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

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase

Public Member Functions

 TradingSessionsEntry ()
 TradingSessionsEntry (const void *data, EncodedLength length, SchemaVersion version)
bool tradeDate (Timestamp &value) const
bool settlDate (Timestamp &value) const
bool maturityDate (Timestamp &value) const
StrRef securityAltId () const
SecurityAltIDSourceISIN securityAltIdSource () const

Static Public Member Functions

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

Detailed Description

Number of scheduled Trading Dates. Entry of TradingSessionsEntry repeating group.

Definition at line 486 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 498 of file Messages.h.

Constructor & Destructor Documentation

Initializes blank instance.

Definition at line 501 of file Messages.h.

TradingSessionsEntry ( const void *  data,
EncodedLength  length,
SchemaVersion  version 

Initializes instance of given version over given memory block.

Definition at line 507 of file Messages.h.

Member Function Documentation

static ONIXS_CONFLATEDUDP_EXPORTED BlockLength blockLength ( SchemaVersion  version)

Returns size of entry body in bytes for given version of message template.

Definition at line 595 of file Messages.h.

static ONIXS_CONFLATEDUDP_EXPORTED const Char* className ( )

Entity class name.

Definition at line 605 of file Messages.h.

bool maturityDate ( Timestamp value) const

For Spot instruments will not contain the value. For NDFs, the valuation (fixing) date of the NDF. For Fixed Date NDFs Value Date and Maturity Date remain constant for all Trade Dates.

Definition at line 557 of file Messages.h.

StrRef securityAltId ( ) const

ISIN value as provided by ANNA, Association of National Numbering Agencies. This field is populated for MTF- Regulated NDFs and is unique for each Settle Date.

Definition at line 577 of file Messages.h.

SecurityAltIDSourceISIN securityAltIdSource ( ) const

Identifies class or source of the SecurityAltID (455) value.

Definition at line 587 of file Messages.h.

bool settlDate ( Timestamp value) const

Settle (Value) Date corresponding to Trade Date.

Definition at line 536 of file Messages.h.

bool tradeDate ( Timestamp value) const

Trade Date.

Definition at line 518 of file Messages.h.

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