OnixS C++ CME MDP Premium Market Data Handler 5.9.0
API Documentation
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InstrumentDefinitionFuture54 Struct Reference

Classes

struct  EventsEntry
struct  FeedTypesEntry
struct  InstAttribEntry
struct  LotTypeRulesEntry

Public Types

enum  
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

 InstrumentDefinitionFuture54 ()
 InstrumentDefinitionFuture54 (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
bool maturityMonthYear (MaturityMonthYear &value) const
StrRef currency () const
StrRef settlCurrency () const
CHAR matchAlgorithm () const
UInt32 minTradeVol () const
UInt32 maxTradeVol () const
Decimal minPriceIncrement () 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
SettlPriceType settlPriceType () const
bool openInterestQty (Int32 &value) const
bool clearedVolume (Int32 &value) const
bool highLimitPrice (Decimal &value) const
bool lowLimitPrice (Decimal &value) const
bool maxPriceVariation (Decimal &value) const
bool decayQuantity (Int32 &value) const
bool decayStartDate (Timestamp &value) const
bool originalContractSize (Int32 &value) const
bool contractMultiplier (Int32 &value) const
bool contractMultiplierUnit (Int8 &value) const
bool flowScheduleType (Int8 &value) const
bool minPriceIncrementAmount (Decimal &value) const
UserDefinedInstrument userDefinedInstrument () const
bool tradingReferenceDate (Timestamp &value) 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 BlockLength blockLength (SchemaVersion version)
static const CharclassName ()
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 (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 1294 of file Messages.h.

Member Typedef Documentation

◆ Events

Repeating group containing EventsEntry entries.

Definition at line 1355 of file Messages.h.

◆ FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 1411 of file Messages.h.

◆ InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 1464 of file Messages.h.

◆ LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 1524 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 54 

Definition at line 1297 of file Messages.h.

Constructor & Destructor Documentation

◆ InstrumentDefinitionFuture54() [1/2]

Initializes blank instance.

Definition at line 1527 of file Messages.h.

◆ InstrumentDefinitionFuture54() [2/2]

InstrumentDefinitionFuture54 ( const void * data,
EncodedLength length )
inline

Initializes instance over given memory block.

Definition at line 1530 of file Messages.h.

Member Function Documentation

◆ applId()

Int16 applId ( ) const
inline

The channel ID as defined in the XML Configuration file.

Definition at line 1591 of file Messages.h.

◆ asset()

StrRef asset ( ) const
inline

The underlying asset code also known as Product Code.

Definition at line 1634 of file Messages.h.

◆ blockLength()

BlockLength blockLength ( SchemaVersion version)
inlinestatic

Size of message body in bytes.

Definition at line 2032 of file Messages.h.

◆ cfiCode()

StrRef cfiCode ( ) const
inline

ISO standard instrument categorization code.

Definition at line 1675 of file Messages.h.

◆ className()

const Char * className ( )
inlinestatic

Returns class name.

Definition at line 2042 of file Messages.h.

◆ clearedVolume()

bool clearedVolume ( Int32 & value) const
inline

The total cleared volume of instrument traded during the prior trading session.

Definition at line 1841 of file Messages.h.

◆ contractMultiplier()

bool contractMultiplier ( Int32 & value) const
inline

Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month.

Definition at line 1923 of file Messages.h.

◆ contractMultiplierUnit()

bool contractMultiplierUnit ( Int8 & value) const
inline

Indicates the type of multiplier being applied to the product.

Optionally used in combination with tag 231-ContractMultiplier.

Definition at line 1935 of file Messages.h.

◆ currency()

StrRef currency ( ) const
inline

Identifies currency used for price.

Definition at line 1695 of file Messages.h.

◆ decayQuantity()

bool decayQuantity ( Int32 & value) const
inline

Indicates the quantity that a contract will decay daily by once the decay start date is reached.

Definition at line 1882 of file Messages.h.

◆ decayStartDate()

bool decayStartDate ( Timestamp & value) const
inline

Indicates the date at which a decaying contract will begin to decay.

Definition at line 1893 of file Messages.h.

◆ displayFactor()

Decimal displayFactor ( ) const
inline

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

Definition at line 1748 of file Messages.h.

◆ events()

Events events ( ) const
inline

Returns instance of Events repeating group.

Definition at line 2007 of file Messages.h.

◆ feedTypes()

FeedTypes feedTypes ( ) const
inline

Returns instance of FeedTypes repeating group.

Definition at line 2013 of file Messages.h.

◆ fixType()

StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 2049 of file Messages.h.

◆ flowScheduleType()

bool flowScheduleType ( Int8 & value) const
inline

The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract.

Specifies whether the contract is defined according to the Easter Peak, Eastern Off-Peak, Western Peak or Western Off-Peak.

Definition at line 1949 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( Decimal & value) const
inline

Allowable high limit price for the trading day.

Definition at line 1851 of file Messages.h.

◆ instAttrib()

InstAttrib instAttrib ( ) const
inline

Returns instance of InstAttrib repeating group.

Definition at line 2019 of file Messages.h.

◆ instrumentGUId()

bool instrumentGUId ( UInt64 & value) const
inline

External unique instrument ID.

Definition at line 1996 of file Messages.h.

◆ lastUpdateTime()

Timestamp lastUpdateTime ( ) const
inline

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

Definition at line 1571 of file Messages.h.

◆ lotTypeRules()

LotTypeRules lotTypeRules ( ) const
inline

Returns instance of LotTypeRules repeating group.

Definition at line 2025 of file Messages.h.

◆ lowLimitPrice()

bool lowLimitPrice ( Decimal & value) const
inline

Allowable low limit price for the trading day.

Definition at line 1861 of file Messages.h.

◆ mainFraction()

bool mainFraction ( UInt8 & value) const
inline

Price Denominator of Main Fraction.

Definition at line 1756 of file Messages.h.

◆ marketSegmentId()

UInt8 marketSegmentId ( ) const
inline

Identifies the market segment, populated for all CME Globex instruments.

Definition at line 1600 of file Messages.h.

◆ matchAlgorithm()

CHAR matchAlgorithm ( ) const
inline

Matching algorithm.

Definition at line 1714 of file Messages.h.

◆ matchEventIndicator()

MatchEventIndicator matchEventIndicator ( ) const
inline

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

Definition at line 1541 of file Messages.h.

◆ maturityMonthYear()

bool maturityMonthYear ( MaturityMonthYear & value) const
inline

This field provides the actual calendar date for contract maturity.

Definition at line 1685 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( Decimal & value) const
inline

Differential value for price banding.

Definition at line 1871 of file Messages.h.

◆ maxTradeVol()

UInt32 maxTradeVol ( ) const
inline

The maximum trading volume for a security.

Definition at line 1730 of file Messages.h.

◆ minPriceIncrement()

Decimal minPriceIncrement ( ) const
inline

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

Definition at line 1739 of file Messages.h.

◆ minPriceIncrementAmount()

bool minPriceIncrementAmount ( Decimal & value) const
inline

Monetary value equivalent to the minimum price fluctuation.

Definition at line 1959 of file Messages.h.

◆ minTradeVol()

UInt32 minTradeVol ( ) const
inline

The minimum trading volume for a security.

Definition at line 1722 of file Messages.h.

◆ openInterestQty()

bool openInterestQty ( Int32 & value) const
inline

The total open interest for the market at the close of the prior trading session.

Definition at line 1830 of file Messages.h.

◆ originalContractSize()

bool originalContractSize ( Int32 & value) const
inline

Fixed contract value assigned to each product.

Definition at line 1911 of file Messages.h.

◆ priceDisplayFormat()

bool priceDisplayFormat ( UInt8 & value) const
inline

Number of decimals in fractional display price.

Definition at line 1776 of file Messages.h.

◆ securityExchange()

StrRef securityExchange ( ) const
inline

Exchange used to identify a security.

Definition at line 1616 of file Messages.h.

◆ securityGroup()

StrRef securityGroup ( ) const
inline

Security Group Code.

Definition at line 1625 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inline

Unique instrument ID.

Definition at line 1652 of file Messages.h.

◆ securityIdSource()

SecurityIDSource securityIdSource ( ) const
inline

Identifies class or source of tag 48-SecurityID value.

Definition at line 1660 of file Messages.h.

◆ securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value) const
inline

Identifies the current state of the instrument.

In Security Definition message this tag is available in the Instrument Replay feed only.

Definition at line 1581 of file Messages.h.

◆ securityType()

StrRef securityType ( ) const
inline

Security Type.

Definition at line 1666 of file Messages.h.

◆ securityUpdateAction()

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 1562 of file Messages.h.

◆ settlCurrency()

StrRef settlCurrency ( ) const
inline

Identifies currency used for settlement, if different from trading currency.

Definition at line 1705 of file Messages.h.

◆ settlPriceType()

SettlPriceType settlPriceType ( ) const
inline

Bitmap field of eight Boolean type indicators representing settlement price type.

Definition at line 1821 of file Messages.h.

◆ subFraction()

bool subFraction ( UInt8 & value) const
inline

Price Denominator of Sub Fraction.

Definition at line 1766 of file Messages.h.

◆ symbol()

StrRef symbol ( ) const
inline

Instrument Name or Symbol.

Definition at line 1643 of file Messages.h.

◆ totNumReports()

bool totNumReports ( UInt32 & value) const
inline

Total number of instruments in the Replay loop.

Used on Replay Feed only.

Definition at line 1550 of file Messages.h.

◆ tradingReferenceDate()

bool tradingReferenceDate ( Timestamp & value) const
inline

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

Definition at line 1978 of file Messages.h.

◆ tradingReferencePrice()

bool tradingReferencePrice ( Decimal & value) const
inline

Reference price for prelisted instruments or the last calculated Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 1810 of file Messages.h.

◆ underlyingProduct()

UInt8 underlyingProduct ( ) const
inline

Product complex.

Definition at line 1608 of file Messages.h.

◆ unitOfMeasure()

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 1788 of file Messages.h.

◆ unitOfMeasureQty()

bool unitOfMeasureQty ( Decimal & value) const
inline

This field contains the contract size for each instrument.

Used in combination with tag 996-UnitofMeasure.

Definition at line 1798 of file Messages.h.

◆ userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const
inline

User-defined instruments flag.

Definition at line 1969 of file Messages.h.