OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
InstrumentDefinitionFX63 Struct Reference

#include <OnixS/CME/ConflatedUDP/Messages.h>

Classes

struct  EventsEntry
 
struct  FeedTypesEntry
 
struct  InstAttribEntry
 
struct  LotTypeRulesEntry
 
struct  TradingSessionsEntry
 

Public Types

enum  { TemplateId = 63 }
 
typedef BinaryGroup< EventsEntry, GroupSize, MessageSizeEvents
 
typedef BinaryGroup< FeedTypesEntry, GroupSize, MessageSizeFeedTypes
 
typedef BinaryGroup< InstAttribEntry, GroupSize, MessageSizeInstAttrib
 
typedef BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSizeLotTypeRules
 
typedef BinaryGroup< TradingSessionsEntry, GroupSize, MessageSizeTradingSessions
 
- Public Types inherited from BinaryMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 
typedef BinaryGroups< MessageSizeGroups
 

Public Member Functions

 InstrumentDefinitionFX63 ()
 
 InstrumentDefinitionFX63 (const void *data, EncodedLength length)
 
MatchEventIndicator matchEventIndicator () const
 
bool totNumReports (UInt32 &value) const
 
SecurityUpdateAction::Enum securityUpdateAction () const
 
Timestamp lastUpdateTime () const
 
bool securityTradingStatus (SecurityTradingStatus::Enum &value) const
 
Int16 applId () const
 
UInt8 marketSegmentId () const
 
UInt8 underlyingProduct () const
 
StrRef securityExchange () const
 
StrRef securityGroup () const
 
StrRef asset () const
 
StrRef symbol () const
 
Int32 securityId () const
 
SecurityIDSource securityIdSource () const
 
StrRef securityType () const
 
StrRef cfiCode () const
 
StrRef currency () const
 
StrRef settlCurrency () const
 
StrRef priceQuoteCurrency () const
 
CHAR matchAlgorithm () const
 
UInt32 minTradeVol () const
 
UInt32 maxTradeVol () const
 
Decimal minPriceIncrement () const
 
Decimal displayFactor () const
 
UInt8 pricePrecision () const
 
StrRef unitOfMeasure () const
 
bool unitOfMeasureQty (Decimal &value) const
 
bool highLimitPrice (Decimal &value) const
 
bool lowLimitPrice (Decimal &value) const
 
bool maxPriceVariation (Decimal &value) const
 
UserDefinedInstrument userDefinedInstrument () const
 
StrRef financialInstrumentFullName () const
 
StrRef fxCurrencySymbol () const
 
StrRef settlType () const
 
UInt16 interveningDays () const
 
StrRef fxBenchmarkRateFix () const
 
StrRef rateSource () const
 
StrRef fixRateLocalTime () const
 
StrRef fixRateLocalTimeZone () const
 
UInt32 minQuoteLife () const
 
Decimal maxPriceDiscretionOffset () const
 
bool instrumentGUId (UInt64 &value) const
 
bool maturityMonthYear (MaturityMonthYear &value) const
 
StrRef settlementLocale () const
 
Events events () const
 
FeedTypes feedTypes () const
 
InstAttrib instAttrib () const
 
LotTypeRules lotTypeRules () const
 
TradingSessions tradingSessions () const
 
- Public Member Functions inherited from BinaryMessage
 BinaryMessage ()
 
 BinaryMessage (const void *encoded, EncodedLength length)
 
 BinaryMessage (const BinaryMessage &other)
 
 operator bool () const
 
MessageTemplateId templateId () const
 
SchemaVersion version () const
 
const void * encoded () const
 
EncodedLength encodedLength () const
 
const void * block () const
 
BlockLength blockLength () const
 
Groups groups () const
 
BinaryMessageoperator= (const BinaryMessage &other)
 

Static Public Member Functions

static ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength (SchemaVersion version)
 
static ONIXS_CONFLATEDUDP_EXPORTED const CharclassName ()
 
static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType ()
 

Additional Inherited Members

- Protected Member Functions inherited from BinaryMessage
 BinaryMessage (const void *encoded, EncodedLength length, NoVersionCheck)
 
- Protected Member Functions inherited from BinaryBlock< BinaryMessage, MessageSize >
 BinaryBlock ()
 
 ~BinaryBlock ()
 
Value ordinary (MessageSize offset) const
 
bool ordinary (Value &value, MessageSize offset, const NullValue &null) const
 
bool ordinary (Value &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
 
Enumeration::Enum enumeration (MessageSize offset) const
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (MessageSize offset) const
 
bool decimal (Decimal &value, MessageSize offset, const NullValue &null) const
 
bool decimal (Decimal &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (MessageSize offset) const
 
StrRef fixedStr (MessageSize offset, SchemaVersion since) const
 

Detailed Description

Definition at line 191 of file Messages.h.

Member Typedef Documentation

Repeating group containing EventsEntry entries.

Definition at line 267 of file Messages.h.

Repeating group containing FeedTypesEntry entries.

Definition at line 338 of file Messages.h.

Repeating group containing InstAttribEntry entries.

Definition at line 407 of file Messages.h.

Repeating group containing LotTypeRulesEntry entries.

Definition at line 482 of file Messages.h.

Repeating group containing TradingSessionsEntry entries.

Definition at line 614 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 196 of file Messages.h.

Constructor & Destructor Documentation

Initializes blank instance.

Definition at line 617 of file Messages.h.

InstrumentDefinitionFX63 ( const void *  data,
EncodedLength  length 
)
inline

Initializes instance over given memory block.

Definition at line 622 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inline

The channel ID as defined in the XML Configuration file.

Definition at line 688 of file Messages.h.

StrRef asset ( ) const
inline

The underlying asset code also known as Product Code.

Definition at line 731 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength ( SchemaVersion  version)
inlinestatic

Size of message body in bytes.

Definition at line 1095 of file Messages.h.

StrRef cfiCode ( ) const
inline

ISO standard instrument categorization code.

Definition at line 772 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED const Char* className ( )
inlinestatic

Returns class name.

Definition at line 1108 of file Messages.h.

StrRef currency ( ) const
inline

Base currency.

Definition at line 781 of file Messages.h.

Decimal displayFactor ( ) const
inline

Contains the multiplier to convert the CME Globex display price to the conventional price.

Definition at line 842 of file Messages.h.

Events events ( ) const
inline

Returns instance of Events repeating group.

Definition at line 1044 of file Messages.h.

FeedTypes feedTypes ( ) const
inline

Returns instance of FeedTypes repeating group.

Definition at line 1052 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inline

EBS instrument long name.

Definition at line 918 of file Messages.h.

StrRef fixRateLocalTime ( ) const
inline

Fixing Rate Local Time, denoted in HH:MM:SS format.

Definition at line 977 of file Messages.h.

StrRef fixRateLocalTimeZone ( ) const
inline

Fixing Rate Local Time Zone corresponding to Fixing Local Time.

Definition at line 987 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 1115 of file Messages.h.

StrRef fxBenchmarkRateFix ( ) const
inline

Fixing Rate Description.

Definition at line 959 of file Messages.h.

StrRef fxCurrencySymbol ( ) const
inline

Base/Local. Denotes the currency pair in CCY1/CCY2 convention.

Definition at line 928 of file Messages.h.

bool highLimitPrice ( Decimal value) const
inline

Allowable high limit price for the trading day.

Definition at line 880 of file Messages.h.

InstAttrib instAttrib ( ) const
inline

Returns instance of InstAttrib repeating group.

Definition at line 1061 of file Messages.h.

bool instrumentGUId ( UInt64 value) const
inline

External unique instrument ID.

Definition at line 1014 of file Messages.h.

UInt16 interveningDays ( ) const
inline

For SPOT, number of business days between trade date and value (settlement) date. For NDF, number of business days between NDF valuation (fixing) and settlement.

Definition at line 951 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inline

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

Definition at line 666 of file Messages.h.

LotTypeRules lotTypeRules ( ) const
inline

Returns instance of LotTypeRules repeating group.

Definition at line 1071 of file Messages.h.

bool lowLimitPrice ( Decimal value) const
inline

Allowable low limit price for the trading day.

