Classes
struct	EventsEntry
struct	FeedTypesEntry
struct	InstAttribEntry
struct	LegsEntry
struct	LotTypeRulesEntry

Public Types
enum
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 (MessageSize offset, FieldValue value) noexcept
void	setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void	setFixedStr (MessageSize offset, StrRef value) noexcept

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 (MessageSize offset) const noexcept
Enumeration::Enum	enumeration (MessageSize offset) const noexcept
Value	decimal (MessageSize offset) const noexcept
StrRef	fixedStr (MessageSize offset) 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

◆ Events

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 21209 of file Messages.h.

◆ FeedTypes

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 21341 of file Messages.h.

◆ InstAttrib

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 21460 of file Messages.h.

◆ Legs

typedef SbeGroup<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 21829 of file Messages.h.

◆ LotTypeRules

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 21607 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 21073 of file Messages.h.

◆ ThisType

typedef InstrumentDefinitionSpread56 ThisType

This type alias.

Definition at line 21076 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	56

Definition at line 21079 of file Messages.h.

Constructor & Destructor Documentation

◆ InstrumentDefinitionSpread56() [1/5]

InstrumentDefinitionSpread56 ( )

default

Initializes a blank instance.

◆ InstrumentDefinitionSpread56() [2/5]

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() [3/5]

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() [4/5]

InstrumentDefinitionSpread56	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 21864 of file Messages.h.

◆ InstrumentDefinitionSpread56() [5/5]

InstrumentDefinitionSpread56 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 21875 of file Messages.h.

Member Function Documentation

◆ applId()

Int16 applId ( ) const

inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 22025 of file Messages.h.

◆ asset()

StrRef asset ( ) const

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 22140 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 23225 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 23316 of file Messages.h.

◆ cfiCode()

StrRef cfiCode ( ) const

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 22236 of file Messages.h.

◆ className()

constexpr const Char * className ( )

inlinestaticconstexpr

Returns: class name.

Definition at line 23290 of file Messages.h.

◆ clearedVolume()

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.

◆ clearedVolumeNull()

ThisType & clearedVolumeNull ( )

inlinenoexcept

Definition at line 22683 of file Messages.h.

◆ currency()

StrRef currency ( ) const

inlinenoexcept

Identifies currency used for price.

Definition at line 22289 of file Messages.h.

◆ displayFactor()

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() [1/4]

Events events ( ) const

inlinenoexcept

Returns: instance of Events repeating group.

Definition at line 23000 of file Messages.h.

◆ events() [2/4]

Events events ( )

inlinenoexcept

Returns: instance of Events repeating group.

Definition at line 23008 of file Messages.h.

◆ events() [3/4]

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() [4/4]

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() [1/4]

FeedTypes feedTypes ( ) const

inlinenoexcept

Returns: instance of FeedTypes repeating group.

Definition at line 23040 of file Messages.h.

◆ feedTypes() [2/4]

FeedTypes feedTypes ( )

inlinenoexcept

Returns: instance of FeedTypes repeating group.

Definition at line 23048 of file Messages.h.

◆ feedTypes() [3/4]

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() [4/4]

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.

◆ financialInstrumentFullName()

StrRef financialInstrumentFullName ( ) const

inlinenoexcept

Long name of the instrument.

Definition at line 22978 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 23299 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 23239 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( PRICE9 & value ) const

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 22694 of file Messages.h.

◆ highLimitPriceNull()

ThisType & highLimitPriceNull ( )

inlinenoexcept

Definition at line 22712 of file Messages.h.

◆ instAttrib() [1/4]

InstAttrib instAttrib ( ) const

inlinenoexcept

Returns: instance of InstAttrib repeating group.

Definition at line 23080 of file Messages.h.

◆ instAttrib() [2/4]

InstAttrib instAttrib ( )

inlinenoexcept

Returns: instance of InstAttrib repeating group.

Definition at line 23090 of file Messages.h.

◆ instAttrib() [3/4]

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() [4/4]

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.

◆ instrumentGUId()

bool instrumentGUId ( UInt64 & value ) const

inlinenoexcept

External unique instrument ID.

Definition at line 22949 of file Messages.h.

◆ instrumentGUIdNull()

ThisType & instrumentGUIdNull ( )

inlinenoexcept

Definition at line 22967 of file Messages.h.

◆ lastUpdateTime()

Timestamp lastUpdateTime ( ) const

inlinenoexcept

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

Definition at line 21969 of file Messages.h.

◆ legs() [1/4]

Legs legs ( ) const

inlinenoexcept

Returns: instance of Legs repeating group.

Definition at line 23170 of file Messages.h.

