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

Public Types
typedef SbeGroupEntry< GroupSize::BlockLength >	Base

typedef UnderlyingsEntry	ThisType

Public Types inherited from SbeGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BlockLength

Public Member Functions
	UnderlyingsEntry (void *data, EncodedLength length, SchemaVersion version)

ThisType &	resetVariableFields () noexcept

ThisType &	reset () noexcept

StrRef	underlyingSymbol () const noexcept

ThisType &	setUnderlyingSymbol (StrRef value) noexcept

bool	underlyingSecurityId (Int32 &value) const noexcept

ThisType &	setUnderlyingSecurityId (Int32 value) noexcept

ThisType &	underlyingSecurityIdNull () noexcept

StrRef	underlyingSecurityAltId () const noexcept

ThisType &	setUnderlyingSecurityAltId (StrRef value) noexcept

bool	underlyingSecurityAltIdSource (SecurityAltIDSource::Enum &value) const noexcept

ThisType &	setUnderlyingSecurityAltIdSource (SecurityAltIDSource::Enum value) noexcept

ThisType &	underlyingSecurityAltIdSourceNull () noexcept

StrRef	underlyingFinancialInstrumentFullName () const noexcept

ThisType &	setUnderlyingFinancialInstrumentFullName (StrRef value) noexcept

StrRef	underlyingSecurityType () const noexcept

ThisType &	setUnderlyingSecurityType (StrRef value) noexcept

StrRef	underlyingCountryOfIssue () const noexcept

ThisType &	setUnderlyingCountryOfIssue (StrRef value) noexcept

StrRef	underlyingIssuer () const noexcept

ThisType &	setUnderlyingIssuer (StrRef value) noexcept

bool	underlyingMaxLifeTime (UInt8 &value) const noexcept

ThisType &	setUnderlyingMaxLifeTime (UInt8 value) noexcept

ThisType &	underlyingMaxLifeTimeNull () noexcept

bool	underlyingMinDaysToMaturity (UInt16 &value) const noexcept

ThisType &	setUnderlyingMinDaysToMaturity (UInt16 value) noexcept

ThisType &	underlyingMinDaysToMaturityNull () noexcept

bool	underlyingInstrumentGUId (UInt64 &value) const noexcept

ThisType &	setUnderlyingInstrumentGUId (UInt64 value) noexcept

ThisType &	underlyingInstrumentGUIdNull () noexcept

bool	underlyingMaturityDate (Timestamp &value) const noexcept

ThisType &	setUnderlyingMaturityDate (Timestamp value) noexcept

ThisType &	underlyingMaturityDateNull () noexcept

Public Member Functions inherited from SbeGroupEntry< GroupSize::BlockLength >
	SbeGroupEntry ()

	SbeGroupEntry (void *encoded, BlockLength size, SchemaVersion version)

bool	valid () const noexcept

const void *	encoded () const noexcept

void *	encoded () noexcept

const void *	block () const noexcept

void *	block () noexcept

BlockLength	blockLength () const noexcept

SchemaVersion	version () const noexcept

Public Member Functions inherited from SbeFields< SbeGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
SbeGroupEntry< GroupSize::BlockLength > &	container () noexcept

void	setOrdinary (GroupSize::BlockLengthoffset, FieldValue value) noexcept

void	setOrdinary (GroupSize::BlockLengthoffset, FieldValue value, SchemaVersion since)

void	setEnumeration (GroupSize::BlockLengthoffset, typename Enumeration::Enum value) noexcept

void	setEnumeration (GroupSize::BlockLengthoffset, typename Enumeration::Enum value, SchemaVersion since)

void	setFixedStr (GroupSize::BlockLengthoffset, StrRef value) noexcept

void	setFixedStr (GroupSize::BlockLengthoffset, StrRef value, SchemaVersion since)

Static Public Member Functions
static constexpr SecurityIDSource	underlyingSecurityIdSource () noexcept

static constexpr BlockLength	blockLength (SchemaVersion version) noexcept

static constexpr BlockLength	minimalBlockLength (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept

static constexpr const Char *	className ()

Additional Inherited Members
Protected Member Functions inherited from SbeFields< SbeGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
	SbeFields () ONIXS_CONFLATEDTCP_DEFAULT

	~SbeFields () ONIXS_CONFLATEDTCP_DEFAULT

Protected Member Functions inherited from BinaryBlock< SbeGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
	BinaryBlock () ONIXS_CONFLATEDTCP_DEFAULT

	~BinaryBlock () ONIXS_CONFLATEDTCP_DEFAULT

Value	ordinary (GroupSize::BlockLengthoffset) const noexcept

bool	ordinary (Value &value, GroupSize::BlockLengthoffset, NullValue null) const noexcept

bool	ordinary (Value &value, GroupSize::BlockLengthoffset, NullValue null, SchemaVersion since) const noexcept

