Classes
struct	EventsEntry
struct	FeedTypesEntry
struct	InstAttribEntry
struct	LegsEntry
struct	LotTypeRulesEntry

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< LegsEntry, GroupSize, MessageSize >	Legs
Public Types inherited from BinaryMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength
typedef BinaryGroups< MessageSize >	Groups

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
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 2056 of file Messages.h.

Member Typedef Documentation

◆ Events

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 2117 of file Messages.h.

◆ FeedTypes

typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 2173 of file Messages.h.

◆ InstAttrib

typedef BinaryGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 2226 of file Messages.h.

◆ Legs

typedef BinaryGroup<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 2376 of file Messages.h.

◆ LotTypeRules

typedef BinaryGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 2286 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	56

Definition at line 2059 of file Messages.h.

Constructor & Destructor Documentation

◆ InstrumentDefinitionSpread56() [1/2]

InstrumentDefinitionSpread56 ( )

inline

Initializes blank instance.

Definition at line 2379 of file Messages.h.

◆ InstrumentDefinitionSpread56() [2/2]

InstrumentDefinitionSpread56	(	const void *	data,
		EncodedLength	length )

inline

Initializes instance over given memory block.

Definition at line 2382 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 2442 of file Messages.h.

◆ asset()

StrRef asset ( ) const

inline

The underlying asset code also known as Product Code.

Definition at line 2487 of file Messages.h.

◆ blockLength()

BlockLength blockLength ( SchemaVersion version )

inlinestatic

Size of message body in bytes.

Definition at line 2854 of file Messages.h.

◆ cfiCode()

StrRef cfiCode ( ) const

inline

ISO standard instrument categorization code.

Definition at line 2529 of file Messages.h.

◆ className()

const Char * className ( )

inlinestatic

Returns class name.

Definition at line 2864 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 2691 of file Messages.h.

◆ currency()

StrRef currency ( ) const

inline

Identifies currency used for price.

Definition at line 2549 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 2611 of file Messages.h.

◆ events()

Events events ( ) const

inline

Returns instance of Events repeating group.

Definition at line 2823 of file Messages.h.

◆ feedTypes()

FeedTypes feedTypes ( ) const

inline

Returns instance of FeedTypes repeating group.

Definition at line 2829 of file Messages.h.

◆ financialInstrumentFullName()

StrRef financialInstrumentFullName ( ) const

inline

Long name of the instrument.

Definition at line 2813 of file Messages.h.

◆ fixType()

StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 2871 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( Decimal & value ) const

inline

Allowable high limit price for the trading day.

Definition at line 2701 of file Messages.h.

◆ instAttrib()

InstAttrib instAttrib ( ) const

inline

Returns instance of InstAttrib repeating group.

Definition at line 2835 of file Messages.h.

◆ instrumentGUId()

bool instrumentGUId ( UInt64 & value ) const

inline

External unique instrument ID.

Definition at line 2802 of file Messages.h.

◆ lastUpdateTime()

Timestamp lastUpdateTime ( ) const

inline

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

Definition at line 2423 of file Messages.h.

◆ legs()

Legs legs ( ) const

inline

Returns instance of Legs repeating group.

Definition at line 2847 of file Messages.h.

◆ lotTypeRules()

LotTypeRules lotTypeRules ( ) const

inline

Returns instance of LotTypeRules repeating group.

Definition at line 2841 of file Messages.h.

◆ lowLimitPrice()

bool lowLimitPrice ( Decimal & value ) const

inline

Allowable low limit price for the trading day.

Definition at line 2711 of file Messages.h.

◆ mainFraction()

bool mainFraction ( UInt8 & value ) const

inline

Price Denominator of Main Fraction.

Definition at line 2731 of file Messages.h.

◆ marketSegmentId()

UInt8 marketSegmentId ( ) const

inline

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

Definition at line 2451 of file Messages.h.

◆ marketSet()

StrRef marketSet ( ) const

inline

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

Definition at line 2792 of file Messages.h.

◆ matchAlgorithm()

CHAR matchAlgorithm ( ) const

inline

Matching algorithm.

Definition at line 2575 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 2393 of file Messages.h.

◆ maturityMonthYear()

bool maturityMonthYear ( MaturityMonthYear & value ) const

inline

This field provides the actual calendar date for contract maturity.

Definition at line 2539 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( Decimal & value ) const

inline

Differential value for price banding.

Definition at line 2721 of file Messages.h.

