OnixS C++ CME MDP Premium Market Data Handler 5.10.2
Users' manual and API documentation
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InstrumentDefinitionFuture54 Struct Reference

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

Classes

struct  EventsEntry
struct  FeedTypesEntry
struct  InstAttribEntry
struct  LotTypeRulesEntry

Public Types

enum  
typedef SchemaTraits Schema
typedef InstrumentDefinitionFuture54 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

 InstrumentDefinitionFuture54 ()=default
 InstrumentDefinitionFuture54 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
 InstrumentDefinitionFuture54 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
 InstrumentDefinitionFuture54 (void *data, EncodedLength length, NoInit)
 InstrumentDefinitionFuture54 (const SbeMessage &message)
 InstrumentDefinitionFuture54 (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
bool maturityMonthYear (MaturityMonthYear &value) const noexcept
ThisType & setMaturityMonthYear (MaturityMonthYear value) noexcept
ThisType & maturityMonthYearNull () 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
Decimal minPriceIncrement () const noexcept
ThisType & setMinPriceIncrement (PRICE9 value) 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
SettlPriceType settlPriceType () const noexcept
ThisType & setSettlPriceType (SettlPriceType value) noexcept
bool openInterestQty (Int32 &value) const noexcept
ThisType & setOpenInterestQty (Int32 value) noexcept
ThisType & openInterestQtyNull () noexcept
bool clearedVolume (Int32 &value) const noexcept
ThisType & setClearedVolume (Int32 value) noexcept
ThisType & clearedVolumeNull () 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 decayQuantity (Int32 &value) const noexcept
ThisType & setDecayQuantity (Int32 value) noexcept
ThisType & decayQuantityNull () noexcept
bool decayStartDate (Timestamp &value) const noexcept
ThisType & setDecayStartDate (Timestamp value) noexcept
ThisType & decayStartDateNull () noexcept
bool originalContractSize (Int32 &value) const noexcept
ThisType & setOriginalContractSize (Int32 value) noexcept
ThisType & originalContractSizeNull () noexcept
bool contractMultiplier (Int32 &value) const noexcept
ThisType & setContractMultiplier (Int32 value) noexcept
ThisType & contractMultiplierNull () noexcept
bool contractMultiplierUnit (Int8 &value) const noexcept
ThisType & setContractMultiplierUnit (Int8 value) noexcept
ThisType & contractMultiplierUnitNull () noexcept
bool flowScheduleType (Int8 &value) const noexcept
ThisType & setFlowScheduleType (Int8 value) noexcept
ThisType & flowScheduleTypeNull () noexcept
bool minPriceIncrementAmount (Decimal &value) const noexcept
ThisType & setMinPriceIncrementAmount (PRICE9 value) noexcept
ThisType & minPriceIncrementAmountNull () noexcept
UserDefinedInstrument userDefinedInstrument () const noexcept
ThisType & setUserDefinedInstrument (UserDefinedInstrument value) noexcept
bool tradingReferenceDate (Timestamp &value) const noexcept
ThisType & setTradingReferenceDate (Timestamp value) noexcept
ThisType & tradingReferenceDateNull () noexcept
bool instrumentGUId (UInt64 &value) const noexcept
ThisType & setInstrumentGUId (UInt64 value)
ThisType & instrumentGUIdNull ()
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 9830 of file Messages.h.

Member Typedef Documentation

◆ Events

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 9963 of file Messages.h.

◆ FeedTypes

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 10087 of file Messages.h.

◆ InstAttrib

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 10199 of file Messages.h.

◆ LotTypeRules

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 10337 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 9835 of file Messages.h.

◆ ThisType

typedef InstrumentDefinitionFuture54 ThisType

This type alias.

Definition at line 9838 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 54 

Definition at line 9841 of file Messages.h.

Constructor & Destructor Documentation

◆ InstrumentDefinitionFuture54() [1/6]

InstrumentDefinitionFuture54 ( )
default

Initializes a blank instance.

◆ InstrumentDefinitionFuture54() [2/6]

InstrumentDefinitionFuture54 ( void * data,
EncodedLength length,
SchemaVersion version = Schema::Version )
inline

Initializes an instance over the given memory block.

Definition at line 10343 of file Messages.h.

◆ InstrumentDefinitionFuture54() [3/6]

InstrumentDefinitionFuture54 ( 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 10358 of file Messages.h.