Enumeration::Enum	enumeration (GroupSize::BlockLengthoffset) const noexcept

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, NullValue null) const noexcept

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, NullValue null, SchemaVersion since) const noexcept

Value	decimal (GroupSize::BlockLengthoffset) const noexcept

bool	decimal (Value &value, GroupSize::BlockLengthoffset, NullValue null) const noexcept

bool	decimal (Value &value, GroupSize::BlockLengthoffset, NullValue null, SchemaVersion since) const noexcept

StrRef	fixedStr (GroupSize::BlockLengthoffset) const noexcept

bool	fixedStr (StrRef &value, GroupSize::BlockLengthoffset) const noexcept

bool	fixedStr (StrRef &value, GroupSize::BlockLengthoffset, SchemaVersion since) const noexcept

Detailed Description

Entry of UnderlyingsEntry repeating group.

Definition at line 2968 of file Messages.h.

Member Typedef Documentation

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 2980 of file Messages.h.

typedef UnderlyingsEntry ThisType

This type alias.

Definition at line 2983 of file Messages.h.

Constructor & Destructor Documentation

UnderlyingsEntry	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version
	)

inline

Initializes instance of given version over given memory block.

Definition at line 2987 of file Messages.h.

Member Function Documentation

static constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticnoexcept

Returns: size of entry body in bytes for given version of message template.

Definition at line 3400 of file Messages.h.

static constexpr const Char* className ( )

inlinestatic

Entity class name.

Definition at line 3427 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version )

inlinestaticnoexcept

Returns: minimal size of entry body in bytes for given version of message template.

Definition at line 3414 of file Messages.h.

ThisType& reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 3005 of file Messages.h.

ThisType& resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 2998 of file Messages.h.

ThisType& setUnderlyingCountryOfIssue ( StrRef value )

inlinenoexcept

Underlying Security's CountryOfIssue.

See CountryOfIssue (470) field for description.

Definition at line 3223 of file Messages.h.

ThisType& setUnderlyingFinancialInstrumentFullName ( StrRef value )

inlinenoexcept

Long Name of the Underlying Instrument.

For the instruments listed on Globex this value will be the same as of that contained in Security Definition Tag 2714-FinancialInstrumentFullName.

Definition at line 3177 of file Messages.h.

ThisType& setUnderlyingInstrumentGUId ( UInt64 value )

inlinenoexcept

Underlying GUID.

For Repo specials populated with individual instrument GUID of the underlying security.

Definition at line 3336 of file Messages.h.

ThisType& setUnderlyingIssuer ( StrRef value )

inlinenoexcept

Underlying Security's Issuer.

See Tag 106-Issuer field for description.

Definition at line 3247 of file Messages.h.

ThisType& setUnderlyingMaturityDate ( Timestamp value )

inlinenoexcept

Underlying Security's Maturity Date.

Will be populated with Maturity Date of the underlying security instrument for Repo Specials only.

Definition at line 3378 of file Messages.h.

ThisType& setUnderlyingMaxLifeTime ( UInt8 value )

inlinenoexcept

Max life time of the underlying instruments qualifying for the GC basket in number of year.

Will contain null value for Repo specials.

Definition at line 3272 of file Messages.h.

ThisType& setUnderlyingMinDaysToMaturity ( UInt16 value )

inlinenoexcept

Minimum days to maturity remaining of the underlying instruments to qualify for GC basket.

Will contain null value for Repo specials.

Definition at line 3305 of file Messages.h.

ThisType& setUnderlyingSecurityAltId ( StrRef value )

inlinenoexcept

Underlying Alternate Security identifier value as qualified by Tag 305-UnderlyingSecuityAltIDSource (e.g.

CUSIP, ISIN, etc). For Repo special will contain underlying CUSIP or ISIN. For GC Repo may contain a synthetic CUSIP or ISIN representing a basket.

Definition at line 3114 of file Messages.h.

ThisType& setUnderlyingSecurityAltIdSource ( SecurityAltIDSource::Enum value )

inlinenoexcept

Identifies class or source of the UnderlyingSecurityAltID (458) value.

Definition at line 3140 of file Messages.h.

ThisType& setUnderlyingSecurityId ( Int32 value )

inlinenoexcept

Underlying Security ID as qualified by tag 305-UnderlyingSecurityIDSource.

Provided only if the underlying is a Globex listed instrument, this value will be the same as that contained in Security Definition Tag 48-SecurityID.

Definition at line 3066 of file Messages.h.

