InstrumentDefinitionOption55 Struct Reference

Classes
struct	EventsEntry
struct	FeedTypesEntry
struct	InstAttribEntry
struct	LotTypeRulesEntry
struct	RelatedInstrumentsEntry
struct	UnderlyingsEntry

Public Types
enum
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
Public Types inherited from BinaryMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength
typedef BinaryGroups< MessageSize >	Groups

Public Member Functions
	InstrumentDefinitionOption55 ()
	InstrumentDefinitionOption55 (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
PutOrCall::Enum	putOrCall () const
bool	maturityMonthYear (MaturityMonthYear &value) const
StrRef	currency () const
bool	strikePrice (Decimal &value) const
StrRef	strikeCurrency () const
StrRef	settlCurrency () const
bool	minCabPrice (Decimal &value) const
CHAR	matchAlgorithm () const
UInt32	minTradeVol () const
UInt32	maxTradeVol () const
bool	minPriceIncrement (Decimal &value) const
bool	minPriceIncrementAmount (Decimal &value) const
Decimal	displayFactor () const
bool	tickRule (Int8 &value) 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	clearedVolume (Int32 &value) const
bool	openInterestQty (Int32 &value) const
bool	lowLimitPrice (Decimal &value) const
bool	highLimitPrice (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
Underlyings	underlyings () const
RelatedInstruments	relatedInstruments () 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 (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 4406 of file Messages.h.

Member Typedef Documentation

Events

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 4467 of file Messages.h.

FeedTypes

typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 4523 of file Messages.h.

InstAttrib

typedef BinaryGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 4576 of file Messages.h.

LotTypeRules

typedef BinaryGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 4636 of file Messages.h.

RelatedInstruments

typedef BinaryGroup<RelatedInstrumentsEntry, GroupSize, MessageSize> RelatedInstruments

Repeating group containing RelatedInstrumentsEntry entries.

Definition at line 4759 of file Messages.h.

Underlyings

typedef BinaryGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

Repeating group containing UnderlyingsEntry entries.

Definition at line 4698 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	55

Definition at line 4409 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionOption55() [1/2]

InstrumentDefinitionOption55 ( )

inline

Initializes blank instance.

Definition at line 4762 of file Messages.h.

InstrumentDefinitionOption55() [2/2]

InstrumentDefinitionOption55 ( const void * data, EncodedLength length )

inline

Initializes instance over given memory block.

Definition at line 4765 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 4825 of file Messages.h.

asset()

StrRef asset ( ) const

inline

The underlying asset code also known as Product Code.

Definition at line 4868 of file Messages.h.

blockLength()

BlockLength blockLength ( SchemaVersion version )

inlinestatic

Size of message body in bytes.

Definition at line 5239 of file Messages.h.

cfiCode()

StrRef cfiCode ( ) const

inline

ISO standard instrument categorization code.

Definition at line 4910 of file Messages.h.

className()

const Char * className ( )

inlinestatic

Returns class name.

Definition at line 5249 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 5123 of file Messages.h.

currency()

StrRef currency ( ) const

inline

Identifies currency used for price.

Definition at line 4938 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 5031 of file Messages.h.

events()

Events events ( ) const

inline

Returns instance of Events repeating group.

Definition at line 5202 of file Messages.h.

feedTypes()

FeedTypes feedTypes ( ) const

inline

Returns instance of FeedTypes repeating group.

Definition at line 5208 of file Messages.h.

fixType()

StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 5256 of file Messages.h.

highLimitPrice()

bool highLimitPrice ( Decimal & value ) const

inline

Allowable high limit price for the trading day.

Definition at line 5154 of file Messages.h.

instAttrib()

InstAttrib instAttrib ( ) const

inline

Returns instance of InstAttrib repeating group.

Definition at line 5214 of file Messages.h.

instrumentGUId()

bool instrumentGUId ( UInt64 & value ) const

inline

External unique instrument ID.

Definition at line 5191 of file Messages.h.

lastUpdateTime()

Timestamp lastUpdateTime ( ) const

inline

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

Definition at line 4806 of file Messages.h.

lotTypeRules()

LotTypeRules lotTypeRules ( ) const

inline

Returns instance of LotTypeRules repeating group.

Definition at line 5220 of file Messages.h.

lowLimitPrice()

bool lowLimitPrice ( Decimal & value ) const

inline

Allowable low limit price for the trading day.

