#include <OnixS/CME/MDH/Messages.h>
Classes | |
struct | EventsEntry |
struct | FeedTypesEntry |
struct | InstAttribEntry |
struct | LegsEntry |
struct | LotTypeRulesEntry |
Public Types | |
enum | { TemplateId = 56 } |
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< LegsEntry, GroupSize, MessageSize > | Legs |
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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 2056 of file Messages.h.
typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events |
Repeating group containing EventsEntry entries.
Definition at line 2117 of file Messages.h.
typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes |
Repeating group containing FeedTypesEntry entries.
Definition at line 2173 of file Messages.h.
typedef BinaryGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib |
Repeating group containing InstAttribEntry entries.
Definition at line 2226 of file Messages.h.
typedef BinaryGroup<LegsEntry, GroupSize, MessageSize> Legs |
Repeating group containing LegsEntry entries.
Definition at line 2376 of file Messages.h.
typedef BinaryGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules |
Repeating group containing LotTypeRulesEntry entries.
Definition at line 2286 of file Messages.h.
anonymous enum |
Message template ID from SBE schema.
Enumerator | |
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TemplateId |
Definition at line 2059 of file Messages.h.
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Initializes blank instance.
Definition at line 2379 of file Messages.h.
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Initializes instance over given memory block.
Definition at line 2382 of file Messages.h.
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The channel ID as defined in the XML Configuration file.
Definition at line 2442 of file Messages.h.
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The underlying asset code also known as Product Code.
Definition at line 2487 of file Messages.h.
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Size of message body in bytes.
Definition at line 2854 of file Messages.h.
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ISO standard instrument categorization code.
Definition at line 2529 of file Messages.h.
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Returns class name.
Definition at line 2864 of file Messages.h.
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The total cleared volume of instrument traded during the prior trading session.
Definition at line 2691 of file Messages.h.
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Identifies currency used for price.
Definition at line 2549 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 2611 of file Messages.h.
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Returns instance of Events repeating group.
Definition at line 2823 of file Messages.h.
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Returns instance of FeedTypes repeating group.
Definition at line 2829 of file Messages.h.
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Long name of the instrument.
Definition at line 2813 of file Messages.h.
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FIX message type.
Definition at line 2871 of file Messages.h.
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Allowable high limit price for the trading day.
Definition at line 2701 of file Messages.h.
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Returns instance of InstAttrib repeating group.
Definition at line 2835 of file Messages.h.
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External unique instrument ID.
Definition at line 2802 of file Messages.h.
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Timestamp of when the instrument was last added, modified or deleted.
Definition at line 2423 of file Messages.h.
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Returns instance of Legs repeating group.
Definition at line 2847 of file Messages.h.
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Returns instance of LotTypeRules repeating group.
Definition at line 2841 of file Messages.h.
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Allowable low limit price for the trading day.
Definition at line 2711 of file Messages.h.
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Price Denominator of Main Fraction.
Definition at line 2731 of file Messages.h.
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Identifies the market segment, populated for all CME Globex instruments.
Definition at line 2451 of file Messages.h.
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Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible markets.
Definition at line 2792 of file Messages.h.
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Matching algorithm.
Definition at line 2575 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 2393 of file Messages.h.
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This field provides the actual calendar date for contract maturity.
Definition at line 2539 of file Messages.h.
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Differential value for price banding.
Definition at line 2721 of file Messages.h.
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The maximum trading volume for a security.
Definition at line 2591 of file Messages.h.
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Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.
Definition at line 2600 of file Messages.h.
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The minimum trading volume for a security.
Definition at line 2583 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 2680 of file Messages.h.
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Number of decimals in fractional display price.
Definition at line 2619 of file Messages.h.
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Price quotation method.
Definition at line 2770 of file Messages.h.
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Used for price calculation in spread and leg pricing.
Definition at line 2629 of file Messages.h.
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Risk Set identifies the list of instruments sharing credit limits set up.
Definition at line 2781 of file Messages.h.
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Exchange used to identify a security.
Definition at line 2469 of file Messages.h.
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Security Group Code.
Definition at line 2478 of file Messages.h.
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Unique instrument ID.
Definition at line 2505 of file Messages.h.
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Identifies class or source of the security ID (Tag 48) value.
Definition at line 2514 of file Messages.h.
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Strategy type.
Definition at line 2558 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 2432 of file Messages.h.
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Security Type.
Definition at line 2520 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 2414 of file Messages.h.
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Bitmap field of eight Boolean type indicators representing settlement price type.
Definition at line 2671 of file Messages.h.
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Price Denominator of Sub Fraction.
Definition at line 2741 of file Messages.h.
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Instrument Name or Symbol. Previously used as Group Code.
Definition at line 2496 of file Messages.h.
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Tick Rule.
Definition at line 2639 of file Messages.h.
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Total number of instruments in the Replay loop.
Used on Replay Feed only.
Definition at line 2402 of file Messages.h.
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Indicates session date corresponding to the settlement price in tag 1150-TradingReferencePrice.
Definition at line 2752 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 2660 of file Messages.h.
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Product complex.
Definition at line 2459 of file Messages.h.
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Unit of measure for the products' original contract size.
Definition at line 2649 of file Messages.h.
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User-defined instruments flag.
Definition at line 2567 of file Messages.h.