ThisType& setUnderlyingSecurityType ( StrRef value )

inlinenoexcept

Underlying Security Type.

Definition at line 3199 of file Messages.h.

ThisType& setUnderlyingSymbol ( StrRef value )

inlinenoexcept

Underlying Instrument Symbol (Short Name).

When the underlying is a Globex listed Fixed Income instrument this value will be the same as that contained in Security Definition Tag 55-Symbol of the underlying instrument.

Definition at line 3037 of file Messages.h.

StrRef underlyingCountryOfIssue ( ) const

inlinenoexcept

Underlying Security's CountryOfIssue.

See CountryOfIssue (470) field for description.

Definition at line 3212 of file Messages.h.

StrRef underlyingFinancialInstrumentFullName ( ) const

inlinenoexcept

Long Name of the Underlying Instrument.

For the instruments listed on Globex this value will be the same as of that contained in Security Definition Tag 2714-FinancialInstrumentFullName.

Definition at line 3164 of file Messages.h.

bool underlyingInstrumentGUId ( UInt64 & value ) const

inlinenoexcept

Underlying GUID.

For Repo specials populated with individual instrument GUID of the underlying security.

Definition at line 3326 of file Messages.h.

ThisType& underlyingInstrumentGUIdNull ( )

inlinenoexcept

Definition at line 3345 of file Messages.h.

StrRef underlyingIssuer ( ) const

inlinenoexcept

Underlying Security's Issuer.

See Tag 106-Issuer field for description.

Definition at line 3236 of file Messages.h.

bool underlyingMaturityDate ( Timestamp & value ) const

inlinenoexcept

Underlying Security's Maturity Date.

Will be populated with Maturity Date of the underlying security instrument for Repo Specials only.

Definition at line 3358 of file Messages.h.

ThisType& underlyingMaturityDateNull ( )

inlinenoexcept

Definition at line 3387 of file Messages.h.

bool underlyingMaxLifeTime ( UInt8 & value ) const

inlinenoexcept

Max life time of the underlying instruments qualifying for the GC basket in number of year.

Will contain null value for Repo specials.

Definition at line 3261 of file Messages.h.

ThisType& underlyingMaxLifeTimeNull ( )

inlinenoexcept

Definition at line 3281 of file Messages.h.

bool underlyingMinDaysToMaturity ( UInt16 & value ) const

inlinenoexcept

Minimum days to maturity remaining of the underlying instruments to qualify for GC basket.

Will contain null value for Repo specials.

Definition at line 3294 of file Messages.h.

ThisType& underlyingMinDaysToMaturityNull ( )

inlinenoexcept

Definition at line 3314 of file Messages.h.

StrRef underlyingSecurityAltId ( ) const

inlinenoexcept

Underlying Alternate Security identifier value as qualified by Tag 305-UnderlyingSecuityAltIDSource (e.g.

CUSIP, ISIN, etc). For Repo special will contain underlying CUSIP or ISIN. For GC Repo may contain a synthetic CUSIP or ISIN representing a basket.

Definition at line 3100 of file Messages.h.

bool underlyingSecurityAltIdSource ( SecurityAltIDSource::Enum & value ) const

inlinenoexcept

Identifies class or source of the UnderlyingSecurityAltID (458) value.

Definition at line 3128 of file Messages.h.

ThisType& underlyingSecurityAltIdSourceNull ( )

inlinenoexcept

Definition at line 3150 of file Messages.h.

bool underlyingSecurityId ( Int32 & value ) const

inlinenoexcept

Underlying Security ID as qualified by tag 305-UnderlyingSecurityIDSource.

Provided only if the underlying is a Globex listed instrument, this value will be the same as that contained in Security Definition Tag 48-SecurityID.

Definition at line 3053 of file Messages.h.

ThisType& underlyingSecurityIdNull ( )

inlinenoexcept

Definition at line 3075 of file Messages.h.

static constexpr SecurityIDSource underlyingSecurityIdSource ( )

inlinestaticnoexcept

Identifies the class or source of UnderlyingSecurityID Tag 309 value.

Always '8' for CME assigned IDs.

Definition at line 3088 of file Messages.h.

StrRef underlyingSecurityType ( ) const

inlinenoexcept

Underlying Security Type.

Definition at line 3189 of file Messages.h.

StrRef underlyingSymbol ( ) const

inlinenoexcept

Underlying Instrument Symbol (Short Name).

When the underlying is a Globex listed Fixed Income instrument this value will be the same as that contained in Security Definition Tag 55-Symbol of the underlying instrument.

Definition at line 3024 of file Messages.h.

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

OnixS/CME/ConflatedTCP/messaging/MDP/Messages.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation