67 return "AdminHeartbeat312";
122 return "AdminLogin315";
179 return "AdminLogout316";
281 return ordinary(value, offset, Null());
296 return "Entries.SecurityAltIDEntry";
345 return ordinary(value, offset, Null());
378 return "Entries.RelatedInstrumentsEntry";
427 return ordinary(value, offset, Null());
437 return ordinary(value, offset, Null());
452 return "Entries.EventsEntry";
492 return decimal(value, offset, Null());
502 return ordinary(value, offset, Null());
523 return decimal(value, offset, Null());
542 return ordinary(value, offset, Null());
571 return ordinary(value, offset, Null());
600 FieldValue fieldValue;
602 if (
ordinary(fieldValue, offset, Null()))
617 return decimal(value, offset, Null());
628 FieldValue fieldValue;
630 if (
ordinary(fieldValue, offset, Null()))
645 return decimal(value, offset, Null());
656 return decimal(value, offset, Null());
667 return decimal(value, offset, Null());
678 return decimal(value, offset, Null());
689 return decimal(value, offset, Null());
700 return decimal(value, offset, Null());
711 return decimal(value, offset, Null());
721 return decimal(value, offset, Null());
732 return decimal(value, offset, Null());
743 return decimal(value, offset, Null());
753 return decimal(value, offset, Null());
763 return decimal(value, offset, Null());
774 FieldValue fieldValue;
776 if (
ordinary(fieldValue, offset, Null()))
791 return decimal(value, offset, Null());
801 return decimal(value, offset, Null());
812 FieldValue fieldValue;
814 if (
ordinary(fieldValue, offset, Null()))
829 return decimal(value, offset, Null());
841 FieldValue fieldValue;
843 if (
ordinary(fieldValue, offset, Null()))
859 return ordinary(value, offset, Null());
870 return ordinary(value, offset, Null());
890 return decimal(value, offset, Null());
901 FieldValue fieldValue;
903 if (
ordinary(fieldValue, offset, Null()))
918 return decimal(value, offset, Null());
929 return decimal(value, offset, Null());
939 return decimal(value, offset, Null());
949 return decimal(value, offset, Null());
967 head<SecurityAltID>();
975 tail<SecurityAltID>().
976 head<RelatedInstruments>();
984 tail<SecurityAltID>().
985 tail<RelatedInstruments>().
1000 const void*
body =
events().end().get().body();
1011 return "IncrementalRefreshErisReferenceDataAndDailyStatistics333.Entry";
1063 return ordinary(value, offset, Null());
1085 return "IncrementalRefreshErisReferenceDataAndDailyStatistics333";
1162 return "NewsIndices339.RelatedSymEntry";
1233 return "NewsIndices339.LinesOfTextEntry";
1276 return ordinary(value, offset, Null());
1302 head<LinesOfText>();
1316 return "NewsIndices339";
1417 return ordinary(value, offset, Null());
1450 return "Entries.UnderlyingsEntry";
1522 return "Entries.PartyIDsEntry";
1583 return ordinary(value, offset, Null());
1630 return ordinary(value, offset, Null());
1642 FieldValue fieldValue;
1644 if (
ordinary(fieldValue, offset, Null()))
1659 return decimal(value, offset, Null());
1680 return decimal(value, offset, Null());
1701 return ordinary(value, offset, Null());
1711 return ordinary(value, offset, Null());
1722 return ordinary(value, offset, Null());
1747 return "Entries.LegsEntry";
1777 return ordinary(value, offset, Null());
1796 return decimal(value, offset, Null());
1806 return ordinary(value, offset, Null());
1817 return ordinary(value, offset, Null());
1886 return ordinary(value, offset, Null());
1906 FieldValue fieldValue;
1908 if (
ordinary(fieldValue, offset, Null()))
1944 return decimal(value, offset, Null());
1956 return decimal(value, offset, Null());
1966 return ordinary(value, offset, Null());
1976 return ordinary(value, offset, Null());
1996 return ordinary(value, offset, Null());
2006 return decimal(value, offset, Null());
2064 head<Underlyings>();
2072 tail<Underlyings>().
