatusNull () noexcept
 
Int16 applId () const noexcept
 
ThisTypesetApplId (Int16 value) noexcept
 
UInt8 marketSegmentId () const noexcept
 
ThisTypesetMarketSegmentId (UInt8 value) noexcept
 
UInt8 underlyingProduct () const noexcept
 
ThisTypesetUnderlyingProduct (UInt8 value) noexcept
 
StrRef securityExchange () const noexcept
 
ThisTypesetSecurityExchange (StrRef value) noexcept
 
StrRef securityGroup () const noexcept
 
ThisTypesetSecurityGroup (StrRef value) noexcept
 
StrRef asset () const noexcept
 
ThisTypesetAsset (StrRef value) noexcept
 
StrRef symbol () const noexcept
 
ThisTypesetSymbol (StrRef value) noexcept
 
Int32 securityId () const noexcept
 
ThisTypesetSecurityId (Int32 value) noexcept
 
StrRef securityType () const noexcept
 
ThisTypesetSecurityType (StrRef value) noexcept
 
StrRef cfiCode () const noexcept
 
ThisTypesetCfiCode (StrRef value) noexcept
 
StrRef currency () const noexcept
 
ThisTypesetCurrency (StrRef value) noexcept
 
StrRef settlCurrency () const noexcept
 
ThisTypesetSettlCurrency (StrRef value) noexcept
 
CHAR matchAlgorithm () const noexcept
 
ThisTypesetMatchAlgorithm (CHAR value) noexcept
 
UInt32 minTradeVol () const noexcept
 
ThisTypesetMinTradeVol (UInt32 value) noexcept
 
UInt32 maxTradeVol () const noexcept
 
ThisTypesetMaxTradeVol (UInt32 value) noexcept
 
PRICE9 minPriceIncrement () const noexcept
 
ThisTypesetMinPriceIncrement (PRICE9 value) noexcept
 
Decimal9 displayFactor () const noexcept
 
ThisTypesetDisplayFactor (Decimal9 value) noexcept
 
StrRef unitOfMeasure () const noexcept
 
ThisTypesetUnitOfMeasure (StrRef value) noexcept
 
bool unitOfMeasureQty (Decimal9 &value) const noexcept
 
ThisTypesetUnitOfMeasureQty (Decimal9 value) noexcept
 
ThisTypeunitOfMeasureQtyNull () noexcept
 
bool tradingReferencePrice (PRICE9 &value) const noexcept
 
ThisTypesetTradingReferencePrice (PRICE9 value) noexcept
 
ThisTypetradingReferencePriceNull () noexcept
 
bool tradingReferenceDate (Timestamp &value) const noexcept
 
ThisTypesetTradingReferenceDate (Timestamp value) noexcept
 
ThisTypetradingReferenceDateNull () noexcept
 
bool highLimitPrice (PRICE9 &value) const noexcept
 
ThisTypesetHighLimitPrice (PRICE9 value) noexcept
 
ThisTypehighLimitPriceNull () noexcept
 
bool lowLimitPrice (PRICE9 &value) const noexcept
 
ThisTypesetLowLimitPrice (PRICE9 value) noexcept
 
ThisTypelowLimitPriceNull () noexcept
 
bool maxPriceVariation (PRICE9 &value) const noexcept
 
ThisTypesetMaxPriceVariation (PRICE9 value) noexcept
 
ThisTypemaxPriceVariationNull () noexcept
 
StrRef financialInstrumentFullName () const noexcept
 
ThisTypesetFinancialInstrumentFullName (StrRef value) noexcept
 
StrRef partyRoleClearingOrg () const noexcept
 
ThisTypesetPartyRoleClearingOrg (StrRef value) noexcept
 
bool startDate (Timestamp &value) const noexcept
 
ThisTypesetStartDate (Timestamp value) noexcept
 
ThisTypestartDateNull () noexcept
 
bool endDate (Timestamp &value) const noexcept
 
ThisTypesetEndDate (Timestamp value) noexcept
 
ThisTypeendDateNull () noexcept
 
StrRef terminationType () const noexcept
 
ThisTypesetTerminationType (StrRef value) noexcept
 
RepoSubType::Enum securitySubType () const noexcept
 
ThisTypesetSecuritySubType (RepoSubType::Enum value) noexcept
 
bool moneyOrPar (MoneyOrPar::Enum &value) const noexcept
 
ThisTypesetMoneyOrPar (MoneyOrPar::Enum value) noexcept
 
ThisTypemoneyOrParNull () noexcept
 
UInt8 maxNoOfSubstitutions () const noexcept
 
ThisTypesetMaxNoOfSubstitutions (UInt8 value) noexcept
 
StrRef priceQuoteMethod () const noexcept
 
ThisTypesetPriceQuoteMethod (StrRef value) noexcept
 
UserDefinedInstrument userDefinedInstrument () const noexcept
 
ThisTypesetUserDefinedInstrument (UserDefinedInstrument value) noexcept
 
StrRef riskSet () const noexcept
 
ThisTypesetRiskSet (StrRef value) noexcept
 
StrRef marketSet () const noexcept
 
ThisTypesetMarketSet (StrRef value) noexcept
 
bool instrumentGUId (UInt64 &value) const noexcept
 
ThisTypesetInstrumentGUId (UInt64 value) noexcept
 
