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

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


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 ()

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.


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 

Initializes instance over given memory block.

Definition at line 622 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const

The channel ID as defined in the XML Configuration file.

Definition at line 688 of file Messages.h.

StrRef asset ( ) const

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)

Size of message body in bytes.

Definition at line 1095 of file Messages.h.

StrRef cfiCode ( ) const

ISO standard instrument categorization code.

Definition at line 772 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED const Char* className ( )

Returns class name.

Definition at line 1108 of file Messages.h.

StrRef currency ( ) const

Base currency.

Definition at line 781 of file Messages.h.

Decimal displayFactor ( ) const

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

Returns instance of Events repeating group.

Definition at line 1044 of file Messages.h.

FeedTypes feedTypes ( ) const

Returns instance of FeedTypes repeating group.

Definition at line 1052 of file Messages.h.

StrRef financialInstrumentFullName ( ) const

EBS instrument long name.

Definition at line 918 of file Messages.h.

StrRef fixRateLocalTime ( ) const

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

Definition at line 977 of file Messages.h.

StrRef fixRateLocalTimeZone ( ) const

Fixing Rate Local Time Zone corresponding to Fixing Local Time.

Definition at line 987 of file Messages.h.


FIX message type.

Definition at line 1115 of file Messages.h.

StrRef fxBenchmarkRateFix ( ) const

Fixing Rate Description.

Definition at line 959 of file Messages.h.

StrRef fxCurrencySymbol ( ) const

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

Definition at line 928 of file Messages.h.

bool highLimitPrice ( Decimal value) const

Allowable high limit price for the trading day.

Definition at line 880 of file Messages.h.

InstAttrib instAttrib ( ) const

Returns instance of InstAttrib repeating group.

Definition at line 1061 of file Messages.h.

bool instrumentGUId ( UInt64 value) const

External unique instrument ID.

Definition at line 1014 of file Messages.h.

UInt16 interveningDays ( ) const

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

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

Definition at line 666 of file Messages.h.

LotTypeRules lotTypeRules ( ) const

Returns instance of LotTypeRules repeating group.

Definition at line 1071 of file Messages.h.

bool lowLimitPrice ( Decimal value) const

Allowable low limit price for the trading day.

Definition at line 890 of file Messages.h.

UInt8 marketSegmentId ( ) const

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

Definition at line 697 of file Messages.h.

CHAR matchAlgorithm ( ) const

Matching algorithm.

Definition at line 809 of file Messages.h.

MatchEventIndicator matchEventIndicator ( ) const

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

Fixed Date NDF Maturity.

Definition at line 1024 of file Messages.h.

Decimal maxPriceDiscretionOffset ( ) const

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

Differential value for price banding.

Definition at line 900 of file Messages.h.

UInt32 maxTradeVol ( ) const

The maximum trading volume for a security.

Definition at line 825 of file Messages.h.

Decimal minPriceIncrement ( ) const

Minimum price tick.

Definition at line 833 of file Messages.h.

UInt32 minQuoteLife ( ) const

Minimum Quote Life in number of microseconds.

Definition at line 996 of file Messages.h.

UInt32 minTradeVol ( ) const

The minimum trading volume for a security.

Definition at line 817 of file Messages.h.

UInt8 pricePrecision ( ) const

Specifies price decimal precision for EBS instrument.

Definition at line 850 of file Messages.h.

StrRef priceQuoteCurrency ( ) const

Local (counter) currency.

Definition at line 800 of file Messages.h.

StrRef rateSource ( ) const

Fixing Rate Source.

Definition at line 968 of file Messages.h.

StrRef securityExchange ( ) const

Exchange used to identify a security.

Definition at line 713 of file Messages.h.

StrRef securityGroup ( ) const

Security Group Code.

Definition at line 722 of file Messages.h.

Int32 securityId ( ) const

Unique instrument ID.

Definition at line 749 of file Messages.h.

SecurityIDSource securityIdSource ( ) const

Identifies class or source of tag 48-SecurityID value.

Definition at line 757 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const

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

Security Type.

Definition at line 763 of file Messages.h.

SecurityUpdateAction::Enum securityUpdateAction ( ) const

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

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

Settlement Locale. Optionally used to differentiate settlement location.

Definition at line 1035 of file Messages.h.

StrRef settlType ( ) const

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

Instrument Name or Symbol.

Definition at line 740 of file Messages.h.

bool totNumReports ( UInt32 value) const

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

Definition at line 644 of file Messages.h.

TradingSessions tradingSessions ( ) const

Returns instance of TradingSessions repeating group.

Definition at line 1082 of file Messages.h.

UInt8 underlyingProduct ( ) const

Product complex.

Definition at line 705 of file Messages.h.

StrRef unitOfMeasure ( ) const

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

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

User-defined instruments flag.

Definition at line 910 of file Messages.h.

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