◆ InstrumentDefinitionFuture54() [4/6]

InstrumentDefinitionFuture54 ( void * data,
EncodedLength length,
NoInit  )
inline

Creates an instance over the given memory block.

Definition at line 10372 of file Messages.h.

◆ InstrumentDefinitionFuture54() [5/6]

InstrumentDefinitionFuture54 ( const SbeMessage & message)
inlineexplicit

Creates an instance over the given SBE message.

Definition at line 10383 of file Messages.h.

◆ InstrumentDefinitionFuture54() [6/6]

InstrumentDefinitionFuture54 ( void * data,
EncodedLength length,
NoInit ,
NoCheck  )
inlinenoexcept

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

Definition at line 10394 of file Messages.h.

Member Function Documentation

◆ applId()

Int16 applId ( ) const
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 10537 of file Messages.h.

◆ asset()

StrRef asset ( ) const
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 10633 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 11689 of file Messages.h.

◆ calculateBinarySize()

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

Definition at line 11800 of file Messages.h.

◆ cfiCode()

StrRef cfiCode ( ) const
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 10719 of file Messages.h.

◆ className()

constexpr StrRef className ( )
inlinestaticconstexprnoexcept
Returns
class name.

Definition at line 11776 of file Messages.h.

◆ clearedVolume()

bool clearedVolume ( Int32 & value) const
inlinenoexcept

The total cleared volume of instrument traded during the prior trading session.

Definition at line 11112 of file Messages.h.

◆ clearedVolumeNull()

ThisType & clearedVolumeNull ( )
inlinenoexcept

Definition at line 11129 of file Messages.h.

◆ contractMultiplier()

bool contractMultiplier ( Int32 & value) const
inlinenoexcept

Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month.

Definition at line 11310 of file Messages.h.

◆ contractMultiplierNull()

ThisType & contractMultiplierNull ( )
inlinenoexcept

Definition at line 11328 of file Messages.h.

◆ contractMultiplierUnit()

bool contractMultiplierUnit ( Int8 & value) const
inlinenoexcept

Indicates the type of multiplier being applied to the product. Optionally used in combination with tag 231-ContractMultiplier.

Definition at line 11340 of file Messages.h.

◆ contractMultiplierUnitNull()

ThisType & contractMultiplierUnitNull ( )
inlinenoexcept

Definition at line 11358 of file Messages.h.

◆ currency()

StrRef currency ( ) const
inlinenoexcept

Identifies currency used for price.

Definition at line 10767 of file Messages.h.

◆ decayQuantity()

bool decayQuantity ( Int32 & value) const
inlinenoexcept

Indicates the quantity that a contract will decay daily by once the decay start date is reached.

Definition at line 11218 of file Messages.h.

◆ decayQuantityNull()

ThisType & decayQuantityNull ( )
inlinenoexcept

Definition at line 11235 of file Messages.h.

◆ decayStartDate()

bool decayStartDate ( Timestamp & value) const
inlinenoexcept

Indicates the date at which a decaying contract will begin to decay.

Definition at line 11246 of file Messages.h.

◆ decayStartDateNull()

ThisType & decayStartDateNull ( )
inlinenoexcept

Definition at line 11272 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 10884 of file Messages.h.

◆ events() [1/4]

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

Definition at line 11514 of file Messages.h.

◆ events() [2/4]

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

Definition at line 11521 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 11529 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 11540 of file Messages.h.

◆ feedTypes() [1/4]

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

Definition at line 11552 of file Messages.h.

◆ feedTypes() [2/4]

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

Definition at line 11559 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 11567 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 11578 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )
inlinestaticconstexprnoexcept

FIX message type.

Definition at line 11785 of file Messages.h.

◆ flowScheduleType()

bool flowScheduleType ( Int8 & value) const
inlinenoexcept

The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract. Specifies whether the contract is defined according to the Easter Peak, Eastern Off-Peak, Western Peak or Western Off-Peak.

Definition at line 11372 of file Messages.h.

◆ flowScheduleTypeNull()

ThisType & flowScheduleTypeNull ( )
inlinenoexcept

Definition at line 11392 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255)
inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 11716 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version)
inlinestaticconstexpr

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

Definition at line 11702 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( Decimal & value) const
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 11139 of file Messages.h.

◆ highLimitPriceNull()

ThisType & highLimitPriceNull ( )
inlinenoexcept

Definition at line 11155 of file Messages.h.

◆ instAttrib() [1/4]

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

Definition at line 11590 of file Messages.h.

◆ instAttrib() [2/4]

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

Definition at line 11599 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 11609 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 11620 of file Messages.h.

