53 : Base(data, length, version)
64 return enumeration<EventType>(offset);
73 return ordinary<Timestamp>(offset);
88 return "InstrumentDefinitionFixedIncome57.EventsEntry";
108 : Base(data, length, version)
121 return fixedStr<length>(offset);
129 return ordinary<Int8>(offset);
144 return "InstrumentDefinitionFixedIncome57.FeedTypesEntry";
164 : Base(data, length, version)
182 return ordinary<InstAttribValue>(offset);
197 return "InstrumentDefinitionFixedIncome57.InstAttribEntry";
217 : Base(data, length, version)
229 return ordinary<Int8>(offset);
243 return decimal(value, offset, Null());
258 return "InstrumentDefinitionFixedIncome57.LotTypeRulesEntry";
272 assert(TemplateId == templateId());
284 return ordinary<MatchEventIndicator>(offset);
295 return ordinary(value, offset, Null());
305 return enumeration<SecurityUpdateAction>(offset);
314 return ordinary<Timestamp>(offset);
324 return enumeration<SecurityTradingStatus>(
value, offset, Null());
332 return ordinary<Int16>(offset);
341 return ordinary<UInt8>(offset);
349 return ordinary<UInt8>(offset);
358 return fixedStr<length>(offset);
367 return fixedStr<length>(offset);
376 return fixedStr<length>(offset);
385 return fixedStr<length>(offset);
393 return ordinary<Int32>(offset);
408 return fixedStr<length>(offset);
417 return fixedStr<length>(offset);
426 return fixedStr<length>(offset);
436 return fixedStr<length>(offset);
444 return ordinary<CHAR>(offset);
452 return ordinary<UInt32>(offset);
460 return ordinary<UInt32>(offset);
471 return decimal(value, offset, Null());
480 return decimal<Decimal9>(offset);
490 return ordinary(value, offset, Null());
500 return ordinary(value, offset, Null());
510 return ordinary(value, offset, Null());
521 return fixedStr<length>(offset);
532 return decimal(value, offset, Null());
542 return decimal(value, offset, Null());
554 FieldValue fieldValue;
556 if (
ordinary(fieldValue, offset, Null()))
571 return decimal(value, offset, Null());
581 return decimal(value, offset, Null());
591 return decimal(value, offset, Null());
602 return decimal(value, offset, Null());
613 FieldValue fieldValue;
615 if (
ordinary(fieldValue, offset, Null()))
631 FieldValue fieldValue;
633 if (
ordinary(fieldValue, offset, Null()))
649 FieldValue fieldValue;
651 if (
ordinary(fieldValue, offset, Null()))
668 return decimal(value, offset, Null());
678 return decimal(value, offset, Null());
688 return fixedStr<length>(offset);
699 return ordinary(value, offset, Null());
709 return fixedStr<length>(offset);
718 return fixedStr<length>(offset);
728 return fixedStr<length>(offset);
737 return fixedStr<length>(offset);
747 return fixedStr<length>(offset);
758 return enumeration<SecurityAltIDSource>(
value, offset, Null());
767 return fixedStr<length>(offset);
776 return fixedStr<length>(offset);
784 return ordinary<UserDefinedInstrument>(offset);
794 return fixedStr<length>(offset);
804 return fixedStr<length>(offset);
814 return ordinary(value, offset, Null());
820 return groups().head<Events>();
826 return groups().tail<Events>().head<FeedTypes>();
832 return groups().tail<Events>().tail<FeedTypes>().head<InstAttrib>();
838 return groups().tail<Events>().tail<FeedTypes>().tail<InstAttrib>().head<LotTypeRules>();
855 return "InstrumentDefinitionFixedIncome57";
888 : Base(data, length, version)
912 return ordinary<Int16>(offset);
927 return "ChannelReset4.Entry";
941 assert(TemplateId == templateId());
953 return ordinary<Timestamp>(offset);
962 return ordinary<MatchEventIndicator>(offset);
968 return groups().head<Entries>();
982 return "ChannelReset4";
1026 return "AdminHeartbeat12";
1064 return ordinary<Int8>(offset);
1078 return "AdminLogin15";
1118 return fixedStr<length>(offset);
1132 return "AdminLogout16";
1170 return ordinary<Int8>(offset);
1184 return "AdminLogin408";
1224 return fixedStr<length>(offset);
1238 return "AdminLogout409";
1282 return "AdminHeartbeat410";
1315 : Base(data, length, version)
1326 return enumeration<EventType>(offset);
1335 return ordinary<Timestamp>(offset);
1350 return "InstrumentDefinitionFuture54.EventsEntry";
1370 : Base(data, length, version)
1383 return fixedStr<length>(offset);
1391 return ordinary<Int8>(offset);
1406 return "InstrumentDefinitionFuture54.FeedTypesEntry";
1426 : Base(data, length, version)
1444 return ordinary<InstAttribValue>(offset);
1459 return "InstrumentDefinitionFuture54.InstAttribEntry";
1479 : Base(data, length, version)
1491 return ordinary<Int8>(offset);
1504 return decimal(value, offset, Null());
1519 return "InstrumentDefinitionFuture54.LotTypeRulesEntry";
1533 assert(TemplateId == templateId());
1545 return ordinary<MatchEventIndicator>(offset);
1556 return ordinary(value, offset, Null());
1566 return enumeration<SecurityUpdateAction>(offset);
1575 return ordinary<Timestamp>(offset);
1587 return enumeration<SecurityTradingStatus>(
value, offset, Null());
1595 return ordinary<Int16>(offset);
1604 return ordinary<UInt8>(offset);
1612 return ordinary<UInt8>(offset);
1621 return fixedStr<length>(offset);
1630 return fixedStr<length>(offset);
1639 return fixedStr<length>(offset);
1648 return fixedStr<length>(offset);
1656 return ordinary<Int32>(offset);
1671 return fixedStr<length>(offset);
1680 return fixedStr<length>(offset);
1691 return ordinary(value, offset, Null());
1700 return fixedStr<length>(offset);
1710 return fixedStr<length>(offset);
1718 return ordinary<CHAR>(offset);
1726 return ordinary<UInt32>(offset);
1734 return ordinary<UInt32>(offset);
1743 return decimal<PRICE9>(offset);
1752 return decimal<Decimal9>(offset);
1762 return ordinary(value, offset, Null());
1772 return ordinary(value, offset, Null());
1782 return ordinary(value, offset, Null());
1793 return fixedStr<length>(offset);
1804 return decimal(value, offset, Null());
1816 return decimal(value, offset, Null());
1825 return ordinary<SettlPriceType>(offset);
1836 return ordinary(value, offset, Null());
1847 return ordinary(value, offset, Null());
1857 return decimal(value, offset, Null());
1867 return decimal(value, offset, Null());
1877 return decimal(value, offset, Null());
1888 return ordinary(value, offset, Null());
1900 FieldValue fieldValue;
1902 if (
ordinary(fieldValue, offset, Null()))
1917 return ordinary(value, offset, Null());
1929 return ordinary(value, offset, Null());
1941 return ordinary(value, offset, Null());
1955 return ordinary(value, offset, Null());
1965 return decimal(value, offset, Null());
1973 return ordinary<UserDefinedInstrument>(offset);
1985 FieldValue fieldValue;
1987 if (
ordinary(fieldValue, offset, Null()))
2003 return ordinary(value, offset, Null(), since);
2009 return groups().head<Events>();
2015 return groups().tail<Events>().head<FeedTypes>();
2021 return groups().tail<Events>().tail<FeedTypes>().head<InstAttrib>();
2027 return groups().tail<Events>().tail<FeedTypes>().tail<InstAttrib>().head<LotTypeRules>();
2044 return "InstrumentDefinitionFuture54";
2077 : Base(data, length, version)
2088 return enumeration<EventType>(offset);
2097 return ordinary<Timestamp>(offset);
2112 return "InstrumentDefinitionSpread56.EventsEntry";
2132 : Base(data, length, version)
2145 return fixedStr<length>(offset);
2153 return ordinary<Int8>(offset);
2168 return "InstrumentDefinitionSpread56.FeedTypesEntry";
2188 : Base(data, length, version)
2206 return ordinary<InstAttribValue>(offset);
2221 return "InstrumentDefinitionSpread56.InstAttribEntry";
2241 : Base(data, length, version)
2253 return ordinary<Int8>(offset);
2266 return decimal(value, offset, Null());
2281 return "InstrumentDefinitionSpread56.LotTypeRulesEntry";
2301 : Base(data, length, version)
2312 return ordinary<Int32>(offset);
2326 return enumeration<LegSide>(offset);
2335 return ordinary<Int8>(offset);
2345 return decimal(value, offset, Null());
2356 return decimal(value, offset, Null());
2371 return "InstrumentDefinitionSpread56.LegsEntry";
2385 assert(TemplateId == templateId());
2397 return ordinary<MatchEventIndicator>(offset);
2408 return ordinary(value, offset, Null());
2418 return enumeration<SecurityUpdateAction>(offset);
2427 return ordinary<Timestamp>(offset);
2438 return enumeration<SecurityTradingStatus>(
value, offset, Null());
2446 return ordinary<Int16>(offset);
2455 return ordinary<UInt8>(offset);
2465 return ordinary(value, offset, Null());
2474 return fixedStr<length>(offset);
2483 return fixedStr<length>(offset);
2492 return fixedStr<length>(offset);
2501 return fixedStr<length>(offset);
2509 return ordinary<Int32>(offset);
2525 return fixedStr<length>(offset);
2534 return fixedStr<length>(offset);
2545 return ordinary(value, offset, Null());
2554 return fixedStr<length>(offset);
2563 return fixedStr<length>(offset);
2571 return ordinary<UserDefinedInstrument>(offset);
2579 return ordinary<CHAR>(offset);
2587 return ordinary<UInt32>(offset);
2595 return ordinary<UInt32>(offset);
2606 return decimal(value, offset, Null());
2615 return decimal<Decimal9>(offset);
2625 return ordinary(value, offset, Null());
2635 return decimal(value, offset, Null());
2645 return ordinary(value, offset, Null());
2654 return fixedStr<length>(offset);
2666 return decimal(value, offset, Null());
2675 return ordinary<SettlPriceType>(offset);
2686 return ordinary(value, offset, Null());
2697 return ordinary(value, offset, Null());
2707 return decimal(value, offset, Null());
2717 return decimal(value, offset, Null());
2727 return decimal(value, offset, Null());
2737 return ordinary(value, offset, Null());
2747 return ordinary(value, offset, Null());
2759 FieldValue fieldValue;
2761 if (
ordinary(fieldValue, offset, Null()))
2776 return fixedStr<length>(offset, since);
2787 return fixedStr<length>(offset, since);
2798 return fixedStr<length>(offset, since);
2809 return ordinary(value, offset, Null(), since);
2819 return fixedStr<length>(offset, since);
2825 return groups().head<Events>();
2831 return groups().tail<Events>().head<FeedTypes>();
2837 return groups().tail<Events>().tail<FeedTypes>().head<InstAttrib>();
2843 return groups().tail<Events>().tail<FeedTypes>().tail<InstAttrib>().head<LotTypeRules>();
2849 return groups().tail<Events>().tail<FeedTypes>().tail<InstAttrib>().tail<LotTypeRules>().head<Legs>();
2866 return "InstrumentDefinitionSpread56";
2905 return ordinary<Timestamp>(offset);
2914 return fixedStr<length>(offset);
2923 return fixedStr<length>(offset);
2934 return ordinary(value, offset, Null());
2945 FieldValue fieldValue;
2947 if (
ordinary(fieldValue, offset, Null()))
2961 return ordinary<MatchEventIndicator>(offset);
2972 return enumeration<SecurityTradingStatus>(
value, offset, Null());
2980 return enumeration<HaltReason>(offset);
2989 return enumeration<SecurityTradingEvent>(offset);
3003 return "SecurityStatus30";
3036 : Base(data, length, version)
3049 return decimal(value, offset, Null());
3059 return ordinary(value, offset, Null());
3067 return ordinary<Int32>(offset);
3075 return ordinary<UInt32>(offset);
3086 return ordinary(value, offset, Null());
3094 return ordinary<UInt8>(offset);
3102 return enumeration<UpdateAction>(offset);
3110 return enumeration<EntryTypeBook>(offset);
3121 return ordinary(value, offset, Null(), since);
3139 return "IncrementalRefreshBook46.Entry";
3159 : Base(data, length, version)
3170 return ordinary<UInt64>(offset);
3180 return ordinary(value, offset, Null());
3190 return ordinary(value, offset, Null());
3201 return ordinary(value, offset, Null());
3210 return enumeration<OrderUpdateAction>(offset);
3225 return "IncrementalRefreshBook46.OrderIDEntry";
3239 assert(TemplateId == templateId());
3251 return ordinary<Timestamp>(offset);
3260 return ordinary<MatchEventIndicator>(offset);
3266 return groups().head<Entries>();
3272 return groups().tail<Entries>().head<OrderIDEntries>();
3286 return "IncrementalRefreshBook46";
3319 : Base(data, length, version)
3332 return decimal(value, offset, Null());
3342 return ordinary(value, offset, Null());
3350 return ordinary<Int32>(offset);
3358 return ordinary<UInt32>(offset);
3370 FieldValue fieldValue;
3372 if (
ordinary(fieldValue, offset, Null()))
3386 return ordinary<SettlPriceType>(offset);
3394 return enumeration<UpdateAction>(offset);
3402 return enumeration<EntryTypeDailyStatistics>(offset);
3417 return "IncrementalRefreshDailyStatistics49.Entry";
3431 assert(TemplateId == templateId());
3443 return ordinary<Timestamp>(offset);
3452 return ordinary<MatchEventIndicator>(offset);
3458 return groups().head<Entries>();
3472 return "IncrementalRefreshDailyStatistics49";
3505 : Base(data, length, version)
3518 return decimal(value, offset, Null());
3528 return decimal(value, offset, Null());
3538 return decimal(value, offset, Null());
3546 return ordinary<Int32>(offset);
3554 return ordinary<UInt32>(offset);
3583 return "IncrementalRefreshLimitsBanding50.Entry";
3597 assert(TemplateId == templateId());
3609 return ordinary<Timestamp>(offset);
3618 return ordinary<MatchEventIndicator>(offset);
3624 return groups().head<Entries>();
3638 return "IncrementalRefreshLimitsBanding50";
3671 : Base(data, length, version)
3682 return decimal<PRICE9>(offset);
3690 return ordinary<Int32>(offset);
3698 return ordinary<UInt32>(offset);
3708 return enumeration<OpenCloseSettlFlag>(
value, offset, Null());
3716 return enumeration<UpdateAction>(offset);
3724 return enumeration<EntryTypeStatistics>(offset);
3734 return ordinary(value, offset, Null());
3749 return "IncrementalRefreshSessionStatistics51.Entry";
3763 assert(TemplateId == templateId());
3775 return ordinary<Timestamp>(offset);
3784 return ordinary<MatchEventIndicator>(offset);
3790 return groups().head<Entries>();
3804 return "IncrementalRefreshSessionStatistics51";
3837 : Base(data, length, version)
3848 return ordinary<Int32>(offset);
3856 return ordinary<Int32>(offset);
3864 return ordinary<UInt32>(offset);
3872 return enumeration<UpdateAction>(offset);
3894 return "IncrementalRefreshVolume37.Entry";
3908 assert(TemplateId == templateId());
3920 return ordinary<Timestamp>(offset);
3929 return ordinary<MatchEventIndicator>(offset);
3935 return groups().head<Entries>();
3949 return "IncrementalRefreshVolume37";
3982 : Base(data, length, version)
3995 return decimal(value, offset, Null());
4005 return ordinary(value, offset, Null());
4015 return ordinary(value, offset, Null());
4025 return ordinary(value, offset, Null());
4037 FieldValue fieldValue;
4039 if (
ordinary(fieldValue, offset, Null()))
4054 return enumeration<OpenCloseSettlFlag>(
value, offset, Null());
4063 return ordinary<SettlPriceType>(offset);
4071 return enumeration<EntryType>(offset);
4086 return "SnapshotFullRefresh52.Entry";
4100 assert(TemplateId == templateId());
4113 return ordinary<UInt32>(offset);
4121 return ordinary<UInt32>(offset);
4129 return ordinary<Int32>(offset);
4138 return ordinary<UInt32>(offset);
4147 return ordinary<Timestamp>(offset);
4156 return ordinary<Timestamp>(offset);
4167 FieldValue fieldValue;
4169 if (
ordinary(fieldValue, offset, Null()))
4184 return enumeration<SecurityTradingStatus>(
value, offset, Null());
4194 return decimal(value, offset, Null());
4204 return decimal(value, offset, Null());
4214 return decimal(value, offset, Null());
4220 return groups().head<Entries>();
4234 return "SnapshotFullRefresh52";
4267 : Base(data, length, version)
4279 return fixedStr<length>(offset);
4287 return ordinary<Int32>(offset);
4297 return ordinary(value, offset, Null());
4305 return ordinary<Int8>(offset);
4315 return ordinary(value, offset, Null());
4330 return "QuoteRequest39.RelatedSymEntry";
4344 assert(TemplateId == templateId());
4356 return ordinary<Timestamp>(offset);
4365 return fixedStr<length>(offset);
4374 return ordinary<MatchEventIndicator>(offset);
4380 return groups().head<RelatedSym>();
4394 return "QuoteRequest39";
4427 : Base(data, length, version)
4438 return enumeration<EventType>(offset);
4447 return ordinary<Timestamp>(offset);
4462 return "InstrumentDefinitionOption55.EventsEntry";
4482 : Base(data, length, version)
4495 return fixedStr<length>(offset);
4503 return ordinary<Int8>(offset);
4518 return "InstrumentDefinitionOption55.FeedTypesEntry";
4538 : Base(data, length, version)
4556 return ordinary<InstAttribValue>(offset);
4571 return "InstrumentDefinitionOption55.InstAttribEntry";
4591 : Base(data, length, version)
4603 return ordinary<Int8>(offset);
4616 return decimal(value, offset, Null());
4631 return "InstrumentDefinitionOption55.LotTypeRulesEntry";
4651 : Base(data, length, version)
4663 return ordinary<Int32>(offset);
4678 return fixedStr<length>(offset);
4693 return "InstrumentDefinitionOption55.UnderlyingsEntry";
4713 : Base(data, length, version)
4724 return ordinary<Int32>(offset);
4739 return fixedStr<length>(offset);
4754 return "InstrumentDefinitionOption55.RelatedInstrumentsEntry";
4768 assert(TemplateId == templateId());
4780 return ordinary<MatchEventIndicator>(offset);
4791 return ordinary(value, offset, Null());
4801 return enumeration<SecurityUpdateAction>(offset);
4810 return ordinary<Timestamp>(offset);
4821 return enumeration<SecurityTradingStatus>(
value, offset, Null());
4829 return ordinary<Int16>(offset);
4838 return ordinary<UInt8>(offset);
4846 return ordinary<UInt8>(offset);
4855 return fixedStr<length>(offset);
4864 return fixedStr<length>(offset);
4873 return fixedStr<length>(offset);
4883 return fixedStr<length>(offset);
4891 return ordinary<Int32>(offset);
4906 return fixedStr<length>(offset);
4915 return fixedStr<length>(offset);
4923 return enumeration<PutOrCall>(offset);
4934 return ordinary(value, offset, Null());
4943 return fixedStr<length>(offset);
4953 return decimal(value, offset, Null());
4962 return fixedStr<length>(offset);
4972 return fixedStr<length>(offset);
4982 return decimal(value, offset, Null());
4990 return ordinary<CHAR>(offset);
4998 return ordinary<UInt32>(offset);
5006 return ordinary<UInt32>(offset);
5016 return decimal(value, offset, Null());
5026 return decimal(value, offset, Null());
5035 return decimal<Decimal9>(offset);
5045 return ordinary(value, offset, Null());
5055 return ordinary(value, offset, Null());
5065 return ordinary(value, offset, Null());
5075 return ordinary(value, offset, Null());
5086 return fixedStr<length>(offset);
5097 return decimal(value, offset, Null());
5109 return decimal(value, offset, Null());
5118 return ordinary<SettlPriceType>(offset);
5129 return ordinary(value, offset, Null());
5140 return ordinary(value, offset, Null());
5150 return decimal(value, offset, Null());
5160 return decimal(value, offset, Null());
5168 return ordinary<UserDefinedInstrument>(offset);
5180 FieldValue fieldValue;
5182 if (
ordinary(fieldValue, offset, Null()))
5198 return ordinary(value, offset, Null(), since);
5204 return groups().head<Events>();
5210 return groups().tail<Events>().head<FeedTypes>();
5216 return groups().tail<Events>().tail<FeedTypes>().head<InstAttrib>();
5222 return groups().tail<Events>().tail<FeedTypes>().tail<InstAttrib>().head<LotTypeRules>();
5228 return groups().tail<Events>().tail<FeedTypes>().tail<InstAttrib>().tail<LotTypeRules>().head<Underlyings>();
5234 return groups().tail<Events>().tail<FeedTypes>().tail<InstAttrib>().tail<LotTypeRules>().tail<Underlyings>().head<RelatedInstruments>();
5251 return "InstrumentDefinitionOption55";
5284 : Base(data, length, version)
5295 return decimal<PRICE9>(offset);
5303 return ordinary<Int32>(offset);
