OnixS C++ CME Market Data Handler  5.4.0
API documentation
InstrumentDefinitionSpread56 Struct Reference

#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, MessageSizeEvents
 
typedef BinaryGroup< FeedTypesEntry, GroupSize, MessageSizeFeedTypes
 
typedef BinaryGroup< InstAttribEntry, GroupSize, MessageSizeInstAttrib
 
typedef BinaryGroup< LotTypeRulesEntry, GroupSize, MessageSizeLotTypeRules
 
typedef BinaryGroup< LegsEntry, GroupSize, MessageSizeLegs
 
- Public Types inherited from BinaryMessage
typedef MessageSize EncodedLength
 
typedef MessageSize BlockLength
 
typedef BinaryGroups< MessageSizeGroups
 

Public Member Functions

 InstrumentDefinitionSpread56 ()
 
 InstrumentDefinitionSpread56 (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
 
bool underlyingProduct (UInt8 &value) 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
 
bool maturityMonthYear (MaturityMonthYear &value) const
 
StrRef currency () const
 
StrRef securitySubType () const
 
UserDefinedInstrument userDefinedInstrument () const
 
CHAR matchAlgorithm () const
 
UInt32 minTradeVol () const
 
UInt32 maxTradeVol () const
 
bool minPriceIncrement (Decimal &value) const
 
Decimal displayFactor () const
 
bool priceDisplayFormat (UInt8 &value) const
 
bool priceRatio (Decimal &value) const
 
bool tickRule (Int8 &value) const
 
StrRef unitOfMeasure () const
 
bool tradingReferencePrice (Decimal &value) const
 
SettlPriceType settlPriceType () const
 
bool openInterestQty (Int32 &value) const
 
bool clearedVolume (Int32 &value) const
 
bool highLimitPrice (Decimal &value) const
 
bool lowLimitPrice (Decimal &value) const
 
bool maxPriceVariation (Decimal &value) const
 
bool mainFraction (UInt8 &value) const
 
bool subFraction (UInt8 &value) const
 
bool tradingReferenceDate (Timestamp &value) const
 
StrRef priceQuoteMethod () const
 
StrRef riskSet () const
 
StrRef marketSet () const
 
bool instrumentGUId (UInt64 &value) const
 
StrRef financialInstrumentFullName () const
 
Events events () const
 
FeedTypes feedTypes () const
 
InstAttrib instAttrib () const
 
LotTypeRules lotTypeRules () const
 
Legs legs () 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
 
BinaryMessageoperator= (const BinaryMessage &other)
 

Static Public Member Functions

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength (SchemaVersion version)
 
static ONIXS_CMEMDH_EXPORTED const CharclassName ()
 
static ONIXS_CMEMDH_EXPORTED StrRef fixType ()
 

Additional Inherited Members

- 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 2283 of file Messages.h.

Member Typedef Documentation

Repeating group containing EventsEntry entries.

Definition at line 2359 of file Messages.h.

Repeating group containing FeedTypesEntry entries.

Definition at line 2431 of file Messages.h.

Repeating group containing InstAttribEntry entries.

Definition at line 2500 of file Messages.h.

Repeating group containing LegsEntry entries.

Definition at line 2682 of file Messages.h.

Repeating group containing LotTypeRulesEntry entries.

Definition at line 2576 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 2288 of file Messages.h.

Constructor & Destructor Documentation

Initializes blank instance.

Definition at line 2685 of file Messages.h.

InstrumentDefinitionSpread56 ( const void *  data,
EncodedLength  length 
)
inline

Initializes instance over given memory block.

Definition at line 2690 of file Messages.h.

Member Function Documentation

Int16 applId ( ) const
inline

The channel ID as defined in the XML Configuration file.

Definition at line 2755 of file Messages.h.

StrRef asset ( ) const
inline

The underlying asset code also known as Product Code.

Definition at line 2800 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED BlockLength blockLength ( SchemaVersion  version)
inlinestatic

Size of message body in bytes.

Definition at line 3187 of file Messages.h.

StrRef cfiCode ( ) const
inline

ISO standard instrument categorization code.

Definition at line 2842 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED const Char* className ( )
inlinestatic

Returns class name.

Definition at line 3197 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 3004 of file Messages.h.

StrRef currency ( ) const
inline

Identifies currency used for price.

Definition at line 2862 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 2924 of file Messages.h.

Events events ( ) const
inline

Returns instance of Events repeating group.

Definition at line 3136 of file Messages.h.

FeedTypes feedTypes ( ) const
inline

Returns instance of FeedTypes repeating group.

