OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
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InstrumentDefinitionFX63 Struct Reference

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

Classes

struct  EventsEntry
struct  FeedTypesEntry
struct  InstAttribEntry
struct  LotTypeRulesEntry
struct  TradingSessionsEntry

Public Types

enum  
enum  
typedef SchemaTraits Schema
typedef InstrumentDefinitionFX63 ThisType
typedef SbeGroup< EventsEntry, GroupSize, MessageSize > Events
typedef SbeGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
typedef SbeGroup< InstAttribEntry, GroupSize, MessageSize > InstAttrib
typedef SbeGroup< LotTypeRulesEntry, GroupSize, MessageSize > LotTypeRules
typedef SbeGroup< TradingSessionsEntry, GroupSize, MessageSize > TradingSessions
Public Types inherited from SbeMessage
typedef MessageSize EncodedLength
typedef MessageSize BlockLength

Public Member Functions

 InstrumentDefinitionFX63 ()=default
 InstrumentDefinitionFX63 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 InstrumentDefinitionFX63 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 InstrumentDefinitionFX63 (void *data, EncodedLength length, NoInit)
 InstrumentDefinitionFX63 (const SbeMessage &message)
 InstrumentDefinitionFX63 (void *data, EncodedLength length, NoInit, NoCheck) noexcept
MatchEventIndicator matchEventIndicator () const noexcept
ThisType & setMatchEventIndicator (MatchEventIndicator value) noexcept
bool totNumReports (UInt32 &value) const noexcept
ThisType & setTotNumReports (UInt32 value) noexcept
ThisType & totNumReportsNull () noexcept
SecurityUpdateAction::Enum securityUpdateAction () const noexcept
ThisType & setSecurityUpdateAction (SecurityUpdateAction::Enum value) noexcept
Timestamp lastUpdateTime () const noexcept
ThisType & setLastUpdateTime (Timestamp value) noexcept
bool securityTradingStatus (SecurityTradingStatus::Enum &value) const noexcept
ThisType & setSecurityTradingStatus (SecurityTradingStatus::Enum value) noexcept
ThisType & securityTradingStatusNull () noexcept
Int16 applId () const noexcept
ThisType & setApplId (Int16 value) noexcept
UInt8 marketSegmentId () const noexcept
ThisType & setMarketSegmentId (UInt8 value) noexcept
UInt8 underlyingProduct () const noexcept
ThisType & setUnderlyingProduct (UInt8 value) noexcept
StrRef securityExchange () const noexcept
ThisType & setSecurityExchange (StrRef value) noexcept
StrRef securityGroup () const noexcept
ThisType & setSecurityGroup (StrRef value) noexcept
StrRef asset () const noexcept
ThisType & setAsset (StrRef value) noexcept
StrRef symbol () const noexcept
ThisType & setSymbol (StrRef value) noexcept
Int32 securityId () const noexcept
ThisType & setSecurityId (Int32 value) noexcept
StrRef securityType () const noexcept
ThisType & setSecurityType (StrRef value) noexcept
StrRef cfiCode () const noexcept
ThisType & setCfiCode (StrRef value) noexcept
StrRef currency () const noexcept
ThisType & setCurrency (StrRef value) noexcept
StrRef settlCurrency () const noexcept
ThisType & setSettlCurrency (StrRef value) noexcept
StrRef priceQuoteCurrency () const noexcept
ThisType & setPriceQuoteCurrency (StrRef value) noexcept
CHAR matchAlgorithm () const noexcept
ThisType & setMatchAlgorithm (CHAR value) noexcept
UInt32 minTradeVol () const noexcept
ThisType & setMinTradeVol (UInt32 value) noexcept
UInt32 maxTradeVol () const noexcept
ThisType & setMaxTradeVol (UInt32 value) noexcept
Decimal minPriceIncrement () const noexcept
ThisType & setMinPriceIncrement (PRICE9 value) noexcept
Decimal displayFactor () const noexcept
ThisType & setDisplayFactor (Decimal9 value) noexcept
UInt8 pricePrecision () const noexcept
ThisType & setPricePrecision (UInt8 value) noexcept
StrRef unitOfMeasure () const noexcept
ThisType & setUnitOfMeasure (StrRef value) noexcept
bool unitOfMeasureQty (Decimal &value) const noexcept
ThisType & setUnitOfMeasureQty (Decimal9 value) noexcept
ThisType & unitOfMeasureQtyNull () noexcept
bool highLimitPrice (Decimal &value) const noexcept
ThisType & setHighLimitPrice (PRICE9 value) noexcept
ThisType & highLimitPriceNull () noexcept
bool lowLimitPrice (Decimal &value) const noexcept
ThisType & setLowLimitPrice (PRICE9 value) noexcept
ThisType & lowLimitPriceNull () noexcept
bool maxPriceVariation (Decimal &value) const noexcept
ThisType & setMaxPriceVariation (PRICE9 value) noexcept