ThisTypeinstrumentGUIdNull () noexcept
 
StrRef termCode () const noexcept
 
ThisTypesetTermCode (StrRef value) noexcept
 
Events events () const noexcept
 
Events events () noexcept
 
Events events (Events::Size length)
 
Events events (Events::Size length, NoFieldsInit)
 
FeedTypes feedTypes () const noexcept
 
FeedTypes feedTypes () noexcept
 
FeedTypes feedTypes (FeedTypes::Size length)
 
FeedTypes feedTypes (FeedTypes::Size length, NoFieldsInit)
 
InstAttrib instAttrib () const noexcept
 
InstAttrib instAttrib () noexcept
 
InstAttrib instAttrib (InstAttrib::Size length)
 
InstAttrib instAttrib (InstAttrib::Size length, NoFieldsInit)
 
LotTypeRules lotTypeRules () const noexcept
 
LotTypeRules lotTypeRules () noexcept
 
LotTypeRules lotTypeRules (LotTypeRules::Size length)
 
LotTypeRules lotTypeRules (LotTypeRules::Size length, NoFieldsInit)
 
Underlyings underlyings () const noexcept
 
Underlyings underlyings () noexcept
 
Underlyings underlyings (Underlyings::Size length)
 
Underlyings underlyings (Underlyings::Size length, NoFieldsInit)
 
RelatedInstruments relatedInstruments () const noexcept
 
RelatedInstruments relatedInstruments () noexcept
 
RelatedInstruments relatedInstruments (RelatedInstruments::Size length)
 
RelatedInstruments relatedInstruments (RelatedInstruments::Size length, NoFieldsInit)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () 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::SbeMessagecontainer () noexcept
 
void setOrdinary (MessageSize offset, FieldValue value) noexcept
 
void setOrdinary (MessageSize offset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSize offset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSize offset, StrRef value) noexcept
 
void setFixedStr (MessageSize offset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

static constexpr SecurityIDSource securityIdSource () noexcept
 
static constexpr BlockLength blockLength (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept
 
static constexpr MessageSize getMinimalVariableFieldsSize (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version)
 
static constexpr const CharclassName ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSizeGroupList
 
typedef SbeVariableLengthFieldList< MessageSizeVariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessageversion (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
 
MessageSize calculateBinarySize (const void *tail) const noexcept
 
template<class Callable , class Owner >
void setVariableLengthField (Callable callable, StrRef value, Owner &owner)
 
template<class Callable , class Owner >
void setVariableLengthField (Callable callable, StrRef value, SchemaVersion since, Owner &owner)
 
template<class Callable , class Owner >
StrRef getVariableLengthField (Callable callable, const Owner &owner) const noexcept
 
template<class Callable , class Owner >
StrRef getVariableLengthField (Callable callable, SchemaVersion since, Owner &owner) const noexcept
 
template<class Callable , class Owner >
void setVariableLengthFieldToNull (Callable callable, Owner &owner) noexcept
 
template<class Group , class Callable , class Owner >
void resetGroup (Callable callable, Owner &owner) noexcept
 
template<class Callable , class Owner >
void setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
 
template<class Group , class Callable , class Owner >
void resetGroup (Callable callable, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group getGroup (Callable callable, Owner &owner) const noexcept
 
template<class Group , class Callable , class Owner >
Group getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
 
template<class Group , class Callable , class Owner >
Group constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group constructGroup (Callable callable, typename Group::Size length, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
 
template<class Group , class Callable , class Owner >
Group setupGroup (Callable callable, typename Group::Size length, Owner &owner)
 
- Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
 SbeFields () ONIXS_CONFLATEDTCP_DEFAULT
 
 ~SbeFields () ONIXS_CONFLATEDTCP_DEFAULT
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock () ONIXS_CONFLATEDTCP_DEFAULT
 
 ~BinaryBlock () ONIXS_CONFLATEDTCP_DEFAULT
 
Value ordinary (MessageSize offset) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSize offset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSize offset) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSize offset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset) const noexcept
 
bool fixedStr (StrRef &value, MessageSize offset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 2366 of file Messages.h.

Member Typedef Documentation

Repeating group containing EventsEntry entries.

Definition at line 2495 of file Messages.h.

Repeating group containing FeedTypesEntry entries.

Definition at line 2615 of file Messages.h.

Repeating group containing InstAttribEntry entries.

Definition at line 2720 of file Messages.h.

Repeating group containing LotTypeRulesEntry entries.

Definition at line 2857 of file Messages.h.

Repeating group containing RelatedInstrumentsEntry entries.

Definition at line 3481 of file Messages.h.

Used template schema.

Definition at line 2371 of file Messages.h.

This type alias.

Definition at line 2374 of file Messages.h.

Repeating group containing UnderlyingsEntry entries.

Definition at line 3317 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 2377 of file Messages.h.

Constructor & Destructor Documentation

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 3487 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 3502 of file Messages.h.

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

Initializes an instance over the given memory block.

Definition at line 3516 of file Messages.h.

InstrumentDefinitionRepo58 ( const SbeMessage message)
inlineexplicit

Initializes an instance over the given SBE message.

Definition at line 3527 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 3675 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 3781 of file Messages.h.

static constexpr BlockLength blockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 4887 of file Messages.h.

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

Definition at line 4974 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 3877 of file Messages.h.

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

Definition at line 4948 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Identifies the currency for the instrument traded.

Definition at line 3899 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 4024 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 4344 of file Messages.h.

ThisType& endDateNull ( )
inlinenoexcept

Definition at line 4373 of file Messages.h.

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

Definition at line 4624 of file Messages.h.

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

Definition at line 4632 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 4641 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 4652 of file Messages.h.

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

Definition at line 4664 of file Messages.h.

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

Definition at line 4672 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 4681 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 4692 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

Long name of the instrument.

Definition at line 4258 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 4957 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion  version)
inlinestatic

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

Definition at line 4902 of file Messages.h.

bool highLimitPrice ( PRICE9 value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 4171 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 4189 of file Messages.h.

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

Definition at line 4704 of file Messages.h.

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

Definition at line 4714 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 4725 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 4736 of file Messages.h.

bool instrumentGUId ( UInt64 value) const
inlinenoexcept

External unique instrument ID.

Definition at line 4573 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 4591 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 3621 of file Messages.h.

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

Definition at line 4748 of file Messages.h.

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

Definition at line 4758 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 4770 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 4782 of file Messages.h.

bool lowLimitPrice ( PRICE9 value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 4200 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 4218 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 3696 of file Messages.h.

StrRef marketSet ( ) const
inlinenoexcept

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

Definition at line 4550 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching Algorithm - CME assigned values.

Definition at line 3943 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 3539 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 4460 of file Messages.h.

bool maxPriceVariation ( PRICE9 value) const
inlinenoexcept

Differential value for price banding.

Definition at line 4229 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 4247 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 3983 of file Messages.h.

PRICE9 minPriceIncrement ( ) const
inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 4003 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 3963 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 4429 of file Messages.h.

ThisType& moneyOrParNull ( )
inlinenoexcept

Definition at line 4448 of file Messages.h.

StrRef partyRoleClearingOrg ( ) const
inlinenoexcept

Clearing organization.

Definition at line 4280 of file Messages.h.

StrRef priceQuoteMethod ( ) const
inlinenoexcept

Price quotation method.

Definition at line 4481 of file Messages.h.

