OnixS C++ CME MDP Conflated TCP Handler  1.3.6
API Documentation
Classes | Public Types | Public Member Functions | Static Public Member Functions | List of all members
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, MessageSize > Events
 
typedef SbeGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
 
typedef SbeGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
 
typedef SbeGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
 
typedef SbeGroup< LegsEntry, GroupSize, MessageSize > Legs
 
- Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 

Public Member Functions

 InstrumentDefinitionSpread56 ()=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
 
ThisType & setMatchEventIndicator (MatchEventIndicator value) noexcept
 
bool totNumReports (UInt32 &value) const noexcept
 
ThisType & setTotNumReports (UInt32 value) noexcept
 
ThisType & totNumReportsNull () noexcept
 
SecurityUpdateAction::Enum securityUpdateAction () const noexcept
 
ThisType & setSecurityUpdateAction (SecurityUpdateAction::Enum value) noexcept
 
Timestamp lastUpdateTime () const noexcept
 
ThisType & setLastUpdateTime (Timestamp value) noexcept
 
bool securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept
 
ThisType & setSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept
 
ThisType & securityTradingStatusNull () noexcept
 
Int16 applId () const noexcept
 
ThisType & setApplId (Int16 value) noexcept
 
UInt8 marketSegmentId () const noexcept
 
ThisType & setMarketSegmentId (UInt8 value) noexcept
 
bool underlyingProduct (UInt8 &value) const noexcept
 
ThisType & setUnderlyingProduct (UInt8 value) noexcept
 
ThisType & underlyingProductNull () noexcept
 
StrRef securityExchange () const noexcept
 
ThisType & setSecurityExchange (StrRef value) noexcept
 
StrRef securityGroup () const noexcept
 
ThisType & setSecurityGroup (StrRef value) noexcept
 
StrRef asset () const noexcept
 
ThisType & setAsset (StrRef value) noexcept
 
StrRef symbol () const noexcept
 
ThisType & setSymbol (StrRef value) noexcept
 
Int32 securityId () const noexcept
 
ThisType & setSecurityId (Int32 value) noexcept
 
StrRef securityType () const noexcept
 
ThisType & setSecurityType (StrRef value) noexcept
 
StrRef cfiCode () const noexcept
 
ThisType & setCfiCode (StrRef value) noexcept
 
bool maturityMonthYear (MaturityMonthYear &value) const noexcept
 
ThisType & setMaturityMonthYear (MaturityMonthYear value) noexcept
 
ThisType & maturityMonthYearNull () noexcept
 
StrRef currency () const noexcept
 
ThisType & setCurrency (StrRef value) noexcept
 
StrRef securitySubType () const noexcept
 
ThisType & setSecuritySubType (StrRef value) noexcept
 
UserDefinedInstrument userDefinedInstrument () const noexcept
 
ThisType & setUserDefinedInstrument (UserDefinedInstrument value) noexcept
 
CHAR matchAlgorithm () const noexcept
 
ThisType & setMatchAlgorithm (CHAR value) noexcept
 
UInt32 minTradeVol () const noexcept
 
ThisType & setMinTradeVol (UInt32 value) noexcept
 
UInt32 maxTradeVol () const noexcept
 
ThisType & setMaxTradeVol (UInt32 value) noexcept
 
bool minPriceIncrement (PRICE9 &value) const noexcept
 
ThisType & setMinPriceIncrement (PRICE9 value) noexcept
 
ThisType & minPriceIncrementNull () noexcept
 
Decimal9 displayFactor () const noexcept
 
ThisType & setDisplayFactor (Decimal9 value) noexcept
 
bool priceDisplayFormat (UInt8 &value) const noexcept
 
ThisType & setPriceDisplayFormat (UInt8 value) noexcept
 
ThisType & priceDisplayFormatNull () noexcept
 
bool priceRatio (PRICE9 &value) const noexcept
 
ThisType & setPriceRatio (PRICE9 value) noexcept
 
ThisType & priceRatioNull () noexcept
 
bool tickRule (Int8 &value) const noexcept
 