Definition at line 5144 of file Messages.h.

mainFraction()

bool mainFraction ( UInt8 & value ) const

inline

Price Denominator of Main Fraction.

Definition at line 5049 of file Messages.h.

marketSegmentId()

UInt8 marketSegmentId ( ) const

inline

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

Definition at line 4834 of file Messages.h.

matchAlgorithm()

CHAR matchAlgorithm ( ) const

inline

Matching algorithm.

Definition at line 4986 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 4776 of file Messages.h.

maturityMonthYear()

bool maturityMonthYear ( MaturityMonthYear & value ) const

inline

This field provides the actual calendar date for contract maturity.

Definition at line 4928 of file Messages.h.

maxTradeVol()

UInt32 maxTradeVol ( ) const

inline

The maximum trading volume for a security.

Definition at line 5002 of file Messages.h.

minCabPrice()

bool minCabPrice ( Decimal & value ) const

inline

Defines cabinet price for outright options products.

Definition at line 4976 of file Messages.h.

minPriceIncrement()

bool minPriceIncrement ( Decimal & value ) const

inline

Minimum constant tick for the instrument.

Definition at line 5010 of file Messages.h.

minPriceIncrementAmount()

bool minPriceIncrementAmount ( Decimal & value ) const

inline

Monetary value equivalent to the minimum price fluctuation.

Definition at line 5020 of file Messages.h.

minTradeVol()

UInt32 minTradeVol ( ) const

inline

The minimum trading volume for a security.

Definition at line 4994 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 5134 of file Messages.h.

priceDisplayFormat()

bool priceDisplayFormat ( UInt8 & value ) const

inline

Number of decimals in fractional display price.

Definition at line 5069 of file Messages.h.

putOrCall()

PutOrCall::Enum putOrCall ( ) const

inline

Indicates whether an option instrument is a put or call.

Definition at line 4919 of file Messages.h.

relatedInstruments()

RelatedInstruments relatedInstruments ( ) const

inline

Returns instance of RelatedInstruments repeating group.

Definition at line 5232 of file Messages.h.

securityExchange()

StrRef securityExchange ( ) const

inline

Exchange used to identify a security.

Definition at line 4850 of file Messages.h.

securityGroup()

StrRef securityGroup ( ) const

inline

Security Group Code.

Definition at line 4859 of file Messages.h.

securityId()

Int32 securityId ( ) const

inline

Unique Instrument ID.

Definition at line 4887 of file Messages.h.

securityIdSource()

SecurityIDSource securityIdSource ( ) const

inline

Identifies class or source of tag 48-SecurityID value.

Definition at line 4895 of file Messages.h.

securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inline

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.

securityType()

StrRef securityType ( ) const

inline

Security Type.

Definition at line 4901 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 4797 of file Messages.h.

settlCurrency()

StrRef settlCurrency ( ) const

inline

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

Definition at line 4967 of file Messages.h.

settlPriceType()

SettlPriceType settlPriceType ( ) const

inline

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

Definition at line 5114 of file Messages.h.

strikeCurrency()

StrRef strikeCurrency ( ) const

inline

Currency in which the StrikePrice is denominated.

Definition at line 4957 of file Messages.h.

strikePrice()

bool strikePrice ( Decimal & value ) const

inline

Strike Price for an option instrument.

Definition at line 4947 of file Messages.h.

subFraction()

bool subFraction ( UInt8 & value ) const

inline

Price Denominator of Sub Fraction.

Definition at line 5059 of file Messages.h.

symbol()

StrRef symbol ( ) const

inline

Instrument Name or Symbol.

Previously used as Instrument Group Code.

Definition at line 4878 of file Messages.h.

tickRule()

bool tickRule ( Int8 & value ) const

inline

VTT code referencing variable tick table.

Definition at line 5039 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 4785 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 5173 of file Messages.h.

tradingReferencePrice()

bool tradingReferencePrice ( Decimal & value ) const

inline

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.

underlyingProduct()

UInt8 underlyingProduct ( ) const

inline

Indicates the product complex.

Definition at line 4842 of file Messages.h.

underlyings()

Underlyings underlyings ( ) const

inline

Returns instance of Underlyings repeating group.

Definition at line 5226 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 5081 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 5091 of file Messages.h.

userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const

inline

User-defined instruments flag.

Definition at line 5164 of file Messages.h.