InstrumentDefinitionOption55 Struct Reference

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

Classes
struct	EventsEntry
struct	FeedTypesEntry
struct	InstAttribEntry
struct	LotTypeRulesEntry
struct	RelatedInstrumentsEntry
struct	UnderlyingsEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef InstrumentDefinitionOption55	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< UnderlyingsEntry, GroupSize, MessageSize >	Underlyings
typedef SbeGroup< RelatedInstrumentsEntry, GroupSize, MessageSize >	RelatedInstruments
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	InstrumentDefinitionOption55 ()=default
	InstrumentDefinitionOption55 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	InstrumentDefinitionOption55 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	InstrumentDefinitionOption55 (void *data, EncodedLength length, NoInit)
	InstrumentDefinitionOption55 (const SbeMessage &message)
	InstrumentDefinitionOption55 (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
PutOrCall::Enum	putOrCall () const noexcept
ThisType &	setPutOrCall (PutOrCall::Enum 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
bool	strikePrice (Decimal &value) const noexcept
ThisType &	setStrikePrice (PRICE9 value) noexcept
ThisType &	strikePriceNull () noexcept
StrRef	strikeCurrency () const noexcept
ThisType &	setStrikeCurrency (StrRef value) noexcept
StrRef	settlCurrency () const noexcept
ThisType &	setSettlCurrency (StrRef value) noexcept
bool	minCabPrice (Decimal &value) const noexcept
ThisType &	setMinCabPrice (PRICE9 value) noexcept
ThisType &	minCabPriceNull () 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
bool	minPriceIncrementAmount (Decimal &value) const noexcept
ThisType &	setMinPriceIncrementAmount (PRICE9 value) noexcept
ThisType &	minPriceIncrementAmountNull () noexcept
Decimal	displayFactor () const noexcept
ThisType &	setDisplayFactor (Decimal9 value) noexcept
bool	tickRule (Int8 &value) const noexcept
ThisType &	setTickRule (Int8 value) noexcept
ThisType &	tickRuleNull () 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	clearedVolume (Int32 &value) const noexcept
ThisType &	setClearedVolume (Int32 value) noexcept
ThisType &	clearedVolumeNull () noexcept
bool	openInterestQty (Int32 &value) const noexcept
ThisType &	setOpenInterestQty (Int32 value) noexcept
ThisType &	openInterestQtyNull () noexcept
bool	lowLimitPrice (Decimal &value) const noexcept
ThisType &	setLowLimitPrice (PRICE9 value) noexcept
ThisType &	lowLimitPriceNull () noexcept
bool	highLimitPrice (Decimal &value) const noexcept
ThisType &	setHighLimitPrice (PRICE9 value) noexcept
ThisType &	highLimitPriceNull () 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)
Underlyings	underlyings () const noexcept
Underlyings	underlyings () noexcept
Underlyings	underlyings (Underlyings::Size length)
Underlyings	underlyings (Underlyings::Size length, NoFieldsInit)
RelatedInstruments	relatedInstruments () const noexcept
RelatedInstruments	relatedInstruments () noexcept
RelatedInstruments	relatedInstruments (RelatedInstruments::Size length)
RelatedInstruments	relatedInstruments (RelatedInstruments::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 19101 of file Messages.h.

Member Typedef Documentation

Events

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 19234 of file Messages.h.

FeedTypes

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 19358 of file Messages.h.

InstAttrib

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 19470 of file Messages.h.

LotTypeRules

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 19608 of file Messages.h.

RelatedInstruments

typedef SbeGroup<RelatedInstrumentsEntry, GroupSize, MessageSize> RelatedInstruments

Repeating group containing RelatedInstrumentsEntry entries.

Definition at line 19870 of file Messages.h.

Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 19106 of file Messages.h.

ThisType

typedef InstrumentDefinitionOption55 ThisType

This type alias.

Definition at line 19109 of file Messages.h.

Underlyings

typedef SbeGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

Repeating group containing UnderlyingsEntry entries.

Definition at line 19740 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	55

Definition at line 19112 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionOption55() [1/6]

InstrumentDefinitionOption55 ( )

default

Initializes a blank instance.

InstrumentDefinitionOption55() [2/6]

InstrumentDefinitionOption55 ( void * data, EncodedLength length, SchemaVersion version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 19876 of file Messages.h.

InstrumentDefinitionOption55() [3/6]

InstrumentDefinitionOption55 ( 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 19891 of file Messages.h.