ThisType & setTickRule (Int8 value) noexcept
 
ThisType & tickRuleNull () noexcept
 
StrRef unitOfMeasure () const noexcept
 
ThisType & setUnitOfMeasure (StrRef value) noexcept
 
bool tradingReferencePrice (PRICE9 &value) const noexcept
 
ThisType & setTradingReferencePrice (PRICE9 value) noexcept
 
ThisType & tradingReferencePriceNull () noexcept
 
SettlPriceType settlPriceType () const noexcept
 
ThisType & setSettlPriceType (SettlPriceType value) noexcept
 
bool openInterestQty (Int32 &value) const noexcept
 
ThisType & setOpenInterestQty (Int32 value) noexcept
 
ThisType & openInterestQtyNull () noexcept
 
bool clearedVolume (Int32 &value) const noexcept
 
ThisType & setClearedVolume (Int32 value) noexcept
 
ThisType & clearedVolumeNull () noexcept
 
bool highLimitPrice (PRICE9 &value) const noexcept
 
ThisType & setHighLimitPrice (PRICE9 value) noexcept
 
ThisType & highLimitPriceNull () noexcept
 
bool lowLimitPrice (PRICE9 &value) const noexcept
 
ThisType & setLowLimitPrice (PRICE9 value) noexcept
 
ThisType & lowLimitPriceNull () noexcept
 
bool maxPriceVariation (PRICE9 &value) const noexcept
 
ThisType & setMaxPriceVariation (PRICE9 value) noexcept
 
ThisType & maxPriceVariationNull () noexcept
 
bool mainFraction (UInt8 &value) const noexcept
 
ThisType & setMainFraction (UInt8 value) noexcept
 
ThisType & mainFractionNull () noexcept
 
bool subFraction (UInt8 &value) const noexcept
 
ThisType & setSubFraction (UInt8 value) noexcept
 
ThisType & subFractionNull () noexcept
 
bool tradingReferenceDate (Timestamp &value) const noexcept
 
ThisType & setTradingReferenceDate (Timestamp value) noexcept
 
ThisType & tradingReferenceDateNull () noexcept
 
StrRef priceQuoteMethod () const noexcept
 
ThisType & setPriceQuoteMethod (StrRef value) noexcept
 
StrRef riskSet () const noexcept
 
ThisType & setRiskSet (StrRef value) noexcept
 
StrRef marketSet () const noexcept
 
ThisType & setMarketSet (StrRef value) noexcept
 
bool instrumentGUId (UInt64 &value) const noexcept
 
ThisType & setInstrumentGUId (UInt64 value) noexcept
 
ThisType & instrumentGUIdNull () noexcept
 
StrRef financialInstrumentFullName () const noexcept
 
ThisType & setFinancialInstrumentFullName (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)
 
ThisType & resetVariableFields () noexcept
 
ThisType & reset () 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::SbeMessage & container () noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value) noexcept
 
void setOrdinary (MessageSizeoffset, FieldValue value, SchemaVersion since)
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value) noexcept
 
void setEnumeration (MessageSizeoffset, typename Enumeration::Enum value, SchemaVersion since)
 
void setFixedStr (MessageSizeoffset, StrRef value) noexcept
 
void setFixedStr (MessageSizeoffset, StrRef value, SchemaVersion since)
 

Static Public Member Functions

static constexpr SecurityIDSource securityIdSource () noexcept
 
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
 
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
 
static constexpr MessageSize getMinimalVariableFieldsSize (SchemaVersion version)
 
static constexpr const Char * className ()
 
static constexpr StrRef fixType () noexcept
 

Additional Inherited Members

- Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize > GroupList
 
typedef SbeVariableLengthFieldList< MessageSize > VariableLengthFieldList
 
- Protected Member Functions inherited from SbeMessage
SbeMessage & version (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
 
void zeroPaddingBytes (BlockLength offset)
 
void init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id)
 
