OnixS C++ CME MDP Streamlined Market Data Handler 1.2.0
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Messages.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
23#include <cassert>
24#include <stdexcept>
25
28
30
35{
37 enum { TemplateId = 312 };
38
41 {
42 }
43
46 const void* data,
47 EncodedLength length)
48 : BinaryMessage(data, length)
49 {
50 assert(TemplateId == templateId());
51
52 if (length < blockLength(version()))
54 }
55
59 {
60 return 0;
61 }
62
65 static const Char* className()
66 {
67 return "AdminHeartbeat312";
68 }
69
72 static StrRef fixType()
73 {
74 return toStrRef("0");
75 }
76};
77
82{
84 enum { TemplateId = 315 };
85
88 {
89 }
90
93 const void* data,
94 EncodedLength length)
95 : BinaryMessage(data, length)
96 {
97 assert(TemplateId == templateId());
98
99 if (length < blockLength(version()))
101 }
102
105 {
106 const BlockLength offset = 0;
107
108 return ordinary<Int8>(offset);
109 }
110
114 {
115 return 1;
116 }
117
120 static const Char* className()
121 {
122 return "AdminLogin315";
123 }
124
128 {
129 return toStrRef("A");
130 }
131};
132
137{
139 enum { TemplateId = 316 };
140
143 {
144 }
145
148 const void* data,
149 EncodedLength length)
150 : BinaryMessage(data, length)
151 {
152 assert(TemplateId == templateId());
153
154 if (length < blockLength(version()))
156 }
157
160 StrRef text() const
161 {
162 const BlockLength offset = 0;
163 const BlockLength length = 180;
164
165 return fixedStr<length>(offset);
166 }
167
171 {
172 return 180;
173 }
174
177 static const Char* className()
178 {
179 return "AdminLogout316";
180 }
181
185 {
186 return toStrRef("5");
187 }
188};
189
194{
196 enum { TemplateId = 333 };
197
202 <
204 >
205 {
207 typedef
209 <
211 >
213
216 {
217 }
218
222 const void* data,
223 EncodedLength length,
225 : Base(data, length, version)
226 {
227 if (length < blockLength(version))
229 }
230
235 <
237 >
238 {
240 typedef
242 <
244 >
246
249 {
250 }
251
255 const void* data,
256 EncodedLength length,
258 : Base(data, length, version)
259 {
260 if (length < blockLength(version))
262 }
263
265 bool securityAltId(StrRef& value) const
266 {
267 const BlockLength offset = 0;
268 const BlockLength length = 26;
269
270 return fixedStr<length>(value, offset);
271 }
272
275 bool securityAltIdSource(CharNULL& value) const
276 {
277 typedef NullCharNULL Null;
278
279 const BlockLength offset = 26;
280
281 return ordinary(value, offset, Null());
282 }
283
288 {
289 return 27;
290 }
291
294 static const Char* className()
295 {
296 return "Entries.SecurityAltIDEntry";
297 }
298 };
299
301 typedef
304
309 <
311 >
312 {
314 typedef
316 <
318 >
320
325
329 const void* data,
330 EncodedLength length,
332 : Base(data, length, version)
333 {
334 if (length < blockLength(version))
336 }
337
339 bool relatedInstrumentType(UInt8& value) const
340 {
341 typedef NullUInt8 Null;
342
343 const BlockLength offset = 0;
344
345 return ordinary(value, offset, Null());
346 }
347
349 bool relatedSymbol(StrRef& value) const
350 {
351 const BlockLength offset = 1;
352 const BlockLength length = 50;
353
354 return fixedStr<length>(value, offset);
355 }
356
358 bool relatedSecurityGroup(StrRef& value) const
359 {
360 const BlockLength offset = 51;
361 const BlockLength length = 26;
362
363 return fixedStr<length>(value, offset);
364 }
365
370 {
371 return 77;
372 }
373
376 static const Char* className()
377 {
378 return "Entries.RelatedInstrumentsEntry";
379 }
380 };
381
383 typedef
386
391 <
393 >
394 {
396 typedef
398 <
400 >
402
405 {
406 }
407
411 const void* data,
412 EncodedLength length,
414 : Base(data, length, version)
415 {
416 if (length < blockLength(version))
418 }
419
421 bool eventType(UInt8& value) const
422 {
423 typedef NullUInt8 Null;
424
425 const BlockLength offset = 0;
426
427 return ordinary(value, offset, Null());
428 }
429
431 bool eventTime(UInt64& value) const
432 {
433 typedef NullUInt64 Null;
434
435 const BlockLength offset = 1;
436
437 return ordinary(value, offset, Null());
438 }
439
444 {
445 return 9;
446 }
447
450 static const Char* className()
451 {
452 return "Entries.EventsEntry";
453 }
454 };
455
457 typedef
460
463 {
464 const BlockLength offset = 0;
465
466 return ordinary<CHAR>(offset);
467 }
468
471 {
472 const BlockLength offset = 1;
473
474 return ordinary<CHAR>(offset);
475 }
476
479 {
480 const BlockLength offset = 2;
481
482 return ordinary<UInt32>(offset);
483 }
484
486 bool entryPx(Decimal& value) const
487 {
488 typedef NullDecimal64 Null;
489
490 const BlockLength offset = 6;
491
492 return decimal(value, offset, Null());
493 }
494
496 bool openCloseSettlFlag(UInt8& value) const
497 {
498 typedef NullUInt8 Null;
499
500 const BlockLength offset = 15;
501
502 return ordinary(value, offset, Null());
503 }
504
508 {
509 const BlockLength offset = 16;
510
511 return ordinary<SettlPriceType>(offset);
512 }
513
517 bool calFutPx(Decimal& value) const
518 {
519 typedef NullDecimal64 Null;
520
521 const BlockLength offset = 17;
522
523 return decimal(value, offset, Null());
524 }
525
527 bool referenceId(StrRef& value) const
528 {
529 const BlockLength offset = 26;
530 const BlockLength length = 50;
531
532 return fixedStr<length>(value, offset);
533 }
534
536 bool entrySize(UInt64& value) const
537 {
538 typedef NullUInt64 Null;
539
540 const BlockLength offset = 76;
541
542 return ordinary(value, offset, Null());
543 }
544
546 bool symbol(StrRef& value) const
547 {
548 const BlockLength offset = 84;
549 const BlockLength length = 50;
550
551 return fixedStr<length>(value, offset);
552 }
553
555 bool securityGroup(StrRef& value) const
556 {
557 const BlockLength offset = 134;
558 const BlockLength length = 26;
559
560 return fixedStr<length>(value, offset);
561 }
562
565 bool product(UInt8& value) const
566 {
567 typedef NullUInt8 Null;
568
569 const BlockLength offset = 160;
570
571 return ordinary(value, offset, Null());
572 }
573
575 bool securityType(StrRef& value) const
576 {
577 const BlockLength offset = 161;
578 const BlockLength length = 9;
579
580 return fixedStr<length>(value, offset);
581 }
582
585 {
586 const BlockLength offset = 170;
587 const BlockLength length = 4;
588
589 return fixedStr<length>(offset);
590 }
591
593 bool maturityDate(Timestamp& value) const
594 {
595 typedef NullLocalMktDate Null;
596 typedef LocalMktDate FieldValue;
597
598 const BlockLength offset = 174;
599
600 FieldValue fieldValue;
601
602 if (ordinary(fieldValue, offset, Null()))
603 {
604 value = localMktDateToTimestamp(fieldValue);
605 return true;
606 }
607 return false;
608 }
609
611 bool couponRate(Decimal& value) const
612 {
613 typedef NullDecimal32NULL Null;
614
615 const BlockLength offset = 176;
616
617 return decimal(value, offset, Null());
618 }
619
621 bool tradeDate(Timestamp& value) const
622 {
623 typedef NullLocalMktDate Null;
624 typedef LocalMktDate FieldValue;
625
626 const BlockLength offset = 181;
627
628 FieldValue fieldValue;
629
630 if (ordinary(fieldValue, offset, Null()))
631 {
632 value = localMktDateToTimestamp(fieldValue);
633 return true;
634 }
635 return false;
636 }
637
639 bool fairCouponPct(Decimal& value) const
640 {
641 typedef NullDecimal64 Null;
642
643 const BlockLength offset = 183;
644
645 return decimal(value, offset, Null());
646 }
647
650 bool legPurchaseRate(Decimal& value) const
651 {
652 typedef NullDecimal64 Null;
653
654 const BlockLength offset = 192;
655
656 return decimal(value, offset, Null());
657 }
658
661 bool fixedNPV(Decimal& value) const
662 {
663 typedef NullDecimal64 Null;
664
665 const BlockLength offset = 201;
666
667 return decimal(value, offset, Null());
668 }
669
672 bool floatNPV(Decimal& value) const
673 {
674 typedef NullDecimal64 Null;
675
676 const BlockLength offset = 210;
677
678 return decimal(value, offset, Null());
679 }
680
683 bool npv(Decimal& value) const
684 {
685 typedef NullDecimal64 Null;
686
687 const BlockLength offset = 219;
688
689 return decimal(value, offset, Null());
690 }
691
694 bool accruedCoupons(Decimal& value) const
695 {
696 typedef NullDecimal64 Null;
697
698 const BlockLength offset = 228;
699
700 return decimal(value, offset, Null());
701 }
702
706 {
707 typedef NullDecimal64 Null;
708
709 const BlockLength offset = 237;
710
711 return decimal(value, offset, Null());
712 }
713
715 bool erisPAI(Decimal& value) const
716 {
717 typedef NullDecimal64 Null;
718
719 const BlockLength offset = 246;
720
721 return decimal(value, offset, Null());
722 }
723
726 bool fedFundsRate(Decimal& value) const
727 {
728 typedef NullDecimal64 Null;
729
730 const BlockLength offset = 255;
731
732 return decimal(value, offset, Null());
733 }
734
737 bool minPriceIncrement(Decimal& value) const
738 {
739 typedef NullDecimal64 Null;
740
741 const BlockLength offset = 264;
742
743 return decimal(value, offset, Null());
744 }
745
747 bool fixedPayment(Decimal& value) const
748 {
749 typedef NullDecimal64 Null;
750
751 const BlockLength offset = 273;
752
753 return decimal(value, offset, Null());
754 }
755
757 bool floatingPayment(Decimal& value) const
758 {
759 typedef NullDecimal64 Null;
760
761 const BlockLength offset = 282;
762
763 return decimal(value, offset, Null());
764 }
765
768 {
769 typedef NullLocalMktDate Null;
770 typedef LocalMktDate FieldValue;
771
772 const BlockLength offset = 291;
773
774 FieldValue fieldValue;
775
776 if (ordinary(fieldValue, offset, Null()))
777 {
778 value = localMktDateToTimestamp(fieldValue);
779 return true;
780 }
781 return false;
782 }
783
786 {
787 typedef NullDecimal64 Null;
788
789 const BlockLength offset = 293;
790
791 return decimal(value, offset, Null());
792 }
793
796 {
797 typedef NullDecimal64 Null;
798
799 const BlockLength offset = 302;
800
801 return decimal(value, offset, Null());
802 }
803
806 {
807 typedef NullLocalMktDate Null;
808 typedef LocalMktDate FieldValue;
809
810 const BlockLength offset = 311;
811
812 FieldValue fieldValue;
813
814 if (ordinary(fieldValue, offset, Null()))
815 {
816 value = localMktDateToTimestamp(fieldValue);
817 return true;
818 }
819 return false;
820 }
821
823 bool previousErisPAI(Decimal& value) const
824 {
825 typedef NullDecimal64 Null;
826
827 const BlockLength offset = 313;
828
829 return decimal(value, offset, Null());
830 }
831
834 bool fedFundsDate(Timestamp& value) const
835 {
836 typedef NullLocalMktDate Null;
837 typedef LocalMktDate FieldValue;
838
839 const BlockLength offset = 322;
840
841 FieldValue fieldValue;
842
843 if (ordinary(fieldValue, offset, Null()))
844 {
845 value = localMktDateToTimestamp(fieldValue);
846 return true;
847 }
848 return false;
849 }
850
853 bool accrualDays(UInt32& value) const
854 {
855 typedef NullUInt32 Null;
856
857 const BlockLength offset = 324;
858
859 return ordinary(value, offset, Null());
860 }
861
864 bool minal(UInt64& value) const
865 {
866 typedef NullUInt64 Null;
867
868 const BlockLength offset = 328;
869
870 return ordinary(value, offset, Null());
871 }
872
874 bool legCreditRating(StrRef& value) const
875 {
876 const BlockLength offset = 336;
877 const BlockLength length = 6;
878
879 return fixedStr<length>(value, offset);
880 }
881
885 {
886 typedef NullDecimal64 Null;
887
888 const BlockLength offset = 342;
889
890 return decimal(value, offset, Null());
891 }
892
895 {
896 typedef NullLocalMktDate Null;
897 typedef LocalMktDate FieldValue;
898
899 const BlockLength offset = 351;
900
901 FieldValue fieldValue;
902
903 if (ordinary(fieldValue, offset, Null()))
904 {
905 value = localMktDateToTimestamp(fieldValue);
906 return true;
907 }
908 return false;
909 }
910
912 bool pV01(Decimal& value) const
913 {
914 typedef NullDecimal64 Null;
915
916 const BlockLength offset = 353;
917
918 return decimal(value, offset, Null());
919 }
920
923 bool dV01(Decimal& value) const
924 {
925 typedef NullDecimal64 Null;
926
927 const BlockLength offset = 362;
928
929 return decimal(value, offset, Null());
930 }
931
933 bool settlementNPV(Decimal& value) const
934 {
935 typedef NullDecimal64 Null;
936
937 const BlockLength offset = 371;
938
939 return decimal(value, offset, Null());
940 }
941
944 {
945 typedef NullDecimal64 Null;
946
947 const BlockLength offset = 380;
948
949 return decimal(value, offset, Null());
950 }
951
954 bool securityDescription(StrRef& value) const
955 {
956 const BlockLength offset = 389;
957 const BlockLength length = 30;
958
959 return fixedStr<length>(value, offset);
960 }
961
964 {
965 return
966 groups().
967 head<SecurityAltID>();
968 }
969
972 {
973 return
974 groups().
975 tail<SecurityAltID>().
976 head<RelatedInstruments>();
977 }
978
981 {
982 return
983 groups().
984 tail<SecurityAltID>().
985 tail<RelatedInstruments>().
986 head<Events>();
987 }
988
993 {
994 return 419;
995 }
996
999 {
1000 const void* body = events().end().get().body();
1001 return Entry(
1002 body,
1003 blockLength(version()),
1004 version());
1005 }
1006
1009 static const Char* className()
1010 {
1011 return "IncrementalRefreshErisReferenceDataAndDailyStatistics333.Entry";
1012 }
1013 };
1014
1016 typedef
1019
1024
1027 const void* data,
1028 EncodedLength length)
1029 : BinaryMessage(data, length)
1030 {
1031 assert(TemplateId == templateId());
1032
1033 if (length < blockLength(version()))
1035 }
1036
1040 {
1041 const BlockLength offset = 0;
1042
1043 return ordinary<Timestamp>(offset);
1044 }
1045
1049 {
1050 const BlockLength offset = 8;
1051
1052 return ordinary<MatchEventIndicator>(offset);
1053 }
1054
1057 bool batchTotalMessages(UInt16& value) const
1058 {
1059 typedef NullUInt16 Null;
1060
1061 const BlockLength offset = 9;
1062
1063 return ordinary(value, offset, Null());
1064 }
1065
1068 {
1069 return
1070 groups().
1071 head<Entries>();
1072 }
1073
1077 {
1078 return 11;
1079 }
1080
1083 static const Char* className()
1084 {
1085 return "IncrementalRefreshErisReferenceDataAndDailyStatistics333";
1086 }
1087
1091 {
1092 return toStrRef("X");
1093 }
1094};
1095
1100{
1102 enum { TemplateId = 339 };
1103
1108 <
1110 >
1111 {
1113 typedef
1115 <
1117 >
1119
1122 {
1123 }
1124
1128 const void* data,
1129 EncodedLength length,
1131 : Base(data, length, version)
1132 {
1133 if (length < blockLength(version))
1135 }
1136
1142 bool symbol(StrRef& value) const
1143 {
1144 const BlockLength offset = 0;
1145 const BlockLength length = 50;
1146
1147 return fixedStr<length>(value, offset);
1148 }
1149
1154 {
1155 return 50;
1156 }
1157
1160 static const Char* className()
1161 {
1162 return "NewsIndices339.RelatedSymEntry";
1163 }
1164 };
1165
1167 typedef
1170
1175 <
1177 >
1178 {
1180 typedef
1182 <
1184 >
1186
1189 {
1190 }
1191
1195 const void* data,
1196 EncodedLength length,
1198 : Base(data, length, version)
1199 {
1200 if (length < blockLength(version))
1202 }
1203
1213 StrRef text() const
1214 {
1215 const BlockLength offset = 0;
1216 const BlockLength length = 500;
1217
1218 return fixedStr<length>(offset);
1219 }
1220
1225 {
1226 return 500;
1227 }
1228
1231 static const Char* className()
1232 {
1233 return "NewsIndices339.LinesOfTextEntry";
1234 }
1235 };
1236
1238 typedef
1241
1244 {
1245 }
1246
1249 const void* data,
1250 EncodedLength length)
1251 : BinaryMessage(data, length)
1252 {
1253 assert(TemplateId == templateId());
1254
1255 if (length < blockLength(version()))
1257 }
1258
1260 bool headline(StrRef& value) const
1261 {
1262 const BlockLength offset = 0;
1263 const BlockLength length = 50;
1264
1265 return fixedStr<length>(value, offset);
1266 }
1267
1270 bool origTime(Timestamp& value) const
1271 {
1272 typedef NullUInt64 Null;
1273
1274 const BlockLength offset = 50;
1275
1276 return ordinary(value, offset, Null());
1277 }
1278
1280 bool feedType(StrRef& value) const
1281 {
1282 const BlockLength offset = 58;
1283 const BlockLength length = 2;
1284
1285 return fixedStr<length>(value, offset);
1286 }
1287
1290 {
1291 return
1292 groups().
1293 head<RelatedSym>();
1294 }
1295
1298 {
1299 return
1300 groups().
1301 tail<RelatedSym>().