◆ maxTradeVol()

UInt32 maxTradeVol ( ) const

inline

The maximum trading volume for a security.

Definition at line 2591 of file Messages.h.

◆ minPriceIncrement()

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 2600 of file Messages.h.

◆ minTradeVol()

UInt32 minTradeVol ( ) const

inline

The minimum trading volume for a security.

Definition at line 2583 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 2680 of file Messages.h.

◆ priceDisplayFormat()

bool priceDisplayFormat ( UInt8 & value ) const

inline

Number of decimals in fractional display price.

Definition at line 2619 of file Messages.h.

◆ priceQuoteMethod()

StrRef priceQuoteMethod ( ) const

inline

Price quotation method.

Definition at line 2770 of file Messages.h.

◆ priceRatio()

bool priceRatio ( Decimal & value ) const

inline

Used for price calculation in spread and leg pricing.

Definition at line 2629 of file Messages.h.

◆ riskSet()

StrRef riskSet ( ) const

inline

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

Definition at line 2781 of file Messages.h.

◆ securityExchange()

StrRef securityExchange ( ) const

inline

Exchange used to identify a security.

Definition at line 2469 of file Messages.h.

◆ securityGroup()

StrRef securityGroup ( ) const

inline

Security Group Code.

Definition at line 2478 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inline

Unique instrument ID.

Definition at line 2505 of file Messages.h.

◆ securityIdSource()

SecurityIDSource securityIdSource ( ) const

inline

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

Definition at line 2514 of file Messages.h.

◆ securitySubType()

StrRef securitySubType ( ) const

inline

Strategy type.

Definition at line 2558 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 2432 of file Messages.h.

◆ securityType()

StrRef securityType ( ) const

inline

Security Type.

Definition at line 2520 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 2414 of file Messages.h.

◆ settlPriceType()

SettlPriceType settlPriceType ( ) const

inline

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

Definition at line 2671 of file Messages.h.

◆ subFraction()

bool subFraction ( UInt8 & value ) const

inline

Price Denominator of Sub Fraction.

Definition at line 2741 of file Messages.h.

◆ symbol()

StrRef symbol ( ) const

inline

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 2496 of file Messages.h.

◆ tickRule()

bool tickRule ( Int8 & value ) const

inline

Tick Rule.

Definition at line 2639 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 2402 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 2752 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 2660 of file Messages.h.

◆ underlyingProduct()

bool underlyingProduct ( UInt8 & value ) const

inline

Product complex.

Definition at line 2459 of file Messages.h.

◆ unitOfMeasure()

StrRef unitOfMeasure ( ) const

inline

Unit of measure for the products' original contract size.

Definition at line 2649 of file Messages.h.

◆ userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const

inline

User-defined instruments flag.

Definition at line 2567 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Events

◆ FeedTypes

◆ InstAttrib

◆ Legs

◆ LotTypeRules

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ InstrumentDefinitionSpread56() [1/2]

◆ InstrumentDefinitionSpread56() [2/2]

Member Function Documentation

◆ applId()

◆ asset()

◆ blockLength()

◆ cfiCode()

◆ className()

◆ clearedVolume()

◆ currency()

◆ displayFactor()

◆ events()

◆ feedTypes()

◆ financialInstrumentFullName()

◆ fixType()

◆ highLimitPrice()

◆ instAttrib()

◆ instrumentGUId()

◆ lastUpdateTime()

◆ legs()

◆ lotTypeRules()

◆ lowLimitPrice()

◆ mainFraction()

◆ marketSegmentId()

◆ marketSet()

◆ matchAlgorithm()

◆ matchEventIndicator()

◆ maturityMonthYear()

◆ maxPriceVariation()

◆ maxTradeVol()

◆ minPriceIncrement()

◆ minTradeVol()

◆ openInterestQty()

◆ priceDisplayFormat()

◆ priceQuoteMethod()

◆ priceRatio()

◆ riskSet()

◆ securityExchange()

◆ securityGroup()

◆ securityId()

◆ securityIdSource()

◆ securitySubType()

◆ securityTradingStatus()

◆ securityType()

◆ securityUpdateAction()

◆ settlPriceType()

◆ subFraction()

◆ symbol()

◆ tickRule()

◆ totNumReports()

◆ tradingReferenceDate()

◆ tradingReferencePrice()

◆ underlyingProduct()

◆ unitOfMeasure()

◆ userDefinedInstrument()