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

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

Public Types

typedef SbeGroupEntry< GroupSize::BlockLengthBase
 
typedef UnderlyingsEntry ThisType
 

Public Member Functions

 UnderlyingsEntry (void *data, EncodedLength length, SchemaVersion version)
 
ThisTyperesetVariableFields () noexcept
 
ThisTypereset () noexcept
 
StrRef underlyingSymbol () const noexcept
 
ThisTypesetUnderlyingSymbol (StrRef value) noexcept
 
bool underlyingSecurityId (Int32 &value) const noexcept
 
ThisTypesetUnderlyingSecurityId (Int32 value) noexcept
 
ThisTypeunderlyingSecurityIdNull () noexcept
 
StrRef underlyingSecurityAltId () const noexcept
 
ThisTypesetUnderlyingSecurityAltId (StrRef value) noexcept
 
bool underlyingSecurityAltIdSource (SecurityAltIDSource::Enum &value) const noexcept
 
ThisTypesetUnderlyingSecurityAltIdSource (SecurityAltIDSource::Enum value) noexcept
 
ThisTypeunderlyingSecurityAltIdSourceNull () noexcept
 
StrRef underlyingFinancialInstrumentFullName () const noexcept
 
ThisTypesetUnderlyingFinancialInstrumentFullName (StrRef value) noexcept
 
StrRef underlyingSecurityType () const noexcept
 
ThisTypesetUnderlyingSecurityType (StrRef value) noexcept
 
StrRef underlyingCountryOfIssue () const noexcept
 
ThisTypesetUnderlyingCountryOfIssue (StrRef value) noexcept
 
StrRef underlyingIssuer () const noexcept
 
ThisTypesetUnderlyingIssuer (StrRef value) noexcept
 
bool underlyingMaxLifeTime (UInt8 &value) const noexcept
 
ThisTypesetUnderlyingMaxLifeTime (UInt8 value) noexcept
 
ThisTypeunderlyingMaxLifeTimeNull () noexcept
 
bool underlyingMinDaysToMaturity (UInt16 &value) const noexcept
 
ThisTypesetUnderlyingMinDaysToMaturity (UInt16 value) noexcept
 
ThisTypeunderlyingMinDaysToMaturityNull () noexcept
 
bool underlyingInstrumentGUId (UInt64 &value) const noexcept
 
ThisTypesetUnderlyingInstrumentGUId (UInt64 value) noexcept
 
ThisTypeunderlyingInstrumentGUIdNull () noexcept
 
bool underlyingMaturityDate (Timestamp &value) const noexcept
 
ThisTypesetUnderlyingMaturityDate (Timestamp value) noexcept
 
ThisTypeunderlyingMaturityDateNull () noexcept
 

Static Public Member Functions

static constexpr SecurityIDSource underlyingSecurityIdSource () noexcept
 
static constexpr BlockLength blockLength (ONIXS_CONFLATEDTCP_UNUSED SchemaVersion version) noexcept
 
static constexpr const CharclassName ()
 

Detailed Description

Entry of UnderlyingsEntry repeating group.

Definition at line 2861 of file Messages.h.

Member Typedef Documentation

Base class type.

Definition at line 2873 of file Messages.h.

This type alias.

Definition at line 2876 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 2880 of file Messages.h.

Member Function Documentation

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

Definition at line 3295 of file Messages.h.

static constexpr const Char* className ( )
inlinestatic

Entity class name.

Definition at line 3308 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 2898 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 2891 of file Messages.h.

ThisType& setUnderlyingCountryOfIssue ( StrRef  value)
inlinenoexcept

Underlying Security's CountryOfIssue.

See CountryOfIssue (470) field for description.

Definition at line 3116 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 3070 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 3229 of file Messages.h.

ThisType& setUnderlyingIssuer ( StrRef  value)
inlinenoexcept

Underlying Security's Issuer.

See Tag 106-Issuer field for description.

Definition at line 3140 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 3271 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 3165 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 3198 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 3007 of file Messages.h.

ThisType& setUnderlyingSecurityAltIdSource ( SecurityAltIDSource::Enum  value)
inlinenoexcept

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

Definition at line 3033 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 2959 of file Messages.h.

ThisType& setUnderlyingSecurityType ( StrRef  value)
inlinenoexcept

Underlying Security Type.

Definition at line 3092 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 2930 of file Messages.h.

StrRef underlyingCountryOfIssue ( ) const
inlinenoexcept

Underlying Security's CountryOfIssue.

See CountryOfIssue (470) field for description.

Definition at line 3105 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 3057 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 3219 of file Messages.h.

ThisType& underlyingInstrumentGUIdNull ( )
inlinenoexcept

Definition at line 3238 of file Messages.h.

StrRef underlyingIssuer ( ) const
inlinenoexcept

Underlying Security's Issuer.

See Tag 106-Issuer field for description.

Definition at line 3129 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 3251 of file Messages.h.

ThisType& underlyingMaturityDateNull ( )
inlinenoexcept

Definition at line 3280 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 3154 of file Messages.h.

ThisType& underlyingMaxLifeTimeNull ( )
inlinenoexcept

Definition at line 3174 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 3187 of file Messages.h.

ThisType& underlyingMinDaysToMaturityNull ( )
inlinenoexcept

Definition at line 3207 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 2993 of file Messages.h.

bool underlyingSecurityAltIdSource ( SecurityAltIDSource::Enum value) const
inlinenoexcept

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

Definition at line 3021 of file Messages.h.

ThisType& underlyingSecurityAltIdSourceNull ( )
inlinenoexcept

Definition at line 3043 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 2946 of file Messages.h.

ThisType& underlyingSecurityIdNull ( )
inlinenoexcept

Definition at line 2968 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 2981 of file Messages.h.

StrRef underlyingSecurityType ( ) const
inlinenoexcept

Underlying Security Type.

Definition at line 3082 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 2917 of file Messages.h.


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