ThisType & maxPriceVariationNull () noexcept
UserDefinedInstrument userDefinedInstrument () const noexcept
ThisType & setUserDefinedInstrument (UserDefinedInstrument value) noexcept
StrRef financialInstrumentFullName () const noexcept
ThisType & setFinancialInstrumentFullName (StrRef value) noexcept
StrRef fxCurrencySymbol () const noexcept
ThisType & setFxCurrencySymbol (StrRef value) noexcept
StrRef settlType () const noexcept
ThisType & setSettlType (StrRef value) noexcept
UInt16 interveningDays () const noexcept
ThisType & setInterveningDays (UInt16 value) noexcept
StrRef fxBenchmarkRateFix () const noexcept
ThisType & setFxBenchmarkRateFix (StrRef value) noexcept
StrRef rateSource () const noexcept
ThisType & setRateSource (StrRef value) noexcept
StrRef fixRateLocalTime () const noexcept
ThisType & setFixRateLocalTime (StrRef value) noexcept
StrRef fixRateLocalTimeZone () const noexcept
ThisType & setFixRateLocalTimeZone (StrRef value) noexcept
UInt32 minQuoteLife () const noexcept
ThisType & setMinQuoteLife (UInt32 value) noexcept
Decimal maxPriceDiscretionOffset () const noexcept
ThisType & setMaxPriceDiscretionOffset (PRICE9 value) noexcept
bool instrumentGUId (UInt64 &value) const noexcept
ThisType & setInstrumentGUId (UInt64 value) noexcept
ThisType & instrumentGUIdNull () noexcept
bool maturityMonthYear (MaturityMonthYear &value) const noexcept
ThisType & setMaturityMonthYear (MaturityMonthYear value) noexcept
ThisType & maturityMonthYearNull () noexcept
StrRef settlementLocale () const noexcept
ThisType & setSettlementLocale (StrRef value) noexcept
bool altMinPriceIncrement (Decimal &value) const noexcept
ThisType & setAltMinPriceIncrement (PRICE9 value)
ThisType & altMinPriceIncrementNull ()
bool altMinQuoteLife (UInt32 &value) const noexcept
ThisType & setAltMinQuoteLife (UInt32 value)
ThisType & altMinQuoteLifeNull ()
bool altPriceIncrementConstraint (Decimal &value) const noexcept
ThisType & setAltPriceIncrementConstraint (PRICE9 value)
ThisType & altPriceIncrementConstraintNull ()
bool maxBidAskConstraint (Decimal &value) const noexcept
ThisType & setMaxBidAskConstraint (PRICE9 value)
ThisType & maxBidAskConstraintNull ()
Events events () const noexcept
Events events () noexcept
Events events (Events::Size length)
Events events (Events::Size length, NoFieldsInit)
FeedTypes feedTypes () const noexcept
FeedTypes feedTypes () noexcept
FeedTypes feedTypes (FeedTypes::Size length)
FeedTypes feedTypes (FeedTypes::Size length, NoFieldsInit)
InstAttrib instAttrib () const noexcept
InstAttrib instAttrib () noexcept
InstAttrib instAttrib (InstAttrib::Size length)
InstAttrib instAttrib (InstAttrib::Size length, NoFieldsInit)
LotTypeRules lotTypeRules () const noexcept
LotTypeRules lotTypeRules () noexcept
LotTypeRules lotTypeRules (LotTypeRules::Size length)
LotTypeRules lotTypeRules (LotTypeRules::Size length, NoFieldsInit)
TradingSessions tradingSessions () const noexcept
TradingSessions tradingSessions () noexcept
TradingSessions tradingSessions (TradingSessions::Size length)
TradingSessions tradingSessions (TradingSessions::Size length, NoFieldsInit)
ThisType & resetVariableFields () noexcept
ThisType & reset () noexcept
const void * tail () const noexcept
EncodedLength calculateBinarySize () const noexcept
Public Member Functions inherited from SbeMessage
 SbeMessage () noexcept
 SbeMessage (void *data, MessageSize size, SchemaVersion version)
 SbeMessage (void *data, MessageSize size)
 SbeMessage (void *data, MessageSize size, NoCheck) noexcept
void clear () noexcept
bool valid () const noexcept
MessageTemplateId templateId () const noexcept
SchemaVersion version () const noexcept
SchemaId schemaId () const noexcept
const void * binary () const noexcept
void * binary () noexcept
const void * blockEnd () noexcept
const void * blockEnd () const noexcept
MessageSize bufferSize () const noexcept
void * body () noexcept
BlockLength blockLength () const noexcept
const void * block () const noexcept
void * block () noexcept
Public Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
Messaging::SbeMessage & container () noexcept
void zeroPaddingBytes (MessageSize offset) noexcept
void setOrdinary (MessageSize offset, FieldValue value) noexcept
void setEnumeration (MessageSize offset, typename Enumeration::Enum value) noexcept
void setFixedStr (MessageSize offset, StrRef value) noexcept

Static Public Member Functions

static constexpr SecurityIDSource securityIdSource () noexcept
static constexpr BlockLength minimalBlockLength (SchemaVersion version) noexcept
static constexpr BlockLength blockLength (SchemaVersion version) noexcept
static constexpr MessageSize getMinimalVariableFieldsSize (SchemaVersion version)
static constexpr UInt64 getMaxMessageSize (UInt8 maxGroupItems=255) noexcept
static constexpr StrRef className () noexcept
static constexpr StrRef fixType () noexcept

Additional Inherited Members

Protected Types inherited from SbeMessage
typedef SbeGroupList< MessageSize > GroupList
typedef SbeVariableLengthFieldList< MessageSize > VariableLengthFieldList
Protected Member Functions inherited from SbeMessage
SbeMessage & version (SchemaVersion version) noexcept
GroupList groups () noexcept
GroupList groups () const noexcept
template<typename Group>
void initGroup (Group &group, typename Group::EntrySize entrySize) noexcept
template<typename Group>
void setupGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
template<typename Group>
void constructGroup (Group &group, typename Group::Size entryCount, const void *messageTail)
VariableLengthFieldList variableLengthFields () noexcept
VariableLengthFieldList variableLengthFields () const noexcept
void init (MessageHeader::TemplateId value, MessageHeader::BlockLength minimalBlockLength, MessageHeader::BlockLength blockLength, SchemaId id) noexcept
MessageSize calculateBinarySize (const void *tail) const noexcept
template<class Group, class Callable, class Owner>
void resetGroup (Callable callable, Owner &owner) noexcept
template<class Callable, class Owner>
void setVariableLengthFieldToNull (Callable callable, SchemaVersion since, Owner &owner) noexcept
template<class Group, class Callable, class Owner>
void resetGroup (Callable callable, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group getGroup (Callable callable, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group getGroup (Callable callable, SchemaVersion since, Owner &owner) const noexcept
template<class Group, class Callable, class Owner>
Group constructGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group constructGroup (Callable callable, typename Group::Size length, Owner &owner)
template<class Group, class Callable, class Owner>
Group setupGroup (Callable callable, typename Group::Size length, SchemaVersion since, Owner &owner)
template<class Group, class Callable, class Owner>
Group setupGroup (Callable callable, typename Group::Size length, Owner &owner)
Protected Member Functions inherited from SbeFields< Messaging::SbeMessage, MessageSize >
 SbeFields ()=default
 ~SbeFields ()=default
Protected Member Functions inherited from BinaryBlock< Messaging::SbeMessage, MessageSize >
 BinaryBlock ()=default
 ~BinaryBlock ()=default
Value ordinary (MessageSize offset) const noexcept
Enumeration::Enum enumeration (MessageSize offset) const noexcept
Decimal decimal (MessageSize offset) const
StrRef fixedStr (MessageSize offset) const noexcept
Protected Member Functions inherited from BinaryBlockBase
 ~BinaryBlockBase ()=default
Static Protected Member Functions inherited from SbeMessage
static constexpr MessageSize getMaxMessageSize () noexcept

Detailed Description

Definition at line 2278 of file Messages.h.

Member Typedef Documentation

◆ Events

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 2414 of file Messages.h.

◆ FeedTypes

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 2536 of file Messages.h.

◆ InstAttrib

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 2648 of file Messages.h.

◆ LotTypeRules

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 2784 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 2283 of file Messages.h.

◆ ThisType

typedef InstrumentDefinitionFX63 ThisType

This type alias.

Definition at line 2286 of file Messages.h.

◆ TradingSessions

typedef SbeGroup<TradingSessionsEntry, GroupSize, MessageSize> TradingSessions

Repeating group containing TradingSessionsEntry entries.

Definition at line 3015 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Available since version.

Enumerator
SinceVersion 12 

Definition at line 2292 of file Messages.h.

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 63 

Definition at line 2289 of file Messages.h.

Constructor & Destructor Documentation

◆ InstrumentDefinitionFX63() [1/6]

InstrumentDefinitionFX63 ( )
default

Initializes a blank instance.

◆ InstrumentDefinitionFX63() [2/6]

InstrumentDefinitionFX63 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 3021 of file Messages.h.