Definition at line 3144 of file Messages.h.

StrRef financialInstrumentFullName ( ) const
inline

Long name of the instrument.

Definition at line 3126 of file Messages.h.

static ONIXS_CMEMDH_EXPORTED StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 3204 of file Messages.h.

bool highLimitPrice ( Decimal value) const
inline

Allowable high limit price for the trading day.

Definition at line 3014 of file Messages.h.

InstAttrib instAttrib ( ) const
inline

Returns instance of InstAttrib repeating group.

Definition at line 3153 of file Messages.h.

bool instrumentGUId ( UInt64 value) const
inline

External unique instrument ID.

Definition at line 3115 of file Messages.h.

Timestamp lastUpdateTime ( ) const
inline

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

Definition at line 2734 of file Messages.h.

Legs legs ( ) const
inline

Returns instance of Legs repeating group.

Definition at line 3174 of file Messages.h.

LotTypeRules lotTypeRules ( ) const
inline

Returns instance of LotTypeRules repeating group.

Definition at line 3163 of file Messages.h.

bool lowLimitPrice ( Decimal value) const
inline

Allowable low limit price for the trading day.

Definition at line 3024 of file Messages.h.

bool mainFraction ( UInt8 value) const
inline

Price Denominator of Main Fraction.

Definition at line 3044 of file Messages.h.

UInt8 marketSegmentId ( ) const
inline

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

Definition at line 2764 of file Messages.h.

StrRef marketSet ( ) const
inline

Market Set defines the bilateral relationship and Self Match Prevention configuration for eligible markets.

Definition at line 3105 of file Messages.h.

CHAR matchAlgorithm ( ) const
inline

Matching algorithm.

Definition at line 2888 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 2703 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear value) const
inline

This field provides the actual calendar date for contract maturity.

Definition at line 2852 of file Messages.h.

bool maxPriceVariation ( Decimal value) const
inline

Differential value for price banding.

Definition at line 3034 of file Messages.h.

UInt32 maxTradeVol ( ) const
inline

The maximum trading volume for a security.

Definition at line 2904 of file Messages.h.

bool minPriceIncrement ( Decimal value) const
inline

Minimum constant tick for the instrument, sent only if instrument is non-VTT (Variable Tick table) eligible.

Definition at line 2913 of file Messages.h.

UInt32 minTradeVol ( ) const
inline

The minimum trading volume for a security.

Definition at line 2896 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 2993 of file Messages.h.

bool priceDisplayFormat ( UInt8 value) const
inline

Number of decimals in fractional display price.

Definition at line 2932 of file Messages.h.

StrRef priceQuoteMethod ( ) const
inline

Price quotation method.

Definition at line 3083 of file Messages.h.

bool priceRatio ( Decimal value) const
inline

Used for price calculation in spread and leg pricing.

Definition at line 2942 of file Messages.h.

StrRef riskSet ( ) const
inline

Risk Set identifies the list of instruments sharing credit limits set up.

Definition at line 3094 of file Messages.h.

StrRef securityExchange ( ) const
inline

Exchange used to identify a security.

Definition at line 2782 of file Messages.h.

StrRef securityGroup ( ) const
inline

Security Group Code.

Definition at line 2791 of file Messages.h.

Int32 securityId ( ) const
inline

Unique instrument ID.

Definition at line 2818 of file Messages.h.

SecurityIDSource securityIdSource ( ) const
inline

Identifies class or source of the security ID (Tag 48) value.

Definition at line 2827 of file Messages.h.

StrRef securitySubType ( ) const
inline

Strategy type.

Definition at line 2871 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 2744 of file Messages.h.

StrRef securityType ( ) const
inline

Security Type.

Definition at line 2833 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 2725 of file Messages.h.

SettlPriceType settlPriceType ( ) const
inline

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

Definition at line 2984 of file Messages.h.

bool subFraction ( UInt8 value) const
inline

Price Denominator of Sub Fraction.

Definition at line 3054 of file Messages.h.

StrRef symbol ( ) const
inline

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 2809 of file Messages.h.

bool tickRule ( Int8 value) const
inline

Tick Rule.

Definition at line 2952 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 2712 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 3065 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 2973 of file Messages.h.

bool underlyingProduct ( UInt8 value) const
inline

Product complex.

Definition at line 2772 of file Messages.h.

StrRef unitOfMeasure ( ) const
inline

Unit of measure for the products' original contract size.

Definition at line 2962 of file Messages.h.

UserDefinedInstrument userDefinedInstrument ( ) const
inline

User-defined instruments flag.

Definition at line 2880 of file Messages.h.


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