InstrumentDefinitionFixedIncome57 Struct Reference

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

Classes
struct	EventsEntry
struct	FeedTypesEntry
struct	InstAttribEntry
struct	LotTypeRulesEntry

Public Types
enum
enum
typedef SchemaTraits	Schema
typedef InstrumentDefinitionFixedIncome57	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
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	InstrumentDefinitionFixedIncome57 ()=default
	InstrumentDefinitionFixedIncome57 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	InstrumentDefinitionFixedIncome57 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	InstrumentDefinitionFixedIncome57 (void *data, EncodedLength length, NoInit)
	InstrumentDefinitionFixedIncome57 (const SbeMessage &message)
	InstrumentDefinitionFixedIncome57 (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
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
bool	minPriceIncrement (Decimal &value) const noexcept
ThisType &	setMinPriceIncrement (PRICE9 value) noexcept
ThisType &	minPriceIncrementNull () noexcept
Decimal	displayFactor () const noexcept
ThisType &	setDisplayFactor (Decimal9 value) noexcept
bool	mainFraction (UInt8 &value) const noexcept
ThisType &	setMainFraction (UInt8 value) noexcept
ThisType &	mainFractionNull () noexcept
bool	subFraction (UInt8 &value) const noexcept
ThisType &	setSubFraction (UInt8 value) noexcept
ThisType &	subFractionNull () noexcept
bool	priceDisplayFormat (UInt8 &value) const noexcept
ThisType &	setPriceDisplayFormat (UInt8 value) noexcept
ThisType &	priceDisplayFormatNull () 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	tradingReferencePrice (Decimal &value) const noexcept
ThisType &	setTradingReferencePrice (PRICE9 value) noexcept
ThisType &	tradingReferencePriceNull () noexcept
bool	tradingReferenceDate (Timestamp &value) const noexcept
ThisType &	setTradingReferenceDate (Timestamp value) noexcept
ThisType &	tradingReferenceDateNull () 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
bool	minPriceIncrementAmount (Decimal &value) const noexcept
ThisType &	setMinPriceIncrementAmount (PRICE9 value) noexcept
ThisType &	minPriceIncrementAmountNull () noexcept
bool	issueDate (Timestamp &value) const noexcept
ThisType &	setIssueDate (Timestamp value) noexcept
ThisType &	issueDateNull () noexcept
bool	datedDate (Timestamp &value) const noexcept
ThisType &	setDatedDate (Timestamp value) noexcept
ThisType &	datedDateNull () noexcept
bool	maturityDate (Timestamp &value) const noexcept
ThisType &	setMaturityDate (Timestamp value) noexcept
ThisType &	maturityDateNull () noexcept
bool	couponRate (Decimal &value) const noexcept
ThisType &	setCouponRate (Decimal9 value) noexcept
ThisType &	couponRateNull () noexcept
bool	parValue (Decimal &value) const noexcept
ThisType &	setParValue (PRICE9 value) noexcept
ThisType &	parValueNull () noexcept
StrRef	couponFrequencyUnit () const noexcept
ThisType &	setCouponFrequencyUnit (StrRef value) noexcept
bool	couponFrequencyPeriod (UInt16 &value) const noexcept
ThisType &	setCouponFrequencyPeriod (UInt16 value) noexcept
ThisType &	couponFrequencyPeriodNull () noexcept
StrRef	couponDayCount () const noexcept
ThisType &	setCouponDayCount (StrRef value) noexcept
StrRef	countryOfIssue () const noexcept
ThisType &	setCountryOfIssue (StrRef value) noexcept
StrRef	issuer () const noexcept
ThisType &	setIssuer (StrRef value) noexcept
StrRef	financialInstrumentFullName () const noexcept
ThisType &	setFinancialInstrumentFullName (StrRef value) noexcept
StrRef	securityAltId () const noexcept
ThisType &	setSecurityAltId (StrRef value) noexcept
bool	securityAltIdSource (SecurityAltIDSource::Enum &value) const noexcept
ThisType &	setSecurityAltIdSource (SecurityAltIDSource::Enum value) noexcept
ThisType &	securityAltIdSourceNull () noexcept
StrRef	priceQuoteMethod () const noexcept
ThisType &	setPriceQuoteMethod (StrRef value) noexcept
StrRef	partyRoleClearingOrg () const noexcept
ThisType &	setPartyRoleClearingOrg (StrRef value) noexcept
UserDefinedInstrument	userDefinedInstrument () const noexcept
ThisType &	setUserDefinedInstrument (UserDefinedInstrument value) noexcept
StrRef	riskSet () const noexcept
ThisType &	setRiskSet (StrRef value) noexcept
StrRef	marketSet () const noexcept
ThisType &	setMarketSet (StrRef value) noexcept
bool	instrumentGUId (UInt64 &value) const noexcept
ThisType &	setInstrumentGUId (UInt64 value) noexcept
ThisType &	instrumentGUIdNull () noexcept
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)
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 32 of file Messages.h.

Member Typedef Documentation

Events

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 168 of file Messages.h.

FeedTypes

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 292 of file Messages.h.

InstAttrib

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 404 of file Messages.h.

LotTypeRules

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 544 of file Messages.h.

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 37 of file Messages.h.

ThisType

typedef InstrumentDefinitionFixedIncome57 ThisType

This type alias.

Definition at line 40 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Available since version.

Enumerator
SinceVersion	10

Definition at line 46 of file Messages.h.

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	57

Definition at line 43 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionFixedIncome57() [1/6]

InstrumentDefinitionFixedIncome57 ( )

default

Initializes a blank instance.

InstrumentDefinitionFixedIncome57() [2/6]

InstrumentDefinitionFixedIncome57 ( void * data, EncodedLength length, SchemaVersion version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 550 of file Messages.h.

InstrumentDefinitionFixedIncome57() [3/6]

InstrumentDefinitionFixedIncome57 ( 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 565 of file Messages.h.

InstrumentDefinitionFixedIncome57() [4/6]

InstrumentDefinitionFixedIncome57 ( void * data, EncodedLength length, NoInit  )

inline

Creates an instance over the given memory block.

Definition at line 579 of file Messages.h.

InstrumentDefinitionFixedIncome57() [5/6]

InstrumentDefinitionFixedIncome57 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 591 of file Messages.h.

InstrumentDefinitionFixedIncome57() [6/6]

InstrumentDefinitionFixedIncome57 ( void * data, EncodedLength length, NoInit , NoCheck  )

inlinenoexcept

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

Definition at line 603 of file Messages.h.

Member Function Documentation

applId()

Int16 applId ( ) const

inlinenoexcept

MD channel ID as defined in the XML Configuration file.

Definition at line 742 of file Messages.h.

asset()

StrRef asset ( ) const

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 838 of file Messages.h.

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 2042 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 2148 of file Messages.h.

cfiCode()

StrRef cfiCode ( ) const

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 924 of file Messages.h.

className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns

class name.

Definition at line 2124 of file Messages.h.

countryOfIssue()

StrRef countryOfIssue ( ) const

inlinenoexcept

Country of Origin, ISO alpha-2 country code.

Definition at line 1620 of file Messages.h.

couponDayCount()

StrRef couponDayCount ( ) const

inlinenoexcept

The day count convention used in interest calculations for a bond or an interest bearing security.

Definition at line 1599 of file Messages.h.

couponFrequencyPeriod()

bool couponFrequencyPeriod ( UInt16 & value ) const

inlinenoexcept

Time unit multiplier for the frequency of the bond's coupon payment.

Definition at line 1571 of file Messages.h.

couponFrequencyPeriodNull()

ThisType & couponFrequencyPeriodNull ( )

inlinenoexcept

Definition at line 1588 of file Messages.h.

couponFrequencyUnit()

StrRef couponFrequencyUnit ( ) const

inlinenoexcept

Time unit associated with the frequency of the bond's coupon payment.

Definition at line 1549 of file Messages.h.

couponRate()

bool couponRate ( Decimal & value ) const

inlinenoexcept

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment.

Definition at line 1494 of file Messages.h.

couponRateNull()

ThisType & couponRateNull ( )

inlinenoexcept

Definition at line 1512 of file Messages.h.

currency()

StrRef currency ( ) const

inlinenoexcept

Identifies the currency used for price.

Definition at line 944 of file Messages.h.

datedDate()

bool datedDate ( Timestamp & value ) const

inlinenoexcept

Dated Date.

Definition at line 1422 of file Messages.h.

datedDateNull()

ThisType & datedDateNull ( )

inlinenoexcept

Definition at line 1447 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 1069 of file Messages.h.

events() [1/4]

Events events ( ) const

inlinenoexcept

Returns

instance of Events repeating group.

Definition at line 1866 of file Messages.h.

events() [2/4]

Events events ( )

inlinenoexcept

Returns

instance of Events repeating group.

Definition at line 1873 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 1881 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 1892 of file Messages.h.

feedTypes() [1/4]

FeedTypes feedTypes ( ) const

inlinenoexcept

Returns

instance of FeedTypes repeating group.

Definition at line 1904 of file Messages.h.

feedTypes() [2/4]

FeedTypes feedTypes ( )

inlinenoexcept

Returns

instance of FeedTypes repeating group.

Definition at line 1911 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 1919 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 1930 of file Messages.h.

financialInstrumentFullName()

StrRef financialInstrumentFullName ( ) const

inlinenoexcept

Long name of the instrument.

Definition at line 1662 of file Messages.h.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 2133 of file Messages.h.

getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 2069 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 2055 of file Messages.h.

highLimitPrice()

bool highLimitPrice ( Decimal & value ) const

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 1281 of file Messages.h.

highLimitPriceNull()

ThisType & highLimitPriceNull ( )

inlinenoexcept

Definition at line 1297 of file Messages.h.

instAttrib() [1/4]

InstAttrib instAttrib ( ) const

inlinenoexcept

Returns

instance of InstAttrib repeating group.

Definition at line 1942 of file Messages.h.

instAttrib() [2/4]

InstAttrib instAttrib ( )

inlinenoexcept

Returns

instance of InstAttrib repeating group.

Definition at line 1951 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 1961 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 1972 of file Messages.h.

instrumentGUId()

bool instrumentGUId ( UInt64 & value ) const

inlinenoexcept

External unique instrument ID.

Definition at line 1840 of file Messages.h.

instrumentGUIdNull()

ThisType & instrumentGUIdNull ( )

inlinenoexcept

Definition at line 1856 of file Messages.h.

issueDate()

bool issueDate ( Timestamp & value ) const

inlinenoexcept

Issue Date.

Definition at line 1387 of file Messages.h.

issueDateNull()

ThisType & issueDateNull ( )

inlinenoexcept

Definition at line 1412 of file Messages.h.

issuer()

StrRef issuer ( ) const

inlinenoexcept

Name of security issuer or the Legal Entity Identifier (LEI - the International ISO standard 17442).

Definition at line 1641 of file Messages.h.

lastUpdateTime()

Timestamp lastUpdateTime ( ) const

inlinenoexcept

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

Definition at line 693 of file Messages.h.

lotTypeRules() [1/4]

LotTypeRules lotTypeRules ( ) const

inlinenoexcept

Returns

instance of LotTypeRules repeating group.

Definition at line 1984 of file Messages.h.

lotTypeRules() [2/4]

LotTypeRules lotTypeRules ( )

inlinenoexcept

Returns

instance of LotTypeRules repeating group.

Definition at line 1993 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 2004 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 2016 of file Messages.h.

lowLimitPrice()

bool lowLimitPrice ( Decimal & value ) const

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 1307 of file Messages.h.

lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )

inlinenoexcept

Definition at line 1323 of file Messages.h.

mainFraction()

bool mainFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 1088 of file Messages.h.

mainFractionNull()

ThisType & mainFractionNull ( )

inlinenoexcept

Definition at line 1104 of file Messages.h.

marketSegmentId()

UInt8 marketSegmentId ( ) const

inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 761 of file Messages.h.

marketSet()

StrRef marketSet ( ) const

inlinenoexcept

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

Definition at line 1819 of file Messages.h.

matchAlgorithm()

CHAR matchAlgorithm ( ) const

inlinenoexcept

Matching Algorithm.

Definition at line 986 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 618 of file Messages.h.

maturityDate()

bool maturityDate ( Timestamp & value ) const

inlinenoexcept

Maturity Date.

Definition at line 1457 of file Messages.h.

maturityDateNull()

ThisType & maturityDateNull ( )

inlinenoexcept

Definition at line 1482 of file Messages.h.

maxPriceVariation()

bool maxPriceVariation ( Decimal & value ) const

inlinenoexcept

Differential value for price banding.

Definition at line 1333 of file Messages.h.

maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )

inlinenoexcept

Definition at line 1349 of file Messages.h.

maxTradeVol()

UInt32 maxTradeVol ( ) const

inlinenoexcept

The maximum trading volume for a security.

Definition at line 1022 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 2031 of file Messages.h.

minPriceIncrement()

bool minPriceIncrement ( Decimal & value ) const

inlinenoexcept

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

Definition at line 1041 of file Messages.h.

minPriceIncrementAmount()

bool minPriceIncrementAmount ( Decimal & value ) const

inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 1360 of file Messages.h.

minPriceIncrementAmountNull()

ThisType & minPriceIncrementAmountNull ( )

inlinenoexcept

Definition at line 1377 of file Messages.h.

minPriceIncrementNull()

ThisType & minPriceIncrementNull ( )

inlinenoexcept

Definition at line 1058 of file Messages.h.

minTradeVol()

UInt32 minTradeVol ( ) const

inlinenoexcept

The minimum trading volume for a security.

Definition at line 1004 of file Messages.h.

partyRoleClearingOrg()

StrRef partyRoleClearingOrg ( ) const

inlinenoexcept

Clearing organization.

Definition at line 1756 of file Messages.h.

parValue()

bool parValue ( Decimal & value ) const

inlinenoexcept

Par value.

Definition at line 1522 of file Messages.h.

parValueNull()

ThisType & parValueNull ( )

inlinenoexcept

Definition at line 1538 of file Messages.h.

priceDisplayFormat()

bool priceDisplayFormat ( UInt8 & value ) const

inlinenoexcept

Number of Decimals in Displayed Price.

Definition at line 1140 of file Messages.h.

priceDisplayFormatNull()

ThisType & priceDisplayFormatNull ( )

inlinenoexcept

Definition at line 1156 of file Messages.h.

priceQuoteMethod()

StrRef priceQuoteMethod ( ) const

inlinenoexcept

Price quotation method.

Definition at line 1736 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 2092 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 2082 of file Messages.h.

riskSet()

StrRef riskSet ( ) const

inlinenoexcept

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

Definition at line 1797 of file Messages.h.

securityAltId()

StrRef securityAltId ( ) const

inlinenoexcept

Expanded instrument description. Will contain either ISIN or CUSIP.

Definition at line 1683 of file Messages.h.

securityAltIdSource()

bool securityAltIdSource ( SecurityAltIDSource::Enum & value ) const

inlinenoexcept

Identifies class or source of the SecurityAltID (455) value.

Definition at line 1706 of file Messages.h.

securityAltIdSourceNull()

ThisType & securityAltIdSourceNull ( )

inlinenoexcept

Definition at line 1726 of file Messages.h.

securityExchange()

StrRef securityExchange ( ) const

inlinenoexcept

Exchange used to identify a security.

Definition at line 798 of file Messages.h.

securityGroup()

StrRef securityGroup ( ) const

inlinenoexcept

Security Group Code.

Definition at line 818 of file Messages.h.

securityId()

Int32 securityId ( ) const

inlinenoexcept

Unique instrument ID.

Definition at line 878 of file Messages.h.

securityIdSource()

constexpr SecurityIDSource securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies class or source of Tag 48-SecurityID value.

Definition at line 897 of file Messages.h.

securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inlinenoexcept

Identifies the current market state of the instrument.

Definition at line 713 of file Messages.h.

securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )

inlinenoexcept

Definition at line 732 of file Messages.h.

securityType()

StrRef securityType ( ) const

inlinenoexcept

Security Type.

Definition at line 904 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 670 of file Messages.h.

setApplId()

ThisType & setApplId ( Int16 value )

inlinenoexcept

MD channel ID as defined in the XML Configuration file.

Definition at line 750 of file Messages.h.

setAsset()

ThisType & setAsset ( StrRef value )

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 847 of file Messages.h.

setCfiCode()

ThisType & setCfiCode ( StrRef value )

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 933 of file Messages.h.

setCountryOfIssue()

ThisType & setCountryOfIssue ( StrRef value )

inlinenoexcept

Country of Origin, ISO alpha-2 country code.

Definition at line 1629 of file Messages.h.

setCouponDayCount()

ThisType & setCouponDayCount ( StrRef value )

inlinenoexcept

The day count convention used in interest calculations for a bond or an interest bearing security.

Definition at line 1609 of file Messages.h.

setCouponFrequencyPeriod()

ThisType & setCouponFrequencyPeriod ( UInt16 value )

inlinenoexcept

Time unit multiplier for the frequency of the bond's coupon payment.