◆ InstrumentDefinitionFX63() [3/6]

InstrumentDefinitionFX63 ( void * data,
EncodedLength length,
NoFieldsInit ,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block With no variable-length fields initialization It is assumed that the user does such an initialization manually.

Definition at line 3036 of file Messages.h.

◆ InstrumentDefinitionFX63() [4/6]

InstrumentDefinitionFX63 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 3050 of file Messages.h.

◆ InstrumentDefinitionFX63() [5/6]

InstrumentDefinitionFX63 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 3062 of file Messages.h.

◆ InstrumentDefinitionFX63() [6/6]

InstrumentDefinitionFX63 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

Creates an instance over the given memory block. Performs no checks.

Definition at line 3074 of file Messages.h.

Member Function Documentation

◆ altMinPriceIncrement()

bool altMinPriceIncrement ( Decimal & value) const
inlinenoexcept

New sub-tick which is only available for order entry when certain conditions are met, tick value which corresponds to the Alt Min Quote Life.

Definition at line 4029 of file Messages.h.

◆ altMinPriceIncrementNull()

ThisType & altMinPriceIncrementNull ( )
inline

Definition at line 4049 of file Messages.h.

◆ altMinQuoteLife()

bool altMinQuoteLife ( UInt32 & value) const
inlinenoexcept

MQL duration in number of microseconds applied to orders at AltMinPriceIncrement.

Definition at line 4061 of file Messages.h.

◆ altMinQuoteLifeNull()

ThisType & altMinQuoteLifeNull ( )
inline

Definition at line 4080 of file Messages.h.

◆ altPriceIncrementConstraint()

bool altPriceIncrementConstraint ( Decimal & value) const
inlinenoexcept

Minimum price offset better than the best Standard Tick order for an order to be allowed into the market.

Definition at line 4092 of file Messages.h.

◆ altPriceIncrementConstraintNull()

ThisType & altPriceIncrementConstraintNull ( )
inline

Definition at line 4111 of file Messages.h.

◆ applId()

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 3217 of file Messages.h.

◆ asset()

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 3313 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 4374 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const
inlinenoexcept
Returns
the size occupied by the message.

Definition at line 4477 of file Messages.h.

◆ cfiCode()

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 3399 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 4453 of file Messages.h.

◆ currency()

StrRef currency ( ) const
inlinenoexcept

Base currency.

Definition at line 3419 of file Messages.h.

◆ displayFactor()

Decimal displayFactor ( ) const
inlinenoexcept

Contains the multiplier to convert the CME Globex display price to the conventional price.

Definition at line 3554 of file Messages.h.

◆ events() [1/4]

Events events ( ) const
inlinenoexcept
Returns
instance of Events repeating group.

Definition at line 4155 of file Messages.h.

◆ events() [2/4]

Events events ( )
inlinenoexcept
Returns
instance of Events repeating group.

Definition at line 4162 of file Messages.h.

◆ events() [3/4]

Events events ( Events::Size length)
inline

Setup repeating group with the given number of entries. Sets all optional fields of the group entries to null.

Returns
NoEvents(864) repeating group.

Definition at line 4170 of file Messages.h.

◆ events() [4/4]

Events events ( Events::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
NoEvents(864) repeating group.

Definition at line 4181 of file Messages.h.

◆ feedTypes() [1/4]

FeedTypes feedTypes ( ) const
inlinenoexcept
Returns
instance of FeedTypes repeating group.

Definition at line 4193 of file Messages.h.

◆ feedTypes() [2/4]

FeedTypes feedTypes ( )
inlinenoexcept
Returns
instance of FeedTypes repeating group.

Definition at line 4200 of file Messages.h.

◆ feedTypes() [3/4]

FeedTypes feedTypes ( FeedTypes::Size length)
inline

Setup repeating group with the given number of entries. Sets all optional fields of the group entries to null.

Returns
NoMDFeedTypes(1141) repeating group.

Definition at line 4208 of file Messages.h.

◆ feedTypes() [4/4]

FeedTypes feedTypes ( FeedTypes::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
NoMDFeedTypes(1141) repeating group.

Definition at line 4219 of file Messages.h.

◆ financialInstrumentFullName()

StrRef financialInstrumentFullName ( ) const
inlinenoexcept

EBS instrument long name.

Definition at line 3741 of file Messages.h.

◆ fixRateLocalTime()

StrRef fixRateLocalTime ( ) const
inlinenoexcept

Fixing Rate Local Time, denoted in HH:MM:SS format.

Definition at line 3871 of file Messages.h.

◆ fixRateLocalTimeZone()

StrRef fixRateLocalTimeZone ( ) const
inlinenoexcept

Fixing Rate Local Time Zone corresponding to Fixing Local Time.

Definition at line 3892 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 4462 of file Messages.h.

