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, MessageSize >	Events
typedef BinaryGroup< FeedTypesEntry, GroupSize, MessageSize >	FeedTypes
typedef BinaryGroup< InstAttribEntry, GroupSize, MessageSize >	InstAttrib
typedef BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize >	LotTypeRules
Public Types inherited from BinaryMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength
typedef BinaryGroups< MessageSize >	Groups

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
BinaryMessage &	operator= (const BinaryMessage &other)

Static Public Member Functions
static BlockLength	blockLength (SchemaVersion version)
static const Char *	className ()
static StrRef	fixType ()

Additional Inherited Members
Protected Member Functions inherited from BinaryMessage
	BinaryMessage (const void *encoded, EncodedLength length, SchemaVersion since)
Protected Member Functions inherited from BinaryBlock< BinaryMessage, MessageSize >
	BinaryBlock ()
	~BinaryBlock ()
Value	ordinary (MessageSizeoffset) const
bool	ordinary (Value &value, MessageSizeoffset, const NullValue &null) const
bool	ordinary (Value &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
Enumeration::Enum	enumeration (MessageSizeoffset) const
bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null) const
bool	enumeration (typename Enumeration::Enum &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
Decimal	decimal (MessageSizeoffset) const
bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null) const
bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const
StrRef	fixedStr (MessageSizeoffset) const
StrRef	fixedStr (MessageSizeoffset, SchemaVersion since) const

Detailed Description

Definition at line 32 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 93 of file Messages.h.

typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 149 of file Messages.h.

typedef BinaryGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 202 of file Messages.h.

typedef BinaryGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 263 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 35 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionFixedIncome57 ( )

inline

Initializes blank instance.

Definition at line 266 of file Messages.h.

InstrumentDefinitionFixedIncome57 ( const void *  data, EncodedLength  length  )

inline

Initializes instance over given memory block.

Definition at line 269 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const

inline

MD channel ID as defined in the XML Configuration file.

Definition at line 328 of file Messages.h.

StrRef asset ( ) const

inline

The underlying asset code also known as Product Code.

Definition at line 371 of file Messages.h.

static BlockLength blockLength ( SchemaVersion  version )

inlinestatic

Size of message body in bytes.

Definition at line 843 of file Messages.h.

StrRef cfiCode ( ) const

inline

ISO standard instrument categorization code.

Definition at line 412 of file Messages.h.

static const Char* className ( )

inlinestatic

Returns class name.

Definition at line 853 of file Messages.h.

StrRef countryOfIssue ( ) const

inline

Country of Origin, ISO alpha-2 country code.

Definition at line 713 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 704 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 693 of file Messages.h.

StrRef couponFrequencyUnit ( ) const

inline

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

Definition at line 683 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 662 of file Messages.h.

StrRef currency ( ) const

inline

Identifies the currency used for price.

Definition at line 421 of file Messages.h.

bool datedDate ( Timestamp &  value ) const

inline

Dated Date.

Definition at line 624 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 476 of file Messages.h.

Events events ( ) const

inline

Returns instance of Events repeating group.

Definition at line 818 of file Messages.h.

FeedTypes feedTypes ( ) const

inline

Returns instance of FeedTypes repeating group.

Definition at line 824 of file Messages.h.

StrRef financialInstrumentFullName ( ) const

inline

Long name of the instrument.

Definition at line 732 of file Messages.h.

static StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 860 of file Messages.h.

bool highLimitPrice ( Decimal &  value ) const

inline

Allowable high limit price for the trading day.

Definition at line 565 of file Messages.h.

InstAttrib instAttrib ( ) const

inline

Returns instance of InstAttrib repeating group.

Definition at line 830 of file Messages.h.

bool instrumentGUId ( UInt64 &  value ) const

inline

External unique instrument ID.

Definition at line 808 of file Messages.h.

bool issueDate ( Timestamp &  value ) const

inline

Issue Date.

Definition at line 606 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 723 of file Messages.h.

Timestamp lastUpdateTime ( ) const

inline

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

Definition at line 310 of file Messages.h.

LotTypeRules lotTypeRules ( ) const

inline

Returns instance of LotTypeRules repeating group.

Definition at line 836 of file Messages.h.

bool lowLimitPrice ( Decimal &  value ) const

inline

Allowable low limit price for the trading day.

Definition at line 575 of file Messages.h.

bool mainFraction ( UInt8 &  value ) const

inline

Price Denominator of Main Fraction.

Definition at line 484 of file Messages.h.

UInt8 marketSegmentId ( ) const

inline

Identifies the market segment for all CME Globex instruments.

Definition at line 337 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 799 of file Messages.h.

CHAR matchAlgorithm ( ) const

inline

Matching Algorithm.

Definition at line 440 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 280 of file Messages.h.

bool maturityDate ( Timestamp &  value ) const

inline

Maturity Date.

Definition at line 642 of file Messages.h.

bool maxPriceVariation ( Decimal &  value ) const

inline

Differential value for price banding.

Definition at line 585 of file Messages.h.

UInt32 maxTradeVol ( ) const

inline

The maximum trading volume for a security.

Definition at line 456 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 465 of file Messages.h.

bool minPriceIncrementAmount ( Decimal &  value ) const

inline

Monetary value equivalent to the minimum price fluctuation.

Definition at line 596 of file Messages.h.

UInt32 minTradeVol ( ) const

inline

The minimum trading volume for a security.

Definition at line 448 of file Messages.h.

StrRef partyRoleClearingOrg ( ) const

inline

Clearing organization.

Definition at line 771 of file Messages.h.

bool parValue ( Decimal &  value ) const

inline

Par value.

Definition at line 672 of file Messages.h.

bool priceDisplayFormat ( UInt8 &  value ) const

inline

Number of Decimals in Displayed Price.

Definition at line 504 of file Messages.h.

StrRef priceQuoteMethod ( ) const

inline

Price quotation method.

Definition at line 762 of file Messages.h.

StrRef riskSet ( ) const

inline

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

Definition at line 789 of file Messages.h.

StrRef securityAltId ( ) const

inline

Expanded instrument description.

Will contain either ISIN or CUSIP.

Definition at line 742 of file Messages.h.

bool securityAltIdSource ( SecurityAltIDSource::Enum &  value ) const

inline

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

Definition at line 752 of file Messages.h.

StrRef securityExchange ( ) const

inline

Exchange used to identify a security.

Definition at line 353 of file Messages.h.

StrRef securityGroup ( ) const

inline

Security Group Code.

Definition at line 362 of file Messages.h.

Int32 securityId ( ) const

inline

Unique instrument ID.

Definition at line 389 of file Messages.h.

SecurityIDSource securityIdSource ( ) const

inline

Identifies class or source of Tag 48-SecurityID value.

Definition at line 397 of file Messages.h.

bool securityTradingStatus ( SecurityTradingStatus::Enum &  value ) const

inline

Identifies the current market state of the instrument.

Definition at line 318 of file Messages.h.

StrRef securityType ( ) const

inline

Security Type.

Definition at line 403 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 301 of file Messages.h.

StrRef settlCurrency ( ) const

inline

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

Definition at line 431 of file Messages.h.

bool subFraction ( UInt8 &  value ) const

inline

Price Denominator of Sub Fraction.

Definition at line 494 of file Messages.h.

StrRef symbol ( ) const

inline

Instrument Name or Symbol.

Definition at line 380 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 289 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 547 of file Messages.h.

bool tradingReferencePrice ( Decimal &  value ) const

inline

Trading Reference Price.

Definition at line 536 of file Messages.h.

UInt8 underlyingProduct ( ) const

inline

Indicates the product complex.

Definition at line 345 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 516 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 526 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const

inline

User-defined Instrument flag.

Definition at line 780 of file Messages.h.

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

• OnixS/CME/MDH/Messages.h