Definition at line 1580 of file Messages.h.

setCouponFrequencyUnit()

ThisType & setCouponFrequencyUnit ( StrRef value )

inlinenoexcept

Time unit associated with the frequency of the bond's coupon payment.

Definition at line 1559 of file Messages.h.

setCouponRate()

ThisType & setCouponRate ( Decimal9 value )

inlinenoexcept

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment.

Definition at line 1504 of file Messages.h.

setCurrency()

ThisType & setCurrency ( StrRef value )

inlinenoexcept

Identifies the currency used for price.

Definition at line 953 of file Messages.h.

setDatedDate()

ThisType & setDatedDate ( Timestamp value )

inlinenoexcept

Dated Date.

Definition at line 1439 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 1078 of file Messages.h.

setFinancialInstrumentFullName()

ThisType & setFinancialInstrumentFullName ( StrRef value )

inlinenoexcept

Long name of the instrument.

Definition at line 1671 of file Messages.h.

setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 1289 of file Messages.h.

setInstrumentGUId()

ThisType & setInstrumentGUId ( UInt64 value )

inlinenoexcept

External unique instrument ID.

Definition at line 1848 of file Messages.h.

setIssueDate()

ThisType & setIssueDate ( Timestamp value )

inlinenoexcept

Issue Date.

Definition at line 1404 of file Messages.h.

setIssuer()

ThisType & setIssuer ( StrRef value )

inlinenoexcept

Name of security issuer or the Legal Entity Identifier (LEI - the International ISO standard 17442).

Definition at line 1651 of file Messages.h.

setLastUpdateTime()

ThisType & setLastUpdateTime ( Timestamp value )

inlinenoexcept

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

Definition at line 702 of file Messages.h.

setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 1315 of file Messages.h.

setMainFraction()

ThisType & setMainFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 1096 of file Messages.h.

setMarketSegmentId()

ThisType & setMarketSegmentId ( UInt8 value )

inlinenoexcept

Identifies the market segment for all CME Globex instruments.

Definition at line 770 of file Messages.h.

setMarketSet()

ThisType & setMarketSet ( StrRef value )

inlinenoexcept

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

Definition at line 1829 of file Messages.h.

setMatchAlgorithm()

ThisType & setMatchAlgorithm ( CHAR value )

inlinenoexcept

Matching Algorithm.

Definition at line 994 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 628 of file Messages.h.

setMaturityDate()

ThisType & setMaturityDate ( Timestamp value )

inlinenoexcept

Maturity Date.

Definition at line 1474 of file Messages.h.

setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value )

inlinenoexcept

Differential value for price banding.

Definition at line 1341 of file Messages.h.

setMaxTradeVol()

ThisType & setMaxTradeVol ( UInt32 value )

inlinenoexcept

The maximum trading volume for a security.

Definition at line 1030 of file Messages.h.

setMinPriceIncrement()

ThisType & setMinPriceIncrement ( PRICE9 value )

inlinenoexcept

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

Definition at line 1050 of file Messages.h.

setMinPriceIncrementAmount()

ThisType & setMinPriceIncrementAmount ( PRICE9 value )

inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 1369 of file Messages.h.

setMinTradeVol()

ThisType & setMinTradeVol ( UInt32 value )

inlinenoexcept

The minimum trading volume for a security.

Definition at line 1012 of file Messages.h.

setPartyRoleClearingOrg()

ThisType & setPartyRoleClearingOrg ( StrRef value )

inlinenoexcept

Clearing organization.

Definition at line 1765 of file Messages.h.

setParValue()

ThisType & setParValue ( PRICE9 value )

inlinenoexcept

Par value.

Definition at line 1530 of file Messages.h.

setPriceDisplayFormat()

ThisType & setPriceDisplayFormat ( UInt8 value )

inlinenoexcept

Number of Decimals in Displayed Price.

Definition at line 1148 of file Messages.h.

setPriceQuoteMethod()

ThisType & setPriceQuoteMethod ( StrRef value )

inlinenoexcept

Price quotation method.

Definition at line 1745 of file Messages.h.

setRiskSet()

ThisType & setRiskSet ( StrRef value )

inlinenoexcept

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

Definition at line 1807 of file Messages.h.

setSecurityAltId()

ThisType & setSecurityAltId ( StrRef value )

inlinenoexcept

Expanded instrument description. Will contain either ISIN or CUSIP.