◆ fxBenchmarkRateFix()

StrRef fxBenchmarkRateFix ( ) const
inlinenoexcept

Fixing Rate Description.

Definition at line 3831 of file Messages.h.

◆ fxCurrencySymbol()

StrRef fxCurrencySymbol ( ) const
inlinenoexcept

Base/Local. Denotes the currency pair in CCY1/CCY2 convention.

Definition at line 3762 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 4401 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

Minimal variable fields size (when variable-length fields are empty).

Definition at line 4387 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( Decimal & value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 3643 of file Messages.h.

◆ highLimitPriceNull()

ThisType & highLimitPriceNull ( )
inlinenoexcept

Definition at line 3659 of file Messages.h.

◆ instAttrib() [1/4]

InstAttrib instAttrib ( ) const
inlinenoexcept
Returns
instance of InstAttrib repeating group.

Definition at line 4231 of file Messages.h.

◆ instAttrib() [2/4]

InstAttrib instAttrib ( )
inlinenoexcept
Returns
instance of InstAttrib repeating group.

Definition at line 4240 of file Messages.h.

◆ instAttrib() [3/4]

InstAttrib instAttrib ( InstAttrib::Size length)
inline

Setup repeating group with the given number of entries. Sets all optional fields of the group entries to null.

Returns
NoInstAttrib(870) repeating group.

Definition at line 4250 of file Messages.h.

◆ instAttrib() [4/4]

InstAttrib instAttrib ( InstAttrib::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
NoInstAttrib(870) repeating group.

Definition at line 4261 of file Messages.h.

◆ instrumentGUId()

bool instrumentGUId ( UInt64 & value) const
inlinenoexcept

External unique instrument ID.

Definition at line 3953 of file Messages.h.

◆ instrumentGUIdNull()

ThisType & instrumentGUIdNull ( )
inlinenoexcept

Definition at line 3969 of file Messages.h.

◆ interveningDays()

UInt16 interveningDays ( ) const
inlinenoexcept

For SPOT, number of business days between trade date and value (settlement) date. For NDF, number of business days between NDF valuation (fixing) and settlement.

Definition at line 3811 of file Messages.h.

◆ lastUpdateTime()

Timestamp lastUpdateTime ( ) const
inlinenoexcept

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

Definition at line 3164 of file Messages.h.

◆ lotTypeRules() [1/4]

LotTypeRules lotTypeRules ( ) const
inlinenoexcept
Returns
instance of LotTypeRules repeating group.

Definition at line 4273 of file Messages.h.

◆ lotTypeRules() [2/4]

LotTypeRules lotTypeRules ( )
inlinenoexcept
Returns
instance of LotTypeRules repeating group.

Definition at line 4282 of file Messages.h.

◆ lotTypeRules() [3/4]

LotTypeRules lotTypeRules ( LotTypeRules::Size length)
inline

Setup repeating group with the given number of entries. Sets all optional fields of the group entries to null.

Returns
NoLotTypeRules(1234) repeating group.

Definition at line 4293 of file Messages.h.

◆ lotTypeRules() [4/4]

LotTypeRules lotTypeRules ( LotTypeRules::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
NoLotTypeRules(1234) repeating group.

Definition at line 4305 of file Messages.h.

◆ lowLimitPrice()

bool lowLimitPrice ( Decimal & value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 3669 of file Messages.h.

◆ lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )
inlinenoexcept

Definition at line 3685 of file Messages.h.

◆ marketSegmentId()

UInt8 marketSegmentId ( ) const
inlinenoexcept

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

Definition at line 3236 of file Messages.h.

◆ matchAlgorithm()

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching algorithm.

Definition at line 3481 of file Messages.h.

◆ matchEventIndicator()

MatchEventIndicator matchEventIndicator ( ) const
inlinenoexcept

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 3089 of file Messages.h.

◆ maturityMonthYear()

bool maturityMonthYear ( MaturityMonthYear & value) const
inlinenoexcept

Fixed Date NDF Maturity.

Definition at line 3979 of file Messages.h.

◆ maturityMonthYearNull()

ThisType & maturityMonthYearNull ( )
inlinenoexcept

Definition at line 3995 of file Messages.h.

◆ maxBidAskConstraint()

bool maxBidAskConstraint ( Decimal & value) const
inlinenoexcept

Maximum bid/ask spread for which sub-tick orders will be accepted (Sub tick orders will be rejected if bid/ask spread is greater than this value).

Definition at line 4124 of file Messages.h.

◆ maxBidAskConstraintNull()

ThisType & maxBidAskConstraintNull ( )
inline

Definition at line 4144 of file Messages.h.

◆ maxPriceDiscretionOffset()

Decimal maxPriceDiscretionOffset ( ) const
inlinenoexcept

Max allowed discretionary offset from Limit order price. When the value in this field = 0, discretionary price cannot be submitted for the instrument.

