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

Classes
struct	EventsEntry
struct	FeedTypesEntry
struct	InstAttribEntry
struct	LegsEntry
struct	LotTypeRulesEntry

Public Types
enum
typedef SchemaTraits	Schema
typedef InstrumentDefinitionSpread56	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< LegsEntry, GroupSize, MessageSize >	Legs
Public Types inherited from SbeMessage
typedef MessageSize	EncodedLength
typedef MessageSize	BlockLength

Public Member Functions
	InstrumentDefinitionSpread56 ()=default
	InstrumentDefinitionSpread56 (void *data, EncodedLength length, SchemaVersion version=Schema::Version)
	InstrumentDefinitionSpread56 (void *data, EncodedLength length, NoFieldsInit, SchemaVersion version=Schema::Version)
	InstrumentDefinitionSpread56 (void *data, EncodedLength length, NoInit)
	InstrumentDefinitionSpread56 (const SbeMessage &message)
	InstrumentDefinitionSpread56 (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
bool	underlyingProduct (UInt8 &value) const noexcept
ThisType &	setUnderlyingProduct (UInt8 value) noexcept
ThisType &	underlyingProductNull () 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	securitySubType () const noexcept
ThisType &	setSecuritySubType (StrRef value) noexcept
UserDefinedInstrument	userDefinedInstrument () const noexcept
ThisType &	setUserDefinedInstrument (UserDefinedInstrument 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	priceDisplayFormat (UInt8 &value) const noexcept
ThisType &	setPriceDisplayFormat (UInt8 value) noexcept
ThisType &	priceDisplayFormatNull () noexcept
bool	priceRatio (Decimal &value) const noexcept
ThisType &	setPriceRatio (PRICE9 value) noexcept
ThisType &	priceRatioNull () noexcept
bool	tickRule (Int8 &value) const noexcept
ThisType &	setTickRule (Int8 value) noexcept
ThisType &	tickRuleNull () noexcept
StrRef	unitOfMeasure () const noexcept
ThisType &	setUnitOfMeasure (StrRef value) 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	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	tradingReferenceDate (Timestamp &value) const noexcept
ThisType &	setTradingReferenceDate (Timestamp value) noexcept
ThisType &	tradingReferenceDateNull () noexcept
bool	priceQuoteMethod (StrRef &value) const noexcept
ThisType &	setPriceQuoteMethod (StrRef value)
ThisType &	priceQuoteMethodNull ()
bool	riskSet (StrRef &value) const noexcept
ThisType &	setRiskSet (StrRef value)
ThisType &	riskSetNull ()
bool	marketSet (StrRef &value) const noexcept
ThisType &	setMarketSet (StrRef value)
ThisType &	marketSetNull ()
bool	instrumentGUId (UInt64 &value) const noexcept
ThisType &	setInstrumentGUId (UInt64 value)
ThisType &	instrumentGUIdNull ()
bool	financialInstrumentFullName (StrRef &value) const noexcept
ThisType &	setFinancialInstrumentFullName (StrRef value)
ThisType &	financialInstrumentFullNameNull ()
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)
Legs	legs () const noexcept
Legs	legs () noexcept
Legs	legs (Legs::Size length)
Legs	legs (Legs::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 11930 of file Messages.h.

Member Typedef Documentation

◆ Events

typedef SbeGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 12063 of file Messages.h.

◆ FeedTypes

typedef SbeGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 12187 of file Messages.h.

◆ InstAttrib

typedef SbeGroup<InstAttribEntry, GroupSize, MessageSize> InstAttrib

Repeating group containing InstAttribEntry entries.

Definition at line 12299 of file Messages.h.

◆ Legs

typedef SbeGroup<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 12642 of file Messages.h.

◆ LotTypeRules

typedef SbeGroup<LotTypeRulesEntry, GroupSize, MessageSize> LotTypeRules

Repeating group containing LotTypeRulesEntry entries.

Definition at line 12437 of file Messages.h.

◆ Schema

typedef SchemaTraits Schema

Used template schema.

Definition at line 11935 of file Messages.h.

◆ ThisType

typedef InstrumentDefinitionSpread56 ThisType

This type alias.

Definition at line 11938 of file Messages.h.

Member Enumeration Documentation

◆ anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	56

Definition at line 11941 of file Messages.h.

Constructor & Destructor Documentation

◆ InstrumentDefinitionSpread56() [1/6]

InstrumentDefinitionSpread56 ( )

default

Initializes a blank instance.