2081 tail<Underlyings>().
2097 const void*
body =
legs().end().get().body();
2108 return "IncrementalRefreshTradeBlocks340.Entry";
2180 return "IncrementalRefreshTradeBlocks340";
2272 return ordinary(value, offset, Null());
2282 return ordinary(value, offset, Null());
2297 return "RelatedSym.EventsEntry";
2322 return decimal(value, offset, Null());
2332 return ordinary(value, offset, Null());
2352 return ordinary(value, offset, Null());
2372 FieldValue fieldValue;
2374 if (
ordinary(fieldValue, offset, Null()))
2399 return ordinary(value, offset, Null());
2421 const void*
body =
events().end().get().body();
2432 return "QuoteRequest345.RelatedSymEntry";
2503 return "QuoteRequest345";
2585 return "InstrumentDefinitionIndices347.InstAttribEntry";
2655 return "InstrumentDefinitionIndices347.EventsEntry";
2744 return ordinary(value, offset, Null());
2775 return "InstrumentDefinitionIndices347";
2864 return ordinary(value, offset, Null());
2883 return ordinary(value, offset, Null());
2945 return ordinary(value, offset, Null());
2955 return ordinary(value, offset, Null());
2979 return "IncrementalRefreshIndices348.Entry";
3040 return ordinary(value, offset, Null());
3062 return "IncrementalRefreshIndices348";
3163 return ordinary(value, offset, Null());
3196 return "Entries.UnderlyingsEntry";
3268 return "Entries.PartyIDsEntry";
3329 return ordinary(value, offset, Null());
3376 return ordinary(value, offset, Null());
3388 FieldValue fieldValue;
3390 if (
ordinary(fieldValue, offset, Null()))
3405 return decimal(value, offset, Null());
3426 return decimal(value, offset, Null());
3447 return ordinary(value, offset, Null());
3457 return ordinary(value, offset, Null());
3468 return ordinary(value, offset, Null());
3493 return "Entries.LegsEntry";
3523 return ordinary(value, offset, Null());
3542 return decimal(value, offset, Null());
3561 return ordinary(value, offset, Null());
3630 return ordinary(value, offset, Null());
3650 FieldValue fieldValue;
3652 if (
ordinary(fieldValue, offset, Null()))
3688 return decimal(value, offset, Null());
3700 return decimal(value, offset, Null());
3710 return ordinary(value, offset, Null());
3720 return ordinary(value, offset, Null());
3740 return ordinary(value, offset, Null());
3750 return decimal(value, offset, Null());
3808 head<Underlyings>();
3816 tail<Underlyings>().
3825 tail<Underlyings>().
3841 const void*
body =
legs().end().get().body();
3852 return "IncrementalRefreshTradeBlocks349.Entry";
3887 return ordinary(value, offset, Null());
3919 FieldValue fieldValue;
3921 if (
ordinary(fieldValue, offset, Null()))
3948 return "IncrementalRefreshTradeBlocks349";
4064 return "Entries.SecurityAltIDEntry";
4121 return ordinary(value, offset, Null());
4136 return "Entries.EventsEntry";
4185 return ordinary(value, offset, Null());
4205 return ordinary(value, offset, Null());
4216 return ordinary(value, offset, Null());
4285 return ordinary(value, offset, Null());
4296 FieldValue fieldValue;
4298 if (
ordinary(fieldValue, offset, Null()))
4320 head<SecurityAltID>();
4328 tail<SecurityAltID>().