Definition at line 3933 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( Decimal & value) const
inlinenoexcept

Differential value for price banding.

Definition at line 3695 of file Messages.h.

◆ maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )
inlinenoexcept

Definition at line 3711 of file Messages.h.

◆ maxTradeVol()

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 3517 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 4362 of file Messages.h.

◆ minPriceIncrement()

Decimal minPriceIncrement ( ) const
inlinenoexcept

Minimum price tick.

Definition at line 3535 of file Messages.h.

◆ minQuoteLife()

UInt32 minQuoteLife ( ) const
inlinenoexcept

Minimum Quote Life in number of microseconds.

Definition at line 3913 of file Messages.h.

◆ minTradeVol()

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 3499 of file Messages.h.

◆ pricePrecision()

UInt8 pricePrecision ( ) const
inlinenoexcept

Specifies price decimal precision for EBS instrument.

Definition at line 3573 of file Messages.h.

◆ priceQuoteCurrency()

StrRef priceQuoteCurrency ( ) const
inlinenoexcept

Local (counter) currency.

Definition at line 3461 of file Messages.h.

◆ rateSource()

StrRef rateSource ( ) const
inlinenoexcept

Fixing Rate Source.

Definition at line 3851 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 4426 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 4415 of file Messages.h.

◆ securityExchange()

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 3273 of file Messages.h.

◆ securityGroup()

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 3293 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 3353 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource securityIdSource ( )
inlinestaticconstexprnoexcept

Identifies class or source of tag 48-SecurityID value.

Definition at line 3372 of file Messages.h.

◆ securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value) const
inlinenoexcept

Identifies the current state of the instrument. In Security Definition message this tag is available in the Instrument Replay feed only.

Definition at line 3186 of file Messages.h.

◆ securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )
inlinenoexcept

Definition at line 3207 of file Messages.h.

◆ securityType()

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 3379 of file Messages.h.

◆ securityUpdateAction()

SecurityUpdateAction::Enum securityUpdateAction ( ) const
inlinenoexcept

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 3141 of file Messages.h.

◆ setAltMinPriceIncrement()

ThisType & setAltMinPriceIncrement ( PRICE9 value)
inline

New sub-tick which is only available for order entry when certain conditions are met, tick value which corresponds to the Alt Min Quote Life.

Definition at line 4040 of file Messages.h.

◆ setAltMinQuoteLife()

ThisType & setAltMinQuoteLife ( UInt32 value)
inline

MQL duration in number of microseconds applied to orders at AltMinPriceIncrement.

Definition at line 4071 of file Messages.h.

◆ setAltPriceIncrementConstraint()

ThisType & setAltPriceIncrementConstraint ( PRICE9 value)
inline

Minimum price offset better than the best Standard Tick order for an order to be allowed into the market.

Definition at line 4102 of file Messages.h.

◆ setApplId()

ThisType & setApplId ( Int16 value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 3225 of file Messages.h.

◆ setAsset()

ThisType & setAsset ( StrRef value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 3322 of file Messages.h.

◆ setCfiCode()

ThisType & setCfiCode ( StrRef value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 3408 of file Messages.h.

◆ setCurrency()

ThisType & setCurrency ( StrRef value)
inlinenoexcept

Base currency.

Definition at line 3428 of file Messages.h.

◆ setDisplayFactor()

ThisType & setDisplayFactor ( Decimal9 value)
inlinenoexcept

Contains the multiplier to convert the CME Globex display price to the conventional price.

Definition at line 3563 of file Messages.h.

◆ setFinancialInstrumentFullName()

ThisType & setFinancialInstrumentFullName ( StrRef value)
inlinenoexcept

EBS instrument long name.

Definition at line 3750 of file Messages.h.

◆ setFixRateLocalTime()

ThisType & setFixRateLocalTime ( StrRef value)
inlinenoexcept

Fixing Rate Local Time, denoted in HH:MM:SS format.

Definition at line 3880 of file Messages.h.

◆ setFixRateLocalTimeZone()

ThisType & setFixRateLocalTimeZone ( StrRef value)
inlinenoexcept

Fixing Rate Local Time Zone corresponding to Fixing Local Time.

Definition at line 3902 of file Messages.h.

◆ setFxBenchmarkRateFix()

ThisType & setFxBenchmarkRateFix ( StrRef value)
inlinenoexcept

Fixing Rate Description.

Definition at line 3840 of file Messages.h.

◆ setFxCurrencySymbol()

ThisType & setFxCurrencySymbol ( StrRef value)
inlinenoexcept

Base/Local. Denotes the currency pair in CCY1/CCY2 convention.

Definition at line 3772 of file Messages.h.