◆ instrumentGUId()

bool instrumentGUId ( UInt64 & value) const
inlinenoexcept

External unique instrument ID.

Definition at line 11485 of file Messages.h.

◆ instrumentGUIdNull()

ThisType & instrumentGUIdNull ( )
inline

Definition at line 11503 of file Messages.h.

◆ lastUpdateTime()

Timestamp lastUpdateTime ( ) const
inlinenoexcept

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

Definition at line 10484 of file Messages.h.

◆ lotTypeRules() [1/4]

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

Definition at line 11632 of file Messages.h.

◆ lotTypeRules() [2/4]

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

Definition at line 11641 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 11652 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 11664 of file Messages.h.

◆ lowLimitPrice()

bool lowLimitPrice ( Decimal & value) const
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 11165 of file Messages.h.

◆ lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )
inlinenoexcept

Definition at line 11181 of file Messages.h.

◆ mainFraction()

bool mainFraction ( UInt8 & value) const
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 10903 of file Messages.h.

◆ mainFractionNull()

ThisType & mainFractionNull ( )
inlinenoexcept

Definition at line 10919 of file Messages.h.

◆ marketSegmentId()

UInt8 marketSegmentId ( ) const
inlinenoexcept

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

Definition at line 10556 of file Messages.h.

◆ matchAlgorithm()

CHAR matchAlgorithm ( ) const
inlinenoexcept

Matching algorithm.

Definition at line 10809 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 10409 of file Messages.h.

◆ maturityMonthYear()

bool maturityMonthYear ( MaturityMonthYear & value) const
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 10740 of file Messages.h.

◆ maturityMonthYearNull()

ThisType & maturityMonthYearNull ( )
inlinenoexcept

Definition at line 10757 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( Decimal & value) const
inlinenoexcept

Differential value for price banding.

Definition at line 11191 of file Messages.h.

◆ maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )
inlinenoexcept

Definition at line 11207 of file Messages.h.

◆ maxTradeVol()

UInt32 maxTradeVol ( ) const
inlinenoexcept

The maximum trading volume for a security.

Definition at line 10845 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version)
inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 11677 of file Messages.h.

◆ minPriceIncrement()

Decimal minPriceIncrement ( ) const
inlinenoexcept

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

Definition at line 10864 of file Messages.h.

◆ minPriceIncrementAmount()

bool minPriceIncrementAmount ( Decimal & value) const
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 11402 of file Messages.h.

◆ minPriceIncrementAmountNull()

ThisType & minPriceIncrementAmountNull ( )
inlinenoexcept

Definition at line 11418 of file Messages.h.

◆ minTradeVol()

UInt32 minTradeVol ( ) const
inlinenoexcept

The minimum trading volume for a security.

Definition at line 10827 of file Messages.h.

◆ openInterestQty()

bool openInterestQty ( Int32 & value) const
inlinenoexcept

The total open interest for the market at the close of the prior trading session.

Definition at line 11084 of file Messages.h.

◆ openInterestQtyNull()

ThisType & openInterestQtyNull ( )
inlinenoexcept

Definition at line 11101 of file Messages.h.

◆ originalContractSize()

bool originalContractSize ( Int32 & value) const
inlinenoexcept

Fixed contract value assigned to each product.

Definition at line 11282 of file Messages.h.

◆ originalContractSizeNull()

ThisType & originalContractSizeNull ( )
inlinenoexcept

Definition at line 11298 of file Messages.h.

◆ priceDisplayFormat()

bool priceDisplayFormat ( UInt8 & value) const
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 10955 of file Messages.h.

◆ priceDisplayFormatNull()

ThisType & priceDisplayFormatNull ( )
inlinenoexcept

Definition at line 10971 of file Messages.h.

◆ reset()

ThisType & reset ( )
inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 11739 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )
inlinenoexcept

Reset all variable-length fields if any.

Definition at line 11729 of file Messages.h.

◆ securityExchange()

StrRef securityExchange ( ) const
inlinenoexcept

Exchange used to identify a security.

Definition at line 10593 of file Messages.h.

◆ securityGroup()

StrRef securityGroup ( ) const
inlinenoexcept

Security Group Code.

Definition at line 10613 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const
inlinenoexcept

Unique instrument ID.

Definition at line 10673 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource securityIdSource ( )
inlinestaticconstexprnoexcept

Identifies class or source of tag 48-SecurityID value.