Definition at line 1693 of file Messages.h.

setSecurityAltIdSource()

ThisType & setSecurityAltIdSource ( SecurityAltIDSource::Enum value )

inlinenoexcept

Identifies class or source of the SecurityAltID (455) value.

Definition at line 1717 of file Messages.h.

setSecurityExchange()

ThisType & setSecurityExchange ( StrRef value )

inlinenoexcept

Exchange used to identify a security.

Definition at line 807 of file Messages.h.

setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value )

inlinenoexcept

Security Group Code.

Definition at line 827 of file Messages.h.

setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Unique instrument ID.

Definition at line 886 of file Messages.h.

setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value )

inlinenoexcept

Identifies the current market state of the instrument.

Definition at line 723 of file Messages.h.

setSecurityType()

ThisType & setSecurityType ( StrRef value )

inlinenoexcept

Security Type.

Definition at line 913 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 681 of file Messages.h.

setSettlCurrency()

ThisType & setSettlCurrency ( StrRef value )

inlinenoexcept

Identifies currency used for settlement, if different from trade price currency.

Definition at line 975 of file Messages.h.

setSubFraction()

ThisType & setSubFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 1122 of file Messages.h.

setSymbol()

ThisType & setSymbol ( StrRef value )

inlinenoexcept

Instrument Name or Symbol.

Definition at line 867 of file Messages.h.

settlCurrency()

StrRef settlCurrency ( ) const

inlinenoexcept

Identifies currency used for settlement, if different from trade price currency.

Definition at line 965 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 649 of file Messages.h.

setTradingReferenceDate()

ThisType & setTradingReferenceDate ( Timestamp value )

inlinenoexcept

Indicates session date corresponding to the reference price in tag 1150-TradingReferencePrice.

Definition at line 1263 of file Messages.h.

setTradingReferencePrice()

ThisType & setTradingReferencePrice ( PRICE9 value )

inlinenoexcept

Trading Reference Price.

Definition at line 1226 of file Messages.h.

setUnderlyingProduct()

ThisType & setUnderlyingProduct ( UInt8 value )

inlinenoexcept

Indicates the product complex.

Definition at line 788 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 1179 of file Messages.h.

setUnitOfMeasureQty()

ThisType & setUnitOfMeasureQty ( Decimal9 value )

inlinenoexcept

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

Definition at line 1200 of file Messages.h.

setUserDefinedInstrument()

ThisType & setUserDefinedInstrument ( UserDefinedInstrument value )

inlinenoexcept

User-defined Instrument flag.

Definition at line 1785 of file Messages.h.

subFraction()

bool subFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 1114 of file Messages.h.

subFractionNull()

ThisType & subFractionNull ( )

inlinenoexcept

Definition at line 1130 of file Messages.h.

symbol()

StrRef symbol ( ) const

inlinenoexcept

Instrument Name or Symbol.

Definition at line 858 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 2140 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 640 of file Messages.h.

totNumReportsNull()

ThisType & totNumReportsNull ( )

inlinenoexcept

Definition at line 657 of file Messages.h.

tradingReferenceDate()

bool tradingReferenceDate ( Timestamp & value ) const

inlinenoexcept

Indicates session date corresponding to the reference price in tag 1150-TradingReferencePrice.

Definition at line 1245 of file Messages.h.

tradingReferenceDateNull()

ThisType & tradingReferenceDateNull ( )

inlinenoexcept

Definition at line 1271 of file Messages.h.

tradingReferencePrice()

bool tradingReferencePrice ( Decimal & value ) const

inlinenoexcept

Trading Reference Price.

Definition at line 1218 of file Messages.h.

tradingReferencePriceNull()

ThisType & tradingReferencePriceNull ( )

inlinenoexcept

Definition at line 1234 of file Messages.h.

underlyingProduct()

UInt8 underlyingProduct ( ) const

inlinenoexcept

Indicates the product complex.

Definition at line 780 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 1168 of file Messages.h.

unitOfMeasureQty()

bool unitOfMeasureQty ( Decimal & value ) const

inlinenoexcept

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

Definition at line 1191 of file Messages.h.

unitOfMeasureQtyNull()

ThisType & unitOfMeasureQtyNull ( )

inlinenoexcept

Definition at line 1208 of file Messages.h.

userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const

inlinenoexcept

User-defined Instrument flag.

Definition at line 1776 of file Messages.h.