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 ()=default
 
 ~SbeFields ()=default
 
- Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()=default
 
 ~BinaryBlock ()=default
 
Value ordinary (MessageSizeoffset) const noexcept
 
bool ordinary (Value &value, MessageSizeoffset, NullValue null) const noexcept
 
bool ordinary (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
Enumeration::Enum enumeration (MessageSizeoffset) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null) const noexcept
 
bool enumeration (typename Enumeration::Enum &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
Value decimal (MessageSizeoffset) const noexcept
 
bool decimal (Value &value, MessageSizeoffset, NullValue null) const noexcept
 
bool decimal (Value &value, MessageSizeoffset, NullValue null, SchemaVersion since) const noexcept
 
StrRef fixedStr (MessageSizeoffset) const noexcept
 
bool fixedStr (StrRef &value, MessageSizeoffset) const noexcept
 
bool fixedStr (StrRef &value, MessageSizeoffset, SchemaVersion since) const noexcept
 
- Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept
 

Detailed Description

Definition at line 21068 of file Messages.h.

Member Typedef Documentation

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 21209 of file Messages.h.

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 21341 of file Messages.h.

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 21460 of file Messages.h.

typedef SbeGroup<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 21829 of file Messages.h.

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 21607 of file Messages.h.

typedef SchemaTraits Schema

Used template schema.

Definition at line 21073 of file Messages.h.

typedef InstrumentDefinitionSpread56 ThisType

This type alias.

Definition at line 21076 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 21079 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionSpread56 ( )
default

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 21835 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 21850 of file Messages.h.

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

Creates an instance over the given memory block.

Definition at line 21864 of file Messages.h.

InstrumentDefinitionSpread56 ( const SbeMessage &  message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 21875 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 22025 of file Messages.h.

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 22140 of file Messages.h.

static constexpr BlockLength blockLength ( SchemaVersion  version)
inlinestaticnoexcept

Size of message body in bytes.

Definition at line 23225 of file Messages.h.

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

Definition at line 23316 of file Messages.h.

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 22236 of file Messages.h.

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

Definition at line 23290 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 22664 of file Messages.h.

ThisType& clearedVolumeNull ( )
inlinenoexcept

Definition at line 22683 of file Messages.h.

StrRef currency ( ) const
inlinenoexcept

Identifies currency used for price.

Definition at line 22289 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 22447 of file Messages.h.

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

Definition at line 23000 of file Messages.h.

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

Definition at line 23008 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 23017 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 23028 of file Messages.h.

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

Definition at line 23040 of file Messages.h.

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

Definition at line 23048 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 23057 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 23068 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

Long name of the instrument.

Definition at line 22978 of file Messages.h.

static constexpr StrRef fixType ( )
inlinestaticnoexcept

FIX message type.

Definition at line 23299 of file Messages.h.

static constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion  version)
inlinestatic

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

Definition at line 23239 of file Messages.h.

bool highLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 22694 of file Messages.h.

ThisType& highLimitPriceNull ( )
inlinenoexcept

Definition at line 22712 of file Messages.h.

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

Definition at line 23080 of file Messages.h.

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

Definition at line 23090 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 23101 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 23112 of file Messages.h.

bool instrumentGUId ( UInt64 &  value) const
inlinenoexcept

External unique instrument ID.

Definition at line 22949 of file Messages.h.

ThisType& instrumentGUIdNull ( )
inlinenoexcept

Definition at line 22967 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inlinenoexcept

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

Definition at line 21969 of file Messages.h.

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

Definition at line 23170 of file Messages.h.

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

Definition at line 23178 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 23187 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 23198 of file Messages.h.

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

Definition at line 23124 of file Messages.h.

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

Definition at line 23134 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 23146 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 23158 of file Messages.h.

bool lowLimitPrice ( PRICE9 &  value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 22723 of file Messages.h.

ThisType& lowLimitPriceNull ( )
inlinenoexcept

Definition at line 22741 of file Messages.h.

bool mainFraction ( UInt8 &  value) const
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 22781 of file Messages.h.

ThisType& mainFractionNull ( )
inlinenoexcept

Definition at line 22799 of file Messages.h.

UInt8 marketSegmentId ( ) const
inlinenoexcept

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

Definition at line 22046 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 22926 of file Messages.h.