InstrumentDefinitionOption55() [4/6]

InstrumentDefinitionOption55 ( void * data, EncodedLength length, NoInit  )

inline

Creates an instance over the given memory block.

Definition at line 19905 of file Messages.h.

InstrumentDefinitionOption55() [5/6]

InstrumentDefinitionOption55 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 19916 of file Messages.h.

InstrumentDefinitionOption55() [6/6]

InstrumentDefinitionOption55 ( void * data, EncodedLength length, NoInit , NoCheck  )

inlinenoexcept

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

Definition at line 19927 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 20068 of file Messages.h.

asset()

StrRef asset ( ) const

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 20164 of file Messages.h.

blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 21219 of file Messages.h.

calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns

the size occupied by the message.

Definition at line 21331 of file Messages.h.

cfiCode()

StrRef cfiCode ( ) const

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 20252 of file Messages.h.

className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns

class name.

Definition at line 21307 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 20765 of file Messages.h.

clearedVolumeNull()

ThisType & clearedVolumeNull ( )

inlinenoexcept

Definition at line 20782 of file Messages.h.

currency()

StrRef currency ( ) const

inlinenoexcept

Identifies currency used for price.

Definition at line 20318 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 20539 of file Messages.h.

events() [1/4]

Events events ( ) const

inlinenoexcept

Returns

instance of Events repeating group.

Definition at line 20958 of file Messages.h.

events() [2/4]

Events events ( )

inlinenoexcept

Returns

instance of Events repeating group.

Definition at line 20965 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 20973 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 20984 of file Messages.h.

feedTypes() [1/4]

FeedTypes feedTypes ( ) const

inlinenoexcept

Returns

instance of FeedTypes repeating group.

Definition at line 20996 of file Messages.h.

feedTypes() [2/4]

FeedTypes feedTypes ( )

inlinenoexcept

Returns

instance of FeedTypes repeating group.

Definition at line 21003 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 21011 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 21022 of file Messages.h.

fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 21316 of file Messages.h.

getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 21246 of file Messages.h.

getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 21232 of file Messages.h.

highLimitPrice()

bool highLimitPrice ( Decimal & value ) const

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 20846 of file Messages.h.

highLimitPriceNull()

ThisType & highLimitPriceNull ( )

inlinenoexcept

Definition at line 20862 of file Messages.h.

instAttrib() [1/4]

InstAttrib instAttrib ( ) const

inlinenoexcept

Returns

instance of InstAttrib repeating group.

Definition at line 21034 of file Messages.h.

instAttrib() [2/4]

InstAttrib instAttrib ( )

inlinenoexcept

Returns

instance of InstAttrib repeating group.

Definition at line 21043 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 21053 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 21064 of file Messages.h.

instrumentGUId()

bool instrumentGUId ( UInt64 & value ) const

inlinenoexcept

External unique instrument ID.

Definition at line 20929 of file Messages.h.

instrumentGUIdNull()

ThisType & instrumentGUIdNull ( )

inline

Definition at line 20947 of file Messages.h.

lastUpdateTime()

Timestamp lastUpdateTime ( ) const

inlinenoexcept

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

Definition at line 20017 of file Messages.h.

lotTypeRules() [1/4]

LotTypeRules lotTypeRules ( ) const

inlinenoexcept

Returns

instance of LotTypeRules repeating group.

Definition at line 21076 of file Messages.h.

lotTypeRules() [2/4]

LotTypeRules lotTypeRules ( )

inlinenoexcept

Returns

instance of LotTypeRules repeating group.

Definition at line 21085 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 21096 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 21108 of file Messages.h.

lowLimitPrice()

bool lowLimitPrice ( Decimal & value ) const

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 20820 of file Messages.h.

lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )

inlinenoexcept

Definition at line 20836 of file Messages.h.

mainFraction()

bool mainFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 20584 of file Messages.h.

mainFractionNull()

ThisType & mainFractionNull ( )

inlinenoexcept

Definition at line 20600 of file Messages.h.

marketSegmentId()

UInt8 marketSegmentId ( ) const

inlinenoexcept

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

Definition at line 20087 of file Messages.h.

matchAlgorithm()

CHAR matchAlgorithm ( ) const

inlinenoexcept

Matching algorithm.