5311 return ordinary<Int32>(offset);
5319 return ordinary<UInt32>(offset);
5328 return ordinary<Int32>(offset);
5339 return enumeration<AggressorSide>(
value, offset, Null());
5347 return enumeration<UpdateAction>(offset);
5363 return ordinary(value, offset, Null());
5378 return "IncrementalRefreshTradeSummary48.Entry";
5398 : Base(data, length, version)
5409 return ordinary<UInt64>(offset);
5417 return ordinary<Int32>(offset);
5432 return "IncrementalRefreshTradeSummary48.OrderIDEntry";
5446 assert(TemplateId == templateId());
5458 return ordinary<Timestamp>(offset);
5467 return ordinary<MatchEventIndicator>(offset);
5473 return groups().head<Entries>();
5479 return groups().tail<Entries>().head<OrderIDEntries>();
5493 return "IncrementalRefreshTradeSummary48";
5526 : Base(data, length, version)
5539 return ordinary(value, offset, Null());
5549 return ordinary(value, offset, Null());
5559 return decimal(value, offset, Null());
5569 return ordinary(value, offset, Null());
5577 return ordinary<Int32>(offset);
5586 return enumeration<UpdateAction>(offset);
5594 return enumeration<EntryTypeBook>(offset);
5609 return "IncrementalRefreshOrderBook47.Entry";
5623 assert(TemplateId == templateId());
5635 return ordinary<Timestamp>(offset);
5644 return ordinary<MatchEventIndicator>(offset);
5650 return groups().head<Entries>();
5664 return "IncrementalRefreshOrderBook47";
5697 : Base(data, length, version)
5708 return ordinary<UInt64>(offset);
5718 return ordinary(value, offset, Null());
5726 return decimal<PRICE9>(offset);
5734 return ordinary<Int32>(offset);
5742 return enumeration<EntryTypeBook>(offset);
5757 return "SnapshotFullRefreshOrderBook53.Entry";
5771 assert(TemplateId == templateId());
5784 return ordinary<UInt32>(offset);
5792 return ordinary<UInt32>(offset);
5800 return ordinary<Int32>(offset);
5809 return ordinary<UInt32>(offset);
5817 return ordinary<UInt32>(offset);
5826 return ordinary<Timestamp>(offset);
5832 return groups().head<Entries>();
5846 return "SnapshotFullRefreshOrderBook53";
5879 : Base(data, length, version)
5890 return enumeration<EventType>(offset);
5899 return ordinary<Timestamp>(offset);
5914 return "InstrumentDefinitionFX63.EventsEntry";
5934 : Base(data, length, version)
5946 return fixedStr<length>(offset);
5954 return ordinary<Int8>(offset);
5969 return "InstrumentDefinitionFX63.FeedTypesEntry";
5989 : Base(data, length, version)
6007 return ordinary<InstAttribValue>(offset);
6022 return "InstrumentDefinitionFX63.InstAttribEntry";
6042 : Base(data, length, version)
6054 return ordinary<Int8>(offset);
6069 return ordinary<UInt64>(offset);
6084 return "InstrumentDefinitionFX63.LotTypeRulesEntry";
6104 : Base(data, length, version)
6118 FieldValue fieldValue;
6120 if (
ordinary(fieldValue, offset, Null()))
6136 FieldValue fieldValue;
6138 if (
ordinary(fieldValue, offset, Null()))
6157 FieldValue fieldValue;
6159 if (
ordinary(fieldValue, offset, Null()))
6176 return fixedStr<length>(offset, since);
6201 return "InstrumentDefinitionFX63.TradingSessionsEntry";
6215 assert(TemplateId == templateId());
6227 return ordinary<MatchEventIndicator>(offset);
6238 return ordinary(value, offset, Null());
6248 return enumeration<SecurityUpdateAction>(offset);
6257 return ordinary<Timestamp>(offset);
6269 return enumeration<SecurityTradingStatus>(
value, offset, Null());
6277 return ordinary<Int16>(offset);
6286 return ordinary<UInt8>(offset);
6294 return ordinary<UInt8>(offset);
6303 return fixedStr<length>(offset);
6312 return fixedStr<length>(offset);
6321 return fixedStr<length>(offset);
6330 return fixedStr<length>(offset);
6338 return ordinary<Int32>(offset);
6353 return fixedStr<length>(offset);
6362 return fixedStr<length>(offset);
6371 return fixedStr<length>(offset);
6381 return fixedStr<length>(offset);
6390 return fixedStr<length>(offset);
6398 return ordinary<CHAR>(offset);
6406 return ordinary<UInt32>(offset);
6414 return ordinary<UInt32>(offset);
6422 return decimal<PRICE9>(offset);
6431 return decimal<Decimal9>(offset);
6439 return ordinary<UInt8>(offset);
6450 return fixedStr<length>(offset);
6461 return decimal(value, offset, Null());
6471 return decimal(value, offset, Null());
6481 return decimal(value, offset, Null());
6491 return decimal(value, offset, Null());
6499 return ordinary<UserDefinedInstrument>(offset);
6508 return fixedStr<length>(offset);
6518 return fixedStr<length>(offset);
6530 return fixedStr<length>(offset);
6540 return ordinary<UInt16>(offset);
6549 return fixedStr<length>(offset);
6558 return fixedStr<length>(offset);
6567 return fixedStr<length>(offset);
6577 return fixedStr<length>(offset);
6585 return ordinary<UInt32>(offset);
6595 return decimal<PRICE9>(offset);
6605 return ordinary(value, offset, Null());
6615 return ordinary(value, offset, Null());
6625 return fixedStr<length>(offset);
6638 return decimal(value, offset, Null(), since);
6650 return ordinary(value, offset, Null(), since);
6662 return decimal(value, offset, Null(), since);
6675 return decimal(value, offset, Null(), since);
6681 return groups().head<Events>();
6687 return groups().tail<Events>().head<FeedTypes>();
6693 return groups().tail<Events>().tail<FeedTypes>().head<InstAttrib>();
6699 return groups().tail<Events>().tail<FeedTypes>().tail<InstAttrib>().head<LotTypeRules>();
6705 return groups().tail<Events>().tail<FeedTypes>().tail<InstAttrib>().tail<LotTypeRules>().head<TradingSessions>();
6728 return "InstrumentDefinitionFX63";
6761 : Base(data, length, version)
6774 return decimal(value, offset, Null());
6784 return ordinary(value, offset, Null());
6792 return ordinary<Int32>(offset);
6800 return ordinary<UInt32>(offset);
6811 return ordinary(value, offset, Null());
6819 return ordinary<UInt8>(offset);
6827 return enumeration<UpdateAction>(offset);
6835 return enumeration<EntryTypeBook>(offset);
6850 return "IncrementalRefreshBookLongQty64.Entry";
6870 : Base(data, length, version)
6881 return ordinary<UInt64>(offset);
6891 return ordinary(value, offset, Null());
6901 return ordinary(value, offset, Null());
6912 return ordinary(value, offset, Null());
6921 return enumeration<OrderUpdateAction>(offset);
6936 return "IncrementalRefreshBookLongQty64.OrderIDEntry";
6950 assert(TemplateId == templateId());
6962 return ordinary<Timestamp>(offset);
6971 return ordinary<MatchEventIndicator>(offset);
6977 return groups().head<Entries>();
6983 return groups().tail<Entries>().head<OrderIDEntries>();
6997 return "IncrementalRefreshBookLongQty64";
7030 : Base(data, length, version)
7041 return decimal<PRICE9>(offset);
7049 return ordinary<UInt64>(offset);
7057 return ordinary<Int32>(offset);
7066 return ordinary<UInt32>(offset);
7075 return ordinary<Int32>(offset);
7083 return ordinary<UInt32>(offset);
7094 return enumeration<AggressorSide>(
value, offset, Null());
7102 return enumeration<UpdateAction>(offset);
7123 return "IncrementalRefreshTradeSummaryLongQty65.Entry";
7144 : Base(data, length, version)
7155 return ordinary<UInt64>(offset);
7163 return ordinary<Int32>(offset);
7178 return "IncrementalRefreshTradeSummaryLongQty65.OrderIDEntry";
7192 assert(TemplateId == templateId());
7204 return ordinary<Timestamp>(offset);
7213 return ordinary<MatchEventIndicator>(offset);
7219 return groups().head<Entries>();
7225 return groups().tail<Entries>().head<OrderIDEntries>();
7239 return "IncrementalRefreshTradeSummaryLongQty65";
7272 : Base(data, length, version)
7283 return ordinary<UInt64>(offset);
7291 return ordinary<Int32>(offset);
7299 return ordinary<UInt32>(offset);
7307 return enumeration<UpdateAction>(offset);
7329 return "IncrementalRefreshVolumeLongQty66.Entry";
7343 assert(TemplateId == templateId());
7355 return ordinary<Timestamp>(offset);
7364 return ordinary<MatchEventIndicator>(offset);
7370 return groups().head<Entries>();
7384 return "IncrementalRefreshVolumeLongQty66";
7417 : Base(data, length, version)
7428 return decimal<PRICE9>(offset);
7438 return ordinary(value, offset, Null());
7446 return ordinary<Int32>(offset);
7454 return ordinary<UInt32>(offset);
7464 return enumeration<OpenCloseSettlFlag>(
value, offset, Null());
7472 return enumeration<UpdateAction>(offset);
7480 return enumeration<EntryTypeStatistics>(offset);
7495 return "IncrementalRefreshSessionStatisticsLongQty67.Entry";
7509 assert(TemplateId == templateId());
7521 return ordinary<Timestamp>(offset);
7530 return ordinary<MatchEventIndicator>(offset);
7536 return groups().head<Entries>();
7550 return "IncrementalRefreshSessionStatisticsLongQty67";
7583 : Base(data, length, version)
7596 return decimal(value, offset, Null());
7606 return ordinary(value, offset, Null());
7619 return ordinary(value, offset, Null());
7629 return ordinary(value, offset, Null());
7639 return enumeration<OpenCloseSettlFlag>(
value, offset, Null());
7647 return enumeration<EntryType>(offset);
7662 return "SnapshotFullRefreshLongQty69.Entry";
7676 assert(TemplateId == templateId());
7689 return ordinary<UInt32>(offset);
7698 return ordinary<UInt32>(offset);
7706 return ordinary<Int32>(offset);
7715 return ordinary<UInt32>(offset);
7724 return ordinary<Timestamp>(offset);
7733 return ordinary<Timestamp>(offset);
7744 FieldValue fieldValue;
7746 if (
ordinary(fieldValue, offset, Null()))
7761 return enumeration<SecurityTradingStatus>(
value, offset, Null());
7772 return decimal(value, offset, Null());
7783 return decimal(value, offset, Null());
7793 return decimal(value, offset, Null());
7799 return groups().head<Entries>();
7813 return "SnapshotFullRefreshLongQty69";
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Decimal displayFactor() const
Contains the multiplier to convert the CME Globex display price to the conventional price...