4343 const void*
body =
events().end().get().body();
4354 return "IncrementalRefreshEris351.Entry";
4406 return ordinary(value, offset, Null());
4428 return "IncrementalRefreshEris351";
4544 return "Entries.SecurityAltIDEntry";
4601 return ordinary(value, offset, Null());
4616 return "Entries.EventsEntry";
4665 return ordinary(value, offset, Null());
4685 return ordinary(value, offset, Null());
4696 return ordinary(value, offset, Null());
4765 return ordinary(value, offset, Null());
4776 FieldValue fieldValue;
4778 if (
ordinary(fieldValue, offset, Null()))
4802 return ordinary(value, offset, Null());
4810 head<SecurityAltID>();
4818 tail<SecurityAltID>().
4833 const void*
body =
events().end().get().body();
4844 return "IncrementalRefreshEris353.Entry";
4896 return ordinary(value, offset, Null());
4918 return "IncrementalRefreshEris353";
5019 return ordinary(value, offset, Null());
5053 return "Entries.UnderlyingsEntry";
5126 return "Entries.SecurityAltIDEntry";
5165 return decimal(value, offset, Null());
5212 return ordinary(value, offset, Null());
5232 return ordinary(value, offset, Null());
5243 FieldValue fieldValue;
5245 if (
ordinary(fieldValue, offset, Null()))
5262 return decimal(value, offset, Null());
5294 return decimal(value, offset, Null());
5304 return ordinary(value, offset, Null());
5352 return ordinary(value, offset, Null());
5362 return ordinary(value, offset, Null());
5372 return ordinary(value, offset, Null());
5383 FieldValue fieldValue;
5385 if (
ordinary(fieldValue, offset, Null()))
5455 return ordinary(value, offset, Null());
5472 head<Underlyings>();
5480 tail<Underlyings>().
5481 head<SecurityAltID>();
5506 return "IncrementalRefreshOTC356.Entry";
5552 FieldValue fieldValue;
5554 if (
ordinary(fieldValue, offset, Null()))
5579 return ordinary(value, offset, Null());
5601 return "IncrementalRefreshOTC356";
5670 return ordinary(value, offset, Null());
5685 return "InstrumentDefinitionEris363.FeedTypesEntry";
5734 return ordinary(value, offset, Null());
5744 return ordinary(value, offset, Null());
5759 return "InstrumentDefinitionEris363.EventsEntry";
5832 return "InstrumentDefinitionEris363.SecurityAltIDEntry";
5925 return ordinary(value, offset, Null());
5940 return "Legs.LegSecurityAltIDEntry";
5976 FieldValue fieldValue;
5978 if (
ordinary(fieldValue, offset, Null()))
6023 return ordinary(value, offset, Null());
6033 return ordinary(value, offset, Null());
6071 return ordinary(value, offset, Null());
6088 head<LegSecurityAltID>();
6113 return "InstrumentDefinitionEris363.LegsEntry";
6173 return ordinary(value, offset, Null());
6193 FieldValue fieldValue;
6195 if (
ordinary(fieldValue, offset, Null()))
6246 return decimal(value, offset, Null());
6257 return ordinary(value, offset, Null());
6268 return ordinary(value, offset, Null());
6295 head<SecurityAltID>();
6305 tail<SecurityAltID>().
6320 return "InstrumentDefinitionEris363";
6421 return ordinary(value, offset, Null());
6454 return "Entries.UnderlyingsEntry";
6526 return "Entries.PartyIDsEntry";
6587 return ordinary(value, offset, Null());
6634 return ordinary(value, offset, Null());
6646 FieldValue fieldValue;
6648 if (
ordinary(fieldValue, offset, Null()))
6663 return decimal(value, offset, Null());
6684 return decimal(value, offset, Null());
6705 return ordinary(value, offset, Null());
6715 return ordinary(value, offset, Null());
6726 return ordinary(value, offset, Null());
6751 return "Entries.LegsEntry";
6781 return ordinary(value, offset, Null());
6800 return decimal(value, offset, Null());
6819 return ordinary(value, offset, Null());
6888 return ordinary(value, offset, Null());
6908 FieldValue fieldValue;
6910 if (
ordinary(fieldValue, offset, Null()))
6946 return decimal(value, offset, Null());
6958 return decimal(value, offset, Null());
6968 return ordinary(value, offset, Null());
6978 return ordinary(value, offset, Null());
6998 return ordinary(value, offset, Null());
7008 return decimal(value, offset, Null());
7066 head<Underlyings>();
7074 tail<Underlyings>().
