OnixS C++ CME MDP Conflated TCP Handler  1.2.1
API Documentation
InstrumentDefinitionSpread56 Struct Reference

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

Classes

struct  EventsEntry
 
struct  FeedTypesEntry
 
struct  InstAttribEntry
 
struct  LegsEntry
 
struct  LotTypeRulesEntry
 

Public Types

enum  { TemplateId = 56 }
 
typedef SchemaTraits Schema
 
typedef InstrumentDefinitionSpread56 ThisType
 
typedef SbeGroup< EventsEntry, GroupSize, MessageSizeEvents
 
typedef SbeGroup< FeedTypesEntry, GroupSize, MessageSizeFeedTypes
 
typedef SbeGroup< InstAttribEntry, GroupSize, MessageSizeInstAttrib
 
typedef SbeGroup< LotTypeRulesEntry, GroupSize, MessageSizeLotTypeRules
 
typedef SbeGroup< LegsEntry, GroupSize, MessageSizeLegs
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 InstrumentDefinitionSpread56 () ONIXS_CONFLATEDTCP_DEFAULT
 
 InstrumentDefinitionSpread56 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionSpread56 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 
 InstrumentDefinitionSpread56 (void *data, EncodedLength length, NoInit)
 
 InstrumentDefinitionSpread56 (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
 
bool underlyingProduct (UInt8 &value) const noexcept
 
ThisTypesetUnderlyingProduct (UInt8 value) noexcept
 
ThisTypeunderlyingProductNull () 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
 
bool maturityMonthYear (MaturityMonthYear &value) const noexcept
 
ThisTypesetMaturityMonthYear (MaturityMonthYear value) noexcept
 
ThisTypematurityMonthYearNull () noexcept
 
StrRef currency () const noexcept
 
ThisTypesetCurrency (StrRef value) noexcept
 
StrRef securitySubType () const noexcept
 
ThisTypesetSecuritySubType (StrRef value) noexcept
 
UserDefinedInstrument userDefinedInstrument () const noexcept
 
ThisTypesetUserDefinedInstrument (UserDefinedInstrument 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
 
bool minPriceIncrement (PRICE9 &value) const noexcept
 
ThisTypesetMinPriceIncrement (PRICE9 value) noexcept
 
ThisTypeminPriceIncrementNull () noexcept
 
Decimal9 displayFactor () const noexcept
 
ThisTypesetDisplayFactor (Decimal9 value) noexcept
 
bool priceDisplayFormat (UInt8 &value) const noexcept
 
ThisTypesetPriceDisplayFormat (UInt8 value) noexcept
 
ThisTypepriceDisplayFormatNull () noexcept
 
bool priceRatio (PRICE9 &value) const noexcept
 
ThisTypesetPriceRatio (PRICE9 value) noexcept
 
ThisTypepriceRatioNull () noexcept
 
bool tickRule (Int8 &value) const noexcept
 
ThisTypesetTickRule (Int8 value) noexcept
 
ThisTypetickRuleNull () noexcept
 
StrRef unitOfMeasure () const noexcept
 
ThisTypesetUnitOfMeasure (StrRef value) noexcept
 
bool tradingReferencePrice (PRICE9 &value) const noexcept
 
ThisTypesetTradingReferencePrice (PRICE9 value) noexcept
 
ThisTypetradingReferencePriceNull () noexcept
 
SettlPriceType settlPriceType () const noexcept
 
ThisTypesetSettlPriceType (SettlPriceType value) noexcept
 
bool openInterestQty (Int32 &value) const noexcept
 
ThisTypesetOpenInterestQty (Int32 value) noexcept
 
ThisTypeopenInterestQtyNull () noexcept
 
bool clearedVolume (Int32 &value) const noexcept
 
ThisTypesetClearedVolume (Int32 value) noexcept
 
ThisTypeclearedVolumeNull () 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
 
bool mainFraction (UInt8 &value) const noexcept
 
ThisTypesetMainFraction (UInt8 value) noexcept
 
ThisTypemainFractionNull () noexcept
 
bool subFraction (UInt8 &value) const noexcept
 
ThisTypesetSubFraction (UInt8 value) noexcept
 
ThisTypesubFractionNull () noexcept
 
bool tradingReferenceDate (Timestamp &value) const noexcept
 
ThisTypesetTradingReferenceDate (Timestamp value) noexcept
 
ThisTypetradingReferenceDateNull () noexcept
 
StrRef priceQuoteMethod () const noexcept
 
ThisTypesetPriceQuoteMethod (StrRef 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 financialInstrumentFullName () const noexcept
 
ThisTypesetFinancialInstrumentFullName (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)
 
Legs legs () const noexcept
 
Legs legs () noexcept
 
Legs legs (Legs::Size length)
 
Legs legs (Legs::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 19821 of file Messages.h.

Member Typedef Documentation

Repeating group containing EventsEntry entries.

Definition at line 19950 of file Messages.h.

Repeating group containing FeedTypesEntry entries.

Definition at line 20070 of file Messages.h.

Repeating group containing InstAttribEntry entries.

Definition at line 20177 of file Messages.h.

Repeating group containing LegsEntry entries.

Definition at line 20522 of file Messages.h.

Repeating group containing LotTypeRulesEntry entries.

Definition at line 20312 of file Messages.h.

Used template schema.

Definition at line 19826 of file Messages.h.

This type alias.

Definition at line 19829 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 19832 of file Messages.h.

Constructor & Destructor Documentation

Initializes a blank instance.

InstrumentDefinitionSpread56 ( void *  data,
EncodedLength  length,
SchemaVersion  version = Schema::Version 
)
inline

Initializes an instance over the given memory block.

Definition at line 20528 of file Messages.h.

InstrumentDefinitionSpread56 ( 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 20543 of file Messages.h.

InstrumentDefinitionSpread56 ( void *  data,
EncodedLength  length,
NoInit   
)
inline

Initializes an instance over the given memory block.

Definition at line 20557 of file Messages.h.

InstrumentDefinitionSpread56 ( const SbeMessage message)
inlineexplicit

Initializes an instance over the given SBE message.

Definition at line 20568 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 20718 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 20833 of file Messages.h.

static constexpr BlockLength blockLength ( ONIXS_CONFLATEDTCP_UNUSED SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 21906 of file Messages.h.

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

Definition at line 21998 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 20929 of file Messages.h.

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

Definition at line 21972 of file Messages.h.

bool clearedVolume ( Int32 value) const
inlinenoexcept

The total cleared volume of instrument traded during the prior trading session.

Definition at line 21357 of file Messages.h.

ThisType& clearedVolumeNull ( )
inlinenoexcept

Definition at line 21376 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Identifies currency used for price.

Definition at line 20982 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 21140 of file Messages.h.

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

Definition at line 21693 of file Messages.h.

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

Definition at line 21701 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 21710 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 21721 of file Messages.h.

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

Definition at line 21733 of file Messages.h.

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

Definition at line 21741 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 21750 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 21761 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

Long name of the instrument.

Definition at line 21671 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 21981 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 21921 of file Messages.h.

bool highLimitPrice ( PRICE9 value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 21387 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 21405 of file Messages.h.

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

Definition at line 21773 of file Messages.h.

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

Definition at line 21783 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 21794 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 21805 of file Messages.h.

bool instrumentGUId ( UInt64 value) const
inlinenoexcept

External unique instrument ID.

Definition at line 21642 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 21660 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inlinenoexcept

Timestamp of when the instrument was last added, modified or deleted.

Definition at line 20662 of file Messages.h.

Legs legs ( ) const
inlinenoexcept
Returns
instance of Legs repeating group.

Definition at line 21863 of file Messages.h.

Legs legs ( )
inlinenoexcept
Returns
instance of Legs repeating group.