StrRef rateSource() const
Fixing Rate Source.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
StrRef currency() const
Identifies currency used for price.
InstAttribEntry()
Initializes blank instance.
UpdateActionNew updateAction() const
Market Data entry update action.
Timestamp lastUpdateTime() const
UTC Date and time of last Security Definition add, update or delete on a given Market Data channel...
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
RelatedSymEntry()
Initializes blank instance.
MDIncrementalRefreshSessionStatistics.
static const Char * className()
Entity class name.
bool decayQuantity(Int32 &value) const
Indicates the quantity that a contract will decay daily by once the decay start date is reached...
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
static const Char * className()
Returns class name.
static const Char * className()
Returns class name.
static const Char * className()
Entity class name.
StrRef underlyingSymbol() const
Underlying Instrument Symbol (Contract Name).
OrderIDEntries orderIdEntries() const
Returns instance of OrderIDEntries repeating group.
static const Char * className()
Returns class name.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
OrderIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool tickRule(Int8 &value) const
VTT code referencing variable tick table.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
MDIncrementalRefreshBookLongQty.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
static const Char * className()
Returns class name.
Int8 lotType() const
This tag is required to interpret the value in tag 1231-MinLotSize.
bool totNumReports(UInt32 &value) const
Total number of instruments in the Replay loop.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
SecurityAltIDSourceISIN securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
QuoteRequest39()
Initializes blank instance.
Timestamp lastUpdateTime() const
Timestamp of when the instrument was last added, modified or deleted.
UInt32 minTradeVol() const
The minimum trading volume for a security.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
UInt32 minTradeVol() const
The minimum trading volume for a security.
AdminHeartbeat410(const void *data, EncodedLength length)
Initializes instance over given memory block.
bool minLotSize(Decimal &value) const
Minimum quantity accepted for order entry.
static const Char * className()
Returns class name.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
UInt16 LocalMktDate
LocalMktDate type.
RelatedSymEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
UInt64 orderId() const
Unique Order ID.
EntryTypeBook::Enum entryType() const
Market Data entry type.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool referenceId(UInt8 &value) const
Reference to corresponding Price and Security ID, sequence of MD entry in the message.
bool flowScheduleType(Int8 &value) const
The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract.
Entries entries() const
Returns instance of Entries repeating group.
Number of entries in Market Data message.
static const Char * className()
Returns class name.
static const Char * className()
Entity class name.
FeedTypesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
Events events() const
Returns instance of Events repeating group.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
AdminLogin15()
Initializes blank instance.
BlockLength blockLength() const
Length of the message body ( block of fixed-length fields).
EventsEntry()
Initializes blank instance.
StrRef feedType() const
Describes a class of service for a given data feed.
static const Char * className()
Entity class name.
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is the aggressor or if there is no aggressor.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const
Identifies the current trading state of the instrument.
SnapshotFullRefreshLongQty.
EntryType::Enum entryType() const
Market Data entry type.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
bool highLimitPrice(Decimal &value) const
Upper price threshold for the instrument.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Number of FeedType entries.
bool instrumentGUId(UInt64 &value) const
External unique instrument ID.
static const Char * className()
Returns class name.
Entry()
Initializes blank instance.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
AdminLogout409(const void *data, EncodedLength length)
Initializes instance over given memory block.
bool priceDisplayFormat(UInt8 &value) const
Number of Decimals in Displayed Price.
UInt64 orderId() const
Unique Order ID.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 maxTradeVol() const
The maximum trading volume for a security.
IncrementalRefreshTradeSummaryLongQty65(const void *data, EncodedLength length)
Initializes instance over given memory block.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
static const Char * className()
Returns class name.
Int8 lotType() const
This tag is required to interpret the value in tag 1231-MinLotSize.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
bool tradingReferencePrice(Decimal &value) const
Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.
StrRef securityGroup() const
Security Group Code.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const
Identifies the current state of the instrument.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
SettlPriceType settlPriceType() const
Bitmap field of eight Boolean type indicators representing settlement price type. ...
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
OrderUpdateAction::Enum orderUpdateAction() const
Order book update action to be applied to the order referenced by OrderID.
SnapshotFullRefreshOrderBook.
UInt64 orderId() const
Unique order identifier as assigned by the exchange.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
LegsEntry()
Initializes blank instance.
Int32 relatedSecurityId() const
Related Security ID.
InstAttribEntry()
Initializes blank instance.
bool tradingReferencePrice(Decimal &value) const
Trading Reference Price.
CHAR matchAlgorithm() const
Matching algorithm.
BinaryGroupEntry< GroupSize8Byte::BlockLength > Base
Aliases base class type.
Number of FeedType entries.
static const Char * className()
Returns class name.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
MDIncrementalRefreshBook.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool subFraction(UInt8 &value) const
Price Denominator of Sub Fraction.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
UpdateAction::Enum updateAction() const
Market Data update action.
FeedTypes feedTypes() const
Returns instance of FeedTypes repeating group.
bool tickRule(Int8 &value) const
Tick Rule.
Decimal displayFactor() const
Contains the multiplier to convert the CME Globex display price to the conventional price...
UpdateAction::Enum updateAction() const
Market Data update action.
Number of entries in Market Data message.
StrRef settlementLocale() const
Settlement Locale.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
bool highLimitPrice(Decimal &value) const
Allowable high limit price for the trading day.
StrRef securityType() const
Security Type.
IncrementalRefreshBookLongQty64()
Initializes blank instance.
StrRef symbol() const
Instrument Name or Symbol. Previously used as Group Code.
StrRef cfiCode() const
ISO standard instrument categorization code.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
LegSide::Enum legSide() const
Leg side.
StrRef symbol() const
Instrument Name or Symbol.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
InstAttribEntry()
Initializes blank instance.
UpdateTypeNew updateAction() const
Market Data update action.
StrRef marketSet() const
Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible ma...
static BlockLength blockLength(SchemaVersion version)
Returns size of entry body in bytes for given version of message template.
static const Char * className()
Returns class name.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
InstAttribValue instAttribValue() const
Bitmap field of 32 Boolean type Instrument eligibility flags.
EntryTypeStatistics::Enum entryType() const
Market Data entry type.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static StrRef fixType()
FIX message type.
SecurityStatus30(const void *data, EncodedLength length)
Initializes instance over given memory block.
UserDefinedInstrument userDefinedInstrument() const
User-defined instruments flag.
static StrRef fixType()
FIX message type.
AdminLogin15(const void *data, EncodedLength length)
Initializes instance over given memory block.
StrRef currency() const
Identifies currency used for price.
UInt32 lastMsgSeqNumProcessed() const
Sequence number of the last Incremental feed packet processed.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
StrRef marketSet() const
Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible ma...
InstAttribValue instAttribValue() const
Bitmap field of 32 Boolean type instrument eligibility flags.
UInt8 underlyingProduct() const
Indicates the product complex.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
static const Char * className()
Entity class name.
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Number of OrderID entries.
bool entrySize(Int32 &value) const
Indicative Opening Quantity.
MDInstrumentDefinitionFX.
StrRef securityType() const
Security Type.
Number of entries in Market Data message.
UInt8 underlyingProduct() const
Product complex.
FeedTypesEntry()
Initializes blank instance.
static const Char * className()
Entity class name.
StrRef securityGroup() const
Security Group Code.
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity.
static const Char * className()
Returns class name.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
UInt8 priceLevel() const
Aggregate book level.
AdminHeartbeat12(const void *data, EncodedLength length)
Initializes instance over given memory block.
InstAttribEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
static const Char * className()
Returns class name.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
StrRef asset() const
The underlying asset code also known as Product Code.
Int32 securityId() const
Security ID.
StrRef securityExchange() const
Exchange used to identify a security.
SecurityIDSource securityIdSource() const
Identifies class or source of tag 48-SecurityID value.
Number of repeating InstrAttribType entries.
MatchEventIndicator type.
Entries entries() const
Returns instance of Entries repeating group.
Null values definition for optional PRICE9 field.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SnapshotFullRefresh52(const void *data, EncodedLength length)
Initializes instance over given memory block.
bool instrumentGUId(UInt64 &value) const
External unique instrument ID.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
bool decayStartDate(Timestamp &value) const
Indicates the date at which a decaying contract will begin to decay.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool instrumentGUId(UInt64 &value) const
External unique instrument ID.
IncrementalRefreshSessionStatistics51(const void *data, EncodedLength length)
Initializes instance over given memory block.
InstAttrib instAttrib() const
Returns instance of InstAttrib repeating group.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
InstrumentDefinitionFX63()
Initializes blank instance.
bool minLotSize(Decimal &value) const
Minimum quantity accepted for order entry.
Null values definition for optional Decimal9 field.
Decimal maxPriceDiscretionOffset() const
Max allowed discretionary offset from Limit order price.
Entry()
Initializes blank instance.
Decimal decimal(Lengthoffset) const
Returns value of a field by its offset converted into a decimal.
OrderIDEntries orderIdEntries() const
Returns instance of OrderIDEntries repeating group.
EntryTypeTrade entryType() const
Market Data entry type.
Represents time point without time-zone information.
Entries entries() const
Returns instance of Entries repeating group.
static const Char * className()
Returns class name.
static StrRef fixType()
FIX message type.
EventsEntry()
Initializes blank instance.
StrRef feedType() const
Describes a class of service for a given data feed.
Number of related instruments group.
Entry()
Initializes blank instance.
bool datedDate(Timestamp &value) const
Dated Date.
UInt8 underlyingProduct() const
Indicates the product complex.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
static const Char * className()
Entity class name.
Int16 applId() const
MD channel ID as defined in the XML Configuration file.
static const Char * className()
Entity class name.
static const Char * className()
Entity class name.
Value ordinary(Lengthoffset) const
Returns value of a field by its offset.
FeedTypesEntry()
Initializes blank instance.
LotTypeRulesEntry()
Initializes blank instance.
IntegralConstant< Char, 'e'> EntryTypeVol
MDEntryTypeVol.
static StrRef fixType()
FIX message type.
LotTypeRulesEntry()
Initializes blank instance.
MDIncrementalRefreshVolumeLongQty.
UInt32 chunks() const
Total number of packets that constitutes a single instrument order book.
SnapshotFullRefresh52()
Initializes blank instance.
EntryTypeBook::Enum entryType() const
Market Data entry type.
Int16 applId() const
The channel ID as defined in the XML Configuration file.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Number of OrderID and LastQty entries in Trade Summary message.
StrRef unitOfMeasure() const
Unit of measure for the products' original contract size.
StrRef fxBenchmarkRateFix() const
Fixing Rate Description.
SecurityUpdateAction::Enum securityUpdateAction() const
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
static const Char * className()
Entity class name.
OrderIDEntry()
Initializes blank instance.
bool totNumReports(UInt32 &value) const
Total number of instruments in the Replay loop.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Timestamp transactTime() const
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch...
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
static const Char * className()
Entity class name.
Number of entries in Market Data message.
StrRef settlCurrency() const
Identifies currency used for settlement, if different from trading currency.
IntegralConstant< Int8, 24 > InstAttribType
Eligibility.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
UInt32 minTradeVol() const
The minimum trading volume for a security.
SnapshotFullRefreshOrderBook53(const void *data, EncodedLength length)
Initializes instance over given memory block.
Int16 applId() const
The channel ID as defined in the XML Configuration file.
Int8 marketDepth() const
Book depth.
StrRef asset() const
Product Code within Security Group specified.
Decimal entryPx() const
Trade price.
OrderIDEntries orderIdEntries() const
Returns instance of OrderIDEntries repeating group.
Int8 lotType() const
This tag is required to interpret the value in tag 1231-MinLotSize.
bool unitOfMeasureQty(Decimal &value) const
This field contains the contract size for each instrument.
MessageSize BlockLength
Length of message body representing a block of fixed-length fields.
LotTypeRules lotTypeRules() const
Returns instance of LotTypeRules repeating group.
static StrRef fixType()
FIX message type.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
StrRef securityExchange() const
Exchange used to identify a security.
bool entrySize(UInt64 &value) const
Indicative Opening Quantity.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
bool openCloseSettlFlag(OpenCloseSettlFlag::Enum &value) const
Flag describing IOP and Open Price entries.
bool tradeEntryId(UInt32 &value) const
Market Data Trade entry ID.
GroupSize::BlockLength EncodedLength
Represents the length of binary data occupied by the given group entry.
bool instrumentGUId(UInt64 &value) const
External unique instrument ID.
UInt8 marketSegmentId() const
Identifies the market segment, populated for all CME Globex instruments.
Timestamp eventTime() const
Date and time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
IntegralConstant< Char, 'J'> EntryTypeChannelReset
Channel Reset message entry type.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool highLimitPrice(Decimal &value) const
Upper price threshold for the instrument.
UpdateAction::Enum updateAction() const
Market Data update action.
SecurityIDSource securityIdSource() const
Identifies class or source of tag 48-SecurityID value.
static const Char * className()
Entity class name.
StrRef relatedSymbol() const
Related instrument Symbol.
bool clearedVolume(Int32 &value) const
The total cleared volume of instrument traded during the prior trading session.
static const Char * className()
Returns class name.
SecurityUpdateAction::Enum securityUpdateAction() const
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
EventType::Enum eventType() const
Code to represent the type of event.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
bool orderId(UInt64 &value) const
Order ID.
bool priceDisplayFormat(UInt8 &value) const
Number of decimals in fractional display price.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
static const Char * className()
Entity class name.
StrRef asset() const
The underlying asset code also known as Product Code.
Entries entries() const
Returns instance of Entries repeating group.
UserDefinedInstrument userDefinedInstrument() const
User-defined instruments flag.
UserDefinedInstrument userDefinedInstrument() const
User-defined Instrument flag.
Int32 securityId() const
Security ID.
Timestamp lastUpdateTime() const
Timestamp of when the instrument was last added, modified or deleted.
bool maxPriceVariation(Decimal &value) const
Differential value for price banding.
Entries entries() const
Returns instance of Entries repeating group.
bool lowLimitPrice(Decimal &value) const
Allowable low limit price for the trading day.
FeedTypesEntry()
Initializes blank instance.
FeedTypes feedTypes() const
Returns instance of FeedTypes repeating group.
ChannelReset4()
Initializes blank instance.
bool entrySize(UInt64 &value) const
Market Data entry size.
StrRef securityType() const
Security Type.
StrRef symbol() const
Instrument Name or Symbol.
bool mainFraction(UInt8 &value) const
Price Denominator of Main Fraction.
BinaryGroup< RelatedSymEntry, GroupSize, MessageSize > RelatedSym
Repeating group containing RelatedSymEntry entries.
bool orderPriority(UInt64 &value) const
Order priority for execution on the order book.
bool minPriceIncrementAmount(Decimal &value) const
Monetary value equivalent to the minimum price fluctuation.
bool issueDate(Timestamp &value) const
Issue Date.
MDIncrementalRefreshDailyStatistics.
Entries entries() const
Returns instance of Entries repeating group.
bool subFraction(UInt8 &value) const
Price Denominator of Sub Fraction.
bool legPrice(Decimal &value) const
Price for the future leg of a UDS Covered instrument.
InstAttribType instAttribType() const
Instrument eligibility attributes.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Timestamp eventTime() const
Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Indicates the number of repeating symbols specified.
bool clearedVolume(Int32 &value) const
The total cleared volume of instrument traded during the prior trading session.
UpdateAction::Enum updateAction() const
Market Data update action.
Int8 marketDepth() const
Book depth.
bool orderQty(Int32 &value) const
Quantity requested.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
StrRef riskSet() const
Risk Set identifies the list of instruments sharing credit limits set up.
bool minLotSize(Decimal &value) const
Minimum quantity accepted for order entry.
Number of LotTypeRules entries.
UpdateAction::Enum updateAction() const
Market Data update action.
Int32 securityId() const
Unique instrument ID.
static const Char * className()
Returns class name.
LotTypeRulesEntry()
Initializes blank instance.
bool numberOfOrders(Int32 &value) const
In Book entry - aggregate number of orders at given price level.
BinaryGroup< TradingSessionsEntry, GroupSize, MessageSize > TradingSessions
Repeating group containing TradingSessionsEntry entries.
bool minPriceIncrement(Decimal &value) const
Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) el...
AdminLogin408(const void *data, EncodedLength length)
Initializes instance over given memory block.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
FeedTypesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Entry()
Initializes blank instance.
InstrumentDefinitionFixedIncome57(const void *data, EncodedLength length)
Initializes instance over given memory block.
Int32 displayQty() const
Visible order qty.
static const Char * className()
Returns class name.
EventsEntry()
Initializes blank instance.
static const Char * className()
Entity class name.
#define ONIXS_CMEMDH_LTWT
static const Char * className()
Entity class name.
static const Char * className()
Entity class name.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool tradeDate(Timestamp &value) const
Trade session date sent as number of days since Unix epoch.
StrRef settlCurrency() const
Identifies currency used for settlement, if different from trade price currency.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
SecurityIDSource securityIdSource() const
Identifies class or source of Tag 48-SecurityID value.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool mainFraction(UInt8 &value) const
Price Denominator of Main Fraction.
UInt32 rptSeq() const
Sequence number per instrument update.
EventType::Enum eventType() const
Code to represent the type of event.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
LotTypeRules lotTypeRules() const
Returns instance of LotTypeRules repeating group.
InstAttribValue instAttribValue() const
Bitmap field of 32 Boolean type instrument eligibility flags.
Legs legs() const
Returns instance of Legs repeating group.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
UInt64 minLotSize() const
For FX instruments in the repeating group with Tag 1093-LotType=2, Tag 1231-MinLotSize provides a Reg...
Decimal entryPx() const
Order Price.
bool maxPriceVariation(Decimal &value) const
Differential value for price banding.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Decimal minPriceIncrement() const
Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) el...
bool maxPriceVariation(Decimal &value) const
Differential value for price banding.
StrRef priceQuoteCurrency() const
Local (counter) currency.
Decimal displayFactor() const
Contains the multiplier to convert the CME Globex display price to the conventional price...
bool lowLimitPrice(Decimal &value) const
Lower price threshold for the instrument.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const
Identifies the current state of the instrument.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
UInt64 entrySize() const
Consolidated trade quantity, notional.
static BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
static StrRef fixType()
FIX message type.
bool lowLimitPrice(Decimal &value) const
Allowable low limit price for the trading day.
Number of underlying instruments.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
OrderIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
RelatedInstruments relatedInstruments() const
Returns instance of RelatedInstruments repeating group.
AdminHeartbeat410()
Initializes blank instance.
Null values definition for optional MaturityMonthYear field.
StrRef currency() const
Base currency.
bool tradingReferenceDate(Timestamp &value) const
Indicates the date of trade session corresponding to a statistic entry.
Int32 securityId() const
Security ID.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
bool tradeDate(Timestamp &value) const
Trade Session Date.
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Entries entries() const
Returns instance of Entries repeating group.
static const Char * className()
Returns class name.
Int32 securityId() const
Security ID.
static const Char * className()
Entity class name.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
StrRef asset() const
The underlying asset code also known as Product Code.
EntryTypeVol entryType() const
Electronic Volume entry provides cumulative session trade volume updated with the event...
SettlPriceType settlPriceType() const
Bitmap field of eight Boolean type indicators representing settlement price type. ...
static StrRef fixType()
FIX message type.
StrRef cfiCode() const
ISO standard instrument categorization code.
StrRef text() const
Free format text string.
Int32 underlyingSecurityId() const
Unique Instrument ID as qualified by the exchange per tag 305-UnderlyingSecurityIDSource.
AdminHeartbeat12()
Initializes blank instance.
StrRef feedType() const
Describes a class of service for a given data feed.
bool side(Int8 &value) const
Side requested.
static const Char * className()
Entity class name.
bool tradingReferenceDate(Timestamp &value) const
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
bool priceDisplayFormat(UInt8 &value) const
Number of decimals in fractional display price.
HaltReason::Enum haltReason() const
Identifies the reason for the status change.
bool minPriceIncrement(Decimal &value) const
Minimum constant tick for the instrument.
Entries entries() const
Returns instance of Entries repeating group.
Int32 numberOfOrders() const
The total number of real orders per instrument that participated in a match step within a match event...
static StrRef fixType()
FIX message type.
bool minPriceIncrement(Decimal &value) const
Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) el...
StrRef quoteReqId() const
Quote Request ID defined by the exchange.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
AdminLogin408()
Initializes blank instance.
bool securityId(Int32 &value) const
If this tag is present, 35=f message is sent for the instrument.
UInt32 rptSeq() const
Market Data entry sequence number per instrument update.
static const Char * className()
Entity class name.
bool entryPx(Decimal &value) const
Market Data entry price.
static const Char * className()
Entity class name.
UInt32 rptSeq() const
Market Data entry sequence number per instrument update.
CHAR matchAlgorithm() const
Matching algorithm.
OrderIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
PutOrCall::Enum putOrCall() const
Indicates whether an option instrument is a put or call.
Entry()
Initializes blank instance.
Timestamp eventTime() const
Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
Null values definition for optional DecimalQty field.
Encapsulates operations over SBE-encoded repeating group entry instance.
bool altMinPriceIncrement(Decimal &value) const
New sub-tick which is only available for order entry when certain conditions are met, tick value which corresponds to the Alt Min Quote Life.
static const Char * className()
Entity class name.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
bool tradingReferencePrice(Decimal &value) const
Reference price for prelisted instruments or the last calculated Settlement whether it be Theoretical...
CHAR matchAlgorithm() const
Matching algorithm.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
StrRef securityGroup() const
Security Group Code.
bool minLotSize(Decimal &value) const
Minimum quantity accepted for order entry.
IncrementalRefreshLimitsBanding50(const void *data, EncodedLength length)
Initializes instance over given memory block.
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
IntegralConstant< Char, '2'> EntryTypeTrade
MDEntryTypeTrade.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
StrRef unitOfMeasure() const
Unit of measure for the products' original contract size.
Timestamp lastUpdateTime() const
Timestamp of when the instrument was last added, modified or deleted.
bool priceLevel(UInt8 &value) const
Aggregate book level.
char Char
Character type alias.
Int32 securityId() const
Unique instrument ID.
Entry()
Initializes blank instance.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Int8 marketDepth() const
Identifies the depth of book.
bool totNumReports(UInt32 &value) const
Total number of instruments in the Replay loop.
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
IncrementalRefreshOrderBook47()
Initializes blank instance.
Number of entries in Market Data message.
StrRef securityExchange() const
Exchange used to identify a security.
bool displayQty(Int32 &value) const
Visible qty of order.
static StrRef fixType()
FIX message type.
Events events() const
Returns instance of Events repeating group.
UpdateAction::Enum updateAction() const
Market Data update action.
CHAR matchAlgorithm() const
Matching Algorithm.
InstAttribValue instAttribValue() const
Bitmap field of 32 Boolean type instrument eligibility flags.
bool entrySize(Int32 &value) const
Market Data entry quantity.
Number of entries in Market Data message.
MDIncrementalRefreshOrderBook.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Int32 lastQty() const
Quantity bought or sold on this last fill.
Number of EventType entries.
StrRef symbol() const
Instrument Name or Symbol.
MessageSize EncodedLength
Length of message binary data.
bool legOptionDelta(Decimal &value) const
Delta used to calculate the quantity of futures used to cover the option or option strategy...
LotTypeRules lotTypeRules() const
Returns instance of LotTypeRules repeating group.
AdminLogout16(const void *data, EncodedLength length)
Initializes instance over given memory block.
StrRef securityType() const
Security Type.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
EntryTypeChannelReset entryType() const
Market Data entry type.
bool value(Number &number, const MultiContainer &container, Tag tag)
Finds a tag-value entry in the given collection by the given tag and returns its value component tran...
static StrRef fixType()
FIX message type.
InstAttribType instAttribType() const
Instrument eligibility attributes.
StrRef priceQuoteMethod() const
Price quotation method.
FeedTypes feedTypes() const
Returns instance of FeedTypes repeating group.
Int8 quoteType() const
Type of quote requested.
SchemaVersion version() const
Version of message containing given repeating group instance.
Entry()
Initializes blank instance.
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Timestamp lastUpdateTime() const
Timestamp of when the instrument was last added, modified or deleted.
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
InstrumentDefinitionFuture54(const void *data, EncodedLength length)
Initializes instance over given memory block.
Entry()
Initializes blank instance.
static StrRef fixType()
FIX message type.
ChannelReset4(const void *data, EncodedLength length)
Initializes instance over given memory block.
OrderIDEntry()
Initializes blank instance.
LotTypeRules lotTypeRules() const
Returns instance of LotTypeRules repeating group.
bool entrySize(UInt64 &value) const
Aggregate booked qty at price level, notional.
Events events() const
Returns instance of Events repeating group.
InstAttribType instAttribType() const
Instrument Eligibility Attributes.
Int32 entrySize() const
Consolidated trade quantity.
static const Char * className()
Entity class name.
UInt32 rptSeq() const
Market Data entry sequence number per instrument update.
StrRef couponFrequencyUnit() const
Time unit associated with the frequency of the bond's coupon payment.
bool openCloseSettlFlag(OpenCloseSettlFlag::Enum &value) const
Flag that additionally describes market data entry type.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool entryPx(Decimal &value) const
Order price.
EventType::Enum eventType() const
Code to represent the type of event.
InstAttrib instAttrib() const
Returns instance of InstAttrib repeating group.
StrRef securityExchange() const
Exchange used to identify a security.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
OrderIDEntry()
Initializes blank instance.
bool altMinQuoteLife(UInt32 &value) const
MQL duration in number of microseconds applied to orders at AltMinPriceIncrement. ...
bool contractMultiplierUnit(Int8 &value) const
Indicates the type of multiplier being applied to the product.
Int16 applId() const
The channel ID as defined in the XML Configuration file.
Entry()
Initializes blank instance.
UInt64 entrySize() const
Cumulative traded volume, notional.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
static const Char * className()
Entity class name.
static StrRef fixType()
FIX message type.
StrRef securityAltId() const
Expanded instrument description.
Int32 securityId() const
Unique Instrument ID.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
IncrementalRefreshSessionStatistics51()
Initializes blank instance.
EventType::Enum eventType() const
Code to represent the type of event.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
static const Char * className()
Returns class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
FeedTypes feedTypes() const
Returns instance of FeedTypes repeating group.
static const Char * className()
Returns class name.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
StrRef cfiCode() const
ISO standard instrument categorization code.
UInt64 orderId() const
Unique order identifier as assigned by the exchange.
Timestamp localMktDateToTimestamp(LocalMktDate days)
Converts days since epoch to Timestamp value.
IncrementalRefreshVolumeLongQty66(const void *data, EncodedLength length)
Initializes instance over given memory block.
Number of Trade Summary entries.
static StrRef fixType()
FIX message type.
EntryTypeStatistics::Enum entryType() const
Market Data entry type.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
bool contractMultiplier(Int32 &value) const
Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar d...
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
TradingSessions tradingSessions() const
Returns instance of TradingSessions repeating group.
InstrumentDefinitionSpread56(const void *data, EncodedLength length)
Initializes instance over given memory block.
BinaryGroup< RelatedInstrumentsEntry, GroupSize, MessageSize > RelatedInstruments
Repeating group containing RelatedInstrumentsEntry entries.
SecurityStatus30()
Initializes blank instance.
Int32 securityId() const
Security ID.
UserDefinedInstrument userDefinedInstrument() const
User-defined instruments flag.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
UpdateAction::Enum updateAction() const
Market Data update action.
bool maturityMonthYear(MaturityMonthYear &value) const
Fixed Date NDF Maturity.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Int32 securityId() const
Security ID as defined by CME.
StrRef feedType() const
Describes a class of service for a given data feed.
StrRef securitySubType() const
Strategy type.
bool openCloseSettlFlag(OpenCloseSettlFlag::Enum &value) const
Flag describing Open Price entry.
IntegralConstant< Char, '8'> SecurityIDSource
SecurityIDSource.
Number of entries in Market Data message.
Int16 applId() const
The channel ID as defined in the XML Configuration file.
static StrRef fixType()
FIX message type.
MessageTemplateId templateId() const
Template identifier of message being referenced.
bool lowLimitPrice(Decimal &value) const
Lower price threshold for the instrument.
bool minPriceIncrementAmount(Decimal &value) const
Monetary value equivalent to the minimum price fluctuation.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
LotTypeRulesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
QuoteRequest39(const void *data, EncodedLength length)
Initializes instance over given memory block.
UInt32 minQuoteLife() const
Minimum Quote Life in number of microseconds.
bool priceRatio(Decimal &value) const
Used for price calculation in spread and leg pricing.
bool orderPriority(UInt64 &value) const
Order priority for execution on the order book.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
StrRef financialInstrumentFullName() const
Long name of the instrument.
Int32 securityId() const
Unique instrument ID.
StrRef settlCurrency() const
Identifies currency used for settlement, if different from trade price currency.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Provides efficient way of accessing text-based values without copying content of the text being refer...
MDInstrumentDefinitionSpread.
InstrumentDefinitionFixedIncome57()
Initializes blank instance.
MessageHeader::Version SchemaVersion
Aliases SBE-encoded data version type.
Number of entries in Market Data message.
SnapshotFullRefreshLongQty69(const void *data, EncodedLength length)
Initializes instance over given memory block.
StrRef asset() const
The underlying asset code also known as Product Code.
UInt8 marketSegmentId() const
Identifies the market segment, populated for all CME Globex instruments.
static const Char * className()
Entity class name.
static StrRef fixType()
FIX message type.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
Number of repeating EventType entries.
BinaryGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
UInt8 marketSegmentId() const
Identifies the market segment for all CME Globex instruments.
bool referenceId(UInt8 &value) const
Reference to corresponding Price and SecurityID, sequence of MD entry in the message.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool underlyingProduct(UInt8 &value) const
Product complex.
A real number with floating exponent.
StrRef asset() const
The underlying asset code also known as Product Code.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
StrRef fixRateLocalTime() const
Fixing Rate Local Time, denoted in HH:MM:SS format.
IntegralConstant< Char, 'g'> EntryTypeLimits
MDEntryTypeLimits.
LotTypeRulesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool openInterestQty(Int32 &value) const
The total open interest for the market at the close of the prior trading session. ...
Entry()
Initializes blank instance.
bool maxPriceVariation(Decimal &value) const
Differential value for price banding.
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
static StrRef fixType()
FIX message type.
SettlPriceType settlPriceType() const
Bitmap field of eight Boolean type indicators representing settlement price type. ...
bool clearedVolume(Int32 &value) const
The total cleared volume of instrument traded during the prior trading session.
Entries entries() const
Returns instance of Entries repeating group.
IncrementalRefreshSessionStatisticsLongQty67(const void *data, EncodedLength length)
Initializes instance over given memory block.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Timestamp transactTime() const
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch...
bool subFraction(UInt8 &value) const
Price Denominator of Sub Fraction.
bool entryPx(Decimal &value) const
Market Data entry price.
bool couponFrequencyPeriod(UInt16 &value) const
Time unit multiplier for the frequency of the bond's coupon payment.
bool priceDisplayFormat(UInt8 &value) const
Number of decimals in fractional display price.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
IncrementalRefreshBook46(const void *data, EncodedLength length)
Initializes instance over given memory block.
Number of repeating InstrAttribType entries.
bool mainFraction(UInt8 &value) const
Price Denominator of Main Fraction.
bool minPriceIncrementAmount(Decimal &value) const
Monetary value equivalent to the minimum price fluctuation.
IncrementalRefreshVolume37(const void *data, EncodedLength length)
Initializes instance over given memory block.
static StrRef fixType()
FIX message type.
bool maxPriceVariation(Decimal &value) const
Differential static value for price banding.
UInt8 pricePrecision() const
Specifies price decimal precision for EBS instrument.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
UInt8 underlyingProduct() const
Product complex.
static const Char * className()
Entity class name.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
static StrRef fixType()
FIX message type.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool originalContractSize(Int32 &value) const
Fixed contract value assigned to each product.
AdminLogout409()
Initializes blank instance.
bool lowLimitPrice(Decimal &value) const
Allowable low limit price for the trading day.
UpdateAction::Enum updateAction() const
Order book update action to be applied to the order referenced by OrderID.
LotTypeRules lotTypeRules() const
Returns instance of LotTypeRules repeating group.
Decimal minPriceIncrement() const
Minimum price tick.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
StrRef unitOfMeasure() const
Unit of measure for the products' original contract size.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
TradingSessionsEntry()
Initializes blank instance.
OrderIDEntry()
Initializes blank instance.
Timestamp eventTime() const
Date and Time of instument Activation or Expiration event sent as number of nanoseconds since Unix ep...
bool tradingReferenceDate(Timestamp &value) const
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
static const Char * className()
Entity class name.
FeedTypes feedTypes() const
Returns instance of FeedTypes repeating group.
SecurityIDSource securityIdSource() const
Identifies class or source of the security ID (Tag 48) value.
RelatedInstrumentsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Int16 applId() const
Indicates the channel ID as defined in the XML configuration file.
bool securityAltIdSource(SecurityAltIDSource::Enum &value) const
Identifies class or source of the SecurityAltID (455) value.
static BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
static StrRef fixType()
FIX message type.
SettlPriceType settlPriceType() const
Bitmap field of eight Boolean type indicators representing settlement price type. ...
MDIncrementalRefreshTradeSummary.
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity.
Char UserDefinedInstrument
UserDefinedInstrument type.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Entries entries() const
Returns instance of Entries repeating group.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
Int8 heartBtInt() const
Heartbeat interval (seconds).
Int8 legRatioQty() const
Leg ratio of quantity for this individual leg relative to the entire multi-leg instrument.
IncrementalRefreshTradeSummary48()
Initializes blank instance.
bool altPriceIncrementConstraint(Decimal &value) const
Minimum price offset better than the best Standard Tick order for an order to be allowed into the mar...
SecurityIDSource underlyingSecurityIdSource() const
This value is always '8' for CME.
Number of FeedType entries.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BlockLength blockLength() const
Returns length of the block containing fixed-length fields of the given entry.
bool tradingReferencePrice(Decimal &value) const
Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.
Int32 securityId() const
Security ID.
InstAttribType instAttribType() const
Instrument Eligibility Attributes.
InstAttribEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UpdateAction::Enum updateAction() const
Market Data update action.
bool openCloseSettlFlag(OpenCloseSettlFlag::Enum &value) const
Flag that additionally describes a market data entry.
UInt32 minTradeVol() const
The minimum trading volume for a security.
bool displayQty(Int32 &value) const
Visible qty of order.
SecurityIDSource relatedSecurityIdSource() const
Related Security ID source.
Timestamp lastUpdateTime() const
Timestamp of when the instrument was last added, modified or deleted.
StrRef unitOfMeasure() const
Unit of measure for the products' original contract size.
UInt32 totNumReports() const
Total number of instruments in the replayed loop.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
bool openInterestQty(Int32 &value) const
The total open interest for the market at the close of the prior trading session. ...
Attributes of SBE message schema.
UInt32 totNumReports() const
Total number of instruments in the Replay loop.
BinaryGroupEntry< GroupSize8Byte::BlockLength > Base
Aliases base class type.
StrRef currency() const
Identifies currency used for price.
StrRef securityExchange() const
Exchange used to identify a security.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
UInt32 rptSeq() const
Market Data entry sequence number per instrument update.
static BlockLength blockLength(SchemaVersion version)
Returns size of entry body in bytes for given version of message template.
InstAttribEntry()
Initializes blank instance.
static StrRef fixType()
FIX message type.
CHAR matchAlgorithm() const
Matching algorithm.
static StrRef fixType()
FIX message type.
Encapsulates services for manipulating SBE-encoded messages.
StrRef cfiCode() const
ISO standard instrument categorization code.
bool numberOfOrders(Int32 &value) const
In Book Entry - Aggregate number of orders at given price level.
StrRef countryOfIssue() const
Country of Origin, ISO alpha-2 country code.
LotTypeRulesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Decimal entryPx() const
Market Data entry price.
bool tradingReferenceDate(Timestamp &value) const
Indicates trade session date corresponding to a statistic entry.
Entries entries() const
Returns instance of Entries repeating group.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
StrRef settlCurrency() const
Currency used for settlement, which may be different from Local currency specified in Tag 1524 PriceQ...
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Entry()
Initializes blank instance.
bool tradeDate(Timestamp &value) const
Trade Date.
static const Char * className()
Entity class name.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
IntegralConstant< Int8, 0 > UpdateActionNew
MDUpdateActionNew.
InstAttrib instAttrib() const
Returns instance of InstAttrib repeating group.
UInt32 maxTradeVol() const
The maximum trading volume for a security.
static const Char * className()
Entity class name.
bool highLimitPrice(Decimal &value) const
Allowable high limit price for the trading day.
Decimal entryPx() const
Market Data entry price.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Timestamp transactTime() const
Timestamp of the last event security participated in, sent as number of nanoseconds since Unix epoch...
static BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
StrRef fixRateLocalTimeZone() const
Fixing Rate Local Time Zone corresponding to Fixing Local Time.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
MDIncrementalRefreshTradeSummaryLongQty.
bool lowLimitPrice(Decimal &value) const
Allowable low limit price for the trading day.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
static const Char * className()
Returns class name.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is the aggressor or if there is no aggressor.
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
Int8 marketDepth() const
book depth.
SnapshotFullRefreshOrderBook53()
Initializes blank instance.
Events events() const
Returns instance of Events repeating group.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of entries in Market Data message.
IncrementalRefreshVolume37()
Initializes blank instance.
Events events() const
Returns instance of Events repeating group.
StrRef toStrRef(const std::string &str)
Constructs StrRef instance over std::string content.
bool tradeDate(Timestamp &value) const
Trade session date sent as number of days since Unix epoch.
bool highLimitPrice(Decimal &value) const
Allowable high limit price for the trading day.
Entry()
Initializes blank instance.
bool maxBidAskConstraint(Decimal &value) const
Maximum bid/ask spread for which sub-tick orders will be accepted (Sub tick orders will be rejected i...
SecurityTradingEvent::Enum securityTradingEvent() const
Identifies an additional event or a rule related to the status.
FeedTypesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Int32 securityId() const
Security ID.
UInt32 tradeEntryId() const
Market Data Trade Entry ID.
#define ONIXS_CMEMDH_LTWT_EXPORTED
static BlockLength blockLength(SchemaVersion version)
Size of message body in bytes.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
StrRef securityGroup() const
Security Group Code.
bool entrySize(Int32 &value) const
Market Data entry size.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
GroupSize::BlockLength BlockLength
Represents the length of binary block storing fixed-length fields of the group entry.
Number of scheduled Trading Dates.
Int32 securityId() const
SecurityID.
static const Char * className()
Entity class name.
Encapsulates operations over SBE-encoded repeating group.
static const Char * className()
Returns class name.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
Number of InstrAttribType entries.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
Timestamp lastUpdateTime() const
UTC Date and time of last Security Definition add, update or delete on a given Market Data channel...
OrderIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Number of entries in Market Data message.
Number of Trade Summary entries.
static const Char * className()
Returns class name.
void throwBadBinaryData(const Char *className)
Throws exception on bad repeating group entry.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
EventsEntry()
Initializes blank instance.
MDIncrementalRefreshVolume.
InstAttrib instAttrib() const
Returns instance of InstAttrib repeating group.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Int32 legSecurityId() const
Leg Security ID.
static const Char * className()
Entity class name.
IncrementalRefreshSessionStatisticsLongQty67()
Initializes blank instance.
StrRef partyRoleClearingOrg() const
Clearing organization.
StrRef strikeCurrency() const
Currency in which the StrikePrice is denominated.
Entries entries() const
Returns instance of Entries repeating group.
bool entrySize(Int32 &value) const
Market Data entry size.
Int8 heartBtInt() const
Heartbeat interval (seconds).
FeedTypesEntry()
Initializes blank instance.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Number of repeating FeedType repeating group entries.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
InstAttribType instAttribType() const
Instrument eligibility attributes.
UnderlyingsEntry()
Initializes blank instance.
StrRef priceQuoteMethod() const
Price quotation method.
EventType::Enum eventType() const
Code to represent the type of event.
static StrRef fixType()
FIX message type.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
static const Char * className()
Entity class name.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Number of repeating EventType entries.
EntryTypeBook::Enum entryType() const
Market Data entry type.
RelatedSym relatedSym() const
Returns instance of RelatedSym repeating group.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
Number of entries in Market Data message.
AdminLogout16()
Initializes blank instance.
Number of entries in Market Data message.
StrRef feedType() const
Describes a class of service for a given data feed.
SecurityUpdateAction::Enum securityUpdateAction() const
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
bool subFraction(UInt8 &value) const
Price Denominator of Sub Fraction.
bool strikePrice(Decimal &value) const
Strike Price for an option instrument.
InstrumentDefinitionSpread56()
Initializes blank instance.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static const Char * className()
Entity class name.
SecurityIDSource legSecurityIdSource() const
Identifies source of tag 602-LegSecurityID value.
UInt32 totNumReports() const
Total number of messages replayed in the loop.
LotTypeRulesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
LotTypeRulesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
FeedTypesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
InstAttribEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool priceLevel(Int8 &value) const
Aggregate book position.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const
Identifies the current market state of the instrument.
bool totNumReports(UInt32 &value) const
Total number of instruments in the Replay loop.
bool totNumReports(UInt32 &value) const
Total number of instruments in the Replay loop.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
StrRef securityAltId() const
ISIN value as provided by ANNA, Association of National Numbering Agencies.
bool mainFraction(UInt8 &value) const
Price Denominator of Main Fraction.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
BinaryGroupEntry< GroupSize8Byte::BlockLength > Base
Aliases base class type.
bool highLimitPrice(Decimal &value) const
Allowable high limit price for the trading day.
