OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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InstrumentDefinitionRepo58::UnderlyingsEntry Struct Reference

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< Container, BlockLength >
Container & container () noexcept
template<class FieldValue>
void setOrdinary (BlockLength offset, FieldValue value) noexcept
template<class FieldValue>
void setOrdinary (BlockLength offset, FieldValue value, SchemaVersion since)
template<class Enumeration>
void setEnumeration (BlockLength offset, typename Enumeration::Enum value) noexcept
template<class Enumeration>
void setEnumeration (BlockLength offset, typename Enumeration::Enum value, SchemaVersion since)
template<BlockLength Size>
void setFixedStr (BlockLength offset, StrRef value) noexcept
template<BlockLength Size>
void setFixedStr (BlockLength offset, StrRef value, SchemaVersion since)

Static Public Member Functions

static constexpr SecurityIDSource underlyingSecurityIdSource () noexcept
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
static constexpr const Char * className ()

Additional Inherited Members

Protected Member Functions inherited from SbeFields< Container, BlockLength >
 SbeFields ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Container, BlockLength >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
template<class Value>
Value ordinary (BlockLength offset) const noexcept
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool ordinary (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Enumeration>
Enumeration::Enum enumeration (BlockLength offset) const noexcept
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null) const noexcept
template<class Enumeration, class NullValue>
bool enumeration (typename Enumeration::Enum &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<class Value>
Value decimal (BlockLength offset) const noexcept
template<class Value, class NullValue>
bool decimal (Value &value, BlockLength offset, NullValue null) const noexcept
template<class Value, class NullValue>
bool decimal (Value &value, BlockLength offset, NullValue null, SchemaVersion since) const noexcept
template<BlockLength Length>
StrRef fixedStr (BlockLength offset) const noexcept
template<BlockLength Length>
bool fixedStr (StrRef &value, BlockLength offset) const noexcept
template<BlockLength Length>
bool fixedStr (StrRef &value, BlockLength offset, SchemaVersion since) const noexcept

Detailed Description

Entry of UnderlyingsEntry repeating group.

Definition at line 2968 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef SbeGroupEntry< GroupSize::BlockLength > Base

Base class type.

Definition at line 2980 of file Messages.h.

◆ ThisType

typedef UnderlyingsEntry ThisType

This type alias.

Definition at line 2983 of file Messages.h.

Constructor & Destructor Documentation

◆ UnderlyingsEntry()

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

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
size of entry body in bytes for given version of message template.

Definition at line 3400 of file Messages.h.

◆ className()

constexpr const Char * className ( )
inlinestaticconstexpr

Entity class name.

Definition at line 3427 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept
Returns
minimal size of entry body in bytes for given version of message template.

Definition at line 3414 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 3005 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 2998 of file Messages.h.

◆ setUnderlyingCountryOfIssue()

ThisType & setUnderlyingCountryOfIssue ( StrRef value)
inlinenoexcept

Underlying Security's CountryOfIssue.

See CountryOfIssue (470) field for description.

Definition at line 3223 of file Messages.h.

◆ setUnderlyingFinancialInstrumentFullName()

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.

◆ setUnderlyingInstrumentGUId()

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.

◆ setUnderlyingIssuer()

ThisType & setUnderlyingIssuer ( StrRef value)
inlinenoexcept

Underlying Security's Issuer.

See Tag 106-Issuer field for description.

Definition at line 3247 of file Messages.h.

◆ setUnderlyingMaturityDate()

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.

◆ setUnderlyingMaxLifeTime()

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.

◆ setUnderlyingMinDaysToMaturity()

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.

◆ setUnderlyingSecurityAltId()

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.

◆ setUnderlyingSecurityAltIdSource()

ThisType & setUnderlyingSecurityAltIdSource ( SecurityAltIDSource::Enum value)
inlinenoexcept

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

Definition at line 3140 of file Messages.h.

◆ setUnderlyingSecurityId()

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.

◆ setUnderlyingSecurityType()

ThisType & setUnderlyingSecurityType ( StrRef value)
inlinenoexcept

Underlying Security Type.

Definition at line 3199 of file Messages.h.

◆ setUnderlyingSymbol()

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.

◆ underlyingCountryOfIssue()

StrRef underlyingCountryOfIssue ( ) const
inlinenoexcept

Underlying Security's CountryOfIssue.

See CountryOfIssue (470) field for description.

Definition at line 3212 of file Messages.h.

◆ underlyingFinancialInstrumentFullName()

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.

◆ underlyingInstrumentGUId()

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.

◆ underlyingInstrumentGUIdNull()

ThisType & underlyingInstrumentGUIdNull ( )
inlinenoexcept

Definition at line 3345 of file Messages.h.

◆ underlyingIssuer()

StrRef underlyingIssuer ( ) const
inlinenoexcept

Underlying Security's Issuer.

See Tag 106-Issuer field for description.

Definition at line 3236 of file Messages.h.

◆ underlyingMaturityDate()

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.

◆ underlyingMaturityDateNull()

ThisType & underlyingMaturityDateNull ( )
inlinenoexcept

Definition at line 3387 of file Messages.h.

◆ underlyingMaxLifeTime()

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.

◆ underlyingMaxLifeTimeNull()

ThisType & underlyingMaxLifeTimeNull ( )
inlinenoexcept

Definition at line 3281 of file Messages.h.

◆ underlyingMinDaysToMaturity()

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.

◆ underlyingMinDaysToMaturityNull()

ThisType & underlyingMinDaysToMaturityNull ( )
inlinenoexcept

Definition at line 3314 of file Messages.h.

◆ underlyingSecurityAltId()

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.

◆ underlyingSecurityAltIdSource()

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

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

Definition at line 3128 of file Messages.h.

◆ underlyingSecurityAltIdSourceNull()

ThisType & underlyingSecurityAltIdSourceNull ( )
inlinenoexcept

Definition at line 3150 of file Messages.h.

◆ underlyingSecurityId()

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.

◆ underlyingSecurityIdNull()

ThisType & underlyingSecurityIdNull ( )
inlinenoexcept

Definition at line 3075 of file Messages.h.

◆ underlyingSecurityIdSource()

constexpr SecurityIDSource underlyingSecurityIdSource ( )
inlinestaticconstexprnoexcept

Identifies the class or source of UnderlyingSecurityID Tag 309 value.

Always '8' for CME assigned IDs.

Definition at line 3088 of file Messages.h.

◆ underlyingSecurityType()

StrRef underlyingSecurityType ( ) const
inlinenoexcept

Underlying Security Type.

Definition at line 3189 of file Messages.h.

◆ underlyingSymbol()

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.