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching algorithm.

Definition at line 22355 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 21887 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear &  value) const
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 22259 of file Messages.h.

ThisType& maturityMonthYearNull ( )
inlinenoexcept

Definition at line 22278 of file Messages.h.

bool maxPriceVariation ( PRICE9 &  value) const
inlinenoexcept

Differential value for price banding.

Definition at line 22752 of file Messages.h.

ThisType& maxPriceVariationNull ( )
inlinenoexcept

Definition at line 22770 of file Messages.h.

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 22395 of file Messages.h.

static constexpr BlockLength minimalBlockLength ( SchemaVersion  version)
inlinestaticnoexcept

Minimal size of message body in bytes.

Definition at line 23213 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 22416 of file Messages.h.

ThisType& minPriceIncrementNull ( )
inlinenoexcept

Definition at line 22435 of file Messages.h.

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 22375 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 22633 of file Messages.h.

ThisType& openInterestQtyNull ( )
inlinenoexcept

Definition at line 22652 of file Messages.h.

bool priceDisplayFormat ( UInt8 &  value) const
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 22468 of file Messages.h.

ThisType& priceDisplayFormatNull ( )
inlinenoexcept

Definition at line 22486 of file Messages.h.

StrRef priceQuoteMethod ( ) const
inlinenoexcept

Price quotation method.

Definition at line 22879 of file Messages.h.

bool priceRatio ( PRICE9 &  value) const
inlinenoexcept

Used for price calculation in spread and leg pricing.

Definition at line 22497 of file Messages.h.

ThisType& priceRatioNull ( )
inlinenoexcept

Definition at line 22515 of file Messages.h.

ThisType& reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 23260 of file Messages.h.

ThisType& resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 23248 of file Messages.h.

StrRef riskSet ( ) const
inlinenoexcept

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

Definition at line 22902 of file Messages.h.

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 22096 of file Messages.h.

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 22118 of file Messages.h.

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 22184 of file Messages.h.

static constexpr SecurityIDSource securityIdSource ( )
inlinestaticnoexcept

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

Definition at line 22206 of file Messages.h.

StrRef securitySubType ( ) const
inlinenoexcept

Strategy type.

Definition at line 22311 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 21992 of file Messages.h.

ThisType& securityTradingStatusNull ( )
inlinenoexcept

Definition at line 22014 of file Messages.h.

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 22214 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 21944 of file Messages.h.

ThisType& setApplId ( Int16  value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 22034 of file Messages.h.

ThisType& setAsset ( StrRef  value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 22150 of file Messages.h.

ThisType& setCfiCode ( StrRef  value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 22246 of file Messages.h.

ThisType& setClearedVolume ( Int32  value)
inlinenoexcept

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

Definition at line 22674 of file Messages.h.

ThisType& setCurrency ( StrRef  value)
inlinenoexcept

Identifies currency used for price.

Definition at line 22299 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 22457 of file Messages.h.

ThisType& setFinancialInstrumentFullName ( StrRef  value)
inlinenoexcept

Long name of the instrument.

Definition at line 22988 of file Messages.h.

ThisType& setHighLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 22703 of file Messages.h.

ThisType& setInstrumentGUId ( UInt64  value)
inlinenoexcept

External unique instrument ID.

Definition at line 22958 of file Messages.h.

ThisType& setLastUpdateTime ( Timestamp  value)
inlinenoexcept

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

Definition at line 21979 of file Messages.h.

ThisType& setLowLimitPrice ( PRICE9  value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 22732 of file Messages.h.

ThisType& setMainFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 22790 of file Messages.h.

ThisType& setMarketSegmentId ( UInt8  value)
inlinenoexcept

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

Definition at line 22056 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 22937 of file Messages.h.

ThisType& setMatchAlgorithm ( CHAR  value)
inlinenoexcept

Matching algorithm.

Definition at line 22364 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 21898 of file Messages.h.

ThisType& setMaturityMonthYear ( MaturityMonthYear  value)
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 22269 of file Messages.h.

ThisType& setMaxPriceVariation ( PRICE9  value)
inlinenoexcept

Differential value for price banding.

Definition at line 22761 of file Messages.h.

ThisType& setMaxTradeVol ( UInt32  value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 22404 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 22426 of file Messages.h.

ThisType& setMinTradeVol ( UInt32  value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 22384 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 22643 of file Messages.h.

ThisType& setPriceDisplayFormat ( UInt8  value)
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 22477 of file Messages.h.

ThisType& setPriceQuoteMethod ( StrRef  value)
inlinenoexcept

Price quotation method.

Definition at line 22889 of file Messages.h.

ThisType& setPriceRatio ( PRICE9  value)
inlinenoexcept

Used for price calculation in spread and leg pricing.

Definition at line 22506 of file Messages.h.

ThisType& setRiskSet ( StrRef  value)
inlinenoexcept

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

Definition at line 22913 of file Messages.h.

ThisType& setSecurityExchange ( StrRef  value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 22106 of file Messages.h.

ThisType& setSecurityGroup ( StrRef  value)
inlinenoexcept

Security Group Code.

Definition at line 22128 of file Messages.h.

ThisType& setSecurityId ( Int32  value)
inlinenoexcept

Unique instrument ID.

Definition at line 22193 of file Messages.h.

ThisType& setSecuritySubType ( StrRef  value)
inlinenoexcept

Strategy type.

Definition at line 22321 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 22004 of file Messages.h.

ThisType& setSecurityType ( StrRef  value)
inlinenoexcept

Security Type.

Definition at line 22224 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 21956 of file Messages.h.

ThisType& setSettlPriceType ( SettlPriceType  value)
inlinenoexcept

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

Definition at line 22621 of file Messages.h.

ThisType& setSubFraction ( UInt8  value)
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 22819 of file Messages.h.

ThisType& setSymbol ( StrRef  value)
inlinenoexcept

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 22172 of file Messages.h.

ThisType& setTickRule ( Int8  value)
inlinenoexcept

Tick Rule.

Definition at line 22535 of file Messages.h.

SettlPriceType settlPriceType ( ) const
inlinenoexcept

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

Definition at line 22611 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 21921 of file Messages.h.

ThisType& setTradingReferenceDate ( Timestamp  value)
inlinenoexcept

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

Definition at line 22859 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 22590 of file Messages.h.

ThisType& setUnderlyingProduct ( UInt8  value)
inlinenoexcept

Product complex.

Definition at line 22076 of file Messages.h.

ThisType& setUnitOfMeasure ( StrRef  value)
inlinenoexcept

Unit of measure for the products' original contract size.

Definition at line 22565 of file Messages.h.

ThisType& setUserDefinedInstrument ( UserDefinedInstrument  value)
inlinenoexcept

User-defined instruments flag.

Definition at line 22343 of file Messages.h.

bool subFraction ( UInt8 &  value) const
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 22810 of file Messages.h.

ThisType& subFractionNull ( )
inlinenoexcept

Definition at line 22828 of file Messages.h.

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 22162 of file Messages.h.

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

Definition at line 23307 of file Messages.h.

bool tickRule ( Int8 &  value) const
inlinenoexcept

Tick Rule.

Definition at line 22526 of file Messages.h.

ThisType& tickRuleNull ( )
inlinenoexcept

Definition at line 22544 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 21911 of file Messages.h.

ThisType& totNumReportsNull ( )
inlinenoexcept

Definition at line 21930 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 22840 of file Messages.h.

ThisType& tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 22868 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 22579 of file Messages.h.

ThisType& tradingReferencePriceNull ( )
inlinenoexcept

Definition at line 22599 of file Messages.h.

bool underlyingProduct ( UInt8 &  value) const
inlinenoexcept

Product complex.

Definition at line 22067 of file Messages.h.

ThisType& underlyingProductNull ( )
inlinenoexcept

Definition at line 22085 of file Messages.h.

StrRef unitOfMeasure ( ) const
inlinenoexcept

Unit of measure for the products' original contract size.

Definition at line 22555 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instruments flag.

Definition at line 22333 of file Messages.h.

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