#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

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 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 4528 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 4589 of file Messages.h.

typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 4645 of file Messages.h.

typedef BinaryGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 4698 of file Messages.h.

typedef BinaryGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 4758 of file Messages.h.

typedef BinaryGroup<RelatedInstrumentsEntry, GroupSize, MessageSize> RelatedInstruments

Repeating group containing RelatedInstrumentsEntry entries.

Definition at line 4881 of file Messages.h.

typedef BinaryGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

Repeating group containing UnderlyingsEntry entries.

Definition at line 4820 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId

Definition at line 4531 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionOption55 ( )

inline

Initializes blank instance.

Definition at line 4884 of file Messages.h.

InstrumentDefinitionOption55	(	const void *	data,
		EncodedLength	length
	)

inline

Initializes instance over given memory block.

Definition at line 4887 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const

inline

The channel ID as defined in the XML Configuration file.

Definition at line 4953 of file Messages.h.

StrRef asset ( ) const

inline

The underlying asset code also known as Product Code.

Definition at line 4996 of file Messages.h.

static BlockLength blockLength ( SchemaVersion version )

inlinestatic

Size of message body in bytes.

Definition at line 5373 of file Messages.h.

StrRef cfiCode ( ) const

inline

ISO standard instrument categorization code.

Definition at line 5038 of file Messages.h.

static const Char* className ( )

inlinestatic

Returns class name.

Definition at line 5383 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 5251 of file Messages.h.

StrRef currency ( ) const

inline

Identifies currency used for price.

Definition at line 5066 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 5159 of file Messages.h.

Events events ( ) const

inline

Returns instance of Events repeating group.

Definition at line 5330 of file Messages.h.

FeedTypes feedTypes ( ) const

inline

Returns instance of FeedTypes repeating group.

Definition at line 5336 of file Messages.h.

static StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 5390 of file Messages.h.

bool highLimitPrice ( Decimal & value ) const

inline

Allowable high limit price for the trading day.

Definition at line 5282 of file Messages.h.

InstAttrib instAttrib ( ) const

inline

Returns instance of InstAttrib repeating group.

Definition at line 5342 of file Messages.h.

bool instrumentGUId ( UInt64 & value ) const

inline

External unique instrument ID.

Definition at line 5319 of file Messages.h.

Timestamp lastUpdateTime ( ) const

inline

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

Definition at line 4934 of file Messages.h.

LotTypeRules lotTypeRules ( ) const

inline

Returns instance of LotTypeRules repeating group.

Definition at line 5348 of file Messages.h.

bool lowLimitPrice ( Decimal & value ) const

inline

Allowable low limit price for the trading day.

Definition at line 5272 of file Messages.h.

bool mainFraction ( UInt8 & value ) const

inline

Price Denominator of Main Fraction.

Definition at line 5177 of file Messages.h.

UInt8 marketSegmentId ( ) const

inline

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

Definition at line 4962 of file Messages.h.

CHAR matchAlgorithm ( ) const

inline

Matching algorithm.

Definition at line 5114 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 4904 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear & value ) const

inline

This field provides the actual calendar date for contract maturity.

Definition at line 5056 of file Messages.h.

UInt32 maxTradeVol ( ) const

inline

The maximum trading volume for a security.

Definition at line 5130 of file Messages.h.

bool minCabPrice ( Decimal & value ) const

inline

Defines cabinet price for outright options products.

Definition at line 5104 of file Messages.h.

bool minPriceIncrement ( Decimal & value ) const

inline

Minimum constant tick for the instrument.

Definition at line 5138 of file Messages.h.

bool minPriceIncrementAmount ( Decimal & value ) const

inline

Monetary value equivalent to the minimum price fluctuation.

Definition at line 5148 of file Messages.h.

UInt32 minTradeVol ( ) const

inline

The minimum trading volume for a security.

Definition at line 5122 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 5262 of file Messages.h.

bool priceDisplayFormat ( UInt8 & value ) const

inline

Number of decimals in fractional display price.

Definition at line 5197 of file Messages.h.

PutOrCall::Enum putOrCall ( ) const

inline

Indicates whether an option instrument is a put or call.

Definition at line 5047 of file Messages.h.

RelatedInstruments relatedInstruments ( ) const

inline

Returns instance of RelatedInstruments repeating group.

Definition at line 5360 of file Messages.h.

StrRef securityExchange ( ) const

inline

Exchange used to identify a security.

Definition at line 4978 of file Messages.h.

StrRef securityGroup ( ) const

inline

Security Group Code.

Definition at line 4987 of file Messages.h.

Int32 securityId ( ) const

inline

Unique Instrument ID.

Definition at line 5015 of file Messages.h.

SecurityIDSource securityIdSource ( ) const

inline

Identifies class or source of tag 48-SecurityID value.

Definition at line 5023 of file Messages.h.

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 4943 of file Messages.h.

StrRef securityType ( ) const

inline

Security Type.

Definition at line 5029 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 4925 of file Messages.h.

StrRef settlCurrency ( ) const

inline

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

Definition at line 5095 of file Messages.h.

SettlPriceType settlPriceType ( ) const

inline

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

Definition at line 5242 of file Messages.h.

StrRef strikeCurrency ( ) const

inline

Currency in which the StrikePrice is denominated.

Definition at line 5085 of file Messages.h.

bool strikePrice ( Decimal & value ) const

inline

Strike Price for an option instrument.

Definition at line 5075 of file Messages.h.

bool subFraction ( UInt8 & value ) const

inline

Price Denominator of Sub Fraction.

Definition at line 5187 of file Messages.h.

StrRef symbol ( ) const

inline

Instrument Name or Symbol.

Previously used as Instrument Group Code.

Definition at line 5006 of file Messages.h.

bool tickRule ( Int8 & value ) const

inline

VTT code referencing variable tick table.

Definition at line 5167 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 4913 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 5301 of file Messages.h.

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 5231 of file Messages.h.

UInt8 underlyingProduct ( ) const

inline

Indicates the product complex.

Definition at line 4970 of file Messages.h.

Underlyings underlyings ( ) const

inline

Returns instance of Underlyings repeating group.

Definition at line 5354 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 5209 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 5219 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const

inline

User-defined instruments flag.

Definition at line 5292 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