Definition at line 890 of file Messages.h.

UInt8 marketSegmentId ( ) const
inline

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

Definition at line 697 of file Messages.h.

CHAR matchAlgorithm ( ) const
inline

Matching algorithm.

Definition at line 809 of file Messages.h.

MatchEventIndicator matchEventIndicator ( ) const
inline

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 635 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear value) const
inline

Fixed Date NDF Maturity.

Definition at line 1024 of file Messages.h.

Decimal maxPriceDiscretionOffset ( ) const
inline

Max allowed discretionary offset from Limit order price. When the value in this field = 0, discretionary price cannot be submitted for the instrument.

Definition at line 1006 of file Messages.h.

bool maxPriceVariation ( Decimal value) const
inline

Differential value for price banding.

Definition at line 900 of file Messages.h.

UInt32 maxTradeVol ( ) const
inline

The maximum trading volume for a security.

Definition at line 825 of file Messages.h.

Decimal minPriceIncrement ( ) const
inline

Minimum price tick.

Definition at line 833 of file Messages.h.

UInt32 minQuoteLife ( ) const
inline

Minimum Quote Life in number of microseconds.

Definition at line 996 of file Messages.h.

UInt32 minTradeVol ( ) const
inline

The minimum trading volume for a security.

Definition at line 817 of file Messages.h.

UInt8 pricePrecision ( ) const
inline

Specifies price decimal precision for EBS instrument.

Definition at line 850 of file Messages.h.

StrRef priceQuoteCurrency ( ) const
inline

Local (counter) currency.

Definition at line 800 of file Messages.h.

StrRef rateSource ( ) const
inline

Fixing Rate Source.

Definition at line 968 of file Messages.h.

StrRef securityExchange ( ) const
inline

Exchange used to identify a security.

Definition at line 713 of file Messages.h.

StrRef securityGroup ( ) const
inline

Security Group Code.

Definition at line 722 of file Messages.h.

Int32 securityId ( ) const
inline

Unique instrument ID.

Definition at line 749 of file Messages.h.

SecurityIDSource securityIdSource ( ) const
inline

Identifies class or source of tag 48-SecurityID value.

Definition at line 757 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const
inline

Identifies the current state of the instrument. In Security Definition message this tag is available in the Instrument Replay feed only.

Definition at line 677 of file Messages.h.

StrRef securityType ( ) const
inline

Security Type.

Definition at line 763 of file Messages.h.

SecurityUpdateAction::Enum securityUpdateAction ( ) const
inline

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 657 of file Messages.h.

StrRef settlCurrency ( ) const
inline

Currency used for settlement, which may be different from Local currency specified in Tag 1524 PriceQuoteCurrency.

Definition at line 791 of file Messages.h.

StrRef settlementLocale ( ) const
inline

Settlement Locale. Optionally used to differentiate settlement location.

Definition at line 1035 of file Messages.h.

StrRef settlType ( ) const
inline

For SPOTs will contain 0. For Fixed date NDFs will contain the value 'B'. For the standard NDFs tenors expressed using Dx, Mx, Wx, and Yx values, where 'x' does not denote business days, but calendar days.

Definition at line 940 of file Messages.h.

StrRef symbol ( ) const
inline

Instrument Name or Symbol.

Definition at line 740 of file Messages.h.

bool totNumReports ( UInt32 value) const
inline

Total number of instruments in the Replay loop. Used on Replay Feed only.

Definition at line 644 of file Messages.h.

TradingSessions tradingSessions ( ) const
inline

Returns instance of TradingSessions repeating group.

Definition at line 1082 of file Messages.h.

UInt8 underlyingProduct ( ) const
inline

Product complex.

Definition at line 705 of file Messages.h.

StrRef unitOfMeasure ( ) const
inline

Unit of measure for the products' original contract size. This will be populated for all products listed on CME Globex.

Definition at line 860 of file Messages.h.

bool unitOfMeasureQty ( Decimal value) const
inline

This field contains the contract size for each instrument. Used in combination with tag 996-UnitofMeasure.

Definition at line 870 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inline

User-defined instruments flag.

Definition at line 910 of file Messages.h.


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