◆ InstrumentDefinitionSpread56() [2/6]

InstrumentDefinitionSpread56	(	void *	data,
		EncodedLength	length,
		SchemaVersion	version = Schema::Version )

inline

Initializes an instance over the given memory block.

Definition at line 12648 of file Messages.h.

◆ InstrumentDefinitionSpread56() [3/6]

InstrumentDefinitionSpread56	(	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 12663 of file Messages.h.

◆ InstrumentDefinitionSpread56() [4/6]

InstrumentDefinitionSpread56	(	void *	data,
		EncodedLength	length,
		NoInit	)

inline

Creates an instance over the given memory block.

Definition at line 12677 of file Messages.h.

◆ InstrumentDefinitionSpread56() [5/6]

InstrumentDefinitionSpread56 ( const SbeMessage & message )

inlineexplicit

Creates an instance over the given SBE message.

Definition at line 12688 of file Messages.h.

◆ InstrumentDefinitionSpread56() [6/6]

InstrumentDefinitionSpread56	(	void *	data,
		EncodedLength	length,
		NoInit	,
		NoCheck	)

inlinenoexcept

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

Definition at line 12699 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 12840 of file Messages.h.

◆ asset()

StrRef asset ( ) const

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 12944 of file Messages.h.

◆ blockLength()

constexpr BlockLength blockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Size of message body in bytes.

Definition at line 13986 of file Messages.h.

◆ calculateBinarySize()

EncodedLength calculateBinarySize ( ) const

inlinenoexcept

Returns: the size occupied by the message.

Definition at line 14099 of file Messages.h.

◆ cfiCode()

StrRef cfiCode ( ) const

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 13031 of file Messages.h.

◆ className()

constexpr StrRef className ( )

inlinestaticconstexprnoexcept

Returns: class name.

Definition at line 14075 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 13418 of file Messages.h.

◆ clearedVolumeNull()

ThisType & clearedVolumeNull ( )

inlinenoexcept

Definition at line 13435 of file Messages.h.

◆ currency()

StrRef currency ( ) const

inlinenoexcept

Identifies currency used for price.

Definition at line 13079 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 13222 of file Messages.h.

◆ events() [1/4]

Events events ( ) const

inlinenoexcept

Returns: instance of Events repeating group.

Definition at line 13773 of file Messages.h.

◆ events() [2/4]

Events events ( )

inlinenoexcept

Returns: instance of Events repeating group.

Definition at line 13780 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 13788 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 13799 of file Messages.h.

◆ feedTypes() [1/4]

FeedTypes feedTypes ( ) const

inlinenoexcept

Returns: instance of FeedTypes repeating group.

Definition at line 13811 of file Messages.h.

◆ feedTypes() [2/4]

FeedTypes feedTypes ( )

inlinenoexcept

Returns: instance of FeedTypes repeating group.

Definition at line 13818 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 13826 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 13837 of file Messages.h.

◆ financialInstrumentFullName()

bool financialInstrumentFullName ( StrRef & value ) const

inlinenoexcept

Long name of the instrument.

Definition at line 13741 of file Messages.h.

◆ financialInstrumentFullNameNull()

ThisType & financialInstrumentFullNameNull ( )

inline

Definition at line 13761 of file Messages.h.

◆ fixType()

constexpr StrRef fixType ( )

inlinestaticconstexprnoexcept

FIX message type.

Definition at line 14084 of file Messages.h.

◆ getMaxMessageSize()

constexpr UInt64 getMaxMessageSize ( UInt8 maxGroupItems = 255 )

inlinestaticconstexprnoexcept

Maximal message size.

Definition at line 14013 of file Messages.h.

◆ getMinimalVariableFieldsSize()

constexpr MessageSize getMinimalVariableFieldsSize ( SchemaVersion version )

inlinestaticconstexpr

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

Definition at line 13999 of file Messages.h.

◆ highLimitPrice()

bool highLimitPrice ( Decimal & value ) const

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 13445 of file Messages.h.

◆ highLimitPriceNull()

ThisType & highLimitPriceNull ( )

inlinenoexcept

Definition at line 13461 of file Messages.h.

◆ instAttrib() [1/4]

InstAttrib instAttrib ( ) const

inlinenoexcept

Returns: instance of InstAttrib repeating group.

Definition at line 13849 of file Messages.h.