1302 head<LinesOfText>();
1303 }
1304
1308 {
1309 return 60;
1310 }
1311
1314 static const Char* className()
1315 {
1316 return "NewsIndices339";
1317 }
1318
1322 {
1323 return toStrRef("B");
1324 }
1325};
1326
1331{
1333 enum { TemplateId = 340 };
1334
1339 <
1341 >
1342 {
1344 typedef
1346 <
1348 >
1350
1353 {
1354 }
1355
1359 const void* data,
1360 EncodedLength length,
1362 : Base(data, length, version)
1363 {
1364 if (length < blockLength(version))
1366 }
1367
1372 <
1374 >
1375 {
1377 typedef
1379 <
1381 >
1383
1386 {
1387 }
1388
1392 const void* data,
1393 EncodedLength length,
1395 : Base(data, length, version)
1396 {
1397 if (length < blockLength(version))
1399 }
1400
1402 bool underlyingSymbol(StrRef& value) const
1403 {
1404 const BlockLength offset = 0;
1405 const BlockLength length = 50;
1406
1407 return fixedStr<length>(value, offset);
1408 }
1409
1412 {
1413 typedef NullMaturityMonthYear Null;
1414
1415 const BlockLength offset = 50;
1416
1417 return ordinary(value, offset, Null());
1418 }
1419
1422 {
1423 const BlockLength offset = 55;
1424 const BlockLength length = 9;
1425
1426 return fixedStr<length>(value, offset);
1427 }
1428
1431 {
1432 const BlockLength offset = 64;
1433 const BlockLength length = 4;
1434
1435 return fixedStr<length>(value, offset);
1436 }
1437
1442 {
1443 return 68;
1444 }
1445
1448 static const Char* className()
1449 {
1450 return "Entries.UnderlyingsEntry";
1451 }
1452 };
1453
1455 typedef
1458
1463 <
1465 >
1466 {
1468 typedef
1470 <
1472 >
1474
1477 {
1478 }
1479
1483 const void* data,
1484 EncodedLength length,
1486 : Base(data, length, version)
1487 {
1488 if (length < blockLength(version))
1490 }
1491
1493 bool partyId(StrRef& value) const
1494 {
1495 const BlockLength offset = 0;
1496 const BlockLength length = 50;
1497
1498 return fixedStr<length>(value, offset);
1499 }
1500
1502 bool partyRole(StrRef& value) const
1503 {
1504 const BlockLength offset = 50;
1505 const BlockLength length = 2;
1506
1507 return fixedStr<length>(value, offset);
1508 }
1509
1514 {
1515 return 52;
1516 }
1517
1520 static const Char* className()
1521 {
1522 return "Entries.PartyIDsEntry";
1523 }
1524 };
1525
1527 typedef
1530
1535 <
1537 >
1538 {
1540 typedef
1542 <
1544 >
1546
1549 {
1550 }
1551
1555 const void* data,
1556 EncodedLength length,
1558 : Base(data, length, version)
1559 {
1560 if (length < blockLength(version))
1562 }
1563
1568 bool legSymbol(StrRef& value) const
1569 {
1570 const BlockLength offset = 0;
1571 const BlockLength length = 50;
1572
1573 return fixedStr<length>(value, offset);
1574 }
1575
1577 bool legSecurityId(UInt64& value) const
1578 {
1579 typedef NullUInt64 Null;
1580
1581 const BlockLength offset = 50;
1582
1583 return ordinary(value, offset, Null());
1584 }
1585
1592
1595 bool legSecurityGroup(StrRef& value) const
1596 {
1597 const BlockLength offset = 58;
1598 const BlockLength length = 12;
1599
1600 return fixedStr<length>(value, offset);
1601 }
1602
1605 bool legId(StrRef& value) const
1606 {
1607 const BlockLength offset = 70;
1608 const BlockLength length = 17;
1609
1610 return fixedStr<length>(value, offset);
1611 }
1612
1614 bool legSecurityType(StrRef& value) const
1615 {
1616 const BlockLength offset = 87;
1617 const BlockLength length = 9;
1618
1619 return fixedStr<length>(value, offset);
1620 }
1621
1625 {
1626 typedef NullMaturityMonthYear Null;
1627
1628 const BlockLength offset = 96;
1629
1630 return ordinary(value, offset, Null());
1631 }
1632
1635 bool legMaturityDate(Timestamp& value) const
1636 {
1637 typedef NullLocalMktDate Null;
1638 typedef LocalMktDate FieldValue;
1639
1640 const BlockLength offset = 101;
1641
1642 FieldValue fieldValue;
1643
1644 if (ordinary(fieldValue, offset, Null()))
1645 {
1646 value = localMktDateToTimestamp(fieldValue);
1647 return true;
1648 }
1649 return false;
1650 }
1651
1653 bool legStrikePrice(Decimal& value) const
1654 {
1655 typedef NullPRICENULL Null;
1656
1657 const BlockLength offset = 103;
1658
1659 return decimal(value, offset, Null());
1660 }
1661
1664 bool legUnitOfMeasure(StrRef& value) const
1665 {
1666 const BlockLength offset = 111;
1667 const BlockLength length = 5;
1668
1669 return fixedStr<length>(value, offset);
1670 }
1671
1674 bool legUnitOfMeasureQty(Decimal& value) const
1675 {
1676 typedef NullPRICENULL Null;
1677
1678 const BlockLength offset = 116;
1679
1680 return decimal(value, offset, Null());
1681 }
1682
1685 bool legSecurityExchange(StrRef& value) const
1686 {
1687 const BlockLength offset = 124;
1688 const BlockLength length = 4;
1689
1690 return fixedStr<length>(value, offset);
1691 }
1692
1695 bool legRatioQty(UInt16& value) const
1696 {
1697 typedef NullUInt16 Null;
1698
1699 const BlockLength offset = 128;
1700
1701 return ordinary(value, offset, Null());
1702 }
1703
1705 bool legSide(UInt8& value) const
1706 {
1707 typedef NullUInt8 Null;
1708
1709 const BlockLength offset = 130;
1710
1711 return ordinary(value, offset, Null());
1712 }
1713
1716 bool legPutOrCall(UInt8& value) const
1717 {
1718 typedef NullUInt8 Null;
1719
1720 const BlockLength offset = 131;
1721
1722 return ordinary(value, offset, Null());
1723 }
1724
1728 {
1729 const BlockLength offset = 132;
1730 const BlockLength length = 3;
1731
1732 return fixedStr<length>(value, offset);
1733 }
1734
1739 {
1740 return 135;
1741 }
1742
1745 static const Char* className()
1746 {
1747 return "Entries.LegsEntry";
1748 }
1749 };
1750
1752 typedef
1755
1758 {
1759 const BlockLength offset = 0;
1760
1761 return enumeration<UpdateAction>(offset);
1762 }
1763
1766 {
1767 return EntryTypeTrade();
1768 }
1769
1771 bool securityId(UInt64& value) const
1772 {
1773 typedef NullUInt64 Null;
1774
1775 const BlockLength offset = 1;
1776
1777 return ordinary(value, offset, Null());
1778 }
1779
1783 {
1784 const BlockLength offset = 9;
1785
1786 return ordinary<UInt32>(offset);
1787 }
1788
1790 bool entryPx(Decimal& value) const
1791 {
1792 typedef NullPRICENULL Null;
1793
1794 const BlockLength offset = 13;
1795
1796 return decimal(value, offset, Null());
1797 }
1798
1800 bool entrySize(UInt64& value) const
1801 {
1802 typedef NullUInt64 Null;
1803
1804 const BlockLength offset = 21;
1805
1806 return ordinary(value, offset, Null());
1807 }
1808
1811 bool numberOfOrders(Int32& value) const
1812 {
1813 typedef NullInt32 Null;
1814
1815 const BlockLength offset = 29;
1816
1817 return ordinary(value, offset, Null());
1818 }
1819
1822 {
1823 const BlockLength offset = 33;
1824
1825 return ordinary<Int32>(offset);
1826 }
1827
1830 bool
1832 AggressorSide::Enum& value) const
1833 {
1834 typedef NullUInt8 Null;
1835
1836 const BlockLength offset = 37;
1837
1838 return enumeration<AggressorSide>(value, offset, Null());
1839 }
1840
1842 bool symbol(StrRef& value) const
1843 {
1844 const BlockLength offset = 38;
1845 const BlockLength length = 50;
1846
1847 return fixedStr<length>(value, offset);
1848 }
1849
1851 bool securityGroup(StrRef& value) const
1852 {
1853 const BlockLength offset = 88;
1854 const BlockLength length = 12;
1855
1856 return fixedStr<length>(value, offset);
1857 }
1858
1860 bool securityType(StrRef& value) const
1861 {
1862 const BlockLength offset = 100;
1863 const BlockLength length = 9;
1864
1865 return fixedStr<length>(value, offset);
1866 }
1867
1869 bool securitySubType(StrRef& value) const
1870 {
1871 const BlockLength offset = 109;
1872 const BlockLength length = 2;
1873
1874 return fixedStr<length>(value, offset);
1875 }
1876
1881 {
1882 typedef NullMaturityMonthYear Null;
1883
1884 const BlockLength offset = 111;
1885
1886 return ordinary(value, offset, Null());
1887 }
1888
1890 bool securityExchange(StrRef& value) const
1891 {
1892 const BlockLength offset = 116;
1893 const BlockLength length = 4;
1894
1895 return fixedStr<length>(value, offset);
1896 }
1897
1899 bool maturityDate(Timestamp& value) const
1900 {
1901 typedef NullLocalMktDate Null;
1902 typedef LocalMktDate FieldValue;
1903
1904 const BlockLength offset = 120;
1905
1906 FieldValue fieldValue;
1907
1908 if (ordinary(fieldValue, offset, Null()))
1909 {
1910 value = localMktDateToTimestamp(fieldValue);
1911 return true;
1912 }
1913 return false;
1914 }
1915
1917 bool unitOfMeasure(StrRef& value) const
1918 {
1919 const BlockLength offset = 122;
1920 const BlockLength length = 5;
1921
1922 return fixedStr<length>(value, offset);
1923 }
1924
1928 {
1929 const BlockLength offset = 127;
1930 const BlockLength length = 3;
1931
1932 return fixedStr<length>(value, offset);
1933 }
1934
1938 bool unitOfMeasureQty(Decimal& value) const
1939 {
1940 typedef NullPRICENULL Null;
1941
1942 const BlockLength offset = 130;
1943
1944 return decimal(value, offset, Null());
1945 }
1946
1950 bool couponRate(Decimal& value) const
1951 {
1952 typedef NullDecimal32 Null;
1953
1954 const BlockLength offset = 138;
1955
1956 return decimal(value, offset, Null());
1957 }
1958
1960 bool priceType(UInt16& value) const
1961 {
1962 typedef NullUInt16 Null;
1963
1964 const BlockLength offset = 142;
1965
1966 return ordinary(value, offset, Null());
1967 }
1968
1970 bool trdType(UInt8& value) const
1971 {
1972 typedef NullUInt8 Null;
1973
1974 const BlockLength offset = 144;
1975
1976 return ordinary(value, offset, Null());
1977 }
1978
1981 bool entryId(StrRef& value) const
1982 {
1983 const BlockLength offset = 145;
1984 const BlockLength length = 26;
1985
1986 return fixedStr<length>(value, offset);
1987 }
1988
1990 bool putOrCall(UInt8& value) const
1991 {
1992 typedef NullUInt8 Null;
1993
1994 const BlockLength offset = 171;
1995
1996 return ordinary(value, offset, Null());
1997 }
1998
2000 bool strikePrice(Decimal& value) const
2001 {
2002 typedef NullPRICENULL Null;
2003
2004 const BlockLength offset = 172;
2005
2006 return decimal(value, offset, Null());
2007 }
2008
2011 bool restructuringType(StrRef& value) const
2012 {
2013 const BlockLength offset = 180;
2014 const BlockLength length = 2;
2015
2016 return fixedStr<length>(value, offset);
2017 }
2018
2021 bool seniority(StrRef& value) const
2022 {
2023 const BlockLength offset = 182;
2024 const BlockLength length = 2;
2025
2026 return fixedStr<length>(value, offset);
2027 }
2028
2030 bool referenceId(StrRef& value) const
2031 {
2032 const BlockLength offset = 184;
2033 const BlockLength length = 100;
2034
2035 return fixedStr<length>(value, offset);
2036 }
2037
2041 bool strategyLinkId(StrRef& value) const
2042 {
2043 const BlockLength offset = 284;
2044 const BlockLength length = 26;
2045
2046 return fixedStr<length>(value, offset);
2047 }
2048
2051 bool legRefId(StrRef& value) const
2052 {
2053 const BlockLength offset = 310;
2054 const BlockLength length = 17;
2055
2056 return fixedStr<length>(value, offset);
2057 }
2058
2061 {
2062 return
2063 groups().
2064 head<Underlyings>();
2065 }
2066
2069 {
2070 return
2071 groups().
2072 tail<Underlyings>().
2073 head<PartyIDs>();
2074 }
2075
2077 Legs legs() const
2078 {
2079 return
2080 groups().
2081 tail<Underlyings>().
2082 tail<PartyIDs>().
2083 head<Legs>();
2084 }
2085
2090 {
2091 return 327;
2092 }
2093
2096 {
2097 const void* body = legs().end().get().body();
2098 return Entry(
2099 body,
2100 blockLength(version()),
2101 version());
2102 }
2103
2106 static const Char* className()
2107 {
2108 return "IncrementalRefreshTradeBlocks340.Entry";
2109 }
2110 };
2111
2113 typedef
2116
2121
2124 const void* data,
2125 EncodedLength length)
2126 : BinaryMessage(data, length)
2127 {
2128 assert(TemplateId == templateId());
2129
2130 if (length < blockLength(version()))
2132 }
2133
2137 {
2138 const BlockLength offset = 0;
2139
2140 return ordinary<Timestamp>(offset);
2141 }
2142
2146 {
2147 const BlockLength offset = 8;
2148
2149 return ordinary<MatchEventIndicator>(offset);
2150 }
2151
2155 {
2156 const BlockLength offset = 9;
2157
2158 return ordinary<UInt16>(offset);
2159 }
2160
2163 {
2164 return
2165 groups().
2166 head<Entries>();
2167 }
2168
2172 {
2173 return 11;
2174 }
2175
2178 static const Char* className()
2179 {
2180 return "IncrementalRefreshTradeBlocks340";
2181 }
2182
2186 {
2187 return toStrRef("X");
2188 }
2189};
2190
2195{
2197 enum { TemplateId = 345 };
2198
2203 <
2205 >
2206 {
2208 typedef
2210 <
2212 >
2214
2217 {
2218 }
2219
2223 const void* data,
2224 EncodedLength length,
2226 : Base(data, length, version)
2227 {
2228 if (length < blockLength(version))
2230 }
2231
2236 <
2238 >
2239 {
2241 typedef
2243 <
2245 >
2247
2250 {
2251 }
2252
2256 const void* data,
2257 EncodedLength length,
2259 : Base(data, length, version)
2260 {
2261 if (length < blockLength(version))
2263 }
2264
2266 bool eventType(UInt8& value) const
2267 {
2268 typedef NullUInt8 Null;
2269
2270 const BlockLength offset = 0;
2271
2272 return ordinary(value, offset, Null());
2273 }
2274
2276 bool eventTime(UInt64& value) const
2277 {
2278 typedef NullUInt64 Null;
2279
2280 const BlockLength offset = 1;
2281
2282 return ordinary(value, offset, Null());
2283 }
2284
2289 {
2290 return 9;
2291 }
2292
2295 static const Char* className()
2296 {
2297 return "RelatedSym.EventsEntry";
2298 }
2299 };
2300
2302 typedef
2305
2307 bool symbol(StrRef& value) const
2308 {
2309 const BlockLength offset = 0;
2310 const BlockLength length = 50;
2311
2312 return fixedStr<length>(value, offset);
2313 }
2314
2316 bool couponRate(Decimal& value) const
2317 {
2318 typedef NullDecimal32 Null;
2319
2320 const BlockLength offset = 50;
2321
2322 return decimal(value, offset, Null());
2323 }
2324
2326 bool orderQty(UInt64& value) const
2327 {
2328 typedef NullUInt64 Null;
2329
2330 const BlockLength offset = 54;
2331
2332 return ordinary(value, offset, Null());
2333 }
2334
2337 {
2338 const BlockLength offset = 62;
2339 const BlockLength length = 4;
2340
2341 return fixedStr<length>(offset);
2342 }
2343
2346 bool product(UInt8& value) const
2347 {
2348 typedef NullUInt8 Null;
2349
2350 const BlockLength offset = 66;
2351
2352 return ordinary(value, offset, Null());
2353 }
2354
2356 bool securityGroup(StrRef& value) const
2357 {
2358 const BlockLength offset = 67;
2359 const BlockLength length = 26;
2360
2361 return fixedStr<length>(value, offset);
2362 }
2363
2365 bool maturityDate(Timestamp& value) const
2366 {
2367 typedef NullLocalMktDate Null;
2368 typedef LocalMktDate FieldValue;
2369
2370 const BlockLength offset = 93;
2371
2372 FieldValue fieldValue;
2373
2374 if (ordinary(fieldValue, offset, Null()))
2375 {
2376 value = localMktDateToTimestamp(fieldValue);
2377 return true;
2378 }
2379 return false;
2380 }
2381
2383 bool securityType(StrRef& value) const
2384 {
2385 const BlockLength offset = 95;
2386 const BlockLength length = 4;
2387
2388 return fixedStr<length>(value, offset);
2389 }
2390
2393 bool quoteType(UInt8& value) const
2394 {
2395 typedef NullUInt8 Null;
2396
2397 const BlockLength offset = 99;
2398
2399 return ordinary(value, offset, Null());
2400 }
2401
2404 {
2405 return
2406 groups().
2407 head<Events>();
2408 }
2409
2414 {
2415 return 100;
2416 }
2417
2420 {
2421 const void* body = events().end().get().body();
2422 return RelatedSymEntry(
2423 body,
2424 blockLength(version()),
2425 version());
2426 }
2427
2430 static const Char* className()
2431 {
2432 return "QuoteRequest345.RelatedSymEntry";
2433 }
2434 };
2435
2437 typedef
2440
2443 {
2444 }
2445
2448 const void* data,
2449 EncodedLength length)
2450 : BinaryMessage(data, length)
2451 {
2452 assert(TemplateId == templateId());
2453
2454 if (length < blockLength(version()))
2456 }
2457
2460 {
2461 const BlockLength offset = 0;
2462
2463 return ordinary<Timestamp>(offset);
2464 }
2465
2469 {
2470 const BlockLength offset = 8;
2471
2472 return ordinary<MatchEventIndicator>(offset);
2473 }
2474
2476 bool quoteReqId(StrRef& value) const
2477 {
2478 const BlockLength offset = 9;
2479 const BlockLength length = 26;
2480
2481 return fixedStr<length>(value, offset);
2482 }
2483
2486 {
2487 return
2488 groups().
2489 head<RelatedSym>();
2490 }
2491
2495 {
2496 return 35;
2497 }
2498
2501 static const Char* className()
2502 {
2503 return "QuoteRequest345";
2504 }
2505
2509 {
2510 return toStrRef("R");
2511 }
2512};
2513
2518{
2520 enum { TemplateId = 347 };
2521
2526 <
2528 >
2529 {
2531 typedef
2533 <
2535 >
2537
2540 {
2541 }
2542
2546 const void* data,
2547 EncodedLength length,
2549 : Base(data, length, version)
2550 {
2551 if (length < blockLength(version))
2553 }
2554
2557 {
2558 const BlockLength offset = 0;
2559
2560 return ordinary<UInt8>(offset);
2561 }
2562
2565 bool instAttribValue(StrRef& value) const
2566 {
2567 const BlockLength offset = 1;
2568 const BlockLength length = 100;
2569
2570 return fixedStr<length>(value, offset);
2571 }
2572
2577 {
2578 return 101;
2579 }
2580
2583 static const Char* className()
2584 {
2585 return "InstrumentDefinitionIndices347.InstAttribEntry";
2586 }
2587 };
2588
2590 typedef
2593
2598 <
2600 >
2601 {
2603 typedef
2605 <
2607 >
2609
2612 {
2613 }
2614
2618 const void* data,
2619 EncodedLength length,
2621 : Base(data, length, version)
2622 {
2623 if (length < blockLength(version))
2625 }
2626
2629 {
2630 const BlockLength offset = 0;
2631
2632 return enumeration<EventTypeIndices>(offset);
2633 }
2634
2637 {
2638 const BlockLength offset = 1;
2639
2640 return ordinary<UInt64>(offset);
2641 }
2642
2647 {
2648 return 9;
2649 }
2650
2653 static const Char* className()
2654 {
2655 return "InstrumentDefinitionIndices347.EventsEntry";
2656 }
2657 };
2658
2660 typedef
2663
2668
2671 const void* data,
2672 EncodedLength length)
2673 : BinaryMessage(data, length)
2674 {
2675 assert(TemplateId == templateId());
2676
2677 if (length < blockLength(version()))
2679 }
2680
2682 bool symbol(StrRef& value) const
2683 {
2684 const BlockLength offset = 0;
2685 const BlockLength length = 50;
2686
2687 return fixedStr<length>(value, offset);
2688 }
2689
2693 {
2694 const BlockLength offset = 50;
2695
2696 return ordinary<Int8>(offset);
2697 }
2698
2701 {
2702 const BlockLength offset = 51;
2703 const BlockLength length = 4;
2704
2705 return fixedStr<length>(offset);
2706 }
2707
2710 {
2711 const BlockLength offset = 55;
2712 const BlockLength length = 3;
2713
2714 return fixedStr<length>(offset);
2715 }
2716
2721 {
2722 const BlockLength offset = 58;
2723
2724 return enumeration<SecurityUpdateAction>(offset);
2725 }
2726
2728 bool feedType(StrRef& value) const
2729 {
2730 const BlockLength offset = 59;
2731 const BlockLength length = 2;
2732
2733 return fixedStr<length>(value, offset);
2734 }
2735
2738 bool applId(UInt16& value) const
2739 {
2740 typedef NullUInt16 Null;
2741
2742 const BlockLength offset = 61;
2743
2744 return ordinary(value, offset, Null());
2745 }
2746
2749 {
2750 return
2751 groups().
2752 head<InstAttrib>();
2753 }
2754
2757 {
2758 return
2759 groups().
2760 tail<InstAttrib>().
2761 head<Events>();
2762 }
2763
2767 {
2768 return 63;
2769 }
2770
2773 static const Char* className()
2774 {
2775 return "InstrumentDefinitionIndices347";
2776 }
2777
2781 {
2782 return toStrRef("d");
2783 }
2784};
2785
2790{
2792 enum { TemplateId = 348 };
2793
2798 <
2800 >
2801 {
2803 typedef
2805 <
2807 >
2809
2812 {
2813 }
2814
2818 const void* data,
2819 EncodedLength length,
2821 : Base(data, length, version)
2822 {
2823 if (length < blockLength(version))
2825 }
2826
2829 {
2830 return UpdateActionNew();
2831 }
2832
2835 {
2836 const BlockLength offset = 0;
2837
2838 return enumeration<EntryTypeIndices>(offset);
2839 }
2840
2843 {
2844 const BlockLength offset = 1;
2845
2846 return ordinary<UInt32>(offset);
2847 }
2848
2851 {
2852 const BlockLength offset = 5;
2853
2854 return decimal<Decimal64>(offset);
2855 }
2856
2858 bool entrySize(UInt64& value) const
2859 {
2860 typedef NullUInt64 Null;
2861
2862 const BlockLength offset = 14;
2863
2864 return ordinary(value, offset, Null());
2865 }
2866
2868 bool symbol(StrRef& value) const
2869 {
2870 const BlockLength offset = 22;
2871 const BlockLength length = 50;
2872
2873 return fixedStr<length>(value, offset);
2874 }
2875
2877 bool openCloseSettlFlag(Int8& value) const
2878 {
2879 typedef NullInt8 Null;
2880
2881 const BlockLength offset = 72;
2882
2883 return ordinary(value, offset, Null());
2884 }
2885
2887 bool yieldType(StrRef& value) const
2888 {
2889 const BlockLength offset = 73;
2890 const BlockLength length = 8;
2891
2892 return fixedStr<length>(value, offset);
2893 }
2894
2898 {
2899 const BlockLength offset = 81;
2900
2901 return decimal<Decimal64>(offset);
2902 }
2903
2906 {
2907 const BlockLength offset = 90;
2908
2909 return decimal<Decimal64>(offset);
2910 }
2911
2914 {
2915 const BlockLength offset = 99;
2916
2917 return decimal<Decimal64>(offset);
2918 }
2919
2922 {
2923 const BlockLength offset = 108;
2924
2925 return decimal<Decimal64>(offset);
2926 }
2927
2929 bool entryCode(EntryCode::Enum& value) const
2930 {
2931 typedef NullUInt8 Null;
2932
2933 const BlockLength offset = 117;
2934
2935 return enumeration<EntryCode>(value, offset, Null());
2936 }
2937
2939 bool entryDate(Int32& value) const
2940 {
2941 typedef NullInt32 Null;
2942
2943 const BlockLength offset = 118;
2944
2945 return ordinary(value, offset, Null());
2946 }
2947
2949 bool entryTime(Int32& value) const
2950 {
2951 typedef NullInt32 Null;
2952
2953 const BlockLength offset = 122;
2954
2955 return ordinary(value, offset, Null());
2956 }
2957
2959 bool referenceId(StrRef& value) const
2960 {
2961 const BlockLength offset = 126;
2962 const BlockLength length = 50;
2963
2964 return fixedStr<length>(value, offset);
2965 }
2966
2971 {
2972 return 176;
2973 }
2974
2977 static const Char* className()
2978 {
2979 return "IncrementalRefreshIndices348.Entry";
2980 }
2981 };
2982
2984 typedef
2987
2992
2995 const void* data,
2996 EncodedLength length)
2997 : BinaryMessage(data, length)
2998 {
2999 assert(TemplateId == templateId());
3000
3001 if (length < blockLength(version()))
3003 }
3004
3008 {
3009 const BlockLength offset = 0;
3010
3011 return ordinary<Timestamp>(offset);
3012 }
3013
3015 bool feedType(StrRef& value) const
3016 {
3017 const BlockLength offset = 8;
3018 const BlockLength length = 2;
3019
3020 return fixedStr<length>(value, offset);
3021 }
3022
3026 {
3027 const BlockLength offset = 10;
3028
3029 return ordinary<MatchEventIndicator>(offset);
3030 }
3031
3034 bool batchTotalMessages(UInt16& value) const
3035 {
3036 typedef NullUInt16 Null;
3037
3038 const BlockLength offset = 11;
3039
3040 return ordinary(value, offset, Null());
3041 }
3042
3045 {
3046 return
3047 groups().