Definition at line 21871 of file Messages.h.

Legs legs ( Legs::Size  length)
inline

Setup repeating group with the given number of entries.

Sets all optional fields of the group entries to null.

Returns
NoLegs(555) repeating group.

Definition at line 21880 of file Messages.h.

Legs legs ( Legs::Size  length,
NoFieldsInit   
)
inline

Setup repeating group with the given number of entries.

Returns
NoLegs(555) repeating group.

Definition at line 21891 of file Messages.h.

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

Definition at line 21817 of file Messages.h.

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

Definition at line 21827 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 21839 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 21851 of file Messages.h.

bool lowLimitPrice ( PRICE9 value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 21416 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 21434 of file Messages.h.

bool mainFraction ( UInt8 value) const
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 21474 of file Messages.h.

ThisType& mainFractionNull ( )
inlinenoexcept

Definition at line 21492 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

Identifies the market segment, populated for all CME Globex instruments.

Definition at line 20739 of file Messages.h.

StrRef marketSet ( ) const
inlinenoexcept

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

Definition at line 21619 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching algorithm.

Definition at line 21048 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 20580 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear value) const
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 20952 of file Messages.h.

ThisType& maturityMonthYearNull ( )
inlinenoexcept

Definition at line 20971 of file Messages.h.

bool maxPriceVariation ( PRICE9 value) const
inlinenoexcept

Differential value for price banding.

Definition at line 21445 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 21463 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 21088 of file Messages.h.

bool minPriceIncrement ( PRICE9 value) const
inlinenoexcept

Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.

Definition at line 21109 of file Messages.h.

ThisType& minPriceIncrementNull ( )
inlinenoexcept

Definition at line 21128 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 21068 of file Messages.h.

bool openInterestQty ( Int32 value) const
inlinenoexcept

The total open interest for the market at the close of the prior trading session.

Definition at line 21326 of file Messages.h.

ThisType& openInterestQtyNull ( )
inlinenoexcept

Definition at line 21345 of file Messages.h.

bool priceDisplayFormat ( UInt8 value) const
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 21161 of file Messages.h.

ThisType& priceDisplayFormatNull ( )
inlinenoexcept

Definition at line 21179 of file Messages.h.

StrRef priceQuoteMethod ( ) const
inlinenoexcept

Price quotation method.

Definition at line 21572 of file Messages.h.

bool priceRatio ( PRICE9 value) const
inlinenoexcept

Used for price calculation in spread and leg pricing.

Definition at line 21190 of file Messages.h.

ThisType& priceRatioNull ( )
inlinenoexcept

Definition at line 21208 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 21942 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 21930 of file Messages.h.

StrRef riskSet ( ) const
inlinenoexcept

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

Definition at line 21595 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 20789 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 20811 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 20877 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

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

Definition at line 20899 of file Messages.h.

StrRef securitySubType ( ) const
inlinenoexcept

Strategy type.

Definition at line 21004 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const
inlinenoexcept

Identifies the current state of the instrument.

The data is available in the Instrument Replay feed only.

Definition at line 20685 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 20707 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 20907 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 20637 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 20727 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 20843 of file Messages.h.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 20939 of file Messages.h.

ThisType& setClearedVolume ( Int32  value)
inlinenoexcept

The total cleared volume of instrument traded during the prior trading session.

Definition at line 21367 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Identifies currency used for price.

Definition at line 20992 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 21150 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef  value)
inlinenoexcept

Long name of the instrument.

Definition at line 21681 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 21396 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 21651 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp  value)
inlinenoexcept

Timestamp of when the instrument was last added, modified or deleted.

Definition at line 20672 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 21425 of file Messages.h.

ThisType& setMainFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 21483 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

Identifies the market segment, populated for all CME Globex instruments.

Definition at line 20749 of file Messages.h.

ThisType& setMarketSet ( StrRef  value)
inlinenoexcept

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

Definition at line 21630 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching algorithm.

