OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
Loading...
Searching...
No Matches
Security Class Reference

#include <OnixS/CME/MDH/Security.h>

Public Types

typedef Messaging::UInt64 UserData

Public Member Functions

SecurityId id () const
Messaging::StrRef symbol () const
void symbol (Messaging::StrRef symbol)
Messaging::StrRef group () const
void group (Messaging::StrRef group)
Messaging::StrRef asset () const
void asset (Messaging::StrRef asset)
Messaging::UInt32 seqNumber () const
UserData userData () const
Messaging::Timestamp lastEventTime () const noexcept

Protected Member Functions

 Security (SecurityId id)
 ~Security ()=default
void seqNumber (Messaging::UInt32 seqNumber)
void userData (UserData data)
void lastEventTime (Messaging::Timestamp ts) noexcept

Detailed Description

Definition at line 30 of file Security.h.

Member Typedef Documentation

◆ UserData

User-defined data to be attached.

Definition at line 91 of file Security.h.

Constructor & Destructor Documentation

◆ Security()

Security ( SecurityId id)
inlineprotected

Initializes instance.

Definition at line 107 of file Security.h.

◆ ~Security()

~Security ( )
protecteddefault

Cleans everything up.

Member Function Documentation

◆ asset() [1/2]

Messaging::StrRef asset ( ) const
inline

String field that indicates the underlying asset code (Product Code).

Definition at line 73 of file Security.h.

◆ asset() [2/2]

void asset ( Messaging::StrRef asset)
inline

Updates asset code.

Definition at line 79 of file Security.h.

◆ group() [1/2]

Messaging::StrRef group ( ) const
inline

Security group code.

An exchange specific code assigned to a group of related securities, which are concurrently affected by market events.

Definition at line 60 of file Security.h.

◆ group() [2/2]

void group ( Messaging::StrRef group)
inline

Assigns security group code.

Definition at line 66 of file Security.h.

◆ id()

SecurityId id ( ) const
inline

Unique security identifier.

Security ID value will not be reused until the next trade date following an security expiration or deletion.

Definition at line 38 of file Security.h.

◆ lastEventTime() [1/2]

Messaging::Timestamp lastEventTime ( ) const
inlinenoexcept

TransactTime of the last event that triggered a book update.

Definition at line 100 of file Security.h.

◆ lastEventTime() [2/2]

void lastEventTime ( Messaging::Timestamp ts)
inlineprotectednoexcept

Updates TransactTime of the last event that triggered a book update.

Definition at line 130 of file Security.h.

◆ seqNumber() [1/2]

Messaging::UInt32 seqNumber ( ) const
inline

Security-level sequence number.

Definition at line 85 of file Security.h.

◆ seqNumber() [2/2]

void seqNumber ( Messaging::UInt32 seqNumber)
inlineprotected

Updates sequence number.

Definition at line 118 of file Security.h.

◆ symbol() [1/2]

Messaging::StrRef symbol ( ) const
inline

Security name or symbol.

Definition at line 44 of file Security.h.

◆ symbol() [2/2]

void symbol ( Messaging::StrRef symbol)
inline

Updates security name or symbol.

Definition at line 50 of file Security.h.

◆ userData() [1/2]

UserData userData ( ) const
inline

User-defined data.

Definition at line 94 of file Security.h.

◆ userData() [2/2]

void userData ( UserData data)
inlineprotected

Sets user-defined data.

Definition at line 124 of file Security.h.