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

Classes
struct	EventsEntry

struct	FeedTypesEntry

struct	InstAttribEntry

struct	LotTypeRulesEntry

Public Types
enum	{ TemplateId = 54 }

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
	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

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 1294 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 1355 of file Messages.h.

typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 1411 of file Messages.h.

typedef BinaryGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 1464 of file Messages.h.

typedef BinaryGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 1524 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 1297 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionFuture54 ( )

inline

Initializes blank instance.

Definition at line 1527 of file Messages.h.

InstrumentDefinitionFuture54	(	const void *	data,
		EncodedLength	length
	)

inline

Initializes instance over given memory block.

Definition at line 1530 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const

inline

The channel ID as defined in the XML Configuration file.

Definition at line 1591 of file Messages.h.

StrRef asset ( ) const

inline

The underlying asset code also known as Product Code.

Definition at line 1634 of file Messages.h.

static BlockLength blockLength ( SchemaVersion version )

inlinestatic

Size of message body in bytes.

Definition at line 2032 of file Messages.h.

StrRef cfiCode ( ) const

inline

ISO standard instrument categorization code.

Definition at line 1675 of file Messages.h.

static const Char* className ( )

inlinestatic

Returns class name.

Definition at line 2042 of file Messages.h.

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.

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.

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.

StrRef currency ( ) const

inline

Identifies currency used for price.

Definition at line 1695 of file Messages.h.

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.

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.

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 ( ) const

inline

Returns instance of Events repeating group.

Definition at line 2007 of file Messages.h.

FeedTypes feedTypes ( ) const

inline

Returns instance of FeedTypes repeating group.

Definition at line 2013 of file Messages.h.

static StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 2049 of file Messages.h.

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.

bool highLimitPrice ( Decimal & value ) const

inline

Allowable high limit price for the trading day.

Definition at line 1851 of file Messages.h.

InstAttrib instAttrib ( ) const

inline

Returns instance of InstAttrib repeating group.

Definition at line 2019 of file Messages.h.

bool instrumentGUId ( UInt64 & value ) const

inline

External unique instrument ID.

Definition at line 1996 of file Messages.h.

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 ( ) const

inline

Returns instance of LotTypeRules repeating group.

Definition at line 2025 of file Messages.h.

bool lowLimitPrice ( Decimal & value ) const

inline

Allowable low limit price for the trading day.

Definition at line 1861 of file Messages.h.

bool mainFraction ( UInt8 & value ) const

inline

Price Denominator of Main Fraction.

Definition at line 1756 of file Messages.h.

UInt8 marketSegmentId ( ) const

inline

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

Definition at line 1600 of file Messages.h.

CHAR matchAlgorithm ( ) const

inline

Matching algorithm.

Definition at line 1714 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 1541 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear & value ) const

inline

This field provides the actual calendar date for contract maturity.

Definition at line 1685 of file Messages.h.

bool maxPriceVariation ( Decimal & value ) const

inline

Differential value for price banding.

Definition at line 1871 of file Messages.h.

UInt32 maxTradeVol ( ) const

inline

The maximum trading volume for a security.

Definition at line 1730 of file Messages.h.

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.

bool minPriceIncrementAmount ( Decimal & value ) const

inline

Monetary value equivalent to the minimum price fluctuation.

Definition at line 1959 of file Messages.h.

UInt32 minTradeVol ( ) const

inline

The minimum trading volume for a security.

Definition at line 1722 of file Messages.h.

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.

bool originalContractSize ( Int32 & value ) const

inline

Fixed contract value assigned to each product.

Definition at line 1911 of file Messages.h.

bool priceDisplayFormat ( UInt8 & value ) const

inline

Number of decimals in fractional display price.

Definition at line 1776 of file Messages.h.

StrRef securityExchange ( ) const

inline

Exchange used to identify a security.

Definition at line 1616 of file Messages.h.

StrRef securityGroup ( ) const

inline

Security Group Code.

Definition at line 1625 of file Messages.h.

Int32 securityId ( ) const

inline

Unique instrument ID.

Definition at line 1652 of file Messages.h.

SecurityIDSource securityIdSource ( ) const

inline

Identifies class or source of tag 48-SecurityID value.

Definition at line 1660 of file Messages.h.

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.

StrRef securityType ( ) const

inline

Security Type.

Definition at line 1666 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 1562 of file Messages.h.

StrRef settlCurrency ( ) const

inline

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

Definition at line 1705 of file Messages.h.

SettlPriceType settlPriceType ( ) const

inline

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

Definition at line 1821 of file Messages.h.

bool subFraction ( UInt8 & value ) const

inline

Price Denominator of Sub Fraction.

Definition at line 1766 of file Messages.h.

StrRef symbol ( ) const

inline

Instrument Name or Symbol.

Definition at line 1643 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 1550 of file Messages.h.

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.

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.

UInt8 underlyingProduct ( ) const

inline

Product complex.

Definition at line 1608 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 1788 of file Messages.h.

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 ( ) const

inline

User-defined instruments flag.

Definition at line 1969 of file Messages.h.

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

OnixS/CME/MDH/Messages.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation