#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 |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
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 Char * | className () |
static constexpr StrRef | fixType () noexcept |
Additional Inherited Members | |
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typedef SbeGroupList< MessageSize > | GroupList |
typedef SbeVariableLengthFieldList< MessageSize > | VariableLengthFieldList |
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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 |
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) |
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SbeFields () ONIXS_CONFLATEDTCP_DEFAULT | |
~SbeFields () ONIXS_CONFLATEDTCP_DEFAULT | |
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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 |
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static constexpr MessageSize | getMaxMessageSize () noexcept |
Definition at line 19821 of file Messages.h.
typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events |
Repeating group containing EventsEntry entries.
Definition at line 19950 of file Messages.h.
typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes |
Repeating group containing FeedTypesEntry entries.
Definition at line 20070 of file Messages.h.
typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib |
Repeating group containing InstAttribEntry entries.
Definition at line 20177 of file Messages.h.
typedef SbeGroup<LegsEntry, GroupSize, MessageSize> Legs |
Repeating group containing LegsEntry entries.
Definition at line 20522 of file Messages.h.
typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules |
Repeating group containing LotTypeRulesEntry entries.
Definition at line 20312 of file Messages.h.
typedef SchemaTraits Schema |
Used template schema.
Definition at line 19826 of file Messages.h.
typedef InstrumentDefinitionSpread56 ThisType |
This type alias.
Definition at line 19829 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
---|---|
TemplateId |
Definition at line 19832 of file Messages.h.
Initializes a blank instance.
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inline |
Initializes an instance over the given memory block.
Definition at line 20528 of file Messages.h.
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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.
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inline |
Initializes an instance over the given memory block.
Definition at line 20557 of file Messages.h.
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inlineexplicit |
Initializes an instance over the given SBE message.
Definition at line 20568 of file Messages.h.
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inlinenoexcept |
The channel ID as defined in the XML Configuration file.
Definition at line 20718 of file Messages.h.
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inlinenoexcept |
The underlying asset code also known as Product Code.
Definition at line 20833 of file Messages.h.
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inlinestaticnoexcept |
Size of message body in bytes.
Definition at line 21906 of file Messages.h.
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inlinenoexcept |
Definition at line 21998 of file Messages.h.
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inlinenoexcept |
ISO standard instrument categorization code.
Definition at line 20929 of file Messages.h.
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inlinestatic |
Definition at line 21972 of file Messages.h.
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inlinenoexcept |
The total cleared volume of instrument traded during the prior trading session.
Definition at line 21357 of file Messages.h.
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inlinenoexcept |
Definition at line 21376 of file Messages.h.
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inlinenoexcept |
Identifies currency used for price.
Definition at line 20982 of file Messages.h.
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inlinenoexcept |
Contains the multiplier to convert the CME Globex display price to the conventional price.
Definition at line 21140 of file Messages.h.
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inlinenoexcept |
Definition at line 21693 of file Messages.h.
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inlinenoexcept |
Definition at line 21701 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 21710 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 21721 of file Messages.h.
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inlinenoexcept |
Definition at line 21733 of file Messages.h.
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inlinenoexcept |
Definition at line 21741 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 21750 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 21761 of file Messages.h.
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inlinenoexcept |
Long name of the instrument.
Definition at line 21671 of file Messages.h.
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inlinestaticnoexcept |
FIX message type.
Definition at line 21981 of file Messages.h.
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inlinestatic |
Minimal variable fields size (when variable-length fields are empty).
Definition at line 21921 of file Messages.h.
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inlinenoexcept |
Allowable high limit price for the trading day.
Definition at line 21387 of file Messages.h.
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inlinenoexcept |
Definition at line 21405 of file Messages.h.
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inlinenoexcept |
Definition at line 21773 of file Messages.h.
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inlinenoexcept |
Definition at line 21783 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 21794 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 21805 of file Messages.h.
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inlinenoexcept |
External unique instrument ID.
Definition at line 21642 of file Messages.h.
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inlinenoexcept |
Definition at line 21660 of file Messages.h.
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inlinenoexcept |
Timestamp of when the instrument was last added, modified or deleted.
Definition at line 20662 of file Messages.h.