Definition at line 20432 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 19942 of file Messages.h.

maturityMonthYear()

bool maturityMonthYear ( MaturityMonthYear & value ) const

inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 20291 of file Messages.h.

maturityMonthYearNull()

ThisType & maturityMonthYearNull ( )

inlinenoexcept

Definition at line 20308 of file Messages.h.

maxTradeVol()

UInt32 maxTradeVol ( ) const

inlinenoexcept

The maximum trading volume for a security.

Definition at line 20468 of file Messages.h.

minCabPrice()

bool minCabPrice ( Decimal & value ) const

inlinenoexcept

Defines cabinet price for outright options products.

Definition at line 20406 of file Messages.h.

minCabPriceNull()

ThisType & minCabPriceNull ( )

inlinenoexcept

Definition at line 20422 of file Messages.h.

minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 21207 of file Messages.h.

minPriceIncrement()

bool minPriceIncrement ( Decimal & value ) const

inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 20486 of file Messages.h.

minPriceIncrementAmount()

bool minPriceIncrementAmount ( Decimal & value ) const

inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 20512 of file Messages.h.

minPriceIncrementAmountNull()

ThisType & minPriceIncrementAmountNull ( )

inlinenoexcept

Definition at line 20528 of file Messages.h.

minPriceIncrementNull()

ThisType & minPriceIncrementNull ( )

inlinenoexcept

Definition at line 20502 of file Messages.h.

minTradeVol()

UInt32 minTradeVol ( ) const

inlinenoexcept

The minimum trading volume for a security.

Definition at line 20450 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 20793 of file Messages.h.

openInterestQtyNull()

ThisType & openInterestQtyNull ( )

inlinenoexcept

Definition at line 20810 of file Messages.h.

priceDisplayFormat()

bool priceDisplayFormat ( UInt8 & value ) const

inlinenoexcept

Number of decimals in fractional display price.

Definition at line 20636 of file Messages.h.

priceDisplayFormatNull()

ThisType & priceDisplayFormatNull ( )

inlinenoexcept

Definition at line 20652 of file Messages.h.

putOrCall()

PutOrCall::Enum putOrCall ( ) const

inlinenoexcept

Indicates whether an option instrument is a put or call.

Definition at line 20272 of file Messages.h.

relatedInstruments() [1/4]

RelatedInstruments relatedInstruments ( ) const

inlinenoexcept

Returns

instance of RelatedInstruments repeating group.

Definition at line 21162 of file Messages.h.

relatedInstruments() [2/4]

RelatedInstruments relatedInstruments ( )

inlinenoexcept

Returns

instance of RelatedInstruments repeating group.

Definition at line 21171 of file Messages.h.

relatedInstruments() [3/4]

RelatedInstruments relatedInstruments ( RelatedInstruments::Size length )

inline

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

Returns

NoRelatedInstruments(1647) repeating group.

Definition at line 21182 of file Messages.h.

relatedInstruments() [4/4]

RelatedInstruments relatedInstruments ( RelatedInstruments::Size length, NoFieldsInit  )

inline

Setup repeating group with the given number of entries.

Returns

NoRelatedInstruments(1647) repeating group.

Definition at line 21194 of file Messages.h.

reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 21273 of file Messages.h.

resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 21261 of file Messages.h.

securityExchange()

StrRef securityExchange ( ) const

inlinenoexcept

Exchange used to identify a security.

Definition at line 20124 of file Messages.h.

securityGroup()

StrRef securityGroup ( ) const

inlinenoexcept

Security Group Code.

Definition at line 20144 of file Messages.h.

securityId()

Int32 securityId ( ) const

inlinenoexcept

Unique Instrument ID.

Definition at line 20206 of file Messages.h.

securityIdSource()

constexpr SecurityIDSource securityIdSource ( )

inlinestaticconstexprnoexcept

Identifies class or source of tag 48-SecurityID value.

Definition at line 20225 of file Messages.h.

securityTradingStatus()

bool securityTradingStatus ( SecurityTradingStatus::Enum & value ) const

inlinenoexcept

Identifies the current state of the instrument. The data is available in the Instrument Replay feed only.

Definition at line 20038 of file Messages.h.

securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )

inlinenoexcept

Definition at line 20058 of file Messages.h.

securityType()

StrRef securityType ( ) const

inlinenoexcept

Security Type.