7083 tail<Underlyings>().
7099 const void*
body =
legs().end().get().body();
7110 return "IncrementalRefreshTradeBlocks365.Entry";
7145 return ordinary(value, offset, Null());
7177 FieldValue fieldValue;
7179 if (
ordinary(fieldValue, offset, Null()))
7206 return "IncrementalRefreshTradeBlocks365";
7307 return ordinary(value, offset, Null());
7341 return "Entries.UnderlyingsEntry";
7414 return "Entries.SecurityAltIDEntry";
7453 return decimal(value, offset, Null());
7500 return ordinary(value, offset, Null());
7520 return ordinary(value, offset, Null());
7531 FieldValue fieldValue;
7533 if (
ordinary(fieldValue, offset, Null()))
7550 return decimal(value, offset, Null());
7582 return decimal(value, offset, Null());
7592 return ordinary(value, offset, Null());
7602 return decimal(value, offset, Null());
7633 return decimal(value, offset, Null());
7644 return ordinary(value, offset, Null());
7654 return ordinary(value, offset, Null());
7664 return ordinary(value, offset, Null());
7675 FieldValue fieldValue;
7677 if (
ordinary(fieldValue, offset, Null()))
7747 return ordinary(value, offset, Null());
7764 head<Underlyings>();
7772 tail<Underlyings>().
7773 head<SecurityAltID>();
7798 return "IncrementalRefreshOTC366.Entry";
7844 FieldValue fieldValue;
7846 if (
ordinary(fieldValue, offset, Null()))
7871 return ordinary(value, offset, Null());
7893 return "IncrementalRefreshOTC366";
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN
#define ONIXS_CMESTREAMLINEDMDH_LTWT_STRUCT
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END
#define ONIXS_CMESTREAMLINEDMDH_LTWT_EXPORTED
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.
StrRef fixedStr(MessageSize offset) const
const FieldValue & ordinary(MessageSize offset) const
const void * body() const
SchemaVersion version() const
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.
UInt16 BlockLength
blockLength type.
UInt16 BlockLength
blockLength type.
MatchEventIndicator type.
Provides efficient way of accessing text-based FIX field values.
Represents time point without time-zone information.
UInt16 LocalMktDate
LocalMktDate type.
void throwBadBinaryData(const Char *className)
Throws exception on bad repeating group entry.
IntegralConstant< Char, '0'> NullCharNULL
Null value for optional CharNULL field.
IntegralConstant< Int8, 0 > UpdateActionNew
MDUpdateActionNew.
IntegralConstant< Int32, 2147483647 > NullInt32
Null value for optional Int32 field.
MessageSize EncodedLength
Length of message binary data.
IntegralConstant< UInt64, 18446744073709551615ULL > NullUInt64
Null value for optional UInt64 field.
MessageHeader::Version SchemaVersion
Aliases SBE-encoded data version type.
IntegralConstant< UInt16, 65535 > NullLocalMktDate
Null value for optional LocalMktDate field.
IntegralConstant< UInt8, 255 > NullUInt8
Null value for optional UInt8 field.
char Char
Character type alias.
Char CharNULL
Char with a null value.
IntegralConstant< Int8, 127 > NullInt8
Null value for optional Int8 field.
Char ErisUDI
Eris User Defined Instrument.
IntegralConstant< Char, '\x0'> NullErisUDI
Null value for optional ErisUDI field.
Timestamp localMktDateToTimestamp(LocalMktDate days)
Converts days since epoch to Timestamp value.
IntegralConstant< UInt32, 4294967295 > NullUInt32
Null value for optional UInt32 field.
StrRef toStrRef(const std::string &str)
Constructs StrRef instance over std::string content.
IntegralConstant< Char, 'H'> LegSecurityIDSource
Constant value sent from clearing for legs.
IntegralConstant< Char, '2'> EntryTypeTrade
MDEntryTypeTrade.
MessageSize BlockLength
Length of message body representing a block of fixed-length fields.
IntegralConstant< UInt16, 65535 > NullUInt16
Null value for optional UInt16 field.
static const Char * className()
Returns class name.
static StrRef fixType()
FIX message type.
AdminHeartbeat312(const void *data, EncodedLength length)
Initializes instance over given memory block.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
AdminHeartbeat312()
Initializes blank instance.
AdminLogin315(const void *data, EncodedLength length)
Initializes instance over given memory block.
static const Char * className()
Returns class name.
Int8 heartBtInt() const
Heartbeat interval (seconds).
static StrRef fixType()
FIX message type.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
AdminLogin315()
Initializes blank instance.
static const Char * className()
Returns class name.
static StrRef fixType()
FIX message type.
AdminLogout316()
Initializes blank instance.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
AdminLogout316(const void *data, EncodedLength length)
Initializes instance over given memory block.
StrRef text() const
Free format text string.
bool eventTime(UInt64 &value) const
Time of event. This is UTC Time.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
EventsEntry()
Initializes blank instance.
UInt8 eventType() const
Code to represent the type of event.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static const Char * className()
Entity class name.
bool securityAltId(StrRef &value) const
Expanded instrument description.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
StrRef securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SecurityAltIDEntry()
Initializes blank instance.
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
static const Char * className()
Entity class name.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
bool referenceId(StrRef &value) const
For future use.
Decimal calFutPx() const
Calculated Futures Price using Swap NPV, Historical fixed and floating amounts and synthetic interest...
Entry()
Initializes blank instance.
CHAR updateAction() const
Indicates the type of Market Data update action.
bool entryPositionNo(Int32 &value) const
Position in the book.
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
Int32 tradeId() const
The unique identifier for the trade entry, per instrument.
StrRef securityExchange() const
Market used to help identify an instrument.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Entry next(SchemaVersion) const
Returns reference to the next item.
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Events events() const
Returns instance of Events repeating group.
bool entrySize(UInt64 &value) const
Quantity or volume represented by the Market Data Entry.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool numberOfOrders(Int32 &value) const
Number of orders working at a price level.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is aggressor of the trade.
bool securityType(StrRef &value) const
Identifies the type of instrument.
CHAR entryType() const
Indicates the type of Market Data entry.
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Decimal entryPx() const
Price of the Market Data Entry.
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static const Char * className()
Returns class name.
Entries entries() const
Returns instance of Entries repeating group.
static StrRef fixType()
FIX message type.
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
IncrementalRefreshEris351()
Initializes blank instance.
IncrementalRefreshEris351(const void *data, EncodedLength length)
Initializes instance over given memory block.
bool eventTime(UInt64 &value) const
Time of event. This is number of days since unix epoch.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
EventsEntry()
Initializes blank instance.
UInt8 eventType() const
Code to represent the type of event.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static const Char * className()
Entity class name.
bool securityAltId(StrRef &value) const
Expanded instrument description.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
StrRef securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SecurityAltIDEntry()
Initializes blank instance.
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
bool quoteType(UInt8 &value) const
Identifies the type of quote. 0=Indicative, 1=Tradeable.
static const Char * className()
Entity class name.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
bool referenceId(StrRef &value) const
For future use.
Decimal calFutPx() const
Calculated Futures Price using Swap NPV, Historical fixed and floating amounts and synthetic interest...
Entry()
Initializes blank instance.