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inlinenoexcept |
Definition at line 21863 of file Messages.h.
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inlinenoexcept |
Definition at line 21871 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 21880 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 21891 of file Messages.h.
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inlinenoexcept |
Definition at line 21817 of file Messages.h.
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inlinenoexcept |
Definition at line 21827 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Sets all optional fields of the group entries to null.
Definition at line 21839 of file Messages.h.
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inline |
Setup repeating group with the given number of entries.
Definition at line 21851 of file Messages.h.
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inlinenoexcept |
Allowable low limit price for the trading day.
Definition at line 21416 of file Messages.h.
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inlinenoexcept |
Definition at line 21434 of file Messages.h.
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inlinenoexcept |
Price Denominator of Main Fraction.
Definition at line 21474 of file Messages.h.
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inlinenoexcept |
Definition at line 21492 of file Messages.h.
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inlinenoexcept |
Identifies the market segment, populated for all CME Globex instruments.
Definition at line 20739 of file Messages.h.
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inlinenoexcept |
Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible markets.
Definition at line 21619 of file Messages.h.
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inlinenoexcept |
Matching algorithm.
Definition at line 21048 of file Messages.h.
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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.
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inlinenoexcept |
This field provides the actual calendar date for contract maturity.
Definition at line 20952 of file Messages.h.
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inlinenoexcept |
Definition at line 20971 of file Messages.h.
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inlinenoexcept |
Differential value for price banding.
Definition at line 21445 of file Messages.h.
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inlinenoexcept |
Definition at line 21463 of file Messages.h.
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inlinenoexcept |
The maximum trading volume for a security.
Definition at line 21088 of file Messages.h.
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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.
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inlinenoexcept |
Definition at line 21128 of file Messages.h.
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inlinenoexcept |
The minimum trading volume for a security.
Definition at line 21068 of file Messages.h.
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inlinenoexcept |
The total open interest for the market at the close of the prior trading session.
Definition at line 21326 of file Messages.h.
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inlinenoexcept |
Definition at line 21345 of file Messages.h.
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inlinenoexcept |
Number of decimals in fractional display price.
Definition at line 21161 of file Messages.h.
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inlinenoexcept |
Definition at line 21179 of file Messages.h.
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inlinenoexcept |
Price quotation method.
Definition at line 21572 of file Messages.h.
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inlinenoexcept |
Used for price calculation in spread and leg pricing.
Definition at line 21190 of file Messages.h.
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inlinenoexcept |
Definition at line 21208 of file Messages.h.
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inlinenoexcept |
Reset all variable-length and optional fields if any.
Definition at line 21942 of file Messages.h.
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inlinenoexcept |
Reset all variable-length fields if any.
Definition at line 21930 of file Messages.h.
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inlinenoexcept |
Risk Set identifies the list of instruments sharing credit limits set up.
Definition at line 21595 of file Messages.h.
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inlinenoexcept |
Exchange used to identify a security.
Definition at line 20789 of file Messages.h.
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inlinenoexcept |
Security Group Code.
Definition at line 20811 of file Messages.h.
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inlinenoexcept |
Unique instrument ID.
Definition at line 20877 of file Messages.h.
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inlinestaticnoexcept |
Identifies class or source of the security ID (Tag 48) value.
Definition at line 20899 of file Messages.h.
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inlinenoexcept |
Strategy type.
Definition at line 21004 of file Messages.h.
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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.
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inlinenoexcept |
Definition at line 20707 of file Messages.h.
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inlinenoexcept |
Security Type.
Definition at line 20907 of file Messages.h.
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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.
The channel ID as defined in the XML Configuration file.
Definition at line 20727 of file Messages.h.
The underlying asset code also known as Product Code.
Definition at line 20843 of file Messages.h.
ISO standard instrument categorization code.
Definition at line 20939 of file Messages.h.
The total cleared volume of instrument traded during the prior trading session.
Definition at line 21367 of file Messages.h.
Identifies currency used for price.
Definition at line 20992 of file Messages.h.
Contains the multiplier to convert the CME Globex display price to the conventional price.
Definition at line 21150 of file Messages.h.
Long name of the instrument.
Definition at line 21681 of file Messages.h.
