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

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

Classes

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.

Enumerator
TemplateId 

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 
)
inline

Initializes instance over given memory block.

Definition at line 334 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inline

MD channel ID as defined in the XML Configuration file.

Definition at line 405 of file Messages.h.

StrRef asset ( ) const
inline

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)
inlinestatic

Size of message body in bytes.

Definition at line 947 of file Messages.h.

StrRef cfiCode ( ) const
inline

ISO standard instrument categorization code.

Definition at line 489 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Returns class name.

Definition at line 957 of file Messages.h.

StrRef countryOfIssue ( ) const
inline

Country of Origin, ISO alpha-2 country code.

Definition at line 792 of file Messages.h.

StrRef couponDayCount ( ) const
inline

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
inline

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

Definition at line 771 of file Messages.h.

StrRef couponFrequencyUnit ( ) const
inline

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
inline

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
inline

Identifies the currency used for price.

Definition at line 498 of file Messages.h.

bool datedDate ( Timestamp value) const
inline

Dated Date.

Definition at line 701 of file Messages.h.

Decimal displayFactor ( ) const
inline

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
inline

Returns instance of Events repeating group.

Definition at line 908 of file Messages.h.

FeedTypes feedTypes ( ) const
inline

Returns instance of FeedTypes repeating group.

Definition at line 916 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inline

Long name of the instrument.

Definition at line 813 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 964 of file Messages.h.

bool highLimitPrice ( Decimal value) const
inline

Allowable high limit price for the trading day.

Definition at line 642 of file Messages.h.

InstAttrib instAttrib ( ) const
inline

Returns instance of InstAttrib repeating group.

Definition at line 925 of file Messages.h.

bool instrumentGUId ( UInt64 value) const
inline

External unique instrument ID.

Definition at line 898 of file Messages.h.

bool issueDate ( Timestamp value) const
inline

Issue Date.

Definition at line 683 of file Messages.h.

StrRef issuer ( ) const
inline

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
inline

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

Definition at line 385 of file Messages.h.

LotTypeRules lotTypeRules ( ) const
inline

Returns instance of LotTypeRules repeating group.

Definition at line 935 of file Messages.h.

bool lowLimitPrice ( Decimal value) const
inline

Allowable low limit price for the trading day.

Definition at line 652 of file Messages.h.

bool mainFraction ( UInt8 value) const
inline

Price Denominator of Main Fraction.

Definition at line 561 of file Messages.h.

UInt8 marketSegmentId ( ) const
inline

Identifies the market segment for all CME Globex instruments.

Definition at line 414 of file Messages.h.

StrRef marketSet ( ) const
inline

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
inline

Matching Algorithm.

Definition at line 517 of file Messages.h.

MatchEventIndicator matchEventIndicator ( ) const
inline

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
inline

Maturity Date.

Definition at line 719 of file Messages.h.

bool maxPriceVariation ( Decimal value) const
inline

Differential value for price banding.

Definition at line 662 of file Messages.h.

UInt32 maxTradeVol ( ) const
inline

The maximum trading volume for a security.

Definition at line 533 of file Messages.h.

bool minPriceIncrement ( Decimal value) const
inline

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
inline

Monetary value equivalent to the minimum price fluctuation.

Definition at line 673 of file Messages.h.

UInt32 minTradeVol ( ) const
inline

The minimum trading volume for a security.

Definition at line 525 of file Messages.h.

StrRef partyRoleClearingOrg ( ) const
inline

Clearing organization.

Definition at line 858 of file Messages.h.

bool parValue ( Decimal value) const
inline

Par value.

Definition at line 749 of file Messages.h.

bool priceDisplayFormat ( UInt8 value) const
inline

Number of Decimals in Displayed Price.

Definition at line 581 of file Messages.h.

StrRef priceQuoteMethod ( ) const
inline

Price quotation method.

Definition at line 848 of file Messages.h.

StrRef riskSet ( ) const
inline

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

Definition at line 877 of file Messages.h.

StrRef securityAltId ( ) const
inline

Expanded instrument description. Will contain either ISIN or CUSIP.

Definition at line 824 of file Messages.h.

bool securityAltIdSource ( SecurityAltIDSource::Enum value) const
inline

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

Definition at line 836 of file Messages.h.

StrRef securityExchange ( ) const
inline

Exchange used to identify a security.

Definition at line 430 of file Messages.h.

StrRef securityGroup ( ) const
inline

Security Group Code.

Definition at line 439 of file Messages.h.

Int32 securityId ( ) const
inline

Unique instrument ID.

Definition at line 466 of file Messages.h.

SecurityIDSource securityIdSource ( ) const
inline

Identifies class or source of Tag 48-SecurityID value.

Definition at line 474 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum value) const
inline

Identifies the current market state of the instrument.

Definition at line 394 of file Messages.h.

StrRef securityType ( ) const
inline

Security Type.

Definition at line 480 of file Messages.h.

SecurityUpdateAction::Enum securityUpdateAction ( ) const
inline

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
inline

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

Definition at line 508 of file Messages.h.

bool subFraction ( UInt8 value) const
inline

Price Denominator of Sub Fraction.

Definition at line 571 of file Messages.h.

StrRef symbol ( ) const
inline

Instrument Name or Symbol.

Definition at line 457 of file Messages.h.

bool totNumReports ( UInt32 value) const
inline

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
inline

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
inline

Trading Reference Price.

Definition at line 613 of file Messages.h.

UInt8 underlyingProduct ( ) const
inline

Indicates the product complex.

Definition at line 422 of file Messages.h.

StrRef unitOfMeasure ( ) const
inline

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
inline

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
inline

User-defined Instrument flag.

Definition at line 868 of file Messages.h.


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