#include <OnixS/CME/MDH/Messages.h>
Classes | |
struct | EventsEntry |
struct | FeedTypesEntry |
struct | InstAttribEntry |
struct | LotTypeRulesEntry |
struct | RelatedInstrumentsEntry |
struct | UnderlyingsEntry |
Public Types | |
enum | { TemplateId = 55 } |
typedef BinaryGroup< EventsEntry, GroupSize, MessageSize > | Events |
typedef BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > | FeedTypes |
typedef BinaryGroup< InstAttribEntry, GroupSize, MessageSize > | InstAttrib |
typedef BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSize > | LotTypeRules |
typedef BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > | Underlyings |
typedef BinaryGroup< RelatedInstrumentsEntry, GroupSize, MessageSize > | RelatedInstruments |
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typedef MessageSize | EncodedLength |
typedef MessageSize | BlockLength |
typedef BinaryGroups< MessageSize > | Groups |
Static Public Member Functions | |
static BlockLength | blockLength (SchemaVersion version) |
static const Char * | className () |
static StrRef | fixType () |
Additional Inherited Members | |
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BinaryMessage (const void *encoded, EncodedLength length, SchemaVersion since) | |
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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 |
Definition at line 4406 of file Messages.h.
typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events |
Repeating group containing EventsEntry entries.
Definition at line 4467 of file Messages.h.
typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes |
Repeating group containing FeedTypesEntry entries.
Definition at line 4523 of file Messages.h.
typedef BinaryGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib |
Repeating group containing InstAttribEntry entries.
Definition at line 4576 of file Messages.h.
typedef BinaryGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules |
Repeating group containing LotTypeRulesEntry entries.
Definition at line 4636 of file Messages.h.
Repeating group containing RelatedInstrumentsEntry entries.
Definition at line 4759 of file Messages.h.
typedef BinaryGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings |
Repeating group containing UnderlyingsEntry entries.
Definition at line 4698 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
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TemplateId |
Definition at line 4409 of file Messages.h.
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Initializes blank instance.
Definition at line 4762 of file Messages.h.
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Initializes instance over given memory block.
Definition at line 4765 of file Messages.h.
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The channel ID as defined in the XML Configuration file.
Definition at line 4825 of file Messages.h.
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The underlying asset code also known as Product Code.
Definition at line 4868 of file Messages.h.
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inlinestatic |
Size of message body in bytes.
Definition at line 5239 of file Messages.h.
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ISO standard instrument categorization code.
Definition at line 4910 of file Messages.h.
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Returns class name.
Definition at line 5249 of file Messages.h.
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The total cleared volume of instrument traded during the prior trading session.
Definition at line 5123 of file Messages.h.
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Identifies currency used for price.
Definition at line 4938 of file Messages.h.
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Contains the multiplier to convert the CME Globex display price to the conventional price.
Definition at line 5031 of file Messages.h.
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Returns instance of Events repeating group.
Definition at line 5202 of file Messages.h.
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Returns instance of FeedTypes repeating group.
Definition at line 5208 of file Messages.h.
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inlinestatic |
FIX message type.
Definition at line 5256 of file Messages.h.
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Allowable high limit price for the trading day.
Definition at line 5154 of file Messages.h.
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Returns instance of InstAttrib repeating group.
Definition at line 5214 of file Messages.h.
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External unique instrument ID.
Definition at line 5191 of file Messages.h.
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Timestamp of when the instrument was last added, modified or deleted.
Definition at line 4806 of file Messages.h.
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Returns instance of LotTypeRules repeating group.
Definition at line 5220 of file Messages.h.
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Allowable low limit price for the trading day.
Definition at line 5144 of file Messages.h.
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Price Denominator of Main Fraction.
Definition at line 5049 of file Messages.h.
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Identifies the market segment, populated for all CME Globex instruments.
Definition at line 4834 of file Messages.h.
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Matching algorithm.
Definition at line 4986 of file Messages.h.
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Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.
Definition at line 4776 of file Messages.h.
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This field provides the actual calendar date for contract maturity.
Definition at line 4928 of file Messages.h.
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The maximum trading volume for a security.
Definition at line 5002 of file Messages.h.
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Defines cabinet price for outright options products.
Definition at line 4976 of file Messages.h.
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Minimum constant tick for the instrument.
Definition at line 5010 of file Messages.h.
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Monetary value equivalent to the minimum price fluctuation.
Definition at line 5020 of file Messages.h.
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The minimum trading volume for a security.
Definition at line 4994 of file Messages.h.
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The total open interest for the market at the close of the prior trading session.
Definition at line 5134 of file Messages.h.
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Number of decimals in fractional display price.
Definition at line 5069 of file Messages.h.
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Indicates whether an option instrument is a put or call.
Definition at line 4919 of file Messages.h.
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Returns instance of RelatedInstruments repeating group.
Definition at line 5232 of file Messages.h.
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Exchange used to identify a security.
Definition at line 4850 of file Messages.h.
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Security Group Code.
Definition at line 4859 of file Messages.h.
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Unique Instrument ID.
Definition at line 4887 of file Messages.h.
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Identifies class or source of tag 48-SecurityID value.
Definition at line 4895 of file Messages.h.
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Identifies the current state of the instrument.
The data is available in the Instrument Replay feed only.
Definition at line 4815 of file Messages.h.
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Security Type.
Definition at line 4901 of file Messages.h.
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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 4797 of file Messages.h.
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Identifies currency used for settlement, if different from trade price currency.
Definition at line 4967 of file Messages.h.
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Bitmap field of eight Boolean type indicators representing settlement price type.
Definition at line 5114 of file Messages.h.
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Currency in which the StrikePrice is denominated.
Definition at line 4957 of file Messages.h.
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Strike Price for an option instrument.
Definition at line 4947 of file Messages.h.
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Price Denominator of Sub Fraction.
Definition at line 5059 of file Messages.h.
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Instrument Name or Symbol.
Previously used as Instrument Group Code.
Definition at line 4878 of file Messages.h.
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VTT code referencing variable tick table.
Definition at line 5039 of file Messages.h.
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Total number of instruments in the Replay loop.
Used on Replay Feed only.
Definition at line 4785 of file Messages.h.
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Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
Definition at line 5173 of file Messages.h.
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Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.
Definition at line 5103 of file Messages.h.
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Indicates the product complex.
Definition at line 4842 of file Messages.h.
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Returns instance of Underlyings repeating group.
Definition at line 5226 of file Messages.h.
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Unit of measure for the products' original contract size.
This will be populated for all products listed on CME Globex.
Definition at line 5081 of file Messages.h.
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This field contains the contract size for each instrument.
Used in combination with tag 996-UnitofMeasure.
Definition at line 5091 of file Messages.h.
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User-defined instruments flag.
Definition at line 5164 of file Messages.h.