◆ legs() [2/4]

Legs legs ( )

inlinenoexcept

Returns: instance of Legs repeating group.

Definition at line 23178 of file Messages.h.

◆ legs() [3/4]

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() [4/4]

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() [1/4]

LotTypeRules lotTypeRules ( ) const

inlinenoexcept

Returns: instance of LotTypeRules repeating group.

Definition at line 23124 of file Messages.h.

◆ lotTypeRules() [2/4]

LotTypeRules lotTypeRules ( )

inlinenoexcept

Returns: instance of LotTypeRules repeating group.

Definition at line 23134 of file Messages.h.

◆ lotTypeRules() [3/4]

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() [4/4]

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.

◆ lowLimitPrice()

bool lowLimitPrice ( PRICE9 & value ) const

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 22723 of file Messages.h.

◆ lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )

inlinenoexcept

Definition at line 22741 of file Messages.h.

◆ mainFraction()

bool mainFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 22781 of file Messages.h.

◆ mainFractionNull()

ThisType & mainFractionNull ( )

inlinenoexcept

Definition at line 22799 of file Messages.h.

◆ marketSegmentId()

UInt8 marketSegmentId ( ) const

inlinenoexcept

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

Definition at line 22046 of file Messages.h.

◆ marketSet()

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.

◆ matchAlgorithm()

CHAR matchAlgorithm ( ) const

inlinenoexcept

Matching algorithm.

Definition at line 22355 of file Messages.h.

◆ matchEventIndicator()

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.

◆ maturityMonthYear()

bool maturityMonthYear ( MaturityMonthYear & value ) const

inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 22259 of file Messages.h.

◆ maturityMonthYearNull()

ThisType & maturityMonthYearNull ( )

inlinenoexcept

Definition at line 22278 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( PRICE9 & value ) const

inlinenoexcept

Differential value for price banding.

Definition at line 22752 of file Messages.h.

◆ maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )

inlinenoexcept

Definition at line 22770 of file Messages.h.

◆ maxTradeVol()

UInt32 maxTradeVol ( ) const

inlinenoexcept

The maximum trading volume for a security.

Definition at line 22395 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 23213 of file Messages.h.

◆ minPriceIncrement()

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.

◆ minPriceIncrementNull()

ThisType & minPriceIncrementNull ( )

inlinenoexcept

Definition at line 22435 of file Messages.h.

◆ minTradeVol()

UInt32 minTradeVol ( ) const

inlinenoexcept

The minimum trading volume for a security.

Definition at line 22375 of file Messages.h.

◆ openInterestQty()

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.

◆ openInterestQtyNull()

ThisType & openInterestQtyNull ( )

inlinenoexcept

Definition at line 22652 of file Messages.h.

◆ priceDisplayFormat()

bool priceDisplayFormat ( UInt8 & value ) const

inlinenoexcept

Number of decimals in fractional display price.

Definition at line 22468 of file Messages.h.

◆ priceDisplayFormatNull()

ThisType & priceDisplayFormatNull ( )

inlinenoexcept

Definition at line 22486 of file Messages.h.

◆ priceQuoteMethod()

StrRef priceQuoteMethod ( ) const

inlinenoexcept

Price quotation method.

Definition at line 22879 of file Messages.h.

◆ priceRatio()

bool priceRatio ( PRICE9 & value ) const

inlinenoexcept

Used for price calculation in spread and leg pricing.

Definition at line 22497 of file Messages.h.

◆ priceRatioNull()

ThisType & priceRatioNull ( )

inlinenoexcept

Definition at line 22515 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 23260 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 23248 of file Messages.h.

◆ riskSet()

StrRef riskSet ( ) const

inlinenoexcept

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

Definition at line 22902 of file Messages.h.

◆ securityExchange()

StrRef securityExchange ( ) const

inlinenoexcept

Exchange used to identify a security.

Definition at line 22096 of file Messages.h.

◆ securityGroup()

StrRef securityGroup ( ) const

inlinenoexcept

Security Group Code.

Definition at line 22118 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Unique instrument ID.

Definition at line 22184 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource securityIdSource ( )

inlinestaticconstexprnoexcept

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

Definition at line 22206 of file Messages.h.

◆ securitySubType()

StrRef securitySubType ( ) const

inlinenoexcept

Strategy type.

Definition at line 22311 of file Messages.h.

◆ securityTradingStatus()

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.

◆ securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )

inlinenoexcept

Definition at line 22014 of file Messages.h.

◆ securityType()

StrRef securityType ( ) const

inlinenoexcept

Security Type.

Definition at line 22214 of file Messages.h.

◆ securityUpdateAction()

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.