3048 head<Entries>();
3049 }
3050
3054 {
3055 return 13;
3056 }
3057
3060 static const Char* className()
3061 {
3062 return "IncrementalRefreshIndices348";
3063 }
3064
3068 {
3069 return toStrRef("X");
3070 }
3071};
3072
3077{
3079 enum { TemplateId = 349 };
3080
3085 <
3087 >
3088 {
3090 typedef
3092 <
3094 >
3096
3099 {
3100 }
3101
3105 const void* data,
3106 EncodedLength length,
3108 : Base(data, length, version)
3109 {
3110 if (length < blockLength(version))
3112 }
3113
3118 <
3120 >
3121 {
3123 typedef
3125 <
3127 >
3129
3132 {
3133 }
3134
3138 const void* data,
3139 EncodedLength length,
3141 : Base(data, length, version)
3142 {
3143 if (length < blockLength(version))
3145 }
3146
3148 bool underlyingSymbol(StrRef& value) const
3149 {
3150 const BlockLength offset = 0;
3151 const BlockLength length = 50;
3152
3153 return fixedStr<length>(value, offset);
3154 }
3155
3158 {
3159 typedef NullMaturityMonthYear Null;
3160
3161 const BlockLength offset = 50;
3162
3163 return ordinary(value, offset, Null());
3164 }
3165
3168 {
3169 const BlockLength offset = 55;
3170 const BlockLength length = 9;
3171
3172 return fixedStr<length>(value, offset);
3173 }
3174
3177 {
3178 const BlockLength offset = 64;
3179 const BlockLength length = 4;
3180
3181 return fixedStr<length>(value, offset);
3182 }
3183
3188 {
3189 return 68;
3190 }
3191
3194 static const Char* className()
3195 {
3196 return "Entries.UnderlyingsEntry";
3197 }
3198 };
3199
3201 typedef
3204
3209 <
3211 >
3212 {
3214 typedef
3216 <
3218 >
3220
3223 {
3224 }
3225
3229 const void* data,
3230 EncodedLength length,
3232 : Base(data, length, version)
3233 {
3234 if (length < blockLength(version))
3236 }
3237
3239 bool partyId(StrRef& value) const
3240 {
3241 const BlockLength offset = 0;
3242 const BlockLength length = 50;
3243
3244 return fixedStr<length>(value, offset);
3245 }
3246
3248 bool partyRole(StrRef& value) const
3249 {
3250 const BlockLength offset = 50;
3251 const BlockLength length = 2;
3252
3253 return fixedStr<length>(value, offset);
3254 }
3255
3260 {
3261 return 52;
3262 }
3263
3266 static const Char* className()
3267 {
3268 return "Entries.PartyIDsEntry";
3269 }
3270 };
3271
3273 typedef
3276
3281 <
3283 >
3284 {
3286 typedef
3288 <
3290 >
3292
3295 {
3296 }
3297
3301 const void* data,
3302 EncodedLength length,
3304 : Base(data, length, version)
3305 {
3306 if (length < blockLength(version))
3308 }
3309
3314 bool legSymbol(StrRef& value) const
3315 {
3316 const BlockLength offset = 0;
3317 const BlockLength length = 50;
3318
3319 return fixedStr<length>(value, offset);
3320 }
3321
3323 bool legSecurityId(UInt64& value) const
3324 {
3325 typedef NullUInt64 Null;
3326
3327 const BlockLength offset = 50;
3328
3329 return ordinary(value, offset, Null());
3330 }
3331
3338
3341 bool legSecurityGroup(StrRef& value) const
3342 {
3343 const BlockLength offset = 58;
3344 const BlockLength length = 12;
3345
3346 return fixedStr<length>(value, offset);
3347 }
3348
3351 bool legId(StrRef& value) const
3352 {
3353 const BlockLength offset = 70;
3354 const BlockLength length = 17;
3355
3356 return fixedStr<length>(value, offset);
3357 }
3358
3360 bool legSecurityType(StrRef& value) const
3361 {
3362 const BlockLength offset = 87;
3363 const BlockLength length = 9;
3364
3365 return fixedStr<length>(value, offset);
3366 }
3367
3371 {
3372 typedef NullMaturityMonthYear Null;
3373
3374 const BlockLength offset = 96;
3375
3376 return ordinary(value, offset, Null());
3377 }
3378
3381 bool legMaturityDate(Timestamp& value) const
3382 {
3383 typedef NullLocalMktDate Null;
3384 typedef LocalMktDate FieldValue;
3385
3386 const BlockLength offset = 101;
3387
3388 FieldValue fieldValue;
3389
3390 if (ordinary(fieldValue, offset, Null()))
3391 {
3392 value = localMktDateToTimestamp(fieldValue);
3393 return true;
3394 }
3395 return false;
3396 }
3397
3399 bool legStrikePrice(Decimal& value) const
3400 {
3401 typedef NullPRICENULL Null;
3402
3403 const BlockLength offset = 103;
3404
3405 return decimal(value, offset, Null());
3406 }
3407
3410 bool legUnitOfMeasure(StrRef& value) const
3411 {
3412 const BlockLength offset = 111;
3413 const BlockLength length = 5;
3414
3415 return fixedStr<length>(value, offset);
3416 }
3417
3420 bool legUnitOfMeasureQty(Decimal& value) const
3421 {
3422 typedef NullPRICENULL Null;
3423
3424 const BlockLength offset = 116;
3425
3426 return decimal(value, offset, Null());
3427 }
3428
3431 bool legSecurityExchange(StrRef& value) const
3432 {
3433 const BlockLength offset = 124;
3434 const BlockLength length = 4;
3435
3436 return fixedStr<length>(value, offset);
3437 }
3438
3441 bool legRatioQty(UInt16& value) const
3442 {
3443 typedef NullUInt16 Null;
3444
3445 const BlockLength offset = 128;
3446
3447 return ordinary(value, offset, Null());
3448 }
3449
3451 bool legSide(UInt8& value) const
3452 {
3453 typedef NullUInt8 Null;
3454
3455 const BlockLength offset = 130;
3456
3457 return ordinary(value, offset, Null());
3458 }
3459
3462 bool legPutOrCall(UInt8& value) const
3463 {
3464 typedef NullUInt8 Null;
3465
3466 const BlockLength offset = 131;
3467
3468 return ordinary(value, offset, Null());
3469 }
3470
3474 {
3475 const BlockLength offset = 132;
3476 const BlockLength length = 3;
3477
3478 return fixedStr<length>(value, offset);
3479 }
3480
3485 {
3486 return 135;
3487 }
3488
3491 static const Char* className()
3492 {
3493 return "Entries.LegsEntry";
3494 }
3495 };
3496
3498 typedef
3501
3504 {
3505 const BlockLength offset = 0;
3506
3507 return enumeration<UpdateAction>(offset);
3508 }
3509
3512 {
3513 return EntryTypeTrade();
3514 }
3515
3517 bool securityId(UInt64& value) const
3518 {
3519 typedef NullUInt64 Null;
3520
3521 const BlockLength offset = 1;
3522
3523 return ordinary(value, offset, Null());
3524 }
3525
3529 {
3530 const BlockLength offset = 9;
3531
3532 return ordinary<UInt32>(offset);
3533 }
3534
3536 bool entryPx(Decimal& value) const
3537 {
3538 typedef NullPRICENULL Null;
3539
3540 const BlockLength offset = 13;
3541
3542 return decimal(value, offset, Null());
3543 }
3544
3547 {
3548 const BlockLength offset = 21;
3549
3550 return decimal<Decimal64>(offset);
3551 }
3552
3555 bool numberOfOrders(Int32& value) const
3556 {
3557 typedef NullInt32 Null;
3558
3559 const BlockLength offset = 30;
3560
3561 return ordinary(value, offset, Null());
3562 }
3563
3566 {
3567 const BlockLength offset = 34;
3568
3569 return ordinary<Int32>(offset);
3570 }
3571
3574 bool
3576 AggressorSide::Enum& value) const
3577 {
3578 typedef NullUInt8 Null;
3579
3580 const BlockLength offset = 38;
3581
3582 return enumeration<AggressorSide>(value, offset, Null());
3583 }
3584
3586 bool symbol(StrRef& value) const
3587 {
3588 const BlockLength offset = 39;
3589 const BlockLength length = 50;
3590
3591 return fixedStr<length>(value, offset);
3592 }
3593
3595 bool securityGroup(StrRef& value) const
3596 {
3597 const BlockLength offset = 89;
3598 const BlockLength length = 12;
3599
3600 return fixedStr<length>(value, offset);
3601 }
3602
3604 bool securityType(StrRef& value) const
3605 {
3606 const BlockLength offset = 101;
3607 const BlockLength length = 9;
3608
3609 return fixedStr<length>(value, offset);
3610 }
3611
3613 bool securitySubType(StrRef& value) const
3614 {
3615 const BlockLength offset = 110;
3616 const BlockLength length = 2;
3617
3618 return fixedStr<length>(value, offset);
3619 }
3620
3625 {
3626 typedef NullMaturityMonthYear Null;
3627
3628 const BlockLength offset = 112;
3629
3630 return ordinary(value, offset, Null());
3631 }
3632
3634 bool securityExchange(StrRef& value) const
3635 {
3636 const BlockLength offset = 117;
3637 const BlockLength length = 4;
3638
3639 return fixedStr<length>(value, offset);
3640 }
3641
3643 bool maturityDate(Timestamp& value) const
3644 {
3645 typedef NullLocalMktDate Null;
3646 typedef LocalMktDate FieldValue;
3647
3648 const BlockLength offset = 121;
3649
3650 FieldValue fieldValue;
3651
3652 if (ordinary(fieldValue, offset, Null()))
3653 {
3654 value = localMktDateToTimestamp(fieldValue);
3655 return true;
3656 }
3657 return false;
3658 }
3659
3661 bool unitOfMeasure(StrRef& value) const
3662 {
3663 const BlockLength offset = 123;
3664 const BlockLength length = 5;
3665
3666 return fixedStr<length>(value, offset);
3667 }
3668
3672 {
3673 const BlockLength offset = 128;
3674 const BlockLength length = 3;
3675
3676 return fixedStr<length>(value, offset);
3677 }
3678
3682 bool unitOfMeasureQty(Decimal& value) const
3683 {
3684 typedef NullPRICENULL Null;
3685
3686 const BlockLength offset = 131;
3687
3688 return decimal(value, offset, Null());
3689 }
3690
3694 bool couponRate(Decimal& value) const
3695 {
3696 typedef NullDecimal32 Null;
3697
3698 const BlockLength offset = 139;
3699
3700 return decimal(value, offset, Null());
3701 }
3702
3704 bool priceType(UInt16& value) const
3705 {
3706 typedef NullUInt16 Null;
3707
3708 const BlockLength offset = 143;
3709
3710 return ordinary(value, offset, Null());
3711 }
3712
3714 bool trdType(UInt8& value) const
3715 {
3716 typedef NullUInt8 Null;
3717
3718 const BlockLength offset = 145;
3719
3720 return ordinary(value, offset, Null());
3721 }
3722
3725 bool entryId(StrRef& value) const
3726 {
3727 const BlockLength offset = 146;
3728 const BlockLength length = 26;
3729
3730 return fixedStr<length>(value, offset);
3731 }
3732
3734 bool putOrCall(UInt8& value) const
3735 {
3736 typedef NullUInt8 Null;
3737
3738 const BlockLength offset = 172;
3739
3740 return ordinary(value, offset, Null());
3741 }
3742
3744 bool strikePrice(Decimal& value) const
3745 {
3746 typedef NullPRICENULL Null;
3747
3748 const BlockLength offset = 173;
3749
3750 return decimal(value, offset, Null());
3751 }
3752
3755 bool restructuringType(StrRef& value) const
3756 {
3757 const BlockLength offset = 181;
3758 const BlockLength length = 2;
3759
3760 return fixedStr<length>(value, offset);
3761 }
3762
3765 bool seniority(StrRef& value) const
3766 {
3767 const BlockLength offset = 183;
3768 const BlockLength length = 2;
3769
3770 return fixedStr<length>(value, offset);
3771 }
3772
3774 bool referenceId(StrRef& value) const
3775 {
3776 const BlockLength offset = 185;
3777 const BlockLength length = 100;
3778
3779 return fixedStr<length>(value, offset);
3780 }
3781
3785 bool strategyLinkId(StrRef& value) const
3786 {
3787 const BlockLength offset = 285;
3788 const BlockLength length = 26;
3789
3790 return fixedStr<length>(value, offset);
3791 }
3792
3795 bool legRefId(StrRef& value) const
3796 {
3797 const BlockLength offset = 311;
3798 const BlockLength length = 17;
3799
3800 return fixedStr<length>(value, offset);
3801 }
3802
3805 {
3806 return
3807 groups().
3808 head<Underlyings>();
3809 }
3810
3813 {
3814 return
3815 groups().
3816 tail<Underlyings>().
3817 head<PartyIDs>();
3818 }
3819
3821 Legs legs() const
3822 {
3823 return
3824 groups().
3825 tail<Underlyings>().
3826 tail<PartyIDs>().
3827 head<Legs>();
3828 }
3829
3834 {
3835 return 328;
3836 }
3837
3840 {
3841 const void* body = legs().end().get().body();
3842 return Entry(
3843 body,
3844 blockLength(version()),
3845 version());
3846 }
3847
3850 static const Char* className()
3851 {
3852 return "IncrementalRefreshTradeBlocks349.Entry";
3853 }
3854 };
3855
3857 typedef
3860
3865
3868 const void* data,
3869 EncodedLength length)
3870 : BinaryMessage(data, length)
3871 {
3872 assert(TemplateId == templateId());
3873
3874 if (length < blockLength(version()))
3876 }
3877
3881 bool transactTime(Timestamp& value) const
3882 {
3883 typedef NullUInt64 Null;
3884
3885 const BlockLength offset = 0;
3886
3887 return ordinary(value, offset, Null());
3888 }
3889
3893 {
3894 const BlockLength offset = 8;
3895
3896 return ordinary<MatchEventIndicator>(offset);
3897 }
3898
3902 {
3903 const BlockLength offset = 9;
3904
3905 return ordinary<UInt16>(offset);
3906 }
3907
3912 bool tradeDate(Timestamp& value) const
3913 {
3914 typedef NullLocalMktDate Null;
3915 typedef LocalMktDate FieldValue;
3916
3917 const BlockLength offset = 11;
3918
3919 FieldValue fieldValue;
3920
3921 if (ordinary(fieldValue, offset, Null()))
3922 {
3923 value = localMktDateToTimestamp(fieldValue);
3924 return true;
3925 }
3926 return false;
3927 }
3928
3931 {
3932 return
3933 groups().
3934 head<Entries>();
3935 }
3936
3940 {
3941 return 13;
3942 }
3943
3946 static const Char* className()
3947 {
3948 return "IncrementalRefreshTradeBlocks349";
3949 }
3950
3954 {
3955 return toStrRef("X");
3956 }
3957};
3958
3963{
3965 enum { TemplateId = 351 };
3966
3971 <
3973 >
3974 {
3976 typedef
3978 <
3980 >
3982
3985 {
3986 }
3987
3991 const void* data,
3992 EncodedLength length,
3994 : Base(data, length, version)
3995 {
3996 if (length < blockLength(version))
3998 }
3999
4004 <
4006 >
4007 {
4009 typedef
4011 <
4013 >
4015
4018 {
4019 }
4020
4024 const void* data,
4025 EncodedLength length,
4027 : Base(data, length, version)
4028 {
4029 if (length < blockLength(version))
4031 }
4032
4034 bool securityAltId(StrRef& value) const
4035 {
4036 const BlockLength offset = 0;
4037 const BlockLength length = 26;
4038
4039 return fixedStr<length>(value, offset);
4040 }
4041
4045 {
4046 const BlockLength offset = 26;
4047 const BlockLength length = 1;
4048
4049 return fixedStr<length>(offset);
4050 }
4051
4056 {
4057 return 27;
4058 }
4059
4062 static const Char* className()
4063 {
4064 return "Entries.SecurityAltIDEntry";
4065 }
4066 };
4067
4069 typedef
4072
4077 <
4079 >
4080 {
4082 typedef
4084 <
4086 >
4088
4091 {
4092 }
4093
4097 const void* data,
4098 EncodedLength length,
4100 : Base(data, length, version)
4101 {
4102 if (length < blockLength(version))
4104 }
4105
4108 {
4109 const BlockLength offset = 0;
4110
4111 return ordinary<UInt8>(offset);
4112 }
4113
4115 bool eventTime(UInt64& value) const
4116 {
4117 typedef NullUInt64 Null;
4118
4119 const BlockLength offset = 1;
4120
4121 return ordinary(value, offset, Null());
4122 }
4123
4128 {
4129 return 9;
4130 }
4131
4134 static const Char* className()
4135 {
4136 return "Entries.EventsEntry";
4137 }
4138 };
4139
4141 typedef
4144
4147 {
4148 const BlockLength offset = 0;
4149
4150 return ordinary<CHAR>(offset);
4151 }
4152
4155 {
4156 const BlockLength offset = 1;
4157
4158 return ordinary<CHAR>(offset);
4159 }
4160
4164 {
4165 const BlockLength offset = 2;
4166
4167 return ordinary<UInt32>(offset);
4168 }
4169
4172 {
4173 const BlockLength offset = 6;
4174
4175 return decimal<Decimal64>(offset);
4176 }
4177
4179 bool entrySize(UInt64& value) const
4180 {
4181 typedef NullUInt64 Null;
4182
4183 const BlockLength offset = 15;
4184
4185 return ordinary(value, offset, Null());
4186 }
4187
4192 {
4193 const BlockLength offset = 23;
4194
4195 return decimal<Decimal64>(offset);
4196 }
4197
4199 bool entryPositionNo(Int32& value) const
4200 {
4201 typedef NullInt32 Null;
4202
4203 const BlockLength offset = 32;
4204
4205 return ordinary(value, offset, Null());
4206 }
4207
4210 bool numberOfOrders(Int32& value) const
4211 {
4212 typedef NullInt32 Null;
4213
4214 const BlockLength offset = 36;
4215
4216 return ordinary(value, offset, Null());
4217 }
4218
4222 {
4223 const BlockLength offset = 40;
4224
4225 return ordinary<Int32>(offset);
4226 }
4227
4230 bool
4232 AggressorSide::Enum& value) const
4233 {
4234 typedef NullUInt8 Null;
4235
4236 const BlockLength offset = 44;
4237
4238 return enumeration<AggressorSide>(value, offset, Null());
4239 }
4240
4242 bool symbol(StrRef& value) const
4243 {
4244 const BlockLength offset = 45;
4245 const BlockLength length = 50;
4246
4247 return fixedStr<length>(value, offset);
4248 }
4249
4251 bool securityGroup(StrRef& value) const
4252 {
4253 const BlockLength offset = 95;
4254 const BlockLength length = 26;
4255
4256 return fixedStr<length>(value, offset);
4257 }
4258
4260 bool securityType(StrRef& value) const
4261 {
4262 const BlockLength offset = 121;
4263 const BlockLength length = 9;
4264
4265 return fixedStr<length>(value, offset);
4266 }
4267
4270 {
4271 const BlockLength offset = 130;
4272 const BlockLength length = 4;
4273
4274 return fixedStr<length>(offset);
4275 }
4276
4279 bool product(UInt8& value) const
4280 {
4281 typedef NullUInt8 Null;
4282
4283 const BlockLength offset = 134;
4284
4285 return ordinary(value, offset, Null());
4286 }
4287
4289 bool maturityDate(Timestamp& value) const
4290 {
4291 typedef NullLocalMktDate Null;
4292 typedef LocalMktDate FieldValue;
4293
4294 const BlockLength offset = 135;
4295
4296 FieldValue fieldValue;
4297
4298 if (ordinary(fieldValue, offset, Null()))
4299 {
4300 value = localMktDateToTimestamp(fieldValue);
4301 return true;
4302 }
4303 return false;
4304 }
4305
4307 bool referenceId(StrRef& value) const
4308 {
4309 const BlockLength offset = 137;
4310 const BlockLength length = 50;
4311
4312 return fixedStr<length>(value, offset);
4313 }
4314
4317 {
4318 return
4319 groups().
4320 head<SecurityAltID>();
4321 }
4322
4325 {
4326 return
4327 groups().
4328 tail<SecurityAltID>().
4329 head<Events>();
4330 }
4331
4336 {
4337 return 187;
4338 }
4339
4342 {
4343 const void* body = events().end().get().body();
4344 return Entry(
4345 body,
4346 blockLength(version()),
4347 version());
4348 }
4349
4352 static const Char* className()
4353 {
4354 return "IncrementalRefreshEris351.Entry";
4355 }
4356 };
4357
4359 typedef
4362
4367
4370 const void* data,
4371 EncodedLength length)
4372 : BinaryMessage(data, length)
4373 {
4374 assert(TemplateId == templateId());
4375
4376 if (length < blockLength(version()))
4378 }
4379
4383 {
4384 const BlockLength offset = 0;
4385
4386 return ordinary<Timestamp>(offset);
4387 }
4388
4392 {
4393 const BlockLength offset = 8;
4394
4395 return ordinary<MatchEventIndicator>(offset);
4396 }
4397
4400 bool batchTotalMessages(UInt16& value) const
4401 {
4402 typedef NullUInt16 Null;
4403
4404 const BlockLength offset = 9;
4405
4406 return ordinary(value, offset, Null());
4407 }
4408
4411 {
4412 return
4413 groups().
4414 head<Entries>();
4415 }
4416
4420 {
4421 return 11;
4422 }
4423
4426 static const Char* className()
4427 {
4428 return "IncrementalRefreshEris351";
4429 }
4430
4434 {
4435 return toStrRef("X");
4436 }
4437};
4438
4443{
4445 enum { TemplateId = 353 };
4446
4451 <
4453 >
4454 {
4456 typedef
4458 <
4460 >
4462
4465 {
4466 }
4467
4471 const void* data,
4472 EncodedLength length,
4474 : Base(data, length, version)
4475 {
4476 if (length < blockLength(version))
4478 }
4479
4484 <
4486 >
4487 {
4489 typedef
4491 <
4493 >
4495
4498 {
4499 }
4500
4504 const void* data,
4505 EncodedLength length,
4507 : Base(data, length, version)
4508 {
4509 if (length < blockLength(version))
4511 }
4512
4514 bool securityAltId(StrRef& value) const
4515 {
4516 const BlockLength offset = 0;
4517 const BlockLength length = 26;
4518
4519 return fixedStr<length>(value, offset);
4520 }
4521
4525 {
4526 const BlockLength offset = 26;
4527 const BlockLength length = 1;
4528
4529 return fixedStr<length>(offset);
4530 }
4531
4536 {
4537 return 27;
4538 }
4539
4542 static const Char* className()
4543 {
4544 return "Entries.SecurityAltIDEntry";
4545 }
4546 };
4547
4549 typedef
4552
4557 <
4559 >
4560 {
4562 typedef
4564 <
4566 >
4568
4571 {
4572 }
4573
4577 const void* data,
4578 EncodedLength length,
4580 : Base(data, length, version)
4581 {
4582 if (length < blockLength(version))
4584 }
4585
4588 {
4589 const BlockLength offset = 0;
4590
4591 return ordinary<UInt8>(offset);
4592 }
4593
4595 bool eventTime(UInt64& value) const
4596 {
4597 typedef NullUInt64 Null;
4598
4599 const BlockLength offset = 1;
4600
4601 return ordinary(value, offset, Null());
4602 }
4603
4608 {
4609 return 9;
4610 }
4611
4614 static const Char* className()
4615 {
4616 return "Entries.EventsEntry";
4617 }
4618 };
4619
4621 typedef
4624
4627 {
4628 const BlockLength offset = 0;
4629
4630 return ordinary<CHAR>(offset);
4631 }
4632
4635 {
4636 const BlockLength offset = 1;
4637
4638 return ordinary<CHAR>(offset);
4639 }
4640
4644 {
4645 const BlockLength offset = 2;
4646
4647 return ordinary<UInt32>(offset);
4648 }
4649
4652 {
4653 const BlockLength offset = 6;
4654
4655 return decimal<Decimal64>(offset);
4656 }
4657
4659 bool entrySize(UInt64& value) const
4660 {
4661 typedef NullUInt64 Null;
4662
4663 const BlockLength offset = 15;
4664
4665 return ordinary(value, offset, Null());
4666 }
4667
4672 {
4673 const BlockLength offset = 23;
4674
4675 return decimal<Decimal64>(offset);
4676 }
4677
4679 bool entryPositionNo(Int32& value) const
4680 {
4681 typedef NullInt32 Null;
4682
4683 const BlockLength offset = 32;
4684
4685 return ordinary(value, offset, Null());
4686 }
4687
4690 bool numberOfOrders(Int32& value) const
4691 {
4692 typedef NullInt32 Null;
4693
4694 const BlockLength offset = 36;
4695
4696 return ordinary(value, offset, Null());
4697 }
4698
4702 {
4703 const BlockLength offset = 40;
4704
4705 return ordinary<Int32>(offset);
4706 }
4707
4710 bool
4712 AggressorSide::Enum& value) const
4713 {
4714 typedef NullUInt8 Null;
4715
4716 const BlockLength offset = 44;
4717
4718 return enumeration<AggressorSide>(value, offset, Null());
4719 }
4720
4722 bool symbol(StrRef& value) const
4723 {
4724 const BlockLength offset = 45;
4725 const BlockLength length = 50;
4726
4727 return fixedStr<length>(value, offset);
4728 }
4729
4731 bool securityGroup(StrRef& value) const
4732 {
4733 const BlockLength offset = 95;
4734 const BlockLength length = 26;
4735
4736 return fixedStr<length>(value, offset);
4737 }
4738
4740 bool securityType(StrRef& value) const
4741 {
4742 const BlockLength offset = 121;
4743 const BlockLength length = 9;
4744
4745 return fixedStr<length>(value, offset);
4746 }
4747
4750 {
4751 const BlockLength offset = 130;
4752 const BlockLength length = 4;
4753
4754 return fixedStr<length>(offset);
4755 }
4756
4759 bool product(UInt8& value) const
4760 {
4761 typedef NullUInt8 Null;
4762
4763 const BlockLength offset = 134;
4764
4765 return ordinary(value, offset, Null());
4766 }
4767
4769 bool maturityDate(Timestamp& value) const
4770 {
4771 typedef NullLocalMktDate Null;
4772 typedef LocalMktDate FieldValue;
4773
4774 const BlockLength offset = 135;
4775
4776 FieldValue fieldValue;
4777
4778 if (ordinary(fieldValue, offset, Null()))
4779 {
4780 value = localMktDateToTimestamp(fieldValue);
4781 return true;
4782 }
4783 return false;
4784 }
4785
4787 bool referenceId(StrRef& value) const
4788 {
4789 const BlockLength offset = 137;
4790 const BlockLength length = 50;
4791
4792 return fixedStr<length>(value, offset);
4793 }
4794
4796 bool quoteType(UInt8& value) const
4797 {
4798 typedef NullUInt8 Null;
4799
4800 const BlockLength offset = 187;
4801
4802 return ordinary(value, offset, Null());
4803 }
4804
4807 {
4808 return
4809 groups().
4810 head<SecurityAltID>();
4811 }
4812
4815 {
4816 return
4817 groups().
4818 tail<SecurityAltID>().
4819 head<Events>();
4820 }
4821
4826 {
4827 return 188;
4828 }
4829
4832 {
4833 const void* body = events().end().get().body();
4834 return Entry(
4835 body,
4836 blockLength(version()),
4837 version());
4838 }
4839
4842 static const Char* className()
4843 {
4844 return "IncrementalRefreshEris353.Entry";
4845 }
4846 };
4847
4849 typedef
4852
4857
4860 const void* data,
4861 EncodedLength length)
4862 : BinaryMessage(data, length)
4863 {
4864 assert(TemplateId == templateId());
4865
4866 if (length < blockLength(version()))
4868 }
4869
4873 {
4874 const BlockLength offset = 0;
4875
4876 return ordinary<Timestamp>(offset);
4877 }
4878
4882 {
4883 const BlockLength offset = 8;
4884
4885 return ordinary<MatchEventIndicator>(offset);
4886 }
4887
4890 bool batchTotalMessages(UInt16& value) const
4891 {
4892 typedef NullUInt16 Null;
4893
4894 const BlockLength offset = 9;
4895
4896 return ordinary(value, offset, Null());
4897 }
4898
4901 {
4902 return
4903 groups().
4904 head<Entries>();
4905 }
4906
4910 {
4911 return 11;
4912 }
4913
4916 static const Char* className()
4917 {
4918 return "IncrementalRefreshEris353";
4919 }
4920
4924 {
4925 return toStrRef("X");
4926 }
4927};
4928
4933{
4935 enum { TemplateId = 356 };
4936
4941 <
4943 >
4944 {
4946 typedef
4948 <
4950 >
4952
4955 {
4956 }
4957
4961 const void* data,
4962 EncodedLength length,
4964 : Base(data, length, version)
4965 {
4966 if (length < blockLength(version))
4968 }
4969
4974 <
4976 >
4977 {
4979 typedef
4981 <
4983 >
4985
4988 {
4989 }
4990
4994 const void* data,
4995 EncodedLength length,
4997 : Base(data, length, version)
4998 {
4999 if (length < blockLength(version))
5001 }
5002
5004 bool underlyingSymbol(StrRef& value) const
5005 {
5006 const BlockLength offset = 0;
5007 const BlockLength length = 50;
5008
5009 return fixedStr<length>(value, offset);
5010 }
5011
5014 {
5015 typedef NullMaturityMonthYear Null;
5016
5017 const BlockLength offset = 50;
5018
5019 return ordinary(value, offset, Null());
5020 }
5021
5024 {
5025 const BlockLength offset = 55;
5026 const BlockLength length = 9;
5027
5028 return fixedStr<length>(value, offset);
5029 }
5030
5034 {
5035 const BlockLength offset = 64;
5036 const BlockLength length = 4;
5037
5038 return fixedStr<length>(offset);
5039 }
5040
5045 {
5046 return 68;
5047 }
5048
5051 static const Char* className()
5052 {
5053 return "Entries.UnderlyingsEntry";
5054 }
5055 };
5056
5058 typedef
5061
5066 <
5068 >
5069 {
5071 typedef
5073 <
5075 >
5077
5080 {
5081 }
5082
5086 const void* data,
5087 EncodedLength length,
5089 : Base(data, length, version)
5090 {
5091 if (length < blockLength(version))
5093 }
5094
5096 bool securityAltId(StrRef& value) const
5097 {
5098 const BlockLength offset = 0;
5099 const BlockLength length = 50;
5100
5101 return fixedStr<length>(value, offset);
5102 }
5103
5107 {
5108 const BlockLength offset = 50;
5109 const BlockLength length = 1;
5110
5111 return fixedStr<length>(offset);
5112 }
5113
5118 {
5119 return 51;
5120 }
5121
5124 static const Char* className()
5125 {
5126 return "Entries.SecurityAltIDEntry";
5127 }
5128 };
5129
5131 typedef
5134
5137 {
5138 return UpdateActionNew();
5139 }
5140
5143 {
5144 const BlockLength offset = 0;
5145
5146 return ordinary<CHAR>(offset);
5147 }
5148
5152 {
5153 const BlockLength offset = 1;
5154
5155 return ordinary<UInt32>(offset);
5156 }
5157
5159 bool entryPx(Decimal& value) const
5160 {
5161 typedef NullPRICENULL Null;
5162
5163 const BlockLength offset = 5;
5164
5165 return decimal(value, offset, Null());
5166 }
5167
5170 {
5171 const BlockLength offset = 13;
5172
5173 return decimal<Decimal64>(offset);
5174 }
5175
5177 bool symbol(StrRef& value) const
5178 {
5179 const BlockLength offset = 22;
5180 const BlockLength length = 50;
5181
5182 return fixedStr<length>(value, offset);
5183 }
5184
5186 bool securityGroup(StrRef& value) const
5187 {
5188 const BlockLength offset = 72;
5189 const BlockLength length = 12;
5190
5191 return fixedStr<length>(value, offset);
5192 }
5193
5195 bool securityType(StrRef& value) const
5196 {
5197 const BlockLength offset = 84;
5198 const BlockLength length = 9;
5199
5200 return fixedStr<length>(value, offset);
5201 }
5202
5207 {
5208 typedef NullMaturityMonthYear Null;
5209
5210 const BlockLength offset = 93;
5211
5212 return ordinary(value, offset, Null());
5213 }
5214
5217 {
5218 const BlockLength offset = 98;
5219 const BlockLength length = 4;
5220
5221 return fixedStr<length>(offset);
5222 }
5223
5226 bool product(UInt8& value) const
5227 {
5228 typedef NullUInt8 Null;
5229
5230 const BlockLength offset = 102;
5231
5232 return ordinary(value, offset, Null());
5233 }
5234
5236 bool maturityDate(Timestamp& value) const
5237 {
5238 typedef NullLocalMktDate Null;
5239 typedef LocalMktDate FieldValue;
5240
5241 const BlockLength offset = 103;
5242
5243 FieldValue fieldValue;
5244
5245 if (ordinary(fieldValue, offset, Null()))
5246 {
5247 value = localMktDateToTimestamp(fieldValue);
5248 return true;
5249 }
5250 return false;
5251 }
5252
5256 bool couponRate(Decimal& value) const
5257 {
5258 typedef NullDecimal32 Null;
5259
5260 const BlockLength offset = 105;
5261
5262 return decimal(value, offset, Null());
5263 }
5264
5267 bool restructuringType(StrRef& value) const
5268 {
5269 const BlockLength offset = 109;
5270 const BlockLength length = 2;
5271
5272 return fixedStr<length>(value, offset);
5273 }
5274
5277 bool seniority(StrRef& value) const
5278 {
5279 const BlockLength offset = 111;
5280 const BlockLength length = 2;
5281
5282 return fixedStr<length>(value, offset);
5283 }
5284
5289 {
5290 typedef NullDecimal32 Null;
5291
5292 const BlockLength offset = 113;
5293
5294 return decimal(value, offset, Null());
5295 }
5296
5298 bool putOrCall(UInt8& value) const
5299 {
5300 typedef NullUInt8 Null;
5301
5302 const BlockLength offset = 117;
5303
5304 return ordinary(value, offset, Null());
5305 }
5306
5309 {
5310 const BlockLength offset = 118;
5311
5312 return decimal<Decimal64>(offset);
5313 }
5314
5316 bool unitOfMeasure(StrRef& value) const
5317 {
5318 const BlockLength offset = 127;
5319 const BlockLength length = 5;
5320
5321 return fixedStr<length>(value, offset);
5322 }
5323
5327 {
5328 const BlockLength offset = 132;
5329 const BlockLength length = 3;
5330
5331 return fixedStr<length>(offset);
5332 }
5333
5338 {
5339 const BlockLength offset = 135;
5340
5341 return decimal<Decimal64>(offset);
5342 }
5343
5346 bool entryDate(Int32& value) const
5347 {
5348 typedef NullInt32 Null;
5349
5350 const BlockLength offset = 144;
5351
5352 return ordinary(value, offset, Null());
5353 }
5354
5356 bool openCloseSettlFlag(UInt8& value) const
5357 {
5358 typedef NullUInt8 Null;
5359
5360 const BlockLength offset = 148;
5361
5362 return ordinary(value, offset, Null());
5363 }
5364
5366 bool priceType(UInt16& value) const
5367 {
5368 typedef NullUInt16 Null;
5369
5370 const BlockLength offset = 149;
5371
5372 return ordinary(value, offset, Null());
5373 }
5374
5376 bool settlDate(Timestamp& value) const
5377 {
5378 typedef NullLocalMktDate Null;
5379 typedef LocalMktDate FieldValue;
5380
5381 const BlockLength offset = 151;
5382
5383 FieldValue fieldValue;
5384
5385 if (ordinary(fieldValue, offset, Null()))
5386 {
5387 value = localMktDateToTimestamp(fieldValue);
5388 return true;
5389 }
5390 return false;
5391 }
5392
5395 {
5396 const BlockLength offset = 153;
5397
5398 return ordinary<CHAR>(offset);
5399 }
5400
5403 bool marketSector(StrRef& value) const
5404 {
5405 const BlockLength offset = 154;
5406 const BlockLength length = 26;
5407
5408 return fixedStr<length>(value, offset);
5409 }
5410
5412 bool sectorGroup(StrRef& value) const
5413 {
5414 const BlockLength offset = 180;
5415 const BlockLength length = 2;
5416
5417 return fixedStr<length>(value, offset);
5418 }
5419
5422 bool sectorSubGroup(StrRef& value) const
5423 {
5424 const BlockLength offset = 182;
5425 const BlockLength length = 26;
5426
5427 return fixedStr<length>(value, offset);
5428 }
5429
5431 bool productComplex(StrRef& value) const
5432 {
5433 const BlockLength offset = 208;
5434 const BlockLength length = 26;
5435
5436 return fixedStr<length>(value, offset);
5437 }
5438
5440 bool securitySubType(StrRef& value) const
5441 {
5442 const BlockLength offset = 234;
5443 const BlockLength length = 2;
5444
5445 return fixedStr<length>(value, offset);
5446 }
5447
5449 bool volType(UInt16& value) const
5450 {
5451 typedef NullUInt16 Null;
5452
5453 const BlockLength offset = 236;
5454
5455 return ordinary(value, offset, Null());
5456 }
5457
5459 bool referenceId(StrRef& value) const
5460 {
5461 const BlockLength offset = 238;
5462 const BlockLength length = 100;
5463
5464 return fixedStr<length>(value, offset);
5465 }
5466
5469 {
5470 return
5471 groups().
5472 head<Underlyings>();
5473 }
5474
5477 {
5478 return
5479 groups().
5480 tail<Underlyings>().
5481 head<SecurityAltID>();
5482 }
5483
5488 {
5489 return 338;
5490 }
5491
5494 {
5495 const void* body = securityAltId().end().get().body();
5496 return Entry(
5497 body,
5498 blockLength(version()),
5499 version());
5500 }
5501
5504 static const Char* className()
5505 {
5506 return "IncrementalRefreshOTC356.Entry";
5507 }
5508 };
5509
5511 typedef
5514
5519
5522 const void* data,
5523 EncodedLength length)
5524 : BinaryMessage(data, length)
5525 {
5526 assert(TemplateId == templateId());
5527
5528 if (length < blockLength(version()))
5530 }
5531
5535 {
5536 const BlockLength offset = 0;
5537
5538 return ordinary<Timestamp>(offset);
5539 }
5540
5545 bool tradeDate(Timestamp& value) const
5546 {
5547 typedef NullLocalMktDate Null;
5548 typedef LocalMktDate FieldValue;
5549
5550 const BlockLength offset = 8;
5551
5552 FieldValue fieldValue;
5553
5554 if (ordinary(fieldValue, offset, Null()))
5555 {
5556 value = localMktDateToTimestamp(fieldValue);
5557 return true;
5558 }
5559 return false;
5560 }
5561
5565 {
5566 const BlockLength offset = 10;
5567
5568 return ordinary<MatchEventIndicator>(offset);
5569 }
5570
5573 bool batchTotalMessages(UInt16& value) const
5574 {
5575 typedef NullUInt16 Null;
5576
5577 const BlockLength offset = 11;
5578
5579 return ordinary(value, offset, Null());
5580 }
5581
5584 {
5585 return
5586 groups().
5587 head<Entries>();
5588 }
5589
5593 {
5594 return 13;
5595 }
5596
5599 static const Char* className()
5600 {
5601 return "IncrementalRefreshOTC356";
5602 }
5603
5607 {
5608 return toStrRef("X");
5609 }
5610};
5611
5616{
5618 enum { TemplateId = 363 };
5619
5624 <
5626 >
5627 {
5629 typedef
5631 <
5633 >
5635
5638 {
5639 }
5640
5644 const void* data,
5645 EncodedLength length,
5647 : Base(data, length, version)
5648 {
5649 if (length < blockLength(version))
5651 }
5652
5655 bool feedType(StrRef& value) const
5656 {
5657 const BlockLength offset = 0;
5658 const BlockLength length = 3;
5659
5660 return fixedStr<length>(value, offset);
5661 }
5662
5664 bool marketDepth(UInt8& value) const
5665 {
5666 typedef NullUInt8 Null;
5667
5668 const BlockLength offset = 3;
5669
5670 return ordinary(value, offset, Null());
5671 }
5672
5677 {
5678 return 4;
5679 }
5680
5683 static const Char* className()
5684 {
5685 return "InstrumentDefinitionEris363.FeedTypesEntry";
5686 }
5687 };
5688
5690 typedef
5693
5698 <
5700 >
5701 {
5703 typedef
5705 <
5707 >
5709
5712 {
5713 }
5714
5718 const void* data,
5719 EncodedLength length,
5721 : Base(data, length, version)
5722 {
5723 if (length < blockLength(version))
5725 }
5726
5728 bool eventType(UInt8& value) const
5729 {
5730 typedef NullUInt8 Null;
5731
5732 const BlockLength offset = 0;
5733
5734 return ordinary(value, offset, Null());
5735 }
5736
5738 bool eventTime(UInt64& value) const
5739 {
5740 typedef NullUInt64 Null;
5741
5742 const BlockLength offset = 1;
5743
5744 return ordinary(value, offset, Null());
5745 }
5746
5751 {
5752 return 9;
5753 }
5754
5757 static const Char* className()
5758 {
5759 return "InstrumentDefinitionEris363.EventsEntry";
5760 }
5761 };
5762
5764 typedef
5767
5772 <
5774 >
5775 {
5777 typedef
5779 <
5781 >
5783
5786 {
5787 }
5788
5792 const void* data,
5793 EncodedLength length,
5795 : Base(data, length, version)
5796 {
5797 if (length < blockLength(version))
5799 }
5800
5802 bool securityAltId(StrRef& value) const
5803 {
5804 const BlockLength offset = 0;
5805 const BlockLength length = 26;
5806
5807 return fixedStr<length>(value, offset);
5808 }
5809
5813 {
5814 const BlockLength offset = 26;
5815 const BlockLength length = 1;
5816
5817 return fixedStr<length>(offset);
5818 }
5819
5824 {
5825 return 27;
5826 }
5827
5830 static const Char* className()
5831 {
5832 return "InstrumentDefinitionEris363.SecurityAltIDEntry";
5833 }
5834 };
5835
5837 typedef
5840
5845 <
5847 >
5848 {
5850 typedef
5852 <
5854 >
5856
5859 {
5860 }
5861
5865 const void* data,
5866 EncodedLength length,
5868 : Base(data, length, version)
5869 {
5870 if (length < blockLength(version))
5872 }
5873
5879 <
5881 >
5882 {
5884 typedef
5886 <
5888 >
5890
5893 {
5894 }
5895
5899 const void* data,
5900 EncodedLength length,
5902 : Base(data, length, version)
5903 {
5904 if (length < blockLength(version))
5906 }
5907
5909 bool legSecurityAltId(StrRef& value) const
5910 {
5911 const BlockLength offset = 0;
5912 const BlockLength length = 26;
5913
5914 return fixedStr<length>(value, offset);
5915 }
5916
5920 {
5921 typedef NullUInt8 Null;
5922
5923 const BlockLength offset = 26;
5924
5925 return ordinary(value, offset, Null());
5926 }
5927
5932 {
5933 return 27;
5934 }
5935
5938 static const Char* className()
5939 {
5940 return "Legs.LegSecurityAltIDEntry";
5941 }
5942 };
5943
5945 typedef
5948
5951 {
5952 const BlockLength offset = 0;
5953 const BlockLength length = 5;
5954
5955 return fixedStr<length>(value, offset);
5956 }
5957
5959 bool rateDescriptor(StrRef& value) const
5960 {
5961 const BlockLength offset = 5;
5962 const BlockLength length = 8;
5963
5964 return fixedStr<length>(value, offset);
5965 }
5966
5970 {
5971 typedef NullLocalMktDate Null;
5972 typedef LocalMktDate FieldValue;
5973
5974 const BlockLength offset = 13;
5975
5976 FieldValue fieldValue;
5977
5978 if (ordinary(fieldValue, offset, Null()))
5979 {
5980 value = localMktDateToTimestamp(fieldValue);
5981 return true;
5982 }
5983 return false;
5984 }
5985
5988 bool legPayFrequencey(StrRef& value) const
5989 {
5990 const BlockLength offset = 15;
5991 const BlockLength length = 3;
5992
5993 return fixedStr<length>(value, offset);
5994 }
5995
5999 {
6000 const BlockLength offset = 18;
6001
6002 return decimal<Decimal64>(offset);
6003 }
6004
6007 bool legSymbol(StrRef& value) const
6008 {
6009 const BlockLength offset = 27;
6010 const BlockLength length = 50;
6011
6012 return fixedStr<length>(value, offset);
6013 }
6014
6017 bool legRatioQty(Int32& value) const
6018 {
6019 typedef NullInt32 Null;
6020
6021 const BlockLength offset = 77;
6022
6023 return ordinary(value, offset, Null());
6024 }
6025
6027 bool legSide(UInt8& value) const
6028 {
6029 typedef NullUInt8 Null;
6030
6031 const BlockLength offset = 81;
6032
6033 return ordinary(value, offset, Null());
6034 }
6035
6038 {
6039 const BlockLength offset = 82;
6040 const BlockLength length = 3;
6041
6042 return fixedStr<length>(offset);
6043 }
6044
6046 bool legSecurityType(StrRef& value) const
6047 {
6048 const BlockLength offset = 85;
6049 const BlockLength length = 8;
6050
6051 return fixedStr<length>(value, offset);
6052 }
6053
6056 bool legSecurityGroup(StrRef& value) const
6057 {
6058 const BlockLength offset = 93;
6059 const BlockLength length = 12;
6060
6061 return fixedStr<length>(value, offset);
6062 }
6063
6065 bool legDateOffset(Int8& value) const
6066 {
6067 typedef NullInt8 Null;
6068
6069 const BlockLength offset = 105;
6070
6071 return ordinary(value, offset, Null());
6072 }
6073
6077 {
6078 const BlockLength offset = 106;
6079
6080 return decimal<Decimal64>(offset);
6081 }
6082
6085 {
6086 return
6087 groups().
6088 head<LegSecurityAltID>();
6089 }
6090
6095 {
6096 return 115;
6097 }
6098
6101 {
6102 const void* body = legSecurityAltId().end().get().body();
6103 return LegsEntry(
6104 body,
6105 blockLength(version()),
6106 version());
6107 }
6108
6111 static const Char* className()
6112 {
6113 return "InstrumentDefinitionEris363.LegsEntry";
6114 }
6115 };
6116
6118 typedef
6121
6126
6129 const void* data,
6130 EncodedLength length)
6131 : BinaryMessage(data, length)
6132 {
6133 assert(TemplateId == templateId());
6134
6135 if (length < blockLength(version()))
6137 }
6138
6140 bool securityGroup(StrRef& value) const
6141 {
6142 const BlockLength offset = 0;
6143 const BlockLength length = 12;
6144
6145 return fixedStr<length>(value, offset);
6146 }
6147
6149 bool symbol(StrRef& value) const
6150 {
6151 const BlockLength offset = 12;
6152 const BlockLength length = 50;
6153
6154 return fixedStr<length>(value, offset);
6155 }
6156
6158 bool securityType(StrRef& value) const
6159 {
6160 const BlockLength offset = 62;
6161 const BlockLength length = 4;
6162
6163 return fixedStr<length>(value, offset);
6164 }
6165
6167 bool product(UInt8& value) const
6168 {
6169 typedef NullUInt8 Null;
6170
6171 const BlockLength offset = 66;
6172
6173 return ordinary(value, offset, Null());
6174 }
6175
6178 {
6179 const BlockLength offset = 67;
6180 const BlockLength length = 4;
6181
6182 return fixedStr<length>(offset);
6183 }
6184
6186 bool maturityDate(Timestamp& value) const
6187 {
6188 typedef NullLocalMktDate Null;
6189 typedef LocalMktDate FieldValue;
6190
6191 const BlockLength offset = 71;
6192
6193 FieldValue fieldValue;
6194
6195 if (ordinary(fieldValue, offset, Null()))
6196 {
6197 value = localMktDateToTimestamp(fieldValue);
6198 return true;
6199 }
6200 return false;
6201 }
6202
6205 {
6206 const BlockLength offset = 73;
6207 const BlockLength length = 3;
6208
6209 return fixedStr<length>(offset);
6210 }
6211
6214 {
6215 const BlockLength offset = 76;
6216
6217 return decimal<Decimal64>(offset);
6218 }
6219
6224 {
6225 const BlockLength offset = 85;
6226
6227 return enumeration<SecurityUpdateAction>(offset);
6228 }
6229
6231 bool rateType(StrRef& value) const
6232 {
6233 const BlockLength offset = 86;
6234 const BlockLength length = 2;
6235
6236 return fixedStr<length>(value, offset);
6237 }
6238
6240 bool couponRate(Decimal& value) const
6241 {
6242 typedef NullDecimal32 Null;
6243
6244 const BlockLength offset = 88;
6245
6246 return decimal(value, offset, Null());
6247 }
6248
6252 {
6253 typedef NullErisUDI Null;
6254
6255 const BlockLength offset = 92;
6256
6257 return ordinary(value, offset, Null());
6258 }
6259
6262 bool applId(UInt16& value) const
6263 {
6264 typedef NullUInt16 Null;
6265
6266 const BlockLength offset = 93;
6267
6268 return ordinary(value, offset, Null());
6269 }
6270
6273 {
6274 return
6275 groups().
6276 head<FeedTypes>();
6277 }
6278
6281 {
6282 return
6283 groups().
6284 tail<FeedTypes>().
6285 head<Events>();
6286 }
6287
6290 {
6291 return
6292 groups().
6293 tail<FeedTypes>().
6294 tail<Events>().
6295 head<SecurityAltID>();
6296 }
6297
6299 Legs legs() const
6300 {
6301 return
6302 groups().
6303 tail<FeedTypes>().
6304 tail<Events>().
6305 tail<SecurityAltID>().
6306 head<Legs>();
6307 }
6308
6312 {
6313 return 95;
6314 }
6315
6318 static const Char* className()
6319 {
6320 return "InstrumentDefinitionEris363";
6321 }
6322
6326 {
6327 return toStrRef("d");
6328 }
6329};
6330
6335{
6337 enum { TemplateId = 365 };
6338
6343 <
6345 >
6346 {
6348 typedef
6350 <
6352 >
6354
6357 {
6358 }
6359
6363 const void* data,
6364 EncodedLength length,
6366 : Base(data, length, version)
6367 {
6368 if (length < blockLength(version))
6370 }
6371
6376 <
6378 >
6379 {
6381 typedef
6383 <
6385 >
6387
6390 {
6391 }
6392
6396 const void* data,
6397 EncodedLength length,
6399 : Base(data, length, version)
6400 {
6401 if (length < blockLength(version))
6403 }
6404
6406 bool underlyingSymbol(StrRef& value) const
6407 {
6408 const BlockLength offset = 0;
6409 const BlockLength length = 50;
6410
6411 return fixedStr<length>(value, offset);
6412 }
6413
6416 {
6417 typedef NullMaturityMonthYear Null;
6418
6419 const BlockLength offset = 50;
6420
6421 return ordinary(value, offset, Null());
6422 }
6423
6426 {
6427 const BlockLength offset = 55;
6428 const BlockLength length = 9;
6429
6430 return fixedStr<length>(value, offset);
6431 }
6432
6435 {
6436 const BlockLength offset = 64;
6437 const BlockLength length = 4;
6438
6439 return fixedStr<length>(value, offset);
6440 }
6441
6446 {
6447 return 68;
6448 }
6449
6452 static const Char* className()
6453 {
6454 return "Entries.UnderlyingsEntry";
6455 }
6456 };
6457
6459 typedef
6462
6467 <
6469 >
6470 {
6472 typedef
6474 <
6476 >
6478
6481 {
6482 }
6483
6487 const void* data,
6488 EncodedLength length,
6490 : Base(data, length, version)
6491 {
6492 if (length < blockLength(version))
6494 }
6495
6497 bool partyId(StrRef& value) const
6498 {
6499 const BlockLength offset = 0;
6500 const BlockLength length = 50;
6501
6502 return fixedStr<length>(value, offset);
6503 }
6504
6506 bool partyRole(StrRef& value) const
6507 {
6508 const BlockLength offset = 50;
6509 const BlockLength length = 2;
6510
6511 return fixedStr<length>(value, offset);
6512 }
6513
6518 {
6519 return 52;
6520 }
6521
6524 static const Char* className()
6525 {
6526 return "Entries.PartyIDsEntry";
6527 }
6528 };
6529
6531 typedef
6534
6539 <
6541 >
6542 {
6544 typedef
6546 <
6548 >
6550
6553 {
6554 }
6555
6559 const void* data,
6560 EncodedLength length,
6562 : Base(data, length, version)
6563 {
6564 if (length < blockLength(version))
6566 }
6567
6572 bool legSymbol(StrRef& value) const
6573 {
6574 const BlockLength offset = 0;
6575 const BlockLength length = 50;
6576
6577 return fixedStr<length>(value, offset);
6578 }
6579
6581 bool legSecurityId(UInt64& value) const
6582 {
6583 typedef NullUInt64 Null;
6584
6585 const BlockLength offset = 50;
6586
6587 return ordinary(value, offset, Null());
6588 }
6589
6596
6599 bool legSecurityGroup(StrRef& value) const
6600 {
6601 const BlockLength offset = 58;
6602 const BlockLength length = 12;
6603
6604 return fixedStr<length>(value, offset);
6605 }
6606
6609 bool legId(StrRef& value) const
6610 {
6611 const BlockLength offset = 70;
6612 const BlockLength length = 17;
6613
6614 return fixedStr<length>(value, offset);
6615 }
6616
6618 bool legSecurityType(StrRef& value) const
6619 {
6620 const BlockLength offset = 87;
6621 const BlockLength length = 9;
6622
6623 return fixedStr<length>(value, offset);
6624 }
6625
6629 {
6630 typedef NullMaturityMonthYear Null;
6631
6632 const BlockLength offset = 96;
6633
6634 return ordinary(value, offset, Null());
6635 }
6636
6639 bool legMaturityDate(Timestamp& value) const
6640 {
6641 typedef NullLocalMktDate Null;
6642 typedef LocalMktDate FieldValue;
6643
6644 const BlockLength offset = 101;
6645
6646 FieldValue fieldValue;
6647
6648 if (ordinary(fieldValue, offset, Null()))
6649 {
6650 value = localMktDateToTimestamp(fieldValue);
6651 return true;
6652 }
6653 return false;
6654 }
6655
6657 bool legStrikePrice(Decimal& value) const
6658 {
6659 typedef NullDecimal64 Null;
6660
6661 const BlockLength offset = 103;
6662
6663 return decimal(value, offset, Null());
6664 }
6665
6668 bool legUnitOfMeasure(StrRef& value) const
6669 {
6670 const BlockLength offset = 112;
6671 const BlockLength length = 5;
6672
6673 return fixedStr<length>(value, offset);
6674 }
6675
6678 bool legUnitOfMeasureQty(Decimal& value) const
6679 {
6680 typedef NullDecimal64 Null;
6681
6682 const BlockLength offset = 117;
6683
6684 return decimal(value, offset, Null());
6685 }
6686
6689 bool legSecurityExchange(StrRef& value) const
6690 {
6691 const BlockLength offset = 126;
6692 const BlockLength length = 4;
6693
6694 return fixedStr<length>(value, offset);
6695 }
6696
6699 bool legRatioQty(UInt16& value) const
6700 {
6701 typedef NullUInt16 Null;
6702
6703 const BlockLength offset = 130;
6704
6705 return ordinary(value, offset, Null());
6706 }
6707
6709 bool legSide(UInt8& value) const
6710 {
6711 typedef NullUInt8 Null;
6712
6713 const BlockLength offset = 132;
6714
6715 return ordinary(value, offset, Null());
6716 }
6717
6720 bool legPutOrCall(UInt8& value) const
6721 {
6722 typedef NullUInt8 Null;
6723
6724 const BlockLength offset = 133;
6725
6726 return ordinary(value, offset, Null());
6727 }
6728
6732 {
6733 const BlockLength offset = 134;
6734 const BlockLength length = 3;
6735
6736 return fixedStr<length>(value, offset);
6737 }
6738
6743 {
6744 return 137;
6745 }
6746
6749 static const Char* className()
6750 {
6751 return "Entries.LegsEntry";
6752 }
6753 };
6754
6756 typedef
6759
6762 {
6763 const BlockLength offset = 0;
6764
6765 return enumeration<UpdateAction>(offset);
6766 }
6767
6770 {
6771 return EntryTypeTrade();
6772 }
6773
6775 bool securityId(UInt64& value) const
6776 {
6777 typedef NullUInt64 Null;
6778
6779 const BlockLength offset = 1;
6780
6781 return ordinary(value, offset, Null());
6782 }
6783
6787 {
6788 const BlockLength offset = 9;
6789
6790 return ordinary<UInt32>(offset);
6791 }
6792
6794 bool entryPx(Decimal& value) const
6795 {
6796 typedef NullPRICENULL9 Null;
6797
6798 const BlockLength offset = 13;
6799
6800 return decimal(value, offset, Null());
6801 }
6802
6805 {
6806 const BlockLength offset = 21;
6807
6808 return decimal<Decimal64>(offset);
6809 }
6810
6813 bool numberOfOrders(Int32& value) const
6814 {
6815 typedef NullInt32 Null;
6816
6817 const BlockLength offset = 30;
6818
6819 return ordinary(value, offset, Null());
6820 }
6821
6824 {
6825 const BlockLength offset = 34;
6826
6827 return ordinary<Int32>(offset);
6828 }
6829
6832 bool
6834 AggressorSide::Enum& value) const
6835 {
6836 typedef NullUInt8 Null;
6837
6838 const BlockLength offset = 38;
6839
6840 return enumeration<AggressorSide>(value, offset, Null());
6841 }
6842
6844 bool symbol(StrRef& value) const
6845 {
6846 const BlockLength offset = 39;
6847 const BlockLength length = 50;
6848
6849 return fixedStr<length>(value, offset);
6850 }
6851
6853 bool securityGroup(StrRef& value) const
6854 {
6855 const BlockLength offset = 89;
6856 const BlockLength length = 12;
6857
6858 return fixedStr<length>(value, offset);
6859 }
6860
6862 bool securityType(StrRef& value) const
6863 {
6864 const BlockLength offset = 101;
6865 const BlockLength length = 9;
6866
6867 return fixedStr<length>(value, offset);
6868 }
6869
6871 bool securitySubType(StrRef& value) const
6872 {
6873 const BlockLength offset = 110;
6874 const BlockLength length = 2;
6875
6876 return fixedStr<length>(value, offset);
6877 }
6878
6883 {
6884 typedef NullMaturityMonthYear Null;
6885
6886 const BlockLength offset = 112;
6887
6888 return ordinary(value, offset, Null());
6889 }
6890
6892 bool securityExchange(StrRef& value) const
6893 {
6894 const BlockLength offset = 117;
6895 const BlockLength length = 4;
6896
6897 return fixedStr<length>(value, offset);
6898 }
6899
6901 bool maturityDate(Timestamp& value) const
6902 {
6903 typedef NullLocalMktDate Null;
6904 typedef LocalMktDate FieldValue;
6905
6906 const BlockLength offset = 121;
6907
6908 FieldValue fieldValue;
6909
6910 if (ordinary(fieldValue, offset, Null()))
6911 {
6912 value = localMktDateToTimestamp(fieldValue);
6913 return true;
6914 }
6915 return false;
6916 }
6917
6919 bool unitOfMeasure(StrRef& value) const
6920 {
6921 const BlockLength offset = 123;
6922 const BlockLength length = 5;
6923
6924 return fixedStr<length>(value, offset);
6925 }
6926
6930 {
6931 const BlockLength offset = 128;
6932 const BlockLength length = 3;
6933
6934 return fixedStr<length>(value, offset);
6935 }
6936
6940 bool unitOfMeasureQty(Decimal& value) const
6941 {
6942 typedef NullDecimal64 Null;
6943
6944 const BlockLength offset = 131;
6945
6946 return decimal(value, offset, Null());
6947 }
6948
6952 bool couponRate(Decimal& value) const
6953 {
6954 typedef NullDecimal32 Null;
6955
6956 const BlockLength offset = 140;
6957
6958 return decimal(value, offset, Null());
6959 }
6960
6962 bool priceType(UInt16& value) const
6963 {
6964 typedef NullUInt16 Null;
6965
6966 const BlockLength offset = 144;
6967
6968 return ordinary(value, offset, Null());
6969 }
6970
6972 bool trdType(UInt8& value) const
6973 {
6974 typedef NullUInt8 Null;
6975
6976 const BlockLength offset = 146;
6977
6978 return ordinary(value, offset, Null());
6979 }
6980
6983 bool entryId(StrRef& value) const
6984 {
6985 const BlockLength offset = 147;
6986 const BlockLength length = 26;
6987
6988 return fixedStr<length>(value, offset);
6989 }
6990
6992 bool putOrCall(UInt8& value) const
6993 {
6994 typedef NullUInt8 Null;
6995
6996 const BlockLength offset = 173;
6997
6998 return ordinary(value, offset, Null());
6999 }
7000
7002 bool strikePrice(Decimal& value) const
7003 {
7004 typedef NullDecimal64 Null;
7005
7006 const BlockLength offset = 174;
7007
7008 return decimal(value, offset, Null());
7009 }
7010
7013 bool restructuringType(StrRef& value) const
7014 {
7015 const BlockLength offset = 183;
7016 const BlockLength length = 2;
7017
7018 return fixedStr<length>(value, offset);
7019 }
7020
7023 bool seniority(StrRef& value) const
7024 {
7025 const BlockLength offset = 185;
7026 const BlockLength length = 2;
7027
7028 return fixedStr<length>(value, offset);
7029 }
7030
7032 bool referenceId(StrRef& value) const
7033 {
7034 const BlockLength offset = 187;
7035 const BlockLength length = 100;
7036
7037 return fixedStr<length>(value, offset);
7038 }
7039
7043 bool strategyLinkId(StrRef& value) const
7044 {
7045 const BlockLength offset = 287;
7046 const BlockLength length = 26;
7047
7048 return fixedStr<length>(value, offset);
7049 }
7050
7053 bool legRefId(StrRef& value) const
7054 {
7055 const BlockLength offset = 313;
7056 const BlockLength length = 17;
7057
7058 return fixedStr<length>(value, offset);
7059 }
7060
7063 {
7064 return
7065 groups().
7066 head<Underlyings>();
7067 }
7068
7071 {
7072 return
7073 groups().
7074 tail<Underlyings>().
7075 head<PartyIDs>();
7076 }
7077
7079 Legs legs() const
7080 {
7081 return
7082 groups().
7083 tail<Underlyings>().
7084 tail<PartyIDs>().
7085 head<Legs>();
7086 }
7087
7092 {
7093 return 330;
7094 }
7095
7098 {
7099 const void* body = legs().end().get().body();
7100 return Entry(
7101 body,
7102 blockLength(version()),
7103 version());
7104 }
7105
7108 static const Char* className()
7109 {
7110 return "IncrementalRefreshTradeBlocks365.Entry";
7111 }
7112 };
7113
7115 typedef
7118
7123
7126 const void* data,
7127 EncodedLength length)
7128 : BinaryMessage(data, length)
7129 {
7130 assert(TemplateId == templateId());
7131
7132 if (length < blockLength(version()))
7134 }
7135
7139 bool transactTime(Timestamp& value) const
7140 {
7141 typedef NullUInt64 Null;
7142
7143 const BlockLength offset = 0;
7144
7145 return ordinary(value, offset, Null());
7146 }
7147
7151 {
7152 const BlockLength offset = 8;
7153
7154 return ordinary<MatchEventIndicator>(offset);
7155 }
7156
7160 {
7161 const BlockLength offset = 9;
7162
7163 return ordinary<UInt16>(offset);
7164 }
7165
7170 bool tradeDate(Timestamp& value) const
7171 {
7172 typedef NullLocalMktDate Null;
7173 typedef LocalMktDate FieldValue;
7174
7175 const BlockLength offset = 11;
7176
7177 FieldValue fieldValue;
7178
7179 if (ordinary(fieldValue, offset, Null()))
7180 {
7181 value = localMktDateToTimestamp(fieldValue);
7182 return true;
7183 }
7184 return false;
7185 }
7186
7189 {
7190 return
7191 groups().
7192 head<Entries>();
7193 }
7194
7198 {
7199 return 13;
7200 }
7201
7204 static const Char* className()
7205 {
7206 return "IncrementalRefreshTradeBlocks365";
7207 }
7208
7212 {
7213 return toStrRef("X");
7214 }
7215};
7216
7221{
7223 enum { TemplateId = 366 };
7224
7229 <
7231 >
7232 {
7234 typedef
7236 <
7238 >
7240
7243 {
7244 }
7245
7249 const void* data,
7250 EncodedLength length,
7252 : Base(data, length, version)
7253 {
7254 if (length < blockLength(version))
7256 }
7257
7262 <
7264 >
7265 {
7267 typedef
7269 <
7271 >
7273
7276 {
7277 }
7278
7282 const void* data,
7283 EncodedLength length,
7285 : Base(data, length, version)
7286 {
7287 if (length < blockLength(version))
7289 }
7290
7292 bool underlyingSymbol(StrRef& value) const
7293 {
7294 const BlockLength offset = 0;
7295 const BlockLength length = 50;
7296
7297 return fixedStr<length>(value, offset);
7298 }
7299
7302 {
7303 typedef NullMaturityMonthYear Null;
7304
7305 const BlockLength offset = 50;
7306
7307 return ordinary(value, offset, Null());
7308 }
7309
7312 {
7313 const BlockLength offset = 55;
7314 const BlockLength length = 9;
7315
7316 return fixedStr<length>(value, offset);
7317 }
7318
7322 {
7323 const BlockLength offset = 64;
7324 const BlockLength length = 4;
7325
7326 return fixedStr<length>(offset);
7327 }
7328
7333 {
7334 return 68;
7335 }
7336
7339 static const Char* className()
7340 {
7341 return "Entries.UnderlyingsEntry";
7342 }
7343 };
7344
7346 typedef
7349
7354 <
7356 >
7357 {
7359 typedef
7361 <
7363 >
7365
7368 {
7369 }
7370
7374 const void* data,
7375 EncodedLength length,
7377 : Base(data, length, version)
7378 {
7379 if (length < blockLength(version))
7381 }
7382
7384 bool securityAltId(StrRef& value) const
7385 {
7386 const BlockLength offset = 0;
7387 const BlockLength length = 50;
7388
7389 return fixedStr<length>(value, offset);
7390 }
7391
7395 {
7396 const BlockLength offset = 50;
7397 const BlockLength length = 1;
7398
7399 return fixedStr<length>(offset);
7400 }
7401
7406 {
7407 return 51;
7408 }
7409
7412 static const Char* className()
7413 {
7414 return "Entries.SecurityAltIDEntry";
7415 }
7416 };
7417
7419 typedef
7422
7425 {
7426 return UpdateActionNew();
7427 }
7428
7431 {
7432 const BlockLength offset = 0;
7433
7434 return ordinary<CHAR>(offset);
7435 }
7436
7440 {
7441 const BlockLength offset = 1;
7442
7443 return ordinary<UInt32>(offset);
7444 }
7445
7447 bool entryPx(Decimal& value) const
7448 {
7449 typedef NullPRICENULL9 Null;
7450
7451 const BlockLength offset = 5;
7452
7453 return decimal(value, offset, Null());
7454 }
7455
7458 {
7459 const BlockLength offset = 13;
7460
7461 return decimal<Decimal64>(offset);
7462 }
7463
7465 bool symbol(StrRef& value) const
7466 {
7467 const BlockLength offset = 22;
7468 const BlockLength length = 50;
7469
7470 return fixedStr<length>(value, offset);
7471 }
7472
7474 bool securityGroup(StrRef& value) const
7475 {
7476 const BlockLength offset = 72;
7477 const BlockLength length = 12;
7478
7479 return fixedStr<length>(value, offset);
7480 }
7481
7483 bool securityType(StrRef& value) const
7484 {
7485 const BlockLength offset = 84;
7486 const BlockLength length = 9;
7487
7488 return fixedStr<length>(value, offset);
7489 }
7490
7495 {
7496 typedef NullMaturityMonthYear Null;
7497
7498 const BlockLength offset = 93;
7499
7500 return ordinary(value, offset, Null());
7501 }
7502
7505 {
7506 const BlockLength offset = 98;
7507 const BlockLength length = 4;
7508
7509 return fixedStr<length>(offset);
7510 }
7511
7514 bool product(UInt8& value) const
7515 {
7516 typedef NullUInt8 Null;
7517
7518 const BlockLength offset = 102;
7519
7520 return ordinary(value, offset, Null());
7521 }
7522
7524 bool maturityDate(Timestamp& value) const
7525 {
7526 typedef NullLocalMktDate Null;
7527 typedef LocalMktDate FieldValue;
7528
7529 const BlockLength offset = 103;
7530
7531 FieldValue fieldValue;
7532
7533 if (ordinary(fieldValue, offset, Null()))
7534 {
7535 value = localMktDateToTimestamp(fieldValue);
7536 return true;
7537 }
7538 return false;
7539 }
7540
7544 bool couponRate(Decimal& value) const
7545 {
7546 typedef NullDecimal32 Null;
7547
7548 const BlockLength offset = 105;
7549
7550 return decimal(value, offset, Null());
7551 }
7552
7555 bool restructuringType(StrRef& value) const
7556 {
7557 const BlockLength offset = 109;
7558 const BlockLength length = 2;
7559
7560 return fixedStr<length>(value, offset);
7561 }
7562
7565 bool seniority(StrRef& value) const
7566 {
7567 const BlockLength offset = 111;
7568 const BlockLength length = 2;
7569
7570 return fixedStr<length>(value, offset);
7571 }
7572
7577 {
7578 typedef NullDecimal32 Null;
7579
7580 const BlockLength offset = 113;
7581
7582 return decimal(value, offset, Null());
7583 }
7584
7586 bool putOrCall(UInt8& value) const
7587 {
7588 typedef NullUInt8 Null;
7589
7590 const BlockLength offset = 117;
7591
7592 return ordinary(value, offset, Null());
7593 }
7594
7596 bool strikePrice(Decimal& value) const
7597 {
7598 typedef NullDecimal64 Null;
7599
7600 const BlockLength offset = 118;
7601
7602 return decimal(value, offset, Null());
7603 }
7604
7606 bool unitOfMeasure(StrRef& value) const
7607 {
7608 const BlockLength offset = 127;
7609 const BlockLength length = 5;
7610
7611 return fixedStr<length>(value, offset);
7612 }
7613
7617 {
7618 const BlockLength offset = 132;
7619 const BlockLength length = 3;
7620
7621 return fixedStr<length>(offset);
7622 }
7623
7627 bool unitOfMeasureQty(Decimal& value) const
7628 {
7629 typedef NullDecimal64 Null;
7630
7631 const BlockLength offset = 135;
7632
7633 return decimal(value, offset, Null());
7634 }
7635
7638 bool entryDate(Int32& value) const
7639 {
7640 typedef NullInt32 Null;
7641
7642 const BlockLength offset = 144;
7643
7644 return ordinary(value, offset, Null());
7645 }
7646
7648 bool openCloseSettlFlag(UInt8& value) const
7649 {
7650 typedef NullUInt8 Null;
7651
7652 const BlockLength offset = 148;
7653
7654 return ordinary(value, offset, Null());
7655 }
7656
7658 bool priceType(UInt16& value) const
7659 {
7660 typedef NullUInt16 Null;
7661
7662 const BlockLength offset = 149;
7663
7664 return ordinary(value, offset, Null());
7665 }
7666
7668 bool settlDate(Timestamp& value) const
7669 {
7670 typedef NullLocalMktDate Null;
7671 typedef LocalMktDate FieldValue;
7672
7673 const BlockLength offset = 151;
7674
7675 FieldValue fieldValue;
7676
7677 if (ordinary(fieldValue, offset, Null()))
7678 {
7679 value = localMktDateToTimestamp(fieldValue);
7680 return true;
7681 }
7682 return false;
7683 }
7684
7687 {
7688 const BlockLength offset = 153;
7689
7690 return ordinary<CHAR>(offset);
7691 }
7692
7695 bool marketSector(StrRef& value) const
7696 {
7697 const BlockLength offset = 154;
7698 const BlockLength length = 26;
7699
7700 return fixedStr<length>(value, offset);
7701 }
7702
7704 bool sectorGroup(StrRef& value) const
7705 {
7706 const BlockLength offset = 180;
7707 const BlockLength length = 2;
7708
7709 return fixedStr<length>(value, offset);
7710 }
7711
7714 bool sectorSubGroup(StrRef& value) const
7715 {
7716 const BlockLength offset = 182;
7717 const BlockLength length = 26;
7718
7719 return fixedStr<length>(value, offset);
7720 }
7721
7723 bool productComplex(StrRef& value) const
7724 {
7725 const BlockLength offset = 208;
7726 const BlockLength length = 26;
7727
7728 return fixedStr<length>(value, offset);
7729 }
7730
7732 bool securitySubType(StrRef& value) const
7733 {
7734 const BlockLength offset = 234;
7735 const BlockLength length = 2;
7736
7737 return fixedStr<length>(value, offset);
7738 }
7739
7741 bool volType(UInt16& value) const
7742 {
7743 typedef NullUInt16 Null;
7744
7745 const BlockLength offset = 236;
7746
7747 return ordinary(value, offset, Null());
7748 }
7749
7751 bool referenceId(StrRef& value) const
7752 {
7753 const BlockLength offset = 238;
7754 const BlockLength length = 100;
7755
7756 return fixedStr<length>(value, offset);
7757 }
7758
7761 {
7762 return
7763 groups().
7764 head<Underlyings>();
7765 }
7766
7769 {
7770 return
7771 groups().
7772 tail<Underlyings>().
7773 head<SecurityAltID>();
7774 }
7775
7780 {
7781 return 338;
7782 }
7783
7786 {
7787 const void* body = securityAltId().end().get().body();
7788 return Entry(
7789 body,
7790 blockLength(version()),
7791 version());
7792 }
7793
7796 static const Char* className()
7797 {
7798 return "IncrementalRefreshOTC366.Entry";
7799 }
7800 };
7801
7803 typedef
7806
7811
7814 const void* data,
7815 EncodedLength length)
7816 : BinaryMessage(data, length)
7817 {
7818 assert(TemplateId == templateId());
7819
7820 if (length < blockLength(version()))
7822 }
7823
7827 {
7828 const BlockLength offset = 0;
7829
7830 return ordinary<Timestamp>(offset);
7831 }
7832
7837 bool tradeDate(Timestamp& value) const
7838 {
7839 typedef NullLocalMktDate Null;
7840 typedef LocalMktDate FieldValue;
7841
7842 const BlockLength offset = 8;
7843
7844 FieldValue fieldValue;
7845
7846 if (ordinary(fieldValue, offset, Null()))
7847 {
7848 value = localMktDateToTimestamp(fieldValue);
7849 return true;
7850 }
7851 return false;
7852 }
7853
7857 {
7858 const BlockLength offset = 10;
7859
7860 return ordinary<MatchEventIndicator>(offset);
7861 }
7862
7865 bool batchTotalMessages(UInt16& value) const
7866 {
7867 typedef NullUInt16 Null;
7868
7869 const BlockLength offset = 11;
7870
7871 return ordinary(value, offset, Null());
7872 }
7873
7876 {
7877 return
7878 groups().
7879 head<Entries>();
7880 }
7881
7885 {
7886 return 13;
7887 }
7888
7891 static const Char* className()
7892 {
7893 return "IncrementalRefreshOTC366";
7894 }
7895
7899 {
7900 return toStrRef("X");
7901 }
7902};
7903
7904
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:169
#define ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT
Definition Bootstrap.h:115
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END
Definition Bootstrap.h:173
#define ONIXS_CMESTREAMLINEDMDH_LTWT_EXPORTED
Definition Bootstrap.h:119
Decimal decimal(BlockSize offset) const
Returns value of a field by its offset converted into a decimal.
Enumeration::Enum enumeration(BlockSize offset) const
Returns value of a field by its offset.
Encapsulates operations over SBE-encoded repeating group.
Encapsulates operations over SBE-encoded repeating group.
BinaryMessage()
Initializes blank instance referencing to nothing.
SchemaVersion version() const
Version of message being referenced.
GroupList groups() const
Returns list of repeating groups of a message being referenced.
MessageTemplateId templateId() const
Template identifier of message being referenced.
A real number with floating exponent.
Definition Decimal.h:225
UInt16 BlockLength
blockLength type.
Definition Composites.h:373
Provides efficient way of accessing text-based FIX field values.
Definition String.h:40
Represents time point without time-zone information.
Definition Time.h:448
UInt16 LocalMktDate
LocalMktDate type.
Definition Fields.h:63
void throwBadBinaryData(const Char *className)
Throws exception on bad repeating group entry.
IntegralConstant< Char, '0'> NullCharNULL
Null value for optional CharNULL field.
Definition Fields.h:490
IntegralConstant< Int8, 0 > UpdateActionNew
MDUpdateActionNew.
Definition Fields.h:75
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for optional Int32 field.
Definition Fields.h:472
MessageSize EncodedLength
Length of message binary data.
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for optional UInt64 field.
Definition Fields.h:508
MessageHeader::Version SchemaVersion
Aliases SBE-encoded data version type.
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for optional LocalMktDate field.
Definition Fields.h:484
IntegralConstant< UInt8, 255 > NullUInt8
Null value for optional UInt8 field.
Definition Fields.h:514
char Char
Character type alias.
Definition String.h:36
Char CharNULL
Char with a null value.
Definition Fields.h:175
IntegralConstant< Int8, 127 > NullInt8
Null value for optional Int8 field.
Definition Fields.h:478
Char ErisUDI
Eris User Defined Instrument.
Definition Fields.h:43
IntegralConstant< Char, '\x0'> NullErisUDI
Null value for optional ErisUDI field.
Definition Fields.h:466
Timestamp localMktDateToTimestamp(LocalMktDate days)
Converts days since epoch to Timestamp value.
Definition Fields.h:521
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for optional UInt32 field.
Definition Fields.h:502
StrRef toStrRef(const std::string &str)
Constructs StrRef instance over std::string content.
Definition String.h:166
IntegralConstant< Char, 'H'> LegSecurityIDSource
Constant value sent from clearing for legs.
Definition Fields.h:57
IntegralConstant< Char, '2'> EntryTypeTrade
MDEntryTypeTrade.
Definition Fields.h:69
MessageSize BlockLength
Length of message body representing a block of fixed-length fields.
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for optional UInt16 field.
Definition Fields.h:496
static const Char * className()
Returns class name.
Definition Messages.h:65
static StrRef fixType()
FIX message type.
Definition Messages.h:72
AdminHeartbeat312(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:45
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:58
AdminHeartbeat312()
Initializes blank instance.
Definition Messages.h:40
AdminLogin315(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:92
static const Char * className()
Returns class name.
Definition Messages.h:120
Int8 heartBtInt() const
Heartbeat interval (seconds).
Definition Messages.h:104
static StrRef fixType()
FIX message type.
Definition Messages.h:127
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:113
AdminLogin315()
Initializes blank instance.
Definition Messages.h:87
static const Char * className()
Returns class name.
Definition Messages.h:177
static StrRef fixType()
FIX message type.
Definition Messages.h:184
AdminLogout316()
Initializes blank instance.
Definition Messages.h:142
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:170
AdminLogout316(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:147
StrRef text() const
Free format text string.
Definition Messages.h:160
bool eventTime(UInt64 &value) const
Time of event. This is UTC Time.
Definition Messages.h:4115
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:4127
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:4087
UInt8 eventType() const
Code to represent the type of event.
Definition Messages.h:4107
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:4096
bool securityAltId(StrRef &value) const
Expanded instrument description.
Definition Messages.h:4034
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:4055
StrRef securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
Definition Messages.h:4044
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:4014
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:4023
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
Definition Messages.h:4242
static const Char * className()
Entity class name.
Definition Messages.h:4352
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:4143
bool referenceId(StrRef &value) const
For future use.
Definition Messages.h:4307
Decimal calFutPx() const
Calculated Futures Price using Swap NPV, Historical fixed and floating amounts and synthetic interest...
Definition Messages.h:4191
CHAR updateAction() const
Indicates the type of Market Data update action.
Definition Messages.h:4146
bool entryPositionNo(Int32 &value) const
Position in the book.
Definition Messages.h:4199
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
Definition Messages.h:4289
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
Definition Messages.h:4279
Int32 tradeId() const
The unique identifier for the trade entry, per instrument.
Definition Messages.h:4221
StrRef securityExchange() const
Market used to help identify an instrument.
Definition Messages.h:4269
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:4335
Entry next(SchemaVersion) const
Returns reference to the next item.
Definition Messages.h:4341
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Definition Messages.h:4316
Events events() const
Returns instance of Events repeating group.
Definition Messages.h:4324
bool entrySize(UInt64 &value) const
Quantity or volume represented by the Market Data Entry.
Definition Messages.h:4179
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:3981
bool numberOfOrders(Int32 &value) const
Number of orders working at a price level.
Definition Messages.h:4210
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:3990
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
Definition Messages.h:4163
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is aggressor of the trade.
Definition Messages.h:4231
bool securityType(StrRef &value) const
Identifies the type of instrument.
Definition Messages.h:4260
CHAR entryType() const
Indicates the type of Market Data entry.
Definition Messages.h:4154
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
Definition Messages.h:4071
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Definition Messages.h:4251
Decimal entryPx() const
Price of the Market Data Entry.
Definition Messages.h:4171
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:4361
static const Char * className()
Returns class name.
Definition Messages.h:4426
Entries entries() const
Returns instance of Entries repeating group.
Definition Messages.h:4410
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Definition Messages.h:4400
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
Definition Messages.h:4382
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:4419
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
Definition Messages.h:4391
IncrementalRefreshEris351()
Initializes blank instance.
Definition Messages.h:4364
IncrementalRefreshEris351(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:4369
bool eventTime(UInt64 &value) const
Time of event. This is number of days since unix epoch.
Definition Messages.h:4595
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:4607
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:4567
UInt8 eventType() const
Code to represent the type of event.
Definition Messages.h:4587
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:4576
bool securityAltId(StrRef &value) const
Expanded instrument description.
Definition Messages.h:4514
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:4535
StrRef securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
Definition Messages.h:4524
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:4494
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:4503
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
Definition Messages.h:4722
bool quoteType(UInt8 &value) const
Identifies the type of quote. 0=Indicative, 1=Tradeable.
Definition Messages.h:4796
static const Char * className()
Entity class name.
Definition Messages.h:4842
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:4623
bool referenceId(StrRef &value) const
For future use.
Definition Messages.h:4787
Decimal calFutPx() const
Calculated Futures Price using Swap NPV, Historical fixed and floating amounts and synthetic interest...
Definition Messages.h:4671
CHAR updateAction() const
Indicates the type of Market Data update action.
Definition Messages.h:4626
bool entryPositionNo(Int32 &value) const
Position in the book.
Definition Messages.h:4679
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
Definition Messages.h:4769
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
Definition Messages.h:4759
Int32 tradeId() const
The unique identifier for the trade entry, per instrument.
Definition Messages.h:4701
StrRef securityExchange() const
Market used to help identify an instrument.
Definition Messages.h:4749
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:4825
Entry next(SchemaVersion) const
Returns reference to the next item.
Definition Messages.h:4831
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Definition Messages.h:4806
Events events() const
Returns instance of Events repeating group.
Definition Messages.h:4814
bool entrySize(UInt64 &value) const
Quantity or volume represented by the Market Data Entry.
Definition Messages.h:4659
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:4461
bool numberOfOrders(Int32 &value) const
Number of orders working at a price level.
Definition Messages.h:4690
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:4470
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
Definition Messages.h:4643
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is aggressor of the trade.
Definition Messages.h:4711
bool securityType(StrRef &value) const
Identifies the type of instrument.
Definition Messages.h:4740
CHAR entryType() const
Indicates the type of Market Data entry.
Definition Messages.h:4634
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
Definition Messages.h:4551
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Definition Messages.h:4731
Decimal entryPx() const
Price of the Market Data Entry.
Definition Messages.h:4651
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:4851
IncrementalRefreshEris353()
Initializes blank instance.
Definition Messages.h:4854
static const Char * className()
Returns class name.
Definition Messages.h:4916
Entries entries() const
Returns instance of Entries repeating group.
Definition Messages.h:4900
IncrementalRefreshEris353(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:4859
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Definition Messages.h:4890
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
Definition Messages.h:4872
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:4909
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
Definition Messages.h:4881
bool relatedSecurityGroup(StrRef &value) const
Instrument Symbol Suffix for T+1 (Next Trading day).
Definition Messages.h:358
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:369
RelatedInstrumentsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:328
bool securityAltIdSource(CharNULL &value) const
Identifies class or source of the SecurityAltID (455) value.
Definition Messages.h:275
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:287
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:254
bool eventTime(UInt64 &value) const
Time of event. This is number of days since unix epoch.
Definition Messages.h:431
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:443
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:410
bool floatingPayment(Decimal &value) const
Floating Payment that occurs on the Evaulation Date.
Definition Messages.h:757
bool floatNPV(Decimal &value) const
The NPV (Net Present Value) for the floating leg of the trade, calculated that day.
Definition Messages.h:672
bool nextFixedPaymentDate(Timestamp &value) const
The date the next fixed payment will be made.
Definition Messages.h:767
SettlPriceType settlPriceType() const
Indicates reference price as calculated, final or preliminary settle.
Definition Messages.h:507
bool nextFloatingPaymentAmount(Decimal &value) const
The next floating payment amount.
Definition Messages.h:795
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:459
bool fedFundsDate(Timestamp &value) const
The date that the for which the fed funds date was published.
Definition Messages.h:834
BinaryGroup< RelatedInstrumentsEntry, GroupSize, MessageSize > RelatedInstruments
Repeating group containing RelatedInstrumentsEntry entries.
Definition Messages.h:385
CHAR updateAction() const
Indicates the type of Market Data update action.
Definition Messages.h:462
bool openCloseSettlFlag(UInt8 &value) const
Flag that identifies a market data entry.
Definition Messages.h:496
bool legContractMultiplier(Decimal &value) const
Multiplier that when applied on longer rate results in PreviousFixingRate.
Definition Messages.h:884
bool pV01(Decimal &value) const
The present value of a 1bp change in the fixed rate.
Definition Messages.h:912
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
Definition Messages.h:565
bool legPurchaseRate(Decimal &value) const
The date the floating rate was set for the next floating payment.
Definition Messages.h:650
bool minPriceIncrement(Decimal &value) const
Minimum tick for a product (only sent if not eligible for VTT).
Definition Messages.h:737
bool nextFixedPaymentAmount(Decimal &value) const
The next fixed payment amount.
Definition Messages.h:785
bool erisPAI(Decimal &value) const
This is the cumulative daily interest adjustment.
Definition Messages.h:715
bool previousErisPAI(Decimal &value) const
The Eris PAI on the Previous Settlement Date.
