OnixS C++ CME MDP Premium Market Data Handler 5.11.1
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InstrumentDefinitionFuture.h File Reference

Go to the source code of this file.

Classes

struct  IsAddOrModifyInstrumentDefinition< Action >
struct  IsDeleteInstrumentDefinition< Action >
struct  AddOrModifyInstrumentDefinitionOperation< Action >
struct  DeleteInstrumentDefinitionOperation< Action >

Namespaces

namespace  OnixS
namespace  OnixS::CME
namespace  OnixS::CME::MDH
namespace  OnixS::CME::MDH::Test
namespace  OnixS::CME::MDH::Test::details

Typedefs

using InstrumentDefinitionFuture = MessageHolder<Messaging::InstrumentDefinitionFuture54>
template<Messaging::SecurityUpdateAction::Enum Action, typename Holder>
using EnableAddOrModifyInstrumentDefinition
template<Messaging::SecurityUpdateAction::Enum Action, typename Holder>
using EnableDeleteInstrumentDefinition

Functions

constexpr Messaging::StrRef DefaultInstrumentDefinitionFutureSymbol () noexcept
constexpr Messaging::StrRef DefaultInstrumentDefinitionFutureGroup () noexcept
constexpr Messaging::StrRef DefaultInstrumentDefinitionFutureAsset () noexcept
constexpr Messaging::StrRef InstrumentDefinitionFutureRealBookFeed () noexcept
constexpr Messaging::StrRef InstrumentDefinitionFutureImpliedBookFeed () noexcept
template<Messaging::SecurityUpdateAction::Enum Action, typename Holder, details::InstrumentDefinitionFutureInitializationTag...>
auto initialize (Holder &message, Messaging::UInt32 totNumReports, SecurityId securityId, Messaging::StrRef symbol=DefaultInstrumentDefinitionFutureSymbol(), Messaging::StrRef group=DefaultInstrumentDefinitionFutureGroup(), Messaging::StrRef asset=DefaultInstrumentDefinitionFutureAsset(), Messaging::Int8 realMarketDepth=DefaultInstrumentDefinitionFutureRealMarketDepth, Messaging::Int8 impliedMarketDepth=DefaultInstrumentDefinitionFutureImpliedMarketDepth, Messaging::Timestamp lastUpdateTime=UtcWatch::now()) -> details::EnableAddOrModifyInstrumentDefinition< Action, Holder >
template<typename Holder, Messaging::SecurityUpdateAction::Enum Action, details::InstrumentDefinitionFutureInitializationTag...>
auto initialize (Messaging::UInt32 totNumReports, SecurityId securityId, Messaging::StrRef symbol=DefaultInstrumentDefinitionFutureSymbol(), Messaging::StrRef group=DefaultInstrumentDefinitionFutureGroup(), Messaging::StrRef asset=DefaultInstrumentDefinitionFutureAsset(), Messaging::Int8 realMarketDepth=DefaultInstrumentDefinitionFutureRealMarketDepth, Messaging::Int8 impliedMarketDepth=DefaultInstrumentDefinitionFutureImpliedMarketDepth, Messaging::Timestamp lastUpdateTime=UtcWatch::now()) -> typename std::enable_if< details::IsAddOrModifyInstrumentDefinition< Action >::value &&details::IsMutableMessageHolder< InstrumentDefinitionFuture, Holder >::value, decltype(details::makeInitializationRecipe< Holder, InstrumentDefinitionFuture, details::AddOrModifyInstrumentDefinitionOperation< Action > >(totNumReports, securityId, symbol, group, asset, realMarketDepth, impliedMarketDepth, lastUpdateTime))>::type
template<Messaging::SecurityUpdateAction::Enum Action, typename Holder, details::InstrumentDefinitionFutureInitializationTag...>
auto initialize (Holder &message, Messaging::UInt32 totNumReports, SecurityId securityId, Messaging::Timestamp lastUpdateTime=UtcWatch::now()) -> details::EnableDeleteInstrumentDefinition< Action, Holder >
template<typename Holder, Messaging::SecurityUpdateAction::Enum Action, details::InstrumentDefinitionFutureInitializationTag...>
auto initialize (Messaging::UInt32 totNumReports, SecurityId securityId, Messaging::Timestamp lastUpdateTime=UtcWatch::now()) -> typename std::enable_if< details::IsDeleteInstrumentDefinition< Action >::value &&details::IsMutableMessageHolder< InstrumentDefinitionFuture, Holder >::value, decltype(details::makeInitializationRecipe< Holder, InstrumentDefinitionFuture, details::DeleteInstrumentDefinitionOperation< Action > >(totNumReports, securityId, lastUpdateTime))>::type

Variables

constexpr Messaging::Int8 DefaultInstrumentDefinitionFutureRealMarketDepth = 5
constexpr Messaging::Int8 DefaultInstrumentDefinitionFutureImpliedMarketDepth = 2