◆ instAttrib() [2/4]

InstAttrib instAttrib ( )

inlinenoexcept

Returns: instance of InstAttrib repeating group.

Definition at line 13858 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 13868 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 13879 of file Messages.h.

◆ instrumentGUId()

bool instrumentGUId ( UInt64 & value ) const

inlinenoexcept

External unique instrument ID.

Definition at line 13712 of file Messages.h.

◆ instrumentGUIdNull()

ThisType & instrumentGUIdNull ( )

inline

Definition at line 13730 of file Messages.h.

◆ lastUpdateTime()

Timestamp lastUpdateTime ( ) const

inlinenoexcept

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

Definition at line 12789 of file Messages.h.

◆ legs() [1/4]

Legs legs ( ) const

inlinenoexcept

Returns: instance of Legs repeating group.

Definition at line 13935 of file Messages.h.

◆ legs() [2/4]

Legs legs ( )

inlinenoexcept

Returns: instance of Legs repeating group.

Definition at line 13942 of file Messages.h.

◆ legs() [3/4]

Legs legs ( Legs::Size length )

inline

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

Returns: NoLegs(555) repeating group.

Definition at line 13950 of file Messages.h.

◆ legs() [4/4]

Legs legs	(	Legs::Size	length,
		NoFieldsInit	)

inline

Setup repeating group with the given number of entries.

Returns: NoLegs(555) repeating group.

Definition at line 13961 of file Messages.h.

◆ lotTypeRules() [1/4]

LotTypeRules lotTypeRules ( ) const

inlinenoexcept

Returns: instance of LotTypeRules repeating group.

Definition at line 13891 of file Messages.h.

◆ lotTypeRules() [2/4]

LotTypeRules lotTypeRules ( )

inlinenoexcept

Returns: instance of LotTypeRules repeating group.

Definition at line 13900 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 13911 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 13923 of file Messages.h.

◆ lowLimitPrice()

bool lowLimitPrice ( Decimal & value ) const

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 13471 of file Messages.h.

◆ lowLimitPriceNull()

ThisType & lowLimitPriceNull ( )

inlinenoexcept

Definition at line 13487 of file Messages.h.

◆ mainFraction()

bool mainFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 13523 of file Messages.h.

◆ mainFractionNull()

ThisType & mainFractionNull ( )

inlinenoexcept

Definition at line 13539 of file Messages.h.

◆ marketSegmentId()

UInt8 marketSegmentId ( ) const

inlinenoexcept

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

Definition at line 12859 of file Messages.h.

◆ marketSet()

bool marketSet ( StrRef & value ) const

inlinenoexcept

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

Definition at line 13679 of file Messages.h.

◆ marketSetNull()

ThisType & marketSetNull ( )

inline

Definition at line 13700 of file Messages.h.

◆ matchAlgorithm()

CHAR matchAlgorithm ( ) const

inlinenoexcept

Matching algorithm.

Definition at line 13139 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 12714 of file Messages.h.

◆ maturityMonthYear()

bool maturityMonthYear ( MaturityMonthYear & value ) const

inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 13052 of file Messages.h.

◆ maturityMonthYearNull()

ThisType & maturityMonthYearNull ( )

inlinenoexcept

Definition at line 13069 of file Messages.h.

◆ maxPriceVariation()

bool maxPriceVariation ( Decimal & value ) const

inlinenoexcept

Differential value for price banding.

Definition at line 13497 of file Messages.h.

◆ maxPriceVariationNull()

ThisType & maxPriceVariationNull ( )

inlinenoexcept

Definition at line 13513 of file Messages.h.

◆ maxTradeVol()

UInt32 maxTradeVol ( ) const

inlinenoexcept

The maximum trading volume for a security.

Definition at line 13175 of file Messages.h.

◆ minimalBlockLength()

constexpr BlockLength minimalBlockLength ( SchemaVersion version )

inlinestaticconstexprnoexcept

Minimal size of message body in bytes.

Definition at line 13974 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 13194 of file Messages.h.

◆ minPriceIncrementNull()

ThisType & minPriceIncrementNull ( )

inlinenoexcept

Definition at line 13211 of file Messages.h.

◆ minTradeVol()

UInt32 minTradeVol ( ) const

inlinenoexcept

The minimum trading volume for a security.

Definition at line 13157 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 13390 of file Messages.h.

◆ openInterestQtyNull()

ThisType & openInterestQtyNull ( )

inlinenoexcept

Definition at line 13407 of file Messages.h.

◆ priceDisplayFormat()

bool priceDisplayFormat ( UInt8 & value ) const

inlinenoexcept

Number of decimals in fractional display price.

Definition at line 13241 of file Messages.h.

◆ priceDisplayFormatNull()

ThisType & priceDisplayFormatNull ( )

inlinenoexcept

Definition at line 13257 of file Messages.h.

◆ priceQuoteMethod()

bool priceQuoteMethod ( StrRef & value ) const

inlinenoexcept

Price quotation method.

Definition at line 13612 of file Messages.h.

◆ priceQuoteMethodNull()

ThisType & priceQuoteMethodNull ( )

inline

Definition at line 13632 of file Messages.h.

◆ priceRatio()

bool priceRatio ( Decimal & value ) const

inlinenoexcept

Used for price calculation in spread and leg pricing.

Definition at line 13267 of file Messages.h.

◆ priceRatioNull()

ThisType & priceRatioNull ( )

inlinenoexcept

Definition at line 13283 of file Messages.h.

◆ reset()

ThisType & reset ( )

inlinenoexcept

Reset all variable-length and optional fields if any.

Definition at line 14038 of file Messages.h.

◆ resetVariableFields()

ThisType & resetVariableFields ( )

inlinenoexcept

Reset all variable-length fields if any.

Definition at line 14027 of file Messages.h.

◆ riskSet()

bool riskSet ( StrRef & value ) const

inlinenoexcept

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

Definition at line 13645 of file Messages.h.

◆ riskSetNull()

ThisType & riskSetNull ( )

inline

Definition at line 13666 of file Messages.h.

◆ securityExchange()

StrRef securityExchange ( ) const

inlinenoexcept

Exchange used to identify a security.

Definition at line 12904 of file Messages.h.

◆ securityGroup()

StrRef securityGroup ( ) const

inlinenoexcept

Security Group Code.

Definition at line 12924 of file Messages.h.

◆ securityId()

Int32 securityId ( ) const

inlinenoexcept

Unique instrument ID.

Definition at line 12984 of file Messages.h.

◆ securityIdSource()

constexpr SecurityIDSource securityIdSource ( )

inlinestaticconstexprnoexcept

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

Definition at line 13004 of file Messages.h.

◆ securitySubType()

StrRef securitySubType ( ) const

inlinenoexcept

Strategy type.

Definition at line 13099 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 12810 of file Messages.h.

◆ securityTradingStatusNull()

ThisType & securityTradingStatusNull ( )

inlinenoexcept

Definition at line 12830 of file Messages.h.

◆ securityType()

StrRef securityType ( ) const

inlinenoexcept

Security Type.

Definition at line 13011 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 12766 of file Messages.h.

◆ setApplId()

ThisType & setApplId ( Int16 value )

inlinenoexcept

The channel ID as defined in the XML Configuration file.

Definition at line 12848 of file Messages.h.

◆ setAsset()

ThisType & setAsset ( StrRef value )

inlinenoexcept

The underlying asset code also known as Product Code.

Definition at line 12953 of file Messages.h.

◆ setCfiCode()

ThisType & setCfiCode ( StrRef value )

inlinenoexcept

ISO standard instrument categorization code.

Definition at line 13040 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 13427 of file Messages.h.

◆ setCurrency()

ThisType & setCurrency ( StrRef value )

inlinenoexcept

Identifies currency used for price.

Definition at line 13088 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 13231 of file Messages.h.

◆ setFinancialInstrumentFullName()

ThisType & setFinancialInstrumentFullName ( StrRef value )

inline

Long name of the instrument.

Definition at line 13751 of file Messages.h.

◆ setHighLimitPrice()

ThisType & setHighLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable high limit price for the trading day.

Definition at line 13453 of file Messages.h.

◆ setInstrumentGUId()

ThisType & setInstrumentGUId ( UInt64 value )

inline

External unique instrument ID.

Definition at line 13721 of file Messages.h.

◆ setLastUpdateTime()

ThisType & setLastUpdateTime ( Timestamp value )

inlinenoexcept

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

Definition at line 12798 of file Messages.h.

◆ setLowLimitPrice()

ThisType & setLowLimitPrice ( PRICE9 value )

inlinenoexcept

Allowable low limit price for the trading day.

Definition at line 13479 of file Messages.h.

◆ setMainFraction()

ThisType & setMainFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Main Fraction.

Definition at line 13531 of file Messages.h.

◆ setMarketSegmentId()

ThisType & setMarketSegmentId ( UInt8 value )

inlinenoexcept

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

Definition at line 12868 of file Messages.h.

◆ setMarketSet()

ThisType & setMarketSet ( StrRef value )

inline

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

Definition at line 13690 of file Messages.h.

◆ setMatchAlgorithm()

ThisType & setMatchAlgorithm ( CHAR value )

inlinenoexcept

Matching algorithm.

Definition at line 13147 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 12724 of file Messages.h.

◆ setMaturityMonthYear()

ThisType & setMaturityMonthYear ( MaturityMonthYear value )

inlinenoexcept

This field provides the actual calendar date for contract maturity.

Definition at line 13061 of file Messages.h.

◆ setMaxPriceVariation()

ThisType & setMaxPriceVariation ( PRICE9 value )

inlinenoexcept

Differential value for price banding.

Definition at line 13505 of file Messages.h.

◆ setMaxTradeVol()

ThisType & setMaxTradeVol ( UInt32 value )

inlinenoexcept

The maximum trading volume for a security.

Definition at line 13183 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 13203 of file Messages.h.

◆ setMinTradeVol()

ThisType & setMinTradeVol ( UInt32 value )

inlinenoexcept

The minimum trading volume for a security.

Definition at line 13165 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 13399 of file Messages.h.

◆ setPriceDisplayFormat()

ThisType & setPriceDisplayFormat ( UInt8 value )

inlinenoexcept

Number of decimals in fractional display price.

Definition at line 13249 of file Messages.h.

◆ setPriceQuoteMethod()

ThisType & setPriceQuoteMethod ( StrRef value )

inline

Price quotation method.

Definition at line 13622 of file Messages.h.

◆ setPriceRatio()

ThisType & setPriceRatio ( PRICE9 value )

inlinenoexcept

Used for price calculation in spread and leg pricing.

Definition at line 13275 of file Messages.h.

◆ setRiskSet()

ThisType & setRiskSet ( StrRef value )

inline

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

Definition at line 13656 of file Messages.h.

◆ setSecurityExchange()

ThisType & setSecurityExchange ( StrRef value )

inlinenoexcept

Exchange used to identify a security.

Definition at line 12913 of file Messages.h.

◆ setSecurityGroup()

ThisType & setSecurityGroup ( StrRef value )

inlinenoexcept

Security Group Code.

Definition at line 12933 of file Messages.h.

◆ setSecurityId()

ThisType & setSecurityId ( Int32 value )

inlinenoexcept

Unique instrument ID.

Definition at line 12992 of file Messages.h.

◆ setSecuritySubType()

ThisType & setSecuritySubType ( StrRef value )

inlinenoexcept

Strategy type.

Definition at line 13108 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 12821 of file Messages.h.

◆ setSecurityType()

ThisType & setSecurityType ( StrRef value )

inlinenoexcept

Security Type.

Definition at line 13020 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 12777 of file Messages.h.

◆ setSettlPriceType()

ThisType & setSettlPriceType ( SettlPriceType value )

inlinenoexcept

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

Definition at line 13379 of file Messages.h.

◆ setSubFraction()

ThisType & setSubFraction ( UInt8 value )

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 13557 of file Messages.h.

◆ setSymbol()

ThisType & setSymbol ( StrRef value )

inlinenoexcept

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 12973 of file Messages.h.

◆ setTickRule()

ThisType & setTickRule ( Int8 value )

inlinenoexcept

Tick Rule.

Definition at line 13301 of file Messages.h.

◆ settlPriceType()

SettlPriceType settlPriceType ( ) const

inlinenoexcept

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

Definition at line 13370 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 12745 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 13594 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 13351 of file Messages.h.

◆ setUnderlyingProduct()

ThisType & setUnderlyingProduct ( UInt8 value )

inlinenoexcept

Product complex.

Definition at line 12886 of file Messages.h.

◆ setUnitOfMeasure()

ThisType & setUnitOfMeasure ( StrRef value )

inlinenoexcept

Unit of measure for the products' original contract size.

Definition at line 13328 of file Messages.h.

◆ setUserDefinedInstrument()

ThisType & setUserDefinedInstrument ( UserDefinedInstrument value )

inlinenoexcept

User-defined instruments flag.

Definition at line 13128 of file Messages.h.

◆ subFraction()

bool subFraction ( UInt8 & value ) const

inlinenoexcept

Price Denominator of Sub Fraction.