InstAttrib instAttrib() const
Returns instance of InstAttrib repeating group.
bool lowLimitPrice(Decimal &value) const
Lower price threshold for the instrument.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
bool parValue(Decimal &value) const
Par value.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
Int32 securityId() const
Unique instrument ID.
bool tradeableSize(Int32 &value) const
Tradeable qty.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
IncrementalRefreshBook46()
Initializes blank instance.
UInt64 orderId() const
Unique Order ID.
bool openInterestQty(Int32 &value) const
The total open interest for the market at the close of the prior trading session. ...
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
EventsEntry()
Initializes blank instance.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
static const Char * className()
Entity class name.
Int32 securityId() const
Security ID.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
OrderUpdateAction::Enum orderUpdateAction() const
Order book update action to be applied to the order referenced by OrderID.
RelatedInstrumentsEntry()
Initializes blank instance.
Int32 securityId() const
Security ID.
static const Char * className()
Entity class name.
Int32 numberOfOrders() const
The total number of real orders per instrument that participated in a match step within a match event...
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
LotTypeRulesEntry()
Initializes blank instance.
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
IncrementalRefreshLimitsBanding50()
Initializes blank instance.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Entry()
Initializes blank instance.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
bool numberOfOrders(Int32 &value) const
Aggregate number of orders at the given price level.
IncrementalRefreshDailyStatistics49(const void *data, EncodedLength length)
Initializes instance over given memory block.
bool maxPriceVariation(Decimal &value) const
Differential value for price banding.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
static StrRef fixType()
FIX message type.
bool numberOfOrders(Int32 &value) const
In Book entry - aggregate number of orders at given price level.
IncrementalRefreshTradeSummary48(const void *data, EncodedLength length)
Initializes instance over given memory block.
EntryTypeLimits entryType() const
Market Data entry type.
Int8 lotType() const
This tag is required to interpret the value in tag 1231-MinLotSize.
EntryTypeVol entryType() const
Electronic Volume entry provides cumulative session trade volume updated with the event...
bool lowLimitPrice(Decimal &value) const
Allowable low limit price for the trading day.
MDInstrumentDefinitionFuture.
FeedTypesEntry()
Initializes blank instance.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
bool minCabPrice(Decimal &value) const
Defines cabinet price for outright options products.
InstrumentDefinitionFX63(const void *data, EncodedLength length)
Initializes instance over given memory block.
StrRef issuer() const
Name of security issuer or the Legal Entity Identifier (LEI - the International ISO standard 17442)...
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
bool unitOfMeasureQty(Decimal &value) const
This field contains the contract size for each instrument.
bool maturityDate(Timestamp &value) const
Maturity Date.
EntryType::Enum entryType() const
Market Data entry type.
bool orderPriority(UInt64 &value) const
Order priority for execution on the order book.
IncrementalRefreshOrderBook47(const void *data, EncodedLength length)
Initializes instance over given memory block.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static const Char * className()
Returns class name.
StrRef couponDayCount() const
The day count convention used in interest calculations for a bond or an interest bearing security...
Number of repeating FeedType entries.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Entries entries() const
Returns instance of Entries repeating group.
StrRef symbol() const
Instrument Name or Symbol.
bool tradingReferenceDate(Timestamp &value) const
Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
EntryTypeBook::Enum entryType() const
Market Data entry type.
SecurityIDSource securityIdSource() const
Identifies class or source of tag 48-SecurityID value.
static const Char * className()
Entity class name.
static const Char * className()
Entity class name.
FeedTypesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt8 marketSegmentId() const
Identifies the market segment, populated for all CME Globex instruments.
TradingSessionsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
MDInstrumentDefinitionOption.
static const Char * className()
Entity class name.
InstrumentDefinitionOption55()
Initializes blank instance.
bool maturityDate(Timestamp &value) const
For Spot instruments will not contain the value.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
static StrRef fixType()
FIX message type.
Decimal entryPx() const
Trade price.
bool orderPriority(UInt64 &value) const
Order priority for execution on the order book.
StrRef securityGroup() const
Security Group.
Number of EventType entries.
bool entryPx(Decimal &value) const
Market Data entry price.
SecurityUpdateAction::Enum securityUpdateAction() const
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
static const Char * className()
Entity class name.
SchemaVersion version() const
Version of message being referenced.
MDIncrementalRefreshSessionStatisticsLongQty.
StrRef securityGroup() const
Security Group Code.
UInt32 minTradeVol() const
The minimum trading volume for a security.
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
StrRef cfiCode() const
ISO standard instrument categorization code.
UInt32 maxTradeVol() const
The maximum trading volume for a security.
StrRef settlType() const
For SPOTs will contain 0.
UInt32 rptSeq() const
Sequence number of the last Market Data entry processed for the instrument.
static StrRef fixType()
FIX message type.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const
Identifies the current trading state of the instrument.
StrRef fxCurrencySymbol() const
Base/Local.
bool unitOfMeasureQty(Decimal &value) const
This field contains the contract size for each instrument.
IncrementalRefreshBookLongQty64(const void *data, EncodedLength length)
Initializes instance over given memory block.
Number of repeating EventType entries.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
static const Char * className()
Entity class name.
static const Char * className()
Returns class name.
Decimal displayFactor() const
Contains the multiplier to convert the CME Globex display price to the conventional price...
static const Char * className()
Returns class name.
Int8 marketDepth() const
Book depth.
bool instrumentGUId(UInt64 &value) const
External unique instrument ID.
UInt16 interveningDays() const
For SPOT, number of business days between trade date and value (settlement) date. ...
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
static const Char * className()
Entity class name.
bool tradingReferenceDate(Timestamp &value) const
Indicates session date corresponding to the reference price in tag 1150-TradingReferencePrice.
Int32 securityId() const
Unique instrument ID.
Timestamp eventTime() const
Date and Time of instrument Activation or Expiration event sent as number of nanoseconds since Unix e...
static StrRef fixType()
FIX message type.
Int32 securityId() const
Security ID.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
StrRef symbol() const
Instrument Name or Symbol.
bool highLimitPrice(Decimal &value) const
Allowable high limit price for the trading day.
EntryTypeTrade entryType() const
Market Data entry type.
UInt32 lastMsgSeqNumProcessed() const
Sequence number of the last Incremental feed packet processed.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
InstAttribValue instAttribValue() const
Bitmap field of 32 Boolean type Instrument eligibility flags.
StrRef financialInstrumentFullName() const
EBS instrument long name.
UInt32 maxTradeVol() const
The maximum trading volume for a security.
InstAttribEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SecurityUpdateAction::Enum securityUpdateAction() const
Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modif...
bool settlDate(Timestamp &value) const
Settle (Value) Date corresponding to Trade Date.
BinaryGroup< OrderIDEntry, GroupSize8Byte, MessageSize > OrderIDEntries
Repeating group containing OrderIDEntry entries.
StrRef unitOfMeasure() const
Unit of measure for the products' original contract size.
SettlPriceType settlPriceType() const
Bitmap field of eight Boolean type indicators representing settlement price type. ...
SnapshotFullRefreshLongQty69()
Initializes blank instance.
StrRef riskSet() const
Risk Set identifies the list of instruments sharing credit limits set up.
static const Char * className()
Returns class name.
UInt32 maxTradeVol() const
The maximum trading volume for a security.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
BinaryGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
UserDefinedInstrument userDefinedInstrument() const
User-defined instruments flag.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const
Identifies the trading status applicable to the instrument or Security Group.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const
Identifies the current state of the instrument.
Int32 lastQty() const
Quantity bought or sold on this last fill.
static StrRef fixType()
FIX message type.
IntegralConstant< Int8, 0 > UpdateTypeNew
MDUpdateTypeNew.
Number of InstrAttribType entries.
InstrumentDefinitionFuture54()
Initializes blank instance.
UInt32 lastMsgSeqNumProcessed() const
Sequence number of the last Incremental feed packet processed.
InstAttribEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
LegsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static const Char * className()
Entity class name.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Number of OrderID entries.
bool highLimitPrice(Decimal &value) const
Upper price threshold for the instrument.
static StrRef fixType()
FIX message type.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...
Number of OrderID entries.
LotTypeRulesEntry()
Initializes blank instance.
bool maxPriceVariation(Decimal &value) const
Differential value for price banding.
IntegralConstant< UInt8, 4 > SecurityAltIDSourceISIN
SecurityAltIDSourceISIN type.
static const Char * className()
Entity class name.
BinaryGroupEntry< GroupSize8Byte::BlockLength > Base
Aliases base class type.
static const Char * className()
Entity class name.
IncrementalRefreshTradeSummaryLongQty65()
Initializes blank instance.
UpdateAction::Enum updateAction() const
Market Data update action.
Number of InstrAttribType entries.
OrderIDEntries orderIdEntries() const
Returns instance of OrderIDEntries repeating group.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Int8 lotType() const
This tag is required to interpret the value in tag 1231-MinLotSize.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
UInt8 marketSegmentId() const
Identifies the market segment, populated for all CME Globex instruments.
StrRef financialInstrumentFullName() const
Long name of the instrument.
bool entryPx(Decimal &value) const
Market Data entry price.
UInt32 rptSeq() const
Market Data entry sequence number per instrument update.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
static const Char * className()
Returns class name.
Entries entries() const
Returns instance of Entries repeating group.
Int32 entrySize() const
Cumulative traded volume.
InstAttribEntry()
Initializes blank instance.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
static const Char * className()
Returns class name.
BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
Repeating group containing LotTypeRulesEntry entries.
Int32 securityId() const
Security ID.
StrRef text() const
Free format text string.
bool entryPx(Decimal &value) const
Market Data entry price.
Entry()
Initializes blank instance.
StrRef currency() const
Identifies the currency used for price.
MDInstrumentDefinitionFixedIncome.
StrRef securityType() const
Security Type.
EntryTypeDailyStatistics::Enum entryType() const
Market Data entry type.
bool displayQty(Int32 &value) const
Visible order qty.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
UInt8 priceLevel() const
Aggregate book level.
InstrumentDefinitionOption55(const void *data, EncodedLength length)
Initializes instance over given memory block.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Entries entries() const
Returns instance of Entries repeating group.
IncrementalRefreshDailyStatistics49()
Initializes blank instance.
MDIncrementalRefreshLimitsBanding.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Decimal displayFactor() const
Contains the multiplier to convert the CME Globex display price to the conventional price...
Entry()
Initializes blank instance.
Number of entries in Market Data message.
UInt32 currentChunk() const
Chunk sequence.
bool securityTradingStatus(SecurityTradingStatus::Enum &value) const
Identifies the current state of the instrument.
bool unitOfMeasureQty(Decimal &value) const
This field contains the contract size for each instrument.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond...
Int32 securityId() const
Security ID.
IncrementalRefreshVolumeLongQty66()
Initializes blank instance.
#define ONIXS_CMEMDH_NAMESPACE_END
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event...