CHAR updateAction() const
Indicates the type of Market Data update action.
bool entryPositionNo(Int32 &value) const
Position in the book.
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
Int32 tradeId() const
The unique identifier for the trade entry, per instrument.
StrRef securityExchange() const
Market used to help identify an instrument.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Entry next(SchemaVersion) const
Returns reference to the next item.
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Events events() const
Returns instance of Events repeating group.
bool entrySize(UInt64 &value) const
Quantity or volume represented by the Market Data Entry.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool numberOfOrders(Int32 &value) const
Number of orders working at a price level.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is aggressor of the trade.
bool securityType(StrRef &value) const
Identifies the type of instrument.
CHAR entryType() const
Indicates the type of Market Data entry.
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
Decimal entryPx() const
Price of the Market Data Entry.
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
IncrementalRefreshEris353()
Initializes blank instance.
static const Char * className()
Returns class name.
Entries entries() const
Returns instance of Entries repeating group.
IncrementalRefreshEris353(const void *data, EncodedLength length)
Initializes instance over given memory block.
static StrRef fixType()
FIX message type.
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
static const Char * className()
Entity class name.
RelatedInstrumentsEntry()
Initializes blank instance.
bool relatedSymbol(StrRef &value) const
Related instrument Symbol.
bool relatedSecurityGroup(StrRef &value) const
Instrument Symbol Suffix for T+1 (Next Trading day).
bool relatedInstrumentType(UInt8 &value) const
The type of instrument relationship.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
RelatedInstrumentsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool securityAltIdSource(CharNULL &value) const
Identifies class or source of the SecurityAltID (455) value.
static const Char * className()
Entity class name.
bool securityAltId(StrRef &value) const
Expanded instrument description.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SecurityAltIDEntry()
Initializes blank instance.
bool eventTime(UInt64 &value) const
Time of event. This is number of days since unix epoch.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool eventType(UInt8 &value) const
Code to represent the type of event.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
EventsEntry()
Initializes blank instance.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool symbol(StrRef &value) const
Instrument, Index, Swap Name.
bool floatingPayment(Decimal &value) const
Floating Payment that occurs on the Evaulation Date.
bool floatNPV(Decimal &value) const
The NPV (Net Present Value) for the floating leg of the trade, calculated that day.
bool legCreditRating(StrRef &value) const
Description of Float Rate.
bool nextFixedPaymentDate(Timestamp &value) const
The date the next fixed payment will be made.
static const Char * className()
Entity class name.
SettlPriceType settlPriceType() const
Indicates reference price as calculated, final or preliminary settle.
bool nextFloatingPaymentAmount(Decimal &value) const
The next floating payment amount.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
bool fedFundsDate(Timestamp &value) const
The date that the for which the fed funds date was published.
bool referenceId(StrRef &value) const
For future use.
BinaryGroup< RelatedInstrumentsEntry, GroupSize, MessageSize > RelatedInstruments
Repeating group containing RelatedInstrumentsEntry entries.
Entry()
Initializes blank instance.
CHAR updateAction() const
Indicates the type of Market Data update action.
bool securityDescription(StrRef &value) const
Ticker symbol.
bool openCloseSettlFlag(UInt8 &value) const
Flag that identifies a market data entry.
bool legContractMultiplier(Decimal &value) const
Multiplier that when applied on longer rate results in PreviousFixingRate.
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
bool pV01(Decimal &value) const
The present value of a 1bp change in the fixed rate.
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
bool legPurchaseRate(Decimal &value) const
The date the floating rate was set for the next floating payment.
bool minPriceIncrement(Decimal &value) const
Minimum tick for a product (only sent if not eligible for VTT).
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
bool nextFixedPaymentAmount(Decimal &value) const
The next fixed payment amount.
bool erisPAI(Decimal &value) const
This is the cumulative daily interest adjustment.
bool previousErisPAI(Decimal &value) const
The Eris PAI on the Previous Settlement Date.