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

Definition at line 4838 of file Messages.h.

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

Definition at line 4848 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 4860 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 4872 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 4924 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 4911 of file Messages.h.

StrRef riskSet ( ) const
inlinenoexcept

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

Definition at line 4526 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 3737 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 3759 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 3825 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

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

Definition at line 3847 of file Messages.h.

RepoSubType::Enum securitySubType ( ) const
inlinenoexcept

Repo Sub Security Type.

Definition at line 4408 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const
inlinenoexcept

Identifies the current state of the instrument.

Definition at line 3643 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 3664 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 3855 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 3596 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 3684 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 3791 of file Messages.h.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 3887 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Identifies the currency for the instrument traded.

Definition at line 3909 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 4034 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 4364 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef  value)
inlinenoexcept

Long name of the instrument.

Definition at line 4268 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 4180 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 4582 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 3631 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 4209 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 3706 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 4561 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching Algorithm - CME assigned values.

Definition at line 3952 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 3550 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 4470 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 4238 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 3992 of file Messages.h.

ThisType& setMinPriceIncrement ( PRICE9  value)
inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 4012 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 3972 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 4439 of file Messages.h.

ThisType& setPartyRoleClearingOrg ( StrRef  value)
inlinenoexcept

Clearing organization.

Definition at line 4290 of file Messages.h.

ThisType& setPriceQuoteMethod ( StrRef  value)
inlinenoexcept

Price quotation method.

Definition at line 4491 of file Messages.h.

ThisType& setRiskSet ( StrRef  value)
inlinenoexcept

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

Definition at line 4537 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 3747 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 3769 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 3834 of file Messages.h.

ThisType& setSecuritySubType ( RepoSubType::Enum  value)
inlinenoexcept

Repo Sub Security Type.

Definition at line 4417 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifies the current state of the instrument.

Definition at line 3654 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 3865 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 3608 of file Messages.h.

ThisType& setSettlCurrency ( StrRef  value)
inlinenoexcept

Identifies currency used for settlement.

Definition at line 3931 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 4322 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol.

Definition at line 3813 of file Messages.h.

ThisType& setTermCode ( StrRef  value)
inlinenoexcept

Full Repo Term Code.

Definition at line 4612 of file Messages.h.

ThisType& setTerminationType ( StrRef  value)
inlinenoexcept

For Repos the timing or method for terminating the agreement.

Term code.

Definition at line 4396 of file Messages.h.

StrRef settlCurrency ( ) const
inlinenoexcept

Identifies currency used for settlement.

Definition at line 3921 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 3573 of file Messages.h.

ThisType& setTradingReferenceDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 4151 of file Messages.h.

ThisType& setTradingReferencePrice ( PRICE9  value)
inlinenoexcept

Trading Reference price.

Definition at line 4111 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Product complex.

Definition at line 3726 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 4059 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 4082 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined instrument flag.

Definition at line 4513 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 4303 of file Messages.h.

ThisType& startDateNull ( )
inlinenoexcept

Definition at line 4331 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Definition at line 3803 of file Messages.h.

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

Definition at line 4965 of file Messages.h.

StrRef termCode ( ) const
inlinenoexcept

Full Repo Term Code.

Definition at line 4602 of file Messages.h.

StrRef terminationType ( ) const
inlinenoexcept

For Repos the timing or method for terminating the agreement.

Term code.

Definition at line 4385 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 3563 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 3582 of file Messages.h.

bool tradingReferenceDate ( Timestamp value) const
inlinenoexcept

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

Definition at line 4132 of file Messages.h.

ThisType& tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 4160 of file Messages.h.

bool tradingReferencePrice ( PRICE9 value) const
inlinenoexcept

Trading Reference price.

Definition at line 4102 of file Messages.h.

ThisType& tradingReferencePriceNull ( )
inlinenoexcept

Definition at line 4120 of file Messages.h.

UInt8 underlyingProduct ( ) const
inlinenoexcept

Product complex.

Definition at line 3717 of file Messages.h.

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

Definition at line 4794 of file Messages.h.

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

Definition at line 4804 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 4815 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 4826 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 4047 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 4072 of file Messages.h.

ThisType& unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 4091 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instrument flag.

Definition at line 4503 of file Messages.h.


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