Definition at line 13549 of file Messages.h.

◆ subFractionNull()

ThisType & subFractionNull ( )

inlinenoexcept

Definition at line 13565 of file Messages.h.

◆ symbol()

StrRef symbol ( ) const

inlinenoexcept

Instrument Name or Symbol. Previously used as Group Code.

Definition at line 12964 of file Messages.h.

◆ tail()

const void * tail ( ) const

inlinenoexcept

Returns: the end of the message.

Definition at line 14091 of file Messages.h.

◆ tickRule()

bool tickRule ( Int8 & value ) const

inlinenoexcept

Tick Rule.

Definition at line 13293 of file Messages.h.

◆ tickRuleNull()

ThisType & tickRuleNull ( )

inlinenoexcept

Definition at line 13309 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 12736 of file Messages.h.

◆ totNumReportsNull()

ThisType & totNumReportsNull ( )

inlinenoexcept

Definition at line 12753 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 13576 of file Messages.h.

◆ tradingReferenceDateNull()

ThisType & tradingReferenceDateNull ( )

inlinenoexcept

Definition at line 13602 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 13341 of file Messages.h.

◆ tradingReferencePriceNull()

ThisType & tradingReferencePriceNull ( )

inlinenoexcept

Definition at line 13359 of file Messages.h.

◆ underlyingProduct()

bool underlyingProduct ( UInt8 & value ) const

inlinenoexcept

Product complex.

Definition at line 12878 of file Messages.h.

◆ underlyingProductNull()

ThisType & underlyingProductNull ( )

inlinenoexcept

Definition at line 12894 of file Messages.h.

◆ unitOfMeasure()

StrRef unitOfMeasure ( ) const

inlinenoexcept

Unit of measure for the products' original contract size.

Definition at line 13319 of file Messages.h.

◆ userDefinedInstrument()

UserDefinedInstrument userDefinedInstrument ( ) const

inlinenoexcept

User-defined instruments flag.

Definition at line 13119 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Events

◆ FeedTypes

◆ InstAttrib

◆ Legs

◆ LotTypeRules

◆ Schema

◆ ThisType

Member Enumeration Documentation

◆ anonymous enum

Constructor & Destructor Documentation

◆ InstrumentDefinitionSpread56() [1/6]

◆ InstrumentDefinitionSpread56() [2/6]

◆ InstrumentDefinitionSpread56() [3/6]

◆ InstrumentDefinitionSpread56() [4/6]

◆ InstrumentDefinitionSpread56() [5/6]

◆ InstrumentDefinitionSpread56() [6/6]

Member Function Documentation

◆ applId()

◆ asset()

◆ blockLength()

◆ calculateBinarySize()

◆ cfiCode()

◆ className()

◆ clearedVolume()

◆ clearedVolumeNull()

◆ currency()

◆ displayFactor()

◆ events() [1/4]

◆ events() [2/4]

◆ events() [3/4]

◆ events() [4/4]

◆ feedTypes() [1/4]

◆ feedTypes() [2/4]

◆ feedTypes() [3/4]

◆ feedTypes() [4/4]

◆ financialInstrumentFullName()

◆ financialInstrumentFullNameNull()

◆ fixType()

◆ getMaxMessageSize()

◆ getMinimalVariableFieldsSize()

◆ highLimitPrice()

◆ highLimitPriceNull()

◆ instAttrib() [1/4]

◆ instAttrib() [2/4]

◆ instAttrib() [3/4]

◆ instAttrib() [4/4]

◆ instrumentGUId()

◆ instrumentGUIdNull()

◆ lastUpdateTime()

◆ legs() [1/4]

◆ legs() [2/4]

◆ legs() [3/4]

◆ legs() [4/4]

◆ lotTypeRules() [1/4]

◆ lotTypeRules() [2/4]

◆ lotTypeRules() [3/4]

◆ lotTypeRules() [4/4]

◆ lowLimitPrice()

◆ lowLimitPriceNull()

◆ mainFraction()

◆ mainFractionNull()

◆ marketSegmentId()

◆ marketSet()

◆ marketSetNull()

◆ matchAlgorithm()

◆ matchEventIndicator()

◆ maturityMonthYear()

◆ maturityMonthYearNull()

◆ maxPriceVariation()

◆ maxPriceVariationNull()

◆ maxTradeVol()

◆ minimalBlockLength()

◆ minPriceIncrement()