◆ setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 3651 of file Messages.h.

◆ setInstrumentGUId()

ThisType & setInstrumentGUId ( UInt64 value)
inlinenoexcept

External unique instrument ID.

Definition at line 3961 of file Messages.h.

◆ setInterveningDays()

ThisType & setInterveningDays ( UInt16 value)
inlinenoexcept

For SPOT, number of business days between trade date and value (settlement) date. For NDF, number of business days between NDF valuation (fixing) and settlement.

Definition at line 3821 of file Messages.h.

◆ setLastUpdateTime()

ThisType & setLastUpdateTime ( Timestamp value)
inlinenoexcept

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

Definition at line 3173 of file Messages.h.

◆ setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 3677 of file Messages.h.

◆ setMarketSegmentId()

ThisType & setMarketSegmentId ( UInt8 value)
inlinenoexcept

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

Definition at line 3245 of file Messages.h.

◆ setMatchAlgorithm()

ThisType & setMatchAlgorithm ( CHAR value)
inlinenoexcept

Matching algorithm.

Definition at line 3489 of file Messages.h.

◆ setMatchEventIndicator()

ThisType & setMatchEventIndicator ( MatchEventIndicator value)
inlinenoexcept

Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.

Definition at line 3099 of file Messages.h.

◆ setMaturityMonthYear()

ThisType & setMaturityMonthYear ( MaturityMonthYear value)
inlinenoexcept

Fixed Date NDF Maturity.

Definition at line 3987 of file Messages.h.

◆ setMaxBidAskConstraint()

ThisType & setMaxBidAskConstraint ( PRICE9 value)
inline

Maximum bid/ask spread for which sub-tick orders will be accepted (Sub tick orders will be rejected if bid/ask spread is greater than this value).

Definition at line 4135 of file Messages.h.

◆ setMaxPriceDiscretionOffset()

ThisType & setMaxPriceDiscretionOffset ( PRICE9 value)
inlinenoexcept

Max allowed discretionary offset from Limit order price. When the value in this field = 0, discretionary price cannot be submitted for the instrument.

Definition at line 3943 of file Messages.h.

◆ setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value)
inlinenoexcept

Differential value for price banding.

Definition at line 3703 of file Messages.h.

◆ setMaxTradeVol()

ThisType & setMaxTradeVol ( UInt32 value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 3525 of file Messages.h.

◆ setMinPriceIncrement()

ThisType & setMinPriceIncrement ( PRICE9 value)
inlinenoexcept

Minimum price tick.

Definition at line 3543 of file Messages.h.

◆ setMinQuoteLife()

ThisType & setMinQuoteLife ( UInt32 value)
inlinenoexcept

Minimum Quote Life in number of microseconds.

Definition at line 3921 of file Messages.h.

◆ setMinTradeVol()

ThisType & setMinTradeVol ( UInt32 value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 3507 of file Messages.h.

◆ setPricePrecision()

ThisType & setPricePrecision ( UInt8 value)
inlinenoexcept

Specifies price decimal precision for EBS instrument.

Definition at line 3581 of file Messages.h.

◆ setPriceQuoteCurrency()

ThisType & setPriceQuoteCurrency ( StrRef value)
inlinenoexcept

Local (counter) currency.

Definition at line 3470 of file Messages.h.

◆ setRateSource()

ThisType & setRateSource ( StrRef value)
inlinenoexcept

Fixing Rate Source.

Definition at line 3860 of file Messages.h.

◆ setSecurityExchange()

ThisType & setSecurityExchange ( StrRef value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 3282 of file Messages.h.

◆ setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value)
inlinenoexcept

Security Group Code.

Definition at line 3302 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Unique instrument ID.

Definition at line 3361 of file Messages.h.

◆ setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value)
inlinenoexcept

Identifies the current state of the instrument. In Security Definition message this tag is available in the Instrument Replay feed only.

Definition at line 3198 of file Messages.h.

◆ setSecurityType()

ThisType & setSecurityType ( StrRef value)
inlinenoexcept

Security Type.

Definition at line 3388 of file Messages.h.

◆ setSecurityUpdateAction()

ThisType & setSecurityUpdateAction ( SecurityUpdateAction::Enum value)
inlinenoexcept

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 3152 of file Messages.h.

◆ setSettlCurrency()

ThisType & setSettlCurrency ( StrRef value)
inlinenoexcept

Currency used for settlement, which may be different from Local currency specified in Tag 1524 PriceQuoteCurrency.

Definition at line 3450 of file Messages.h.

◆ setSettlementLocale()

ThisType & setSettlementLocale ( StrRef value)
inlinenoexcept

Settlement Locale. Optionally used to differentiate settlement location.

Definition at line 4016 of file Messages.h.