Allowable high limit price for the trading day.
Definition at line 21396 of file Messages.h.
External unique instrument ID.
Definition at line 21651 of file Messages.h.
Timestamp of when the instrument was last added, modified or deleted.
Definition at line 20672 of file Messages.h.
Allowable low limit price for the trading day.
Definition at line 21425 of file Messages.h.
Price Denominator of Main Fraction.
Definition at line 21483 of file Messages.h.
Identifies the market segment, populated for all CME Globex instruments.
Definition at line 20749 of file Messages.h.
Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible markets.
Definition at line 21630 of file Messages.h.
Matching algorithm.
Definition at line 21057 of file Messages.h.
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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.
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inlinenoexcept |
This field provides the actual calendar date for contract maturity.
Definition at line 20962 of file Messages.h.
Differential value for price banding.
Definition at line 21454 of file Messages.h.
The maximum trading volume for a security.
Definition at line 21097 of file Messages.h.
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.
The minimum trading volume for a security.
Definition at line 21077 of file Messages.h.
The total open interest for the market at the close of the prior trading session.
Definition at line 21336 of file Messages.h.
Number of decimals in fractional display price.
Definition at line 21170 of file Messages.h.
Price quotation method.
Definition at line 21582 of file Messages.h.
Used for price calculation in spread and leg pricing.
Definition at line 21199 of file Messages.h.
Risk Set identifies the list of instruments sharing credit limits set up.
Definition at line 21606 of file Messages.h.
Exchange used to identify a security.
Definition at line 20799 of file Messages.h.
Security Group Code.
Definition at line 20821 of file Messages.h.
Unique instrument ID.
Definition at line 20886 of file Messages.h.
Strategy type.
Definition at line 21014 of file Messages.h.
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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.
Security Type.
Definition at line 20917 of file Messages.h.
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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.
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inlinenoexcept |
Bitmap field of eight Boolean type indicators representing settlement price type.
Definition at line 21314 of file Messages.h.
Price Denominator of Sub Fraction.
Definition at line 21512 of file Messages.h.
Instrument Name or Symbol. Previously used as Group Code.
Definition at line 20865 of file Messages.h.
Tick Rule.
Definition at line 21228 of file Messages.h.
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inlinenoexcept |
Bitmap field of eight Boolean type indicators representing settlement price type.
Definition at line 21304 of file Messages.h.
Total number of instruments in the Replay loop.
Used on Replay Feed only.
Definition at line 20614 of file Messages.h.
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
Definition at line 21552 of file Messages.h.
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.
Product complex.
Definition at line 20769 of file Messages.h.
Unit of measure for the products' original contract size.
Definition at line 21258 of file Messages.h.
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inlinenoexcept |
User-defined instruments flag.
Definition at line 21036 of file Messages.h.
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inlinenoexcept |
Price Denominator of Sub Fraction.
Definition at line 21503 of file Messages.h.
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inlinenoexcept |
Definition at line 21521 of file Messages.h.
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inlinenoexcept |
Instrument Name or Symbol. Previously used as Group Code.
Definition at line 20855 of file Messages.h.
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inlinenoexcept |
Definition at line 21989 of file Messages.h.
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inlinenoexcept |
Tick Rule.
Definition at line 21219 of file Messages.h.
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inlinenoexcept |
Definition at line 21237 of file Messages.h.
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inlinenoexcept |
Total number of instruments in the Replay loop.
Used on Replay Feed only.
Definition at line 20604 of file Messages.h.
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inlinenoexcept |
Definition at line 20623 of file Messages.h.
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inlinenoexcept |
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
Definition at line 21533 of file Messages.h.
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inlinenoexcept |
Definition at line 21561 of file Messages.h.
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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.
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inlinenoexcept |
Definition at line 21292 of file Messages.h.
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inlinenoexcept |
Product complex.
Definition at line 20760 of file Messages.h.
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inlinenoexcept |
Definition at line 20778 of file Messages.h.
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inlinenoexcept |
Unit of measure for the products' original contract size.
Definition at line 21248 of file Messages.h.
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inlinenoexcept |
User-defined instruments flag.
Definition at line 21026 of file Messages.h.