Definition at line 10692 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 10506 of file Messages.h.

◆ securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )
inlinenoexcept

Definition at line 10527 of file Messages.h.

◆ securityType()

StrRef securityType ( ) const
inlinenoexcept

Security Type.

Definition at line 10699 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 10461 of file Messages.h.

◆ setApplId()

ThisType & setApplId ( Int16 value)
inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 10545 of file Messages.h.

◆ setAsset()

ThisType & setAsset ( StrRef value)
inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 10642 of file Messages.h.

◆ setCfiCode()

ThisType & setCfiCode ( StrRef value)
inlinenoexcept

ISO standard instrument categorization code.

Definition at line 10728 of file Messages.h.

◆ setClearedVolume()

ThisType & setClearedVolume ( Int32 value)
inlinenoexcept

The total cleared volume of instrument traded during the prior trading session.

Definition at line 11121 of file Messages.h.

◆ setContractMultiplier()

ThisType & setContractMultiplier ( Int32 value)
inlinenoexcept

Number of deliverable units per instrument, e.g., peak days in maturity month or number of calendar days in maturity month.

Definition at line 11320 of file Messages.h.

◆ setContractMultiplierUnit()

ThisType & setContractMultiplierUnit ( Int8 value)
inlinenoexcept

Indicates the type of multiplier being applied to the product. Optionally used in combination with tag 231-ContractMultiplier.

Definition at line 11350 of file Messages.h.

◆ setCurrency()

ThisType & setCurrency ( StrRef value)
inlinenoexcept

Identifies currency used for price.

Definition at line 10776 of file Messages.h.

◆ setDecayQuantity()

ThisType & setDecayQuantity ( Int32 value)
inlinenoexcept

Indicates the quantity that a contract will decay daily by once the decay start date is reached.

Definition at line 11227 of file Messages.h.

◆ setDecayStartDate()

ThisType & setDecayStartDate ( Timestamp value)
inlinenoexcept

Indicates the date at which a decaying contract will begin to decay.

Definition at line 11264 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 10893 of file Messages.h.

◆ setFlowScheduleType()

ThisType & setFlowScheduleType ( Int8 value)
inlinenoexcept

The schedule according to which the electricity is delivered in a physical contract, or priced in a financial contract. Specifies whether the contract is defined according to the Easter Peak, Eastern Off-Peak, Western Peak or Western Off-Peak.

Definition at line 11384 of file Messages.h.

◆ setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value)
inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 11147 of file Messages.h.

◆ setInstrumentGUId()

ThisType & setInstrumentGUId ( UInt64 value)
inline

External unique instrument ID.

Definition at line 11494 of file Messages.h.

◆ setLastUpdateTime()

ThisType & setLastUpdateTime ( Timestamp value)
inlinenoexcept

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

Definition at line 10493 of file Messages.h.

◆ setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value)
inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 11173 of file Messages.h.

◆ setMainFraction()

ThisType & setMainFraction ( UInt8 value)
inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 10911 of file Messages.h.

◆ setMarketSegmentId()

ThisType & setMarketSegmentId ( UInt8 value)
inlinenoexcept

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

Definition at line 10565 of file Messages.h.

◆ setMatchAlgorithm()

ThisType & setMatchAlgorithm ( CHAR value)
inlinenoexcept

Matching algorithm.

Definition at line 10817 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 10419 of file Messages.h.

◆ setMaturityMonthYear()

ThisType & setMaturityMonthYear ( MaturityMonthYear value)
inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 10749 of file Messages.h.

◆ setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value)
inlinenoexcept

Differential value for price banding.

Definition at line 11199 of file Messages.h.

◆ setMaxTradeVol()

ThisType & setMaxTradeVol ( UInt32 value)
inlinenoexcept

The maximum trading volume for a security.

Definition at line 10853 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 10873 of file Messages.h.

◆ setMinPriceIncrementAmount()

ThisType & setMinPriceIncrementAmount ( PRICE9 value)
inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 11410 of file Messages.h.

◆ setMinTradeVol()

ThisType & setMinTradeVol ( UInt32 value)
inlinenoexcept

The minimum trading volume for a security.

Definition at line 10835 of file Messages.h.

◆ setOpenInterestQty()

ThisType & setOpenInterestQty ( Int32 value)
inlinenoexcept

The total open interest for the market at the close of the prior trading session.

Definition at line 11093 of file Messages.h.

◆ setOriginalContractSize()

ThisType & setOriginalContractSize ( Int32 value)
inlinenoexcept

Fixed contract value assigned to each product.