Definition at line 20232 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 19994 of file Messages.h.

setApplId()

ThisType & setApplId ( Int16 value )

inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 20076 of file Messages.h.

setAsset()

ThisType & setAsset ( StrRef value )

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 20173 of file Messages.h.

setCfiCode()

ThisType & setCfiCode ( StrRef value )

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 20261 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 20774 of file Messages.h.

setCurrency()

ThisType & setCurrency ( StrRef value )

inlinenoexcept

Identifies currency used for price.

Definition at line 20327 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 20548 of file Messages.h.

setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 20854 of file Messages.h.

setInstrumentGUId()

ThisType & setInstrumentGUId ( UInt64 value )

inline

External unique instrument ID.

Definition at line 20938 of file Messages.h.

setLastUpdateTime()

ThisType & setLastUpdateTime ( Timestamp value )

inlinenoexcept

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

Definition at line 20026 of file Messages.h.

setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 20828 of file Messages.h.

setMainFraction()

ThisType & setMainFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 20592 of file Messages.h.

setMarketSegmentId()

ThisType & setMarketSegmentId ( UInt8 value )

inlinenoexcept

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

Definition at line 20096 of file Messages.h.

setMatchAlgorithm()

ThisType & setMatchAlgorithm ( CHAR value )

inlinenoexcept

Matching algorithm.

Definition at line 20440 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 19952 of file Messages.h.

setMaturityMonthYear()

ThisType & setMaturityMonthYear ( MaturityMonthYear value )

inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 20300 of file Messages.h.

setMaxTradeVol()

ThisType & setMaxTradeVol ( UInt32 value )

inlinenoexcept

The maximum trading volume for a security.

Definition at line 20476 of file Messages.h.

setMinCabPrice()

ThisType & setMinCabPrice ( PRICE9 value )

inlinenoexcept

Defines cabinet price for outright options products.

Definition at line 20414 of file Messages.h.

setMinPriceIncrement()

ThisType & setMinPriceIncrement ( PRICE9 value )

inlinenoexcept

Minimum constant tick for the instrument.

Definition at line 20494 of file Messages.h.

setMinPriceIncrementAmount()

ThisType & setMinPriceIncrementAmount ( PRICE9 value )

inlinenoexcept

Monetary value equivalent to the minimum price fluctuation.

Definition at line 20520 of file Messages.h.

setMinTradeVol()

ThisType & setMinTradeVol ( UInt32 value )

inlinenoexcept

The minimum trading volume for a security.

Definition at line 20458 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 20802 of file Messages.h.

setPriceDisplayFormat()

ThisType & setPriceDisplayFormat ( UInt8 value )

inlinenoexcept

Number of decimals in fractional display price.

Definition at line 20644 of file Messages.h.

setPutOrCall()

ThisType & setPutOrCall ( PutOrCall::Enum value )

inlinenoexcept

Indicates whether an option instrument is a put or call.

Definition at line 20280 of file Messages.h.

setSecurityExchange()

ThisType & setSecurityExchange ( StrRef value )

inlinenoexcept

Exchange used to identify a security.

Definition at line 20133 of file Messages.h.

setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value )

inlinenoexcept

Security Group Code.

Definition at line 20153 of file Messages.h.

setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Unique Instrument ID.

Definition at line 20214 of file Messages.h.

setSecurityTradingStatus()

ThisType & setSecurityTradingStatus ( SecurityTradingStatus::Enum value )

inlinenoexcept

Identifies the current state of the instrument. The data is available in the Instrument Replay feed only.

Definition at line 20049 of file Messages.h.

setSecurityType()

ThisType & setSecurityType ( StrRef value )

inlinenoexcept

Security Type.

Definition at line 20241 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 20005 of file Messages.h.

setSettlCurrency()

ThisType & setSettlCurrency ( StrRef value )

inlinenoexcept

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

Definition at line 20395 of file Messages.h.

setSettlPriceType()

ThisType & setSettlPriceType ( SettlPriceType value )

inlinenoexcept

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

Definition at line 20754 of file Messages.h.

setStrikeCurrency()

ThisType & setStrikeCurrency ( StrRef value )

inlinenoexcept

Currency in which the StrikePrice is denominated.

Definition at line 20373 of file Messages.h.

setStrikePrice()

ThisType & setStrikePrice ( PRICE9 value )

inlinenoexcept

Strike Price for an option instrument.

Definition at line 20346 of file Messages.h.

setSubFraction()

ThisType & setSubFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 20618 of file Messages.h.

setSymbol()

ThisType & setSymbol ( StrRef value )

inlinenoexcept

Instrument Name or Symbol. Previously used as Instrument Group Code.

