OnixS C++ CME Market Data Handler  5.4.0
API documentation
InstrumentDefinitionFixedIncome57 Struct Reference

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


struct  EventsEntry
struct  FeedTypesEntry
struct  InstAttribEntry
struct  LotTypeRulesEntry

Public Types

enum  { TemplateId = 57 }
typedef BinaryGroup< EventsEntry, GroupSize, MessageSizeEvents
typedef BinaryGroup< FeedTypesEntry, GroupSize, MessageSizeFeedTypes
typedef BinaryGroup< InstAttribEntry, GroupSize, MessageSizeInstAttrib
typedef BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSizeLotTypeRules
- Public Types inherited from BinaryMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength
typedef BinaryGroups< MessageSizeGroups

Public Member Functions

 InstrumentDefinitionFixedIncome57 ()
 InstrumentDefinitionFixedIncome57 (const void *data, EncodedLength length)
MatchEventIndicator matchEventIndicator () const
bool totNumReports (UInt32 &value) const
SecurityUpdateAction::Enum securityUpdateAction () const
Timestamp lastUpdateTime () const
bool securityTradingStatus (SecurityTradingStatus::Enum &value) const
Int16 applId () const
UInt8 marketSegmentId () const
UInt8 underlyingProduct () const
StrRef securityExchange () const
StrRef securityGroup () const
StrRef asset () const
StrRef symbol () const
Int32 securityId () const
SecurityIDSource securityIdSource () const
StrRef securityType () const
StrRef cfiCode () const
StrRef currency () const
StrRef settlCurrency () const
CHAR matchAlgorithm () const
UInt32 minTradeVol () const
UInt32 maxTradeVol () const
bool minPriceIncrement (Decimal &value) const
Decimal displayFactor () const
bool mainFraction (UInt8 &value) const
bool subFraction (UInt8 &value) const
bool priceDisplayFormat (UInt8 &value) const
StrRef unitOfMeasure () const
bool unitOfMeasureQty (Decimal &value) const
bool tradingReferencePrice (Decimal &value) const
bool tradingReferenceDate (Timestamp &value) const
bool highLimitPrice (Decimal &value) const
bool lowLimitPrice (Decimal &value) const
bool maxPriceVariation (Decimal &value) const
bool minPriceIncrementAmount (Decimal &value) const
bool issueDate (Timestamp &value) const
bool datedDate (Timestamp &value) const
bool maturityDate (Timestamp &value) const
bool couponRate (Decimal &value) const
bool parValue (Decimal &value) const
StrRef couponFrequencyUnit () const
bool couponFrequencyPeriod (UInt16 &value) const
StrRef couponDayCount () const
StrRef countryOfIssue () const
StrRef issuer () const
StrRef financialInstrumentFullName () const
StrRef securityAltId () const
bool securityAltIdSource (SecurityAltIDSource::Enum &value) const
StrRef priceQuoteMethod () const
StrRef partyRoleClearingOrg () const
UserDefinedInstrument userDefinedInstrument () const
StrRef riskSet () const
StrRef marketSet () const
bool instrumentGUId (UInt64 &value) const
Events events () const
FeedTypes feedTypes () const
InstAttrib instAttrib () const
LotTypeRules lotTypeRules () const
- Public Member Functions inherited from BinaryMessage
 BinaryMessage ()
 BinaryMessage (const void *encoded, EncodedLength length)
 BinaryMessage (const BinaryMessage &other)
 operator bool () const
MessageTemplateId templateId () const
SchemaVersion version () const
const void * encoded () const
EncodedLength encodedLength () const
const void * block () const
BlockLength blockLength () const
Groups groups () const
BinaryMessageoperator= (const BinaryMessage &other)

Static Public Member Functions

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength (SchemaVersion version)
static ONIXS_CMEMDH_EXPORTED const CharclassName ()
static ONIXS_CMEMDH_EXPORTED StrRef fixType ()

Additional Inherited Members

- Protected Member Functions inherited from BinaryBlock< BinaryMessage, MessageSize >
 BinaryBlock ()
 ~BinaryBlock ()
Value ordinary (MessageSize offset) const
bool ordinary (Value &value, MessageSize offset, const NullValue &null) const
bool ordinary (Value &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
Enumeration::Enum enumeration (MessageSize offset) const
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null) const
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
Decimal decimal (MessageSize offset) const
bool decimal (Decimal &value, MessageSize offset, const NullValue &null) const
bool decimal (Decimal &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
StrRef fixedStr (MessageSize offset) const
StrRef fixedStr (MessageSize offset, SchemaVersion since) const

Detailed Description

Definition at line 32 of file Messages.h.

Member Typedef Documentation

Repeating group containing EventsEntry entries.

Definition at line 108 of file Messages.h.

Repeating group containing FeedTypesEntry entries.

Definition at line 180 of file Messages.h.

Repeating group containing InstAttribEntry entries.

Definition at line 249 of file Messages.h.

Repeating group containing LotTypeRulesEntry entries.

Definition at line 326 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.


Definition at line 37 of file Messages.h.

Constructor & Destructor Documentation

Initializes blank instance.

Definition at line 329 of file Messages.h.

InstrumentDefinitionFixedIncome57 ( const void *  data,
EncodedLength  length 

Initializes instance over given memory block.

Definition at line 334 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const

MD channel ID as defined in the XML Configuration file.

Definition at line 405 of file Messages.h.

StrRef asset ( ) const

The underlying asset code also known as Product Code.

Definition at line 448 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  version)

Size of message body in bytes.

Definition at line 947 of file Messages.h.

StrRef cfiCode ( ) const

ISO standard instrument categorization code.

Definition at line 489 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

Returns class name.

Definition at line 957 of file Messages.h.

StrRef countryOfIssue ( ) const

Country of Origin, ISO alpha-2 country code.

Definition at line 792 of file Messages.h.

StrRef couponDayCount ( ) const

The day count convention used in interest calculations for a bond or an interest bearing security.

Definition at line 782 of file Messages.h.

bool couponFrequencyPeriod ( UInt16 value) const

Time unit multiplier for the frequency of the bond's coupon payment.

Definition at line 771 of file Messages.h.

StrRef couponFrequencyUnit ( ) const

Time unit associated with the frequency of the bond's coupon payment.

Definition at line 760 of file Messages.h.

bool couponRate ( Decimal value) const

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment.

Definition at line 739 of file Messages.h.

StrRef currency ( ) const

Identifies the currency used for price.

Definition at line 498 of file Messages.h.

bool datedDate ( Timestamp value) const

Dated Date.

Definition at line 701 of file Messages.h.

Decimal displayFactor ( ) const

Contains the multiplier to convert the CME Globex display price to the conventional price.

Definition at line 553 of file Messages.h.

Events events ( ) const

Returns instance of Events repeating group.

Definition at line 908 of file Messages.h.

FeedTypes feedTypes ( ) const

Returns instance of FeedTypes repeating group.

Definition at line 916 of file Messages.h.

StrRef financialInstrumentFullName ( ) const

Long name of the instrument.

Definition at line 813 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED StrRef fixType ( )

FIX message type.

Definition at line 964 of file Messages.h.

bool highLimitPrice ( Decimal value) const

Allowable high limit price for the trading day.

Definition at line 642 of file Messages.h.

InstAttrib instAttrib ( ) const

Returns instance of InstAttrib repeating group.

Definition at line 925 of file Messages.h.

bool instrumentGUId ( UInt64 value) const

External unique instrument ID.

Definition at line 898 of file Messages.h.

bool issueDate ( Timestamp value) const

Issue Date.

Definition at line 683 of file Messages.h.

StrRef issuer ( ) const

Name of security issuer or the Legal Entity Identifier (LEI - the International ISO standard 17442).

Definition at line 803 of file Messages.h.

Timestamp lastUpdateTime ( ) const

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

Definition at line 385 of file Messages.h.

LotTypeRules lotTypeRules ( ) const

Returns instance of LotTypeRules repeating group.

Definition at line 935 of file Messages.h.

bool lowLimitPrice ( Decimal value) const

Allowable low limit price for the trading day.

Definition at line 652 of file Messages.h.

bool mainFraction ( UInt8 value) const

Price Denominator of Main Fraction.

Definition at line 561 of file Messages.h.

UInt8 marketSegmentId ( ) const

Identifies the market segment for all CME Globex instruments.

Definition at line 414 of file Messages.h.

StrRef marketSet ( ) const

Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible markets.

Definition at line 888 of file Messages.h.

CHAR matchAlgorithm ( ) const

Matching Algorithm.

Definition at line 517 of file Messages.h.

MatchEventIndicator matchEventIndicator ( ) const

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 354 of file Messages.h.

bool maturityDate ( Timestamp value) const

Maturity Date.

Definition at line 719 of file Messages.h.

bool maxPriceVariation ( Decimal value) const

Differential value for price banding.

Definition at line 662 of file Messages.h.

UInt32 maxTradeVol ( ) const

The maximum trading volume for a security.

Definition at line 533 of file Messages.h.

bool minPriceIncrement ( Decimal value) const

Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.

Definition at line 542 of file Messages.h.

bool minPriceIncrementAmount ( Decimal value) const

Monetary value equivalent to the minimum price fluctuation.

Definition at line 673 of file Messages.h.

UInt32 minTradeVol ( ) const

The minimum trading volume for a security.

Definition at line 525 of file Messages.h.

StrRef partyRoleClearingOrg ( ) const

Clearing organization.

Definition at line 858 of file Messages.h.

bool parValue ( Decimal value) const

Par value.

Definition at line 749 of file Messages.h.

bool priceDisplayFormat ( UInt8 value) const

Number of Decimals in Displayed Price.

Definition at line 581 of file Messages.h.

StrRef priceQuoteMethod ( ) const

Price quotation method.

Definition at line 848 of file Messages.h.

StrRef riskSet ( ) const

Risk Set identifies the list of instruments sharing credit limits set up.

Definition at line 877 of file Messages.h.

StrRef securityAltId ( ) const

Expanded instrument description. Will contain either ISIN or CUSIP.

Definition at line 824 of file Messages.h.

bool securityAltIdSource ( SecurityAltIDSource::Enum value) const

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

Definition at line 836 of file Messages.h.

StrRef securityExchange ( ) const

Exchange used to identify a security.

Definition at line 430 of file Messages.h.

StrRef securityGroup ( ) const

Security Group Code.

Definition at line 439 of file Messages.h.

Int32 securityId ( ) const

Unique instrument ID.

Definition at line 466 of file Messages.h.

SecurityIDSource securityIdSource ( ) const

Identifies class or source of Tag 48-SecurityID value.

Definition at line 474 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const

Identifies the current market state of the instrument.

Definition at line 394 of file Messages.h.

StrRef securityType ( ) const

Security Type.

Definition at line 480 of file Messages.h.

SecurityUpdateAction::Enum securityUpdateAction ( ) const

Last Security update action on Incremental feed, 'D' or 'M' is used when a mid-week deletion or modification (i.e. extension) occurs.

Definition at line 376 of file Messages.h.

StrRef settlCurrency ( ) const

Identifies currency used for settlement, if different from trade price currency.

Definition at line 508 of file Messages.h.

bool subFraction ( UInt8 value) const

Price Denominator of Sub Fraction.

Definition at line 571 of file Messages.h.

StrRef symbol ( ) const

Instrument Name or Symbol.

Definition at line 457 of file Messages.h.

bool totNumReports ( UInt32 value) const

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

Definition at line 363 of file Messages.h.

bool tradingReferenceDate ( Timestamp value) const

Indicates session date corresponding to the reference price in tag 1150-TradingReferencePrice.

Definition at line 624 of file Messages.h.

bool tradingReferencePrice ( Decimal value) const

Trading Reference Price.

Definition at line 613 of file Messages.h.

UInt8 underlyingProduct ( ) const

Indicates the product complex.

Definition at line 422 of file Messages.h.

StrRef unitOfMeasure ( ) const

Unit of measure for the products' original contract size. This will be populated for all products listed on CME Globex.

Definition at line 593 of file Messages.h.

bool unitOfMeasureQty ( Decimal value) const

This field contains the contract size for each instrument. Use in combination with tag 996-UnitofMeasure.

Definition at line 603 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const

User-defined Instrument flag.

Definition at line 868 of file Messages.h.

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