Definition Messages.h:823
StrRef securityExchange() const
Market used to help identify an instrument.
Definition Messages.h:584
bool accrualDays(UInt32 &value) const
How many days have passed since settlement price was last calculated.
Definition Messages.h:853
bool dailyIncrementalErisPAI(Decimal &value) const
This number represents the day over day variation margin for 1 contract for this instrument ID or Eri...
Definition Messages.h:705
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:992
bool accruedCoupons(Decimal &value) const
This value represents accumulated fixed and floating amounts.
Definition Messages.h:694
bool nextFloatingPaymentDate(Timestamp &value) const
The date the next floating payment will be made.
Definition Messages.h:894
bool settlementNPV(Decimal &value) const
Final Settlement Price in NPV terms.
Definition Messages.h:933
Entry next(SchemaVersion) const
Returns reference to the next item.
Definition Messages.h:998
bool dV01(Decimal &value) const
Present value of on basis points change in value if yield curve shifts 1bp.
Definition Messages.h:923
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Definition Messages.h:963
bool entrySize(UInt64 &value) const
Quantity or volume represented by the Market Data Entry.
Definition Messages.h:536
bool calFutPx(Decimal &value) const
Calculated Futures Price using Swap NPV, Historical fixed and floating amounts and synthetic interest...
Definition Messages.h:517
RelatedInstruments relatedInstruments() const
Returns instance of RelatedInstruments repeating group.
Definition Messages.h:971
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:212
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:221
bool fairCouponPct(Decimal &value) const
Shows the coupon rate that would result in a zero-NPV swap.
Definition Messages.h:639
bool minal(UInt64 &value) const
This is the notional value used to calculate NPV and Fixed and Floating Payment amounts.
Definition Messages.h:864
bool tradingReferenceDate(Timestamp &value) const
Indicates the business date for previous settlement price.
Definition Messages.h:805
bool npv(Decimal &value) const
The NPV represents net present value of the future cash flows at time t.
Definition Messages.h:683
bool finalSettlementFuturesPrice(Decimal &value) const
Final Settlement Futures Prices.
Definition Messages.h:943
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
Definition Messages.h:303
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Definition Messages.h:555
bool fixedNPV(Decimal &value) const
The NPV (Net Present Value) for the fixed leg of the trade, calculated that day.
Definition Messages.h:661
bool fedFundsRate(Decimal &value) const
The Fed Funds Rate published for the Fed Funds Date by the New York Federal Reserve.
Definition Messages.h:726
bool fixedPayment(Decimal &value) const
Fixed payment that occurs on the Evaluation Date.
Definition Messages.h:747
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:1018
Entries entries() const
Returns instance of Entries repeating group.
Definition Messages.h:1067
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Definition Messages.h:1057
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
Definition Messages.h:1039
IncrementalRefreshErisReferenceDataAndDailyStatistics333(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:1026
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:1076
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
Definition Messages.h:1048
Decimal netPctChg() const
Index percentage change with respect to previous close.
Definition Messages.h:2913
Decimal percentTrading() const
Percent trading of the underlying index constituents.
Definition Messages.h:2921
bool referenceId(StrRef &value) const
For future use.
Definition Messages.h:2959
EntryTypeIndices::Enum entryType() const
Indicates Market Data Entry Type.
Definition Messages.h:2834
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:2970
bool entrySize(UInt64 &value) const
Quantity of the MD Entry.
Definition Messages.h:2858
Decimal yield() const
Yield of the index's underlying constituents and applicable for FI indices only.
Definition Messages.h:2897
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:2808
bool openCloseSettlFlag(Int8 &value) const
Indicates whether the price is preliminary or previous day.
Definition Messages.h:2877
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:2817
UInt32 rptSeq() const
MD Entry sequence number per index update.
Definition Messages.h:2842
Decimal netChgPrevDay() const
Net change from previous day's closing price.
Definition Messages.h:2905
bool entryCode(EntryCode::Enum &value) const
List of conditions describing a index value.
Definition Messages.h:2929
bool entryTime(Int32 &value) const
Indicates Market Data Entry Timestamp.
Definition Messages.h:2949
UpdateActionNew updateAction() const
Indicates Market data Update Action which is always New.
Definition Messages.h:2828
bool entryDate(Int32 &value) const
Indicates Market Data Entry Date.
Definition Messages.h:2939
Decimal entryPx() const
Price of the Market Data Entry.
Definition Messages.h:2850
bool feedType(StrRef &value) const
Describes a class of service for a given data feed.
Definition Messages.h:3015
static const Char * className()
Returns class name.
Definition Messages.h:3060
Entries entries() const
Returns instance of Entries repeating group.
Definition Messages.h:3044
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Definition Messages.h:3034
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since epoch.
Definition Messages.h:3007
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:2986
IncrementalRefreshIndices348(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:2994
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:3053
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
Definition Messages.h:3025
bool securityAltId(StrRef &value) const
Expanded instrument description.
Definition Messages.h:5096
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:5117
StrRef securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
Definition Messages.h:5106
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:5076
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:5085
bool underlyingMaturityMonthYear(MaturityMonthYear &value) const
Underlying Security's MaturityMonthYear.
Definition Messages.h:5013
StrRef underlyingSecurityExchange() const
Underlying Security's SecurityExchange and it can be used to identify the underlying security.
Definition Messages.h:5033
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:5044
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:4984
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:4993
bool underlyingSecurityType(StrRef &value) const
Underlying Security's SecurityType.
Definition Messages.h:5023
bool underlyingSymbol(StrRef &value) const
Underlying Security's symbol.
Definition Messages.h:5004
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
Definition Messages.h:5177
bool productComplex(StrRef &value) const
Identifies an entire suite of products for a given market.
Definition Messages.h:5431
static const Char * className()
Entity class name.
Definition Messages.h:5504
bool priceType(UInt16 &value) const
Valid price types for intraday trade.
Definition Messages.h:5366
bool referenceId(StrRef &value) const
For future use.
Definition Messages.h:5459
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
Definition Messages.h:5060
bool sectorGroup(StrRef &value) const
Group of related products. For e.g. High Yield, Cheese.
Definition Messages.h:5412
bool openCloseSettlFlag(UInt8 &value) const
Flag that identifies a market data entry.
Definition Messages.h:5356
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
Definition Messages.h:5236
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
Definition Messages.h:5226
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
Definition Messages.h:5159
bool putOrCall(UInt8 &value) const
Indicates whether an option instrument is a put or call.
Definition Messages.h:5298
StrRef unitOfMeasureCurrency() const
Indicates the ISO Currency code if it is a currency product.
Definition Messages.h:5326
CHAR quoteCondition() const
Condition describing a quote.
Definition Messages.h:5394
bool seniority(StrRef &value) const
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Definition Messages.h:5277
Decimal entrySize() const
Quantity or volume represented by the Market Data Entry.
Definition Messages.h:5169
StrRef securityExchange() const
Market used to help identify an instrument.
Definition Messages.h:5216
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:5487
bool securitySubType(StrRef &value) const
SecuritySubType for CDS only.
Definition Messages.h:5440
Entry next(SchemaVersion) const
Returns reference to the next item.
Definition Messages.h:5493
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Definition Messages.h:5476
Decimal strikePrice() const
Strike Price for an option instrument.
Definition Messages.h:5308
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
Definition Messages.h:5468
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity month and year (used for standardi...
Definition Messages.h:5206
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:4951
bool tionalPercentageOutstanding(Decimal &value) const
Indicates the notional percentage of the deal that is still outstanding based on the remaining compon...
Definition Messages.h:5288
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond,...
Definition Messages.h:5256
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:4960
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
Definition Messages.h:5151
bool volType(UInt16 &value) const
Volume types for end of day volume.
Definition Messages.h:5449
bool unitOfMeasure(StrRef &value) const
Unit of measure for the products' original contract size.
Definition Messages.h:5316
bool securityType(StrRef &value) const
Indicates the type of instrument.
Definition Messages.h:5195
bool sectorSubGroup(StrRef &value) const
A further qualification of Sector Group For e.g.
Definition Messages.h:5422
UpdateActionNew updateAction() const
Indicates the type of Market Data update action.
Definition Messages.h:5136
Decimal unitOfMeasureQty() const
This field contains the notional value for each instrument.
Definition Messages.h:5337
bool entryDate(Int32 &value) const
Date of the Market Data Entry Format: YYYYMMDD (i.e.
Definition Messages.h:5346
CHAR entryType() const
Indicates the type of Market Data entry.
Definition Messages.h:5142
bool marketSector(StrRef &value) const
Identifies the market in which a product trades.
Definition Messages.h:5403
bool restructuringType(StrRef &value) const
A category of CDS credit event in which the underlying bond experiences a restructuring.
Definition Messages.h:5267
bool settlDate(Timestamp &value) const
Indicates date of settlement.
Definition Messages.h:5376
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
Definition Messages.h:5133
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Definition Messages.h:5186
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:5513
IncrementalRefreshOTC356()
Initializes blank instance.
Definition Messages.h:5516
static const Char * className()
Returns class name.
Definition Messages.h:5599
Entries entries() const
Returns instance of Entries repeating group.
Definition Messages.h:5583
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Definition Messages.h:5573
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
Definition Messages.h:5534
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:5592
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
Definition Messages.h:5564
IncrementalRefreshOTC356(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:5521
bool tradeDate(Timestamp &value) const
Indicates date of trade referenced in this message in YYYYMMDD format (expressed in local time at pla...
Definition Messages.h:5545
bool securityAltId(StrRef &value) const
Expanded instrument description.
Definition Messages.h:7384
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:7405
StrRef securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
Definition Messages.h:7394
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:7364
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:7373
bool underlyingMaturityMonthYear(MaturityMonthYear &value) const
Underlying Security's MaturityMonthYear.
Definition Messages.h:7301
StrRef underlyingSecurityExchange() const
Underlying Security's SecurityExchange and it can be used to identify the underlying security.
Definition Messages.h:7321
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:7332
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:7272
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:7281
bool underlyingSecurityType(StrRef &value) const
Underlying Security's SecurityType.
Definition Messages.h:7311
bool underlyingSymbol(StrRef &value) const
Underlying Security's symbol.
Definition Messages.h:7292
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
Definition Messages.h:7465
bool productComplex(StrRef &value) const
Identifies an entire suite of products for a given market.
Definition Messages.h:7723
static const Char * className()
Entity class name.
Definition Messages.h:7796
bool priceType(UInt16 &value) const
Valid price types for intraday trade.
Definition Messages.h:7658
bool referenceId(StrRef &value) const
For future use.
Definition Messages.h:7751
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
Definition Messages.h:7348
bool sectorGroup(StrRef &value) const
Group of related products. For e.g. High Yield, Cheese.
Definition Messages.h:7704
bool openCloseSettlFlag(UInt8 &value) const
Flag that identifies a market data entry.
Definition Messages.h:7648
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
Definition Messages.h:7524
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
Definition Messages.h:7514
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
Definition Messages.h:7447
bool putOrCall(UInt8 &value) const
Indicates whether an option instrument is a put or call.
Definition Messages.h:7586
StrRef unitOfMeasureCurrency() const
Indicates the ISO Currency code if it is a currency product.
Definition Messages.h:7616
CHAR quoteCondition() const
Condition describing a quote.
Definition Messages.h:7686
bool seniority(StrRef &value) const
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Definition Messages.h:7565
Decimal entrySize() const
Quantity or volume represented by the Market Data Entry.
Definition Messages.h:7457
StrRef securityExchange() const
Market used to help identify an instrument.
Definition Messages.h:7504
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:7779
bool securitySubType(StrRef &value) const
SecuritySubType for CDS only.
Definition Messages.h:7732
Entry next(SchemaVersion) const
Returns reference to the next item.
Definition Messages.h:7785
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Definition Messages.h:7768
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
Definition Messages.h:7760
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity month and year (used for standardi...
Definition Messages.h:7494
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:7239
bool tionalPercentageOutstanding(Decimal &value) const
Indicates the notional percentage of the deal that is still outstanding based on the remaining compon...
Definition Messages.h:7576
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond,...
Definition Messages.h:7544
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:7248
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
Definition Messages.h:7439
bool volType(UInt16 &value) const
Volume types for end of day volume.
Definition Messages.h:7741
bool unitOfMeasure(StrRef &value) const
Unit of measure for the products' original contract size.
Definition Messages.h:7606
bool securityType(StrRef &value) const
Indicates the type of instrument.
Definition Messages.h:7483
bool sectorSubGroup(StrRef &value) const
A further qualification of Sector Group For e.g.
Definition Messages.h:7714
UpdateActionNew updateAction() const
Indicates the type of Market Data update action.
Definition Messages.h:7424
bool entryDate(Int32 &value) const
Date of the Market Data Entry Format: YYYYMMDD (i.e.
Definition Messages.h:7638
CHAR entryType() const
Indicates the type of Market Data entry.
Definition Messages.h:7430
bool marketSector(StrRef &value) const
Identifies the market in which a product trades.
Definition Messages.h:7695
bool restructuringType(StrRef &value) const
A category of CDS credit event in which the underlying bond experiences a restructuring.
Definition Messages.h:7555
bool settlDate(Timestamp &value) const
Indicates date of settlement.
Definition Messages.h:7668
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
Definition Messages.h:7421
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Definition Messages.h:7474
bool unitOfMeasureQty(Decimal &value) const
This field contains the notional value for each instrument.
Definition Messages.h:7627
bool strikePrice(Decimal &value) const
Strike Price for an option instrument.
Definition Messages.h:7596
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:7805
static const Char * className()
Returns class name.
Definition Messages.h:7891
Entries entries() const
Returns instance of Entries repeating group.
Definition Messages.h:7875
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Definition Messages.h:7865
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
Definition Messages.h:7826
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:7884
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
Definition Messages.h:7856
bool tradeDate(Timestamp &value) const
Indicates date of trade referenced in this message in YYYYMMDD format (expressed in local time at pla...
Definition Messages.h:7837
IncrementalRefreshOTC366()
Initializes blank instance.
Definition Messages.h:7808
IncrementalRefreshOTC366(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:7813
bool legUnitOfMeasureCurrency(StrRef &value) const
Indicates the currency of the unit of measure.
Definition Messages.h:1727
LegsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:1554
bool legSecurityExchange(StrRef &value) const
Multileg instrument's individual security's leg SecurityExchange.
Definition Messages.h:1685
bool legUnitOfMeasureQty(Decimal &value) const
Multileg instrument's individual security's leg UnitOfMeasureQty.
Definition Messages.h:1674
LegSecurityIDSource legSecurityIdSource() const
Identifies source of tag 602-LegSecurityID value.
Definition Messages.h:1588
bool legPutOrCall(UInt8 &value) const
Multileg instrument's individual security's leg option put or call.
Definition Messages.h:1716
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:1738
bool legMaturityDate(Timestamp &value) const
Multileg instrument's individual security's leg MaturityDate.
Definition Messages.h:1635
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:1545
bool legSecurityId(UInt64 &value) const
Multileg instrument's individual security's SecurityID.
Definition Messages.h:1577
bool legId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.Cross referenced in Tag 654.
Definition Messages.h:1605
bool legMaturityMonthYear(MaturityMonthYear &value) const
Multileg instrument's individual security's leg MaturityMonthYear.
Definition Messages.h:1624
bool legRatioQty(UInt16 &value) const
The ratio of quantity for this individual leg relative to the entire multileg security.
Definition Messages.h:1695
bool legSide(UInt8 &value) const
The side of this individual leg (multileg security).
Definition Messages.h:1705
bool legSecurityType(StrRef &value) const
Identifies the type of leg instrument.
Definition Messages.h:1614
bool legUnitOfMeasure(StrRef &value) const
Multileg instrument's individual security's leg UnitOfMeasure.
Definition Messages.h:1664
bool legStrikePrice(Decimal &value) const
Multileg instrument's individual security's StrikePrice.
Definition Messages.h:1653
bool legSymbol(StrRef &value) const
This tag contains the instrument group of the requested security definition.
Definition Messages.h:1568
bool legSecurityGroup(StrRef &value) const
Leg equivalent of body tag 1151-SecurityGroup (i.e.
Definition Messages.h:1595
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:1513
bool partyRole(StrRef &value) const
Identifies the type or role of the PartyID specified.
Definition Messages.h:1502
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:1473
PartyIDsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:1482
bool underlyingMaturityMonthYear(MaturityMonthYear &value) const
Underlying Security's MaturityMonthYear.
Definition Messages.h:1411
bool underlyingSecurityExchange(StrRef &value) const
Underlying Security's SecurityExchange.
Definition Messages.h:1430
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:1441
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:1382
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:1391
bool underlyingSecurityType(StrRef &value) const
Underlying Security's SecurityType.
Definition Messages.h:1421
bool underlyingSymbol(StrRef &value) const
Underlying Security's symbol.
Definition Messages.h:1402
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
Definition Messages.h:1842
bool legRefId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.
Definition Messages.h:2051
UpdateAction::Enum updateAction() const
Market Data update Action.
Definition Messages.h:1757
EntryTypeTrade entryType() const
Market Data Entry Type.
Definition Messages.h:1765
bool entryId(StrRef &value) const
Market data entry identifier to map multiple prices of a single trade.
Definition Messages.h:1981
bool priceType(UInt16 &value) const
Valid price types for intraday trade.
Definition Messages.h:1960
bool strategyLinkId(StrRef &value) const
Identifies the multileg strategy (e.g.
Definition Messages.h:2041
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
Definition Messages.h:1457
bool trdType(UInt8 &value) const
Valid trade types for intraday trade.
Definition Messages.h:1970
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
Definition Messages.h:1899
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
Definition Messages.h:1790
bool putOrCall(UInt8 &value) const
Indicates whether an option instrument is a put or call.
Definition Messages.h:1990
Legs legs() const
Returns instance of Legs repeating group.
Definition Messages.h:2077
Int32 tradeId() const
Unique Trade Entry ID per Instrument and Trading Date.
Definition Messages.h:1821
bool seniority(StrRef &value) const
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Definition Messages.h:2021
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:2089
bool securitySubType(StrRef &value) const
SecuritySubType for CDS only.
Definition Messages.h:1869
Entry next(SchemaVersion) const
Returns reference to the next item.
Definition Messages.h:2095
BinaryGroup< PartyIDsEntry, GroupSize, MessageSize > PartyIDs
Repeating group containing PartyIDsEntry entries.
Definition Messages.h:1529
PartyIDs partyIds() const
Returns instance of PartyIDs repeating group.
Definition Messages.h:2068
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
Definition Messages.h:2060
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity month and year (used for standardi...
Definition Messages.h:1880
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:1349
bool numberOfOrders(Int32 &value) const
The total number of real orders per instrument that participated in a match step within a match event...
Definition Messages.h:1811
bool unitOfMeasureCurrency(StrRef &value) const
Indicates the ISO Currency code if it is a currency product.
Definition Messages.h:1927
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond,...
Definition Messages.h:1950
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:1358
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
Definition Messages.h:1782
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is aggressor of the trade.
Definition Messages.h:1831
bool unitOfMeasure(StrRef &value) const
Unit of measure for the products' original contract size.
Definition Messages.h:1917
bool securityType(StrRef &value) const
Identifies the type of instrument.
Definition Messages.h:1860
bool securityExchange(StrRef &value) const
Market used to help identify an instrument.
Definition Messages.h:1890
bool restructuringType(StrRef &value) const
A category of CDS credit event in which the underlying bond experiences a restructuring.
Definition Messages.h:2011
bool securityId(UInt64 &value) const
Unique security ID.
Definition Messages.h:1771
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Definition Messages.h:1851
BinaryGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
Definition Messages.h:1754
bool unitOfMeasureQty(Decimal &value) const
This field contains the notional value for each instrument.
Definition Messages.h:1938
bool strikePrice(Decimal &value) const
Strike Price for an option instrument.
Definition Messages.h:2000
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:2115
static const Char * className()
Returns class name.
Definition Messages.h:2178
Entries entries() const
Returns instance of Entries repeating group.
Definition Messages.h:2162
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
Definition Messages.h:2136
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:2171
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
Definition Messages.h:2145
IncrementalRefreshTradeBlocks340(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:2123
UInt16 batchTotalMessages() const
Total number of messages contained within batch which is defined by match event indicator (5799).
Definition Messages.h:2154
bool legUnitOfMeasureCurrency(StrRef &value) const
Indicates the currency of the unit of measure.
Definition Messages.h:3473
LegsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:3300
bool legSecurityExchange(StrRef &value) const
Multileg instrument's individual security's leg SecurityExchange.
Definition Messages.h:3431
bool legUnitOfMeasureQty(Decimal &value) const
Multileg instrument's individual security's leg UnitOfMeasureQty.
Definition Messages.h:3420
LegSecurityIDSource legSecurityIdSource() const
Identifies source of tag 602-LegSecurityID value.
Definition Messages.h:3334
bool legPutOrCall(UInt8 &value) const
Multileg instrument's individual security's leg option put or call.
Definition Messages.h:3462
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:3484
bool legMaturityDate(Timestamp &value) const
Multileg instrument's individual security's leg MaturityDate.
Definition Messages.h:3381
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:3291
bool legSecurityId(UInt64 &value) const
Multileg instrument's individual security's SecurityID.
Definition Messages.h:3323
bool legId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.Cross referenced in Tag 654.
Definition Messages.h:3351
bool legMaturityMonthYear(MaturityMonthYear &value) const
Multileg instrument's individual security's leg MaturityMonthYear.
Definition Messages.h:3370
bool legRatioQty(UInt16 &value) const
The ratio of quantity for this individual leg relative to the entire multileg security.
Definition Messages.h:3441
bool legSide(UInt8 &value) const
The side of this individual leg (multileg security).
Definition Messages.h:3451
bool legSecurityType(StrRef &value) const
Identifies the type of leg instrument.
Definition Messages.h:3360
bool legUnitOfMeasure(StrRef &value) const
Multileg instrument's individual security's leg UnitOfMeasure.
Definition Messages.h:3410
bool legStrikePrice(Decimal &value) const
Multileg instrument's individual security's StrikePrice.
Definition Messages.h:3399
bool legSymbol(StrRef &value) const
This tag contains the instrument group of the requested security definition.