Definition at line 20195 of file Messages.h.

setTickRule()

ThisType & setTickRule ( Int8 value )

inlinenoexcept

VTT code referencing variable tick table.

Definition at line 20566 of file Messages.h.

settlCurrency()

StrRef settlCurrency ( ) const

inlinenoexcept

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

Definition at line 20385 of file Messages.h.

settlPriceType()

SettlPriceType settlPriceType ( ) const

inlinenoexcept

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

Definition at line 20745 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 19973 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 20911 of file Messages.h.

setTradingReferencePrice()

ThisType & setTradingReferencePrice ( PRICE9 value )

inlinenoexcept

Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 20726 of file Messages.h.

setUnderlyingProduct()

ThisType & setUnderlyingProduct ( UInt8 value )

inlinenoexcept

Indicates the product complex.

Definition at line 20114 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 20675 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 20696 of file Messages.h.

setUserDefinedInstrument()

ThisType & setUserDefinedInstrument ( UserDefinedInstrument value )

inlinenoexcept

User-defined instruments flag.

Definition at line 20881 of file Messages.h.

strikeCurrency()

StrRef strikeCurrency ( ) const

inlinenoexcept

Currency in which the StrikePrice is denominated.

Definition at line 20364 of file Messages.h.

strikePrice()

bool strikePrice ( Decimal & value ) const

inlinenoexcept

Strike Price for an option instrument.

Definition at line 20338 of file Messages.h.

strikePriceNull()

ThisType & strikePriceNull ( )

inlinenoexcept

Definition at line 20354 of file Messages.h.

subFraction()

bool subFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 20610 of file Messages.h.

subFractionNull()

ThisType & subFractionNull ( )

inlinenoexcept

Definition at line 20626 of file Messages.h.

symbol()

StrRef symbol ( ) const

inlinenoexcept

Instrument Name or Symbol. Previously used as Instrument Group Code.

Definition at line 20185 of file Messages.h.

tail()

const void * tail ( ) const

inlinenoexcept

Returns

the end of the message.

Definition at line 21323 of file Messages.h.

tickRule()

bool tickRule ( Int8 & value ) const

inlinenoexcept

VTT code referencing variable tick table.

Definition at line 20558 of file Messages.h.

tickRuleNull()

ThisType & tickRuleNull ( )

inlinenoexcept

Definition at line 20574 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 19964 of file Messages.h.

totNumReportsNull()

ThisType & totNumReportsNull ( )

inlinenoexcept

Definition at line 19981 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 20893 of file Messages.h.

tradingReferenceDateNull()

ThisType & tradingReferenceDateNull ( )

inlinenoexcept

Definition at line 20919 of file Messages.h.

tradingReferencePrice()

bool tradingReferencePrice ( Decimal & value ) const

inlinenoexcept

Reference price - the most recently available Settlement whether it be Theoretical, Preliminary or a Final Settle of the session.

Definition at line 20716 of file Messages.h.

tradingReferencePriceNull()

ThisType & tradingReferencePriceNull ( )

inlinenoexcept

Definition at line 20734 of file Messages.h.

underlyingProduct()

UInt8 underlyingProduct ( ) const

inlinenoexcept

Indicates the product complex.

Definition at line 20106 of file Messages.h.

underlyings() [1/4]

Underlyings underlyings ( ) const

inlinenoexcept

Returns

instance of Underlyings repeating group.

Definition at line 21120 of file Messages.h.

underlyings() [2/4]

Underlyings underlyings ( )

inlinenoexcept

Returns

instance of Underlyings repeating group.

Definition at line 21129 of file Messages.h.

underlyings() [3/4]

Underlyings underlyings ( Underlyings::Size length )

inline

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

Returns

NoUnderlyings(711) repeating group.

Definition at line 21139 of file Messages.h.

underlyings() [4/4]

Underlyings underlyings ( Underlyings::Size length, NoFieldsInit  )

inline

Setup repeating group with the given number of entries.

Returns

NoUnderlyings(711) repeating group.

Definition at line 21150 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 20664 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 20687 of file Messages.h.

unitOfMeasureQtyNull()

ThisType & unitOfMeasureQtyNull ( )

inlinenoexcept

Definition at line 20704 of file Messages.h.

userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const

inlinenoexcept

User-defined instruments flag.

Definition at line 20872 of file Messages.h.