◆ setSettlType()

ThisType & setSettlType ( StrRef value)
inlinenoexcept

For SPOTs will contain 0. For Fixed date NDFs will contain the value 'B'. For the standard NDFs tenors expressed using Dx, Mx, Wx, and Yx values, where 'x' does not denote business days, but calendar days.

Definition at line 3798 of file Messages.h.

◆ setSymbol()

ThisType & setSymbol ( StrRef value)
inlinenoexcept

Instrument Name or Symbol.

Definition at line 3342 of file Messages.h.

◆ settlCurrency()

StrRef settlCurrency ( ) const
inlinenoexcept

Currency used for settlement, which may be different from Local currency specified in Tag 1524 PriceQuoteCurrency.

Definition at line 3440 of file Messages.h.

◆ settlementLocale()

StrRef settlementLocale ( ) const
inlinenoexcept

Settlement Locale. Optionally used to differentiate settlement location.

Definition at line 4006 of file Messages.h.

◆ settlType()

StrRef settlType ( ) const
inlinenoexcept

For SPOTs will contain 0. For Fixed date NDFs will contain the value 'B'. For the standard NDFs tenors expressed using Dx, Mx, Wx, and Yx values, where 'x' does not denote business days, but calendar days.

Definition at line 3786 of file Messages.h.

◆ setTotNumReports()

ThisType & setTotNumReports ( UInt32 value)
inlinenoexcept

Total number of instruments in the Replay loop. Used on Replay Feed only.

Definition at line 3120 of file Messages.h.

◆ setUnderlyingProduct()

ThisType & setUnderlyingProduct ( UInt8 value)
inlinenoexcept

Product complex.

Definition at line 3263 of file Messages.h.

◆ setUnitOfMeasure()

ThisType & setUnitOfMeasure ( StrRef value)
inlinenoexcept

Unit of measure for the products' original contract size. This will be populated for all products listed on CME Globex.

Definition at line 3604 of file Messages.h.

◆ setUnitOfMeasureQty()

ThisType & setUnitOfMeasureQty ( Decimal9 value)
inlinenoexcept

This field contains the contract size for each instrument. Used in combination with tag 996-UnitofMeasure.

Definition at line 3625 of file Messages.h.

◆ setUserDefinedInstrument()

ThisType & setUserDefinedInstrument ( UserDefinedInstrument value)
inlinenoexcept

User-defined instruments flag.

Definition at line 3730 of file Messages.h.

◆ symbol()

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Definition at line 3333 of file Messages.h.

◆ tail()

const void * tail ( ) const
inlinenoexcept
Returns
the end of the message.

Definition at line 4469 of file Messages.h.

◆ totNumReports()

bool totNumReports ( UInt32 & value) const
inlinenoexcept

Total number of instruments in the Replay loop. Used on Replay Feed only.

Definition at line 3111 of file Messages.h.

◆ totNumReportsNull()

ThisType & totNumReportsNull ( )
inlinenoexcept

Definition at line 3128 of file Messages.h.

◆ tradingSessions() [1/4]

TradingSessions tradingSessions ( ) const
inlinenoexcept
Returns
instance of TradingSessions repeating group.

Definition at line 4317 of file Messages.h.

◆ tradingSessions() [2/4]

TradingSessions tradingSessions ( )
inlinenoexcept
Returns
instance of TradingSessions repeating group.

Definition at line 4326 of file Messages.h.

◆ tradingSessions() [3/4]

TradingSessions tradingSessions ( TradingSessions::Size length)
inline

Setup repeating group with the given number of entries. Sets all optional fields of the group entries to null.

Returns
NoTradingSessions(386) repeating group.

Definition at line 4337 of file Messages.h.

◆ tradingSessions() [4/4]

TradingSessions tradingSessions ( TradingSessions::Size length,
NoFieldsInit  )
inline

Setup repeating group with the given number of entries.

Returns
NoTradingSessions(386) repeating group.

Definition at line 4349 of file Messages.h.

◆ underlyingProduct()

UInt8 underlyingProduct ( ) const
inlinenoexcept

Product complex.

Definition at line 3255 of file Messages.h.

◆ unitOfMeasure()

StrRef unitOfMeasure ( ) const
inlinenoexcept

Unit of measure for the products' original contract size. This will be populated for all products listed on CME Globex.

Definition at line 3593 of file Messages.h.

◆ unitOfMeasureQty()

bool unitOfMeasureQty ( Decimal & value) const
inlinenoexcept

This field contains the contract size for each instrument. Used in combination with tag 996-UnitofMeasure.

Definition at line 3616 of file Messages.h.

◆ unitOfMeasureQtyNull()

ThisType & unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 3633 of file Messages.h.

◆ userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instruments flag.

Definition at line 3721 of file Messages.h.