Definition Messages.h:3314
bool legSecurityGroup(StrRef &value) const
Leg equivalent of body tag 1151-SecurityGroup (i.e.
Definition Messages.h:3341
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:3259
bool partyRole(StrRef &value) const
Identifies the type or role of the PartyID specified.
Definition Messages.h:3248
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:3219
PartyIDsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:3228
bool underlyingMaturityMonthYear(MaturityMonthYear &value) const
Underlying Security's MaturityMonthYear.
Definition Messages.h:3157
bool underlyingSecurityExchange(StrRef &value) const
Underlying Security's SecurityExchange.
Definition Messages.h:3176
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:3187
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:3128
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:3137
bool underlyingSecurityType(StrRef &value) const
Underlying Security's SecurityType.
Definition Messages.h:3167
bool underlyingSymbol(StrRef &value) const
Underlying Security's symbol.
Definition Messages.h:3148
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
Definition Messages.h:3586
bool legRefId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.
Definition Messages.h:3795
UpdateAction::Enum updateAction() const
Market Data update Action.
Definition Messages.h:3503
EntryTypeTrade entryType() const
Market Data Entry Type.
Definition Messages.h:3511
bool entryId(StrRef &value) const
Market data entry identifier to map multiple prices of a single trade.
Definition Messages.h:3725
bool priceType(UInt16 &value) const
Valid price types for intraday trade.
Definition Messages.h:3704
bool strategyLinkId(StrRef &value) const
Identifies the multileg strategy (e.g.
Definition Messages.h:3785
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
Definition Messages.h:3203
bool trdType(UInt8 &value) const
Valid trade types for intraday trade.
Definition Messages.h:3714
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
Definition Messages.h:3643
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
Definition Messages.h:3536
bool putOrCall(UInt8 &value) const
Indicates whether an option instrument is a put or call.
Definition Messages.h:3734
Legs legs() const
Returns instance of Legs repeating group.
Definition Messages.h:3821
Int32 tradeId() const
Unique Trade Entry ID per Instrument and Trading Date.
Definition Messages.h:3565
bool seniority(StrRef &value) const
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Definition Messages.h:3765
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:3833
bool securitySubType(StrRef &value) const
SecuritySubType for CDS only.
Definition Messages.h:3613
Entry next(SchemaVersion) const
Returns reference to the next item.
Definition Messages.h:3839
BinaryGroup< PartyIDsEntry, GroupSize, MessageSize > PartyIDs
Repeating group containing PartyIDsEntry entries.
Definition Messages.h:3275
PartyIDs partyIds() const
Returns instance of PartyIDs repeating group.
Definition Messages.h:3812
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
Definition Messages.h:3804
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity month and year (used for standardi...
Definition Messages.h:3624
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:3095
bool numberOfOrders(Int32 &value) const
The total number of real orders per instrument that participated in a match step within a match event...
Definition Messages.h:3555
bool unitOfMeasureCurrency(StrRef &value) const
Indicates the ISO Currency code if it is a currency product.
Definition Messages.h:3671
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond,...
Definition Messages.h:3694
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:3104
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
Definition Messages.h:3528
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is aggressor of the trade.
Definition Messages.h:3575
bool unitOfMeasure(StrRef &value) const
Unit of measure for the products' original contract size.
Definition Messages.h:3661
bool securityType(StrRef &value) const
Identifies the type of instrument.
Definition Messages.h:3604
bool securityExchange(StrRef &value) const
Market used to help identify an instrument.
Definition Messages.h:3634
bool restructuringType(StrRef &value) const
A category of CDS credit event in which the underlying bond experiences a restructuring.
Definition Messages.h:3755
bool securityId(UInt64 &value) const
Unique security ID.
Definition Messages.h:3517
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Definition Messages.h:3595
BinaryGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
Definition Messages.h:3500
bool unitOfMeasureQty(Decimal &value) const
This field contains the notional value for each instrument.
Definition Messages.h:3682
bool strikePrice(Decimal &value) const
Strike Price for an option instrument.
Definition Messages.h:3744
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:3859
static const Char * className()
Returns class name.
Definition Messages.h:3946
Entries entries() const
Returns instance of Entries repeating group.
Definition Messages.h:3930
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:3939
IncrementalRefreshTradeBlocks349(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:3867
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
Definition Messages.h:3892
bool transactTime(Timestamp &value) const
Start of event processing time in number of nanoseconds since Unix epoch.
Definition Messages.h:3881
bool tradeDate(Timestamp &value) const
Indicates date of trade referenced in this message in YYYYMMDD format (expressed in local time at pla...
Definition Messages.h:3912
UInt16 batchTotalMessages() const
Total number of messages contained within batch which is defined by match event indicator (5799).
Definition Messages.h:3901
bool legUnitOfMeasureCurrency(StrRef &value) const
Indicates the currency of the unit of measure.
Definition Messages.h:6731
LegsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:6558
bool legSecurityExchange(StrRef &value) const
Multileg instrument's individual security's leg SecurityExchange.
Definition Messages.h:6689
bool legUnitOfMeasureQty(Decimal &value) const
Multileg instrument's individual security's leg UnitOfMeasureQty.
Definition Messages.h:6678
LegSecurityIDSource legSecurityIdSource() const
Identifies source of tag 602-LegSecurityID value.
Definition Messages.h:6592
bool legPutOrCall(UInt8 &value) const
Multileg instrument's individual security's leg option put or call.
Definition Messages.h:6720
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:6742
bool legMaturityDate(Timestamp &value) const
Multileg instrument's individual security's leg MaturityDate.
Definition Messages.h:6639
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:6549
bool legSecurityId(UInt64 &value) const
Multileg instrument's individual security's SecurityID.
Definition Messages.h:6581
bool legId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.Cross referenced in Tag 654.
Definition Messages.h:6609
bool legMaturityMonthYear(MaturityMonthYear &value) const
Multileg instrument's individual security's leg MaturityMonthYear.
Definition Messages.h:6628
bool legRatioQty(UInt16 &value) const
The ratio of quantity for this individual leg relative to the entire multileg security.
Definition Messages.h:6699
bool legSide(UInt8 &value) const
The side of this individual leg (multileg security).
Definition Messages.h:6709
bool legSecurityType(StrRef &value) const
Identifies the type of leg instrument.
Definition Messages.h:6618
bool legUnitOfMeasure(StrRef &value) const
Multileg instrument's individual security's leg UnitOfMeasure.
Definition Messages.h:6668
bool legStrikePrice(Decimal &value) const
Multileg instrument's individual security's StrikePrice.
Definition Messages.h:6657
bool legSymbol(StrRef &value) const
This tag contains the instrument group of the requested security definition.
Definition Messages.h:6572
bool legSecurityGroup(StrRef &value) const
Leg equivalent of body tag 1151-SecurityGroup (i.e.
Definition Messages.h:6599
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:6517
bool partyRole(StrRef &value) const
Identifies the type or role of the PartyID specified.
Definition Messages.h:6506
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:6477
PartyIDsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:6486
bool underlyingMaturityMonthYear(MaturityMonthYear &value) const
Underlying Security's MaturityMonthYear.
Definition Messages.h:6415
bool underlyingSecurityExchange(StrRef &value) const
Underlying Security's SecurityExchange.
Definition Messages.h:6434
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:6445
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:6386
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:6395
bool underlyingSecurityType(StrRef &value) const
Underlying Security's SecurityType.
Definition Messages.h:6425
bool underlyingSymbol(StrRef &value) const
Underlying Security's symbol.
Definition Messages.h:6406
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
Definition Messages.h:6844
bool legRefId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.
Definition Messages.h:7053
UpdateAction::Enum updateAction() const
Market Data update Action.
Definition Messages.h:6761
EntryTypeTrade entryType() const
Market Data Entry Type.
Definition Messages.h:6769
bool entryId(StrRef &value) const
Market data entry identifier to map multiple prices of a single trade.
Definition Messages.h:6983
bool priceType(UInt16 &value) const
Valid price types for intraday trade.
Definition Messages.h:6962
bool strategyLinkId(StrRef &value) const
Identifies the multileg strategy (e.g.
Definition Messages.h:7043
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
Definition Messages.h:6461
bool trdType(UInt8 &value) const
Valid trade types for intraday trade.
Definition Messages.h:6972
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
Definition Messages.h:6901
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
Definition Messages.h:6794
bool putOrCall(UInt8 &value) const
Indicates whether an option instrument is a put or call.
Definition Messages.h:6992
Legs legs() const
Returns instance of Legs repeating group.
Definition Messages.h:7079
Int32 tradeId() const
Unique Trade Entry ID per Instrument and Trading Date.
Definition Messages.h:6823
bool seniority(StrRef &value) const
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Definition Messages.h:7023
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:7091
bool securitySubType(StrRef &value) const
SecuritySubType for CDS only.
Definition Messages.h:6871
Entry next(SchemaVersion) const
Returns reference to the next item.
Definition Messages.h:7097
BinaryGroup< PartyIDsEntry, GroupSize, MessageSize > PartyIDs
Repeating group containing PartyIDsEntry entries.
Definition Messages.h:6533
PartyIDs partyIds() const
Returns instance of PartyIDs repeating group.
Definition Messages.h:7070
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
Definition Messages.h:7062
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity month and year (used for standardi...
Definition Messages.h:6882
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:6353
bool numberOfOrders(Int32 &value) const
The total number of real orders per instrument that participated in a match step within a match event...
Definition Messages.h:6813
bool unitOfMeasureCurrency(StrRef &value) const
Indicates the ISO Currency code if it is a currency product.
Definition Messages.h:6929
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond,...
Definition Messages.h:6952
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:6362
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
Definition Messages.h:6786
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is aggressor of the trade.
Definition Messages.h:6833
bool unitOfMeasure(StrRef &value) const
Unit of measure for the products' original contract size.
Definition Messages.h:6919
bool securityType(StrRef &value) const
Identifies the type of instrument.
Definition Messages.h:6862
bool securityExchange(StrRef &value) const
Market used to help identify an instrument.
Definition Messages.h:6892
bool restructuringType(StrRef &value) const
A category of CDS credit event in which the underlying bond experiences a restructuring.
Definition Messages.h:7013
bool securityId(UInt64 &value) const
Unique security ID.
Definition Messages.h:6775
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Definition Messages.h:6853
BinaryGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
Definition Messages.h:6758
bool unitOfMeasureQty(Decimal &value) const
This field contains the notional value for each instrument.
Definition Messages.h:6940
bool strikePrice(Decimal &value) const
Strike Price for an option instrument.
Definition Messages.h:7002
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
Definition Messages.h:7117
static const Char * className()
Returns class name.
Definition Messages.h:7204
Entries entries() const
Returns instance of Entries repeating group.
Definition Messages.h:7188
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:7197
IncrementalRefreshTradeBlocks365(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:7125
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
Definition Messages.h:7150
bool transactTime(Timestamp &value) const
Start of event processing time in number of nanoseconds since Unix epoch.
Definition Messages.h:7139
bool tradeDate(Timestamp &value) const
Indicates date of trade referenced in this message in YYYYMMDD format (expressed in local time at pla...
Definition Messages.h:7170
UInt16 batchTotalMessages() const
Total number of messages contained within batch which is defined by match event indicator (5799).
Definition Messages.h:7159
bool eventTime(UInt64 &value) const
Time of event. This is number of days since unix epoch.
Definition Messages.h:5738
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:5750
bool eventType(UInt8 &value) const
Code to represent the type of event.
Definition Messages.h:5728
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:5708
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:5717
bool feedType(StrRef &value) const
Describes a class of service for a given data feed.
Definition Messages.h:5655
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:5676
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:5634
FeedTypesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:5643
bool marketDepth(UInt8 &value) const
Indicated the level on the book traded.
Definition Messages.h:5664
bool legSecurityAltId(StrRef &value) const
Multileg instrument's individual security's SecurityAltID.
Definition Messages.h:5909
bool legSecurityAltIdSource(UInt8 &value) const
Multileg instrument's individual security's SecurityAltIDSource.
Definition Messages.h:5919
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:5931
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:5889
LegSecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:5898
LegsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:5864
LegsEntry next(SchemaVersion) const
Returns reference to the next item.
Definition Messages.h:6100
bool legPayFrequencey(StrRef &value) const
Payment frequency of fixed and floating rates expresses as a period.
Definition Messages.h:5988
Decimal previousFixingRate() const
The Rate set on the last reset date.
Definition Messages.h:5998
bool rateDescriptor(StrRef &value) const
Rate Descriptor.
Definition Messages.h:5959
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:6094
Decimal interpolationFactor() const
Multiplier that when applied on longer rate results in previous fixing rate.
Definition Messages.h:6076
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:5855
LegSecurityAltID legSecurityAltId() const
Returns instance of LegSecurityAltID repeating group.
Definition Messages.h:6084
bool previousFixingDate(Timestamp &value) const
Issue date for one leg of a multi-issue trade.
Definition Messages.h:5969
bool legRatioQty(Int32 &value) const
The ratio of quantity for this individual leg relative to the entire multi-leg instrument.
Definition Messages.h:6017
bool legDateOffset(Int8 &value) const
Float reset date offset, specified when LegType = FLOAT.
Definition Messages.h:6065
bool legSide(UInt8 &value) const
The side of this individual leg.
Definition Messages.h:6027
bool legSecurityType(StrRef &value) const
Identifies the type of instrument.
Definition Messages.h:6046
bool legSymbol(StrRef &value) const
For Eris Interest rate swaps values would be FIXED, FLOAT and for Spread, value would be underline in...
Definition Messages.h:6007
bool legBenchmarkCurveName(StrRef &value) const
Required for Floating Rate Leg. Floating rate reference.
Definition Messages.h:5950
bool legSecurityGroup(StrRef &value) const
Leg equivalent of body tag 1151-SecurityGroup (i.e.
Definition Messages.h:6056
StrRef legCurrency() const
Currency associated with a particular Leg's quantity.
Definition Messages.h:6037
BinaryGroup< LegSecurityAltIDEntry, GroupSize, MessageSize > LegSecurityAltID
Repeating group containing LegSecurityAltIDEntry entries.
Definition Messages.h:5947
bool securityAltId(StrRef &value) const
Expanded instrument description.
Definition Messages.h:5802
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:5823
StrRef securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
Definition Messages.h:5812
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:5782
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:5791
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
Definition Messages.h:6149
SecurityUpdateAction::Enum securityUpdateAction() const
Included in the message on the Incremental feed when a mid-week deletion or modification (i....
Definition Messages.h:6223
static const Char * className()
Returns class name.
Definition Messages.h:6318
Decimal minPriceIncrement() const
Minimum constant tick for the instrument.
Definition Messages.h:6213
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:5766
bool applId(UInt16 &value) const
This value indicates the channel ID as defined in the XML configuration file.
Definition Messages.h:6262
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
Definition Messages.h:6186
bool product(UInt8 &value) const
Identifies the type of product.
Definition Messages.h:6167
Legs legs() const
Returns instance of Legs repeating group.
Definition Messages.h:6299
StrRef securityExchange() const
Market used to help identify a security.
Definition Messages.h:6177
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:6311
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Definition Messages.h:6289
bool userDefinedInstrument(ErisUDI &value) const
Identifies user-defined instruments.
Definition Messages.h:6251
InstrumentDefinitionEris363(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:6128
Events events() const
Returns instance of Events repeating group.
Definition Messages.h:6280
FeedTypes feedTypes() const
Returns instance of FeedTypes repeating group.
Definition Messages.h:6272
bool couponRate(Decimal &value) const
Coupon Rate of the Swap.
Definition Messages.h:6240
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
Definition Messages.h:5692
bool securityType(StrRef &value) const
Identifies the type of instrument.
Definition Messages.h:6158
StrRef currency() const
Identifies currency used for price.
Definition Messages.h:6204
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
Definition Messages.h:5839
bool securityGroup(StrRef &value) const
Product code.
Definition Messages.h:6140
bool rateType(StrRef &value) const
Rate type for the swap and spread.
Definition Messages.h:6231
BinaryGroupWithNested< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
Definition Messages.h:6120
EventTypeIndices::Enum eventType() const
Code to represent the type of event.
Definition Messages.h:2628
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:2646
BinaryGroupEntry< GroupSizeEncoding::BlockLength > Base
Aliases base class type.
Definition Messages.h:2608
UInt64 eventTime() const
Time of event. This is number of days since unix epoch.
Definition Messages.h:2636
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:2617
UInt8 instAttribType() const
Code to represent the type of instrument attribute.
Definition Messages.h:2556
bool instAttribValue(StrRef &value) const
Attribute value appropriate to the InstrAttribType (871) field.
Definition Messages.h:2565
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:2576
BinaryGroupEntry< GroupSizeEncoding::BlockLength > Base
Aliases base class type.
Definition Messages.h:2536
InstAttribEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:2545
bool symbol(StrRef &value) const
Instrument Name or Symbol.
Definition Messages.h:2682
bool feedType(StrRef &value) const
Describes a class of service for a given data feed.
Definition Messages.h:2728
SecurityUpdateAction::Enum securityUpdateAction() const
Included on the message when a modification or deletion occurs.
Definition Messages.h:2720
static const Char * className()
Returns class name.
Definition Messages.h:2773
bool applId(UInt16 &value) const
This value indicates the channel ID as defined in the XML configuration file.
Definition Messages.h:2738
InstrumentDefinitionIndices347(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:2670
StrRef securityExchange() const
Market used to help identify an instrument.
Definition Messages.h:2700
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:2766
Events events() const
Returns instance of Events repeating group.
Definition Messages.h:2756
StrRef currency() const
Identifies the currency for the instrument traded.
Definition Messages.h:2709
BinaryGroup< InstAttribEntry, GroupSizeEncoding, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
Definition Messages.h:2592
InstAttrib instAttrib() const
Returns instance of InstAttrib repeating group.
Definition Messages.h:2748
Int8 product() const
Indicates the type of product the instrument is associated with in the message.
Definition Messages.h:2692
BinaryGroup< EventsEntry, GroupSizeEncoding, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:2662
static const Char * className()
Entity class name.
Definition Messages.h:1231
LinesOfTextEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:1194
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:1224
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:1185
StrRef text() const
This general purpose text field could contain any post- trade instructions used by customers based on...
Definition Messages.h:1213
bool symbol(StrRef &value) const
A specific moniter assigned to a group of related securities which may be concurrently affected by ma...
Definition Messages.h:1142
static const Char * className()
Entity class name.
Definition Messages.h:1160
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:1153
RelatedSymEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:1127
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:1118
bool feedType(StrRef &value) const
Describes a class of service for a given data feed.
Definition Messages.h:1280
NewsIndices339()
Initializes blank instance.
Definition Messages.h:1243
bool origTime(Timestamp &value) const
Time of message origination expressed as number of nanoseconds since unix epoch.
Definition Messages.h:1270
static const Char * className()
Returns class name.
Definition Messages.h:1314
static StrRef fixType()
FIX message type.
Definition Messages.h:1321
LinesOfText linesOfText() const
Returns instance of LinesOfText repeating group.
Definition Messages.h:1297
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:1307
BinaryGroup< RelatedSymEntry, GroupSize, MessageSize > RelatedSym
Repeating group containing RelatedSymEntry entries.
Definition Messages.h:1169
NewsIndices339(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:1248
BinaryGroup< LinesOfTextEntry, GroupSize, MessageSize > LinesOfText
Repeating group containing LinesOfTextEntry entries.
Definition Messages.h:1240
RelatedSym relatedSym() const
Returns instance of RelatedSym repeating group.
Definition Messages.h:1289
bool headline(StrRef &value) const
The headline of a News message.
Definition Messages.h:1260
Null values definition for optional Decimal32NULL field.
Definition Composites.h:84
Null values definition for optional Decimal32 field.
Definition Composites.h:42
Null values definition for optional Decimal64 field.
Definition Composites.h:126
Null values definition for optional MaturityMonthYear field.
Definition Composites.h:254
Null values definition for optional PRICENULL9 field.
Definition Composites.h:333
Null values definition for optional PRICENULL field.
Definition Composites.h:291
bool eventTime(UInt64 &value) const
Time of event. This is number of days since unix epoch.
Definition Messages.h:2276
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:2288
bool eventType(UInt8 &value) const
Code to represent the type of event.
Definition Messages.h:2266
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:2246
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:2255
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
Definition Messages.h:2307
bool quoteType(UInt8 &value) const
Type of quote requested.
Definition Messages.h:2393
static const Char * className()
Entity class name.
Definition Messages.h:2430
RelatedSymEntry next(SchemaVersion) const
Returns reference to the next item.
Definition Messages.h:2419
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
Definition Messages.h:2304
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
Definition Messages.h:2365
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
Definition Messages.h:2346
bool orderQty(UInt64 &value) const
Quantity Requested.
Definition Messages.h:2326
StrRef securityExchange() const
Market used to help identify an instrument.
Definition Messages.h:2336
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Definition Messages.h:2413
RelatedSymEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Definition Messages.h:2222
Events events() const
Returns instance of Events repeating group.
Definition Messages.h:2403
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
Definition Messages.h:2213
bool couponRate(Decimal &value) const
Coupon Rate of the swap.
Definition Messages.h:2316
bool securityType(StrRef &value) const
Indicates type of instrument.
Definition Messages.h:2383
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Definition Messages.h:2356
QuoteRequest345()
Initializes blank instance.
Definition Messages.h:2442
static const Char * className()
Returns class name.
Definition Messages.h:2501
static StrRef fixType()
FIX message type.
Definition Messages.h:2508
Timestamp transactTime() const
Time of quote request creation, expressed in UTC.
Definition Messages.h:2459
QuoteRequest345(const void *data, EncodedLength length)
Initializes instance over given memory block.
Definition Messages.h:2447
BinaryGroupWithNested< RelatedSymEntry, GroupSize, MessageSize > RelatedSym
Repeating group containing RelatedSymEntry entries.
Definition Messages.h:2439
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Definition Messages.h:2494
bool quoteReqId(StrRef &value) const
Quote request ID defined by the exchange.
Definition Messages.h:2476
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.
Definition Messages.h:2468
RelatedSym relatedSym() const
Returns instance of RelatedSym repeating group.
Definition Messages.h:2485