Definition at line 11290 of file Messages.h.

◆ setPriceDisplayFormat()

ThisType & setPriceDisplayFormat ( UInt8 value)
inlinenoexcept

Number of decimals in fractional display price.

Definition at line 10963 of file Messages.h.

◆ setSecurityExchange()

ThisType & setSecurityExchange ( StrRef value)
inlinenoexcept

Exchange used to identify a security.

Definition at line 10602 of file Messages.h.

◆ setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value)
inlinenoexcept

Security Group Code.

Definition at line 10622 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value)
inlinenoexcept

Unique instrument ID.

Definition at line 10681 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 10518 of file Messages.h.

◆ setSecurityType()

ThisType & setSecurityType ( StrRef value)
inlinenoexcept

Security Type.

Definition at line 10708 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 10472 of file Messages.h.

◆ setSettlCurrency()

ThisType & setSettlCurrency ( StrRef value)
inlinenoexcept

Identifies currency used for settlement, if different from trading currency.

Definition at line 10798 of file Messages.h.

◆ setSettlPriceType()

ThisType & setSettlPriceType ( SettlPriceType value)
inlinenoexcept

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

Definition at line 11073 of file Messages.h.

◆ setSubFraction()

ThisType & setSubFraction ( UInt8 value)
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 10937 of file Messages.h.

◆ setSymbol()

ThisType & setSymbol ( StrRef value)
inlinenoexcept

Instrument Name or Symbol.

Definition at line 10662 of file Messages.h.

◆ settlCurrency()

StrRef settlCurrency ( ) const
inlinenoexcept

Identifies currency used for settlement, if different from trading currency.

Definition at line 10788 of file Messages.h.

◆ settlPriceType()

SettlPriceType settlPriceType ( ) const
inlinenoexcept

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

Definition at line 11064 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 10440 of file Messages.h.

◆ setTradingReferenceDate()

ThisType & setTradingReferenceDate ( Timestamp value)
inlinenoexcept

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

Definition at line 11467 of file Messages.h.

◆ setTradingReferencePrice()

ThisType & setTradingReferencePrice ( PRICE9 value)
inlinenoexcept

Reference price for prelisted instruments or the last calculated Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 11045 of file Messages.h.

◆ setUnderlyingProduct()

ThisType & setUnderlyingProduct ( UInt8 value)
inlinenoexcept

Product complex.

Definition at line 10583 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 10994 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 11015 of file Messages.h.

◆ setUserDefinedInstrument()

ThisType & setUserDefinedInstrument ( UserDefinedInstrument value)
inlinenoexcept

User-defined instruments flag.

Definition at line 11437 of file Messages.h.

◆ subFraction()

bool subFraction ( UInt8 & value) const
inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 10929 of file Messages.h.

◆ subFractionNull()

ThisType & subFractionNull ( )
inlinenoexcept

Definition at line 10945 of file Messages.h.

◆ symbol()

StrRef symbol ( ) const
inlinenoexcept

Instrument Name or Symbol.

Definition at line 10653 of file Messages.h.

◆ tail()

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

Definition at line 11792 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 10431 of file Messages.h.

◆ totNumReportsNull()

ThisType & totNumReportsNull ( )
inlinenoexcept

Definition at line 10448 of file Messages.h.

◆ tradingReferenceDate()

bool tradingReferenceDate ( Timestamp & value) const
inlinenoexcept

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

Definition at line 11449 of file Messages.h.

◆ tradingReferenceDateNull()

ThisType & tradingReferenceDateNull ( )
inlinenoexcept

Definition at line 11475 of file Messages.h.

◆ tradingReferencePrice()

bool tradingReferencePrice ( Decimal & value) const
inlinenoexcept

Reference price for prelisted instruments or the last calculated Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 11035 of file Messages.h.

◆ tradingReferencePriceNull()

ThisType & tradingReferencePriceNull ( )
inlinenoexcept

Definition at line 11053 of file Messages.h.

◆ underlyingProduct()

UInt8 underlyingProduct ( ) const
inlinenoexcept

Product complex.

Definition at line 10575 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 10983 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 11006 of file Messages.h.

◆ unitOfMeasureQtyNull()

ThisType & unitOfMeasureQtyNull ( )
inlinenoexcept

Definition at line 11023 of file Messages.h.

◆ userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const
inlinenoexcept

User-defined instruments flag.

Definition at line 11428 of file Messages.h.