Definition at line 21057 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 20591 of file Messages.h.

ThisType& setMaturityMonthYear ( MaturityMonthYear  value)
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 20962 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 21454 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 21097 of file Messages.h.

ThisType& setMinPriceIncrement ( PRICE9  value)
inlinenoexcept

Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.

Definition at line 21119 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 21077 of file Messages.h.

ThisType& setOpenInterestQty ( Int32  value)
inlinenoexcept

The total open interest for the market at the close of the prior trading session.

Definition at line 21336 of file Messages.h.

ThisType& setPriceDisplayFormat ( UInt8  value)
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 21170 of file Messages.h.

ThisType& setPriceQuoteMethod ( StrRef  value)
inlinenoexcept

Price quotation method.

Definition at line 21582 of file Messages.h.

ThisType& setPriceRatio ( PRICE9  value)
inlinenoexcept

Used for price calculation in spread and leg pricing.

Definition at line 21199 of file Messages.h.

ThisType& setRiskSet ( StrRef  value)
inlinenoexcept

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

Definition at line 21606 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 20799 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 20821 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 20886 of file Messages.h.

ThisType& setSecuritySubType ( StrRef  value)
inlinenoexcept

Strategy type.

Definition at line 21014 of file Messages.h.

ThisType& setSecurityTradingStatus ( SecurityTradingStatus::Enum  value)
inlinenoexcept

Identifies the current state of the instrument.

The data is available in the Instrument Replay feed only.

Definition at line 20697 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 20917 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 20649 of file Messages.h.

ThisType& setSettlPriceType ( SettlPriceType  value)
inlinenoexcept

Bitmap field of eight Boolean type indicators representing settlement price type.

Definition at line 21314 of file Messages.h.

ThisType& setSubFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 21512 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 20865 of file Messages.h.

ThisType& setTickRule ( Int8  value)
inlinenoexcept

Tick Rule.

Definition at line 21228 of file Messages.h.

SettlPriceType settlPriceType ( ) const
inlinenoexcept

Bitmap field of eight Boolean type indicators representing settlement price type.

Definition at line 21304 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 20614 of file Messages.h.

ThisType& setTradingReferenceDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 21552 of file Messages.h.

ThisType& setTradingReferencePrice ( PRICE9  value)
inlinenoexcept

Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 21283 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Product complex.

Definition at line 20769 of file Messages.h.

ThisType& setUnitOfMeasure ( StrRef  value)
inlinenoexcept

Unit of measure for the products' original contract size.

Definition at line 21258 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined instruments flag.

Definition at line 21036 of file Messages.h.

bool subFraction ( UInt8 value) const
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 21503 of file Messages.h.

ThisType& subFractionNull ( )
inlinenoexcept

Definition at line 21521 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 20855 of file Messages.h.

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

Definition at line 21989 of file Messages.h.

bool tickRule ( Int8 value) const
inlinenoexcept

Tick Rule.

Definition at line 21219 of file Messages.h.

ThisType& tickRuleNull ( )
inlinenoexcept

Definition at line 21237 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 20604 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 20623 of file Messages.h.

bool tradingReferenceDate ( Timestamp value) const
inlinenoexcept

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

Definition at line 21533 of file Messages.h.

ThisType& tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 21561 of file Messages.h.

bool tradingReferencePrice ( PRICE9 value) const
inlinenoexcept

Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 21272 of file Messages.h.

ThisType& tradingReferencePriceNull ( )
inlinenoexcept

Definition at line 21292 of file Messages.h.

bool underlyingProduct ( UInt8 value) const
inlinenoexcept

Product complex.

Definition at line 20760 of file Messages.h.

ThisType& underlyingProductNull ( )
inlinenoexcept

Definition at line 20778 of file Messages.h.

StrRef unitOfMeasure ( ) const
inlinenoexcept

Unit of measure for the products' original contract size.

Definition at line 21248 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instruments flag.

Definition at line 21026 of file Messages.h.


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