OnixS C++ CME Market Data Handler  5.4.0
API documentation
InstrumentDefinitionOption55::UnderlyingsEntry Struct Reference

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

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase

Public Member Functions

 UnderlyingsEntry ()
 UnderlyingsEntry (const void *data, EncodedLength length, SchemaVersion version)
Int32 underlyingSecurityId () const
SecurityIDSource underlyingSecurityIdSource () const
StrRef underlyingSymbol () const

Static Public Member Functions

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength (SchemaVersion)
static ONIXS_CMEMDH_EXPORTED const CharclassName ()

Detailed Description

Number of underlying instruments. Entry of UnderlyingsEntry repeating group.

Definition at line 5216 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 5228 of file Messages.h.

Constructor & Destructor Documentation

UnderlyingsEntry ( )

Initializes blank instance.

Definition at line 5231 of file Messages.h.

UnderlyingsEntry ( const void *  data,
EncodedLength  length,
SchemaVersion  version 

Initializes instance of given version over given memory block.

Definition at line 5237 of file Messages.h.

Member Function Documentation

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

Returns size of entry body in bytes for given version of message template.

Definition at line 5274 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 5281 of file Messages.h.

Int32 underlyingSecurityId ( ) const

Unique Instrument ID as qualified by the exchange per tag 305-UnderlyingSecurityIDSource.

Definition at line 5249 of file Messages.h.

SecurityIDSource underlyingSecurityIdSource ( ) const

This value is always '8' for CME.

Definition at line 5257 of file Messages.h.

StrRef underlyingSymbol ( ) const

Underlying Instrument Symbol (Contract Name).

Definition at line 5263 of file Messages.h.

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