◆ setApplId()

ThisType & setApplId ( Int16 value )

inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 22034 of file Messages.h.

◆ setAsset()

ThisType & setAsset ( StrRef value )

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 22150 of file Messages.h.

◆ setCfiCode()

ThisType & setCfiCode ( StrRef value )

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 22246 of file Messages.h.

◆ setClearedVolume()

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.

◆ setCurrency()

ThisType & setCurrency ( StrRef value )

inlinenoexcept

Identifies currency used for price.

Definition at line 22299 of file Messages.h.

◆ setDisplayFactor()

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.

◆ setFinancialInstrumentFullName()

ThisType & setFinancialInstrumentFullName ( StrRef value )

inlinenoexcept

Long name of the instrument.

Definition at line 22988 of file Messages.h.

◆ setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 22703 of file Messages.h.

◆ setInstrumentGUId()

ThisType & setInstrumentGUId ( UInt64 value )

inlinenoexcept

External unique instrument ID.

Definition at line 22958 of file Messages.h.

◆ setLastUpdateTime()

ThisType & setLastUpdateTime ( Timestamp value )

inlinenoexcept

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

Definition at line 21979 of file Messages.h.

◆ setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 22732 of file Messages.h.

◆ setMainFraction()

ThisType & setMainFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 22790 of file Messages.h.

◆ setMarketSegmentId()

ThisType & setMarketSegmentId ( UInt8 value )

inlinenoexcept

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

Definition at line 22056 of file Messages.h.

◆ setMarketSet()

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.

◆ setMatchAlgorithm()

ThisType & setMatchAlgorithm ( CHAR value )

inlinenoexcept

Matching algorithm.

Definition at line 22364 of file Messages.h.

◆ setMatchEventIndicator()

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.

◆ setMaturityMonthYear()

ThisType & setMaturityMonthYear ( MaturityMonthYear value )

inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 22269 of file Messages.h.

◆ setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value )

inlinenoexcept

Differential value for price banding.

Definition at line 22761 of file Messages.h.

◆ setMaxTradeVol()

ThisType & setMaxTradeVol ( UInt32 value )

inlinenoexcept

The maximum trading volume for a security.

Definition at line 22404 of file Messages.h.

◆ setMinPriceIncrement()

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.

◆ setMinTradeVol()

ThisType & setMinTradeVol ( UInt32 value )

inlinenoexcept

The minimum trading volume for a security.

Definition at line 22384 of file Messages.h.

◆ setOpenInterestQty()

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.

◆ setPriceDisplayFormat()

ThisType & setPriceDisplayFormat ( UInt8 value )

inlinenoexcept

Number of decimals in fractional display price.

Definition at line 22477 of file Messages.h.

◆ setPriceQuoteMethod()

ThisType & setPriceQuoteMethod ( StrRef value )

inlinenoexcept

Price quotation method.

Definition at line 22889 of file Messages.h.

◆ setPriceRatio()

ThisType & setPriceRatio ( PRICE9 value )

inlinenoexcept

Used for price calculation in spread and leg pricing.

Definition at line 22506 of file Messages.h.

◆ setRiskSet()

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.

◆ setSecurityExchange()

ThisType & setSecurityExchange ( StrRef value )

inlinenoexcept

Exchange used to identify a security.

Definition at line 22106 of file Messages.h.

◆ setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value )

inlinenoexcept

Security Group Code.

Definition at line 22128 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Unique instrument ID.

Definition at line 22193 of file Messages.h.

◆ setSecuritySubType()

ThisType & setSecuritySubType ( StrRef value )

inlinenoexcept

Strategy type.

Definition at line 22321 of file Messages.h.

◆ setSecurityTradingStatus()

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.

◆ setSecurityType()

ThisType & setSecurityType ( StrRef value )

inlinenoexcept

Security Type.

Definition at line 22224 of file Messages.h.

◆ setSecurityUpdateAction()

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.

◆ setSettlPriceType()

ThisType & setSettlPriceType ( SettlPriceType value )

inlinenoexcept

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

Definition at line 22621 of file Messages.h.

◆ setSubFraction()

ThisType & setSubFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 22819 of file Messages.h.

◆ setSymbol()

ThisType & setSymbol ( StrRef value )

inlinenoexcept

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 22172 of file Messages.h.

◆ setTickRule()

ThisType & setTickRule ( Int8 value )

inlinenoexcept

Tick Rule.

Definition at line 22535 of file Messages.h.

◆ settlPriceType()

SettlPriceType settlPriceType ( ) const

inlinenoexcept

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

Definition at line 22611 of file Messages.h.

◆ setTotNumReports()

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.

◆ setTradingReferenceDate()

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.

◆ setTradingReferencePrice()

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.

◆ setUnderlyingProduct()

ThisType & setUnderlyingProduct ( UInt8 value )

inlinenoexcept

Product complex.

Definition at line 22076 of file Messages.h.

◆ setUnitOfMeasure()

ThisType & setUnitOfMeasure ( StrRef value )

inlinenoexcept

Unit of measure for the products' original contract size.

Definition at line 22565 of file Messages.h.

◆ setUserDefinedInstrument()

ThisType & setUserDefinedInstrument ( UserDefinedInstrument value )

inlinenoexcept

User-defined instruments flag.

Definition at line 22343 of file Messages.h.

◆ subFraction()

bool subFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 22810 of file Messages.h.

◆ subFractionNull()

ThisType & subFractionNull ( )

inlinenoexcept

Definition at line 22828 of file Messages.h.

◆ symbol()

StrRef symbol ( ) const

inlinenoexcept

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 22162 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 23307 of file Messages.h.

◆ tickRule()

bool tickRule ( Int8 & value ) const

inlinenoexcept

Tick Rule.

Definition at line 22526 of file Messages.h.

◆ tickRuleNull()

ThisType & tickRuleNull ( )

inlinenoexcept

Definition at line 22544 of file Messages.h.

◆ totNumReports()

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.

◆ totNumReportsNull()

ThisType & totNumReportsNull ( )

inlinenoexcept

Definition at line 21930 of file Messages.h.

◆ tradingReferenceDate()

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.

◆ tradingReferenceDateNull()

ThisType & tradingReferenceDateNull ( )

inlinenoexcept

Definition at line 22868 of file Messages.h.

◆ tradingReferencePrice()

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.

◆ tradingReferencePriceNull()

ThisType & tradingReferencePriceNull ( )

inlinenoexcept

Definition at line 22599 of file Messages.h.

◆ underlyingProduct()

bool underlyingProduct ( UInt8 & value ) const

inlinenoexcept

Product complex.

Definition at line 22067 of file Messages.h.

◆ underlyingProductNull()

ThisType & underlyingProductNull ( )

inlinenoexcept

Definition at line 22085 of file Messages.h.

◆ unitOfMeasure()

StrRef unitOfMeasure ( ) const

inlinenoexcept

Unit of measure for the products' original contract size.

Definition at line 22555 of file Messages.h.

◆ userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const

inlinenoexcept

User-defined instruments flag.

Definition at line 22333 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Events

◆ FeedTypes

◆ InstAttrib

◆ Legs

◆ LotTypeRules

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ InstrumentDefinitionSpread56() [1/5]

◆ InstrumentDefinitionSpread56() [2/5]

◆ InstrumentDefinitionSpread56() [3/5]

◆ InstrumentDefinitionSpread56() [4/5]

◆ InstrumentDefinitionSpread56() [5/5]

Member Function Documentation

◆ applId()

◆ asset()

◆ blockLength()

◆ calculateBinarySize()

◆ cfiCode()

◆ className()

◆ clearedVolume()

◆ clearedVolumeNull()

◆ currency()

◆ displayFactor()

◆ events() [1/4]

◆ events() [2/4]

◆ events() [3/4]

◆ events() [4/4]

◆ feedTypes() [1/4]

◆ feedTypes() [2/4]

◆ feedTypes() [3/4]

◆ feedTypes() [4/4]

◆ financialInstrumentFullName()

◆ fixType()

◆ getMinimalVariableFieldsSize()

◆ highLimitPrice()

◆ highLimitPriceNull()

◆ instAttrib() [1/4]

◆ instAttrib() [2/4]

◆ instAttrib() [3/4]

◆ instAttrib() [4/4]

◆ instrumentGUId()

◆ instrumentGUIdNull()

◆ lastUpdateTime()

◆ legs() [1/4]

◆ legs() [2/4]

◆ legs() [3/4]

◆ legs() [4/4]

◆ lotTypeRules() [1/4]

◆ lotTypeRules() [2/4]

◆ lotTypeRules() [3/4]

◆ lotTypeRules() [4/4]

◆ lowLimitPrice()

◆ lowLimitPriceNull()

◆ mainFraction()

◆ mainFractionNull()

◆ marketSegmentId()

◆ marketSet()

◆ matchAlgorithm()

◆ matchEventIndicator()

◆ maturityMonthYear()

◆ maturityMonthYearNull()

◆ maxPriceVariation()

◆ maxPriceVariationNull()

◆ maxTradeVol()

◆ minimalBlockLength()

◆ minPriceIncrement()

◆ minPriceIncrementNull()

◆ minTradeVol()

◆ openInterestQty()

◆ openInterestQtyNull()