StrRef securityExchange() const
Market used to help identify an instrument.
bool accrualDays(UInt32 &value) const
How many days have passed since settlement price was last calculated.
bool dailyIncrementalErisPAI(Decimal &value) const
This number represents the day over day variation margin for 1 contract for this instrument ID or Eri...
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool accruedCoupons(Decimal &value) const
This value represents accumulated fixed and floating amounts.
bool nextFloatingPaymentDate(Timestamp &value) const
The date the next floating payment will be made.
bool settlementNPV(Decimal &value) const
Final Settlement Price in NPV terms.
Entry next(SchemaVersion) const
Returns reference to the next item.
bool dV01(Decimal &value) const
Present value of on basis points change in value if yield curve shifts 1bp.
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Events events() const
Returns instance of Events repeating group.
bool entrySize(UInt64 &value) const
Quantity or volume represented by the Market Data Entry.
bool calFutPx(Decimal &value) const
Calculated Futures Price using Swap NPV, Historical fixed and floating amounts and synthetic interest...
RelatedInstruments relatedInstruments() const
Returns instance of RelatedInstruments repeating group.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool tradeDate(Timestamp &value) const
Pricing date.
bool couponRate(Decimal &value) const
The rate of the fixed leg.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const
Sequence number per Index update.
bool securityType(StrRef &value) const
Indicates type of security.
bool fairCouponPct(Decimal &value) const
Shows the coupon rate that would result in a zero-NPV swap.
bool minal(UInt64 &value) const
This is the notional value used to calculate NPV and Fixed and Floating Payment amounts.
bool tradingReferenceDate(Timestamp &value) const
Indicates the business date for previous settlement price.
bool npv(Decimal &value) const
The NPV represents net present value of the future cash flows at time t.
bool finalSettlementFuturesPrice(Decimal &value) const
Final Settlement Futures Prices.
CHAR entryType() const
Indicates the type of Market Data entry.
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
bool fixedNPV(Decimal &value) const
The NPV (Net Present Value) for the fixed leg of the trade, calculated that day.
bool fedFundsRate(Decimal &value) const
The Fed Funds Rate published for the Fed Funds Date by the New York Federal Reserve.
bool fixedPayment(Decimal &value) const
Fixed payment that occurs on the Evaluation Date.
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static const Char * className()
Returns class name.
Entries entries() const
Returns instance of Entries repeating group.
static StrRef fixType()
FIX message type.
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
IncrementalRefreshErisReferenceDataAndDailyStatistics333(const void *data, EncodedLength length)
Initializes instance over given memory block.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
IncrementalRefreshErisReferenceDataAndDailyStatistics333()
Initializes blank instance.
bool symbol(StrRef &value) const
Index Name.
static const Char * className()
Entity class name.
Decimal netPctChg() const
Index percentage change with respect to previous close.
Decimal percentTrading() const
Percent trading of the underlying index constituents.
bool referenceId(StrRef &value) const
For future use.
EntryTypeIndices::Enum entryType() const
Indicates Market Data Entry Type.
Entry()
Initializes blank instance.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool entrySize(UInt64 &value) const
Quantity of the MD Entry.
Decimal yield() const
Yield of the index's underlying constituents and applicable for FI indices only.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool openCloseSettlFlag(Int8 &value) const
Indicates whether the price is preliminary or previous day.
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const
MD Entry sequence number per index update.
Decimal netChgPrevDay() const
Net change from previous day's closing price.
bool entryCode(EntryCode::Enum &value) const
List of conditions describing a index value.
bool yieldType(StrRef &value) const
Type of yield.
bool entryTime(Int32 &value) const
Indicates Market Data Entry Timestamp.
UpdateActionNew updateAction() const
Indicates Market data Update Action which is always New.
bool entryDate(Int32 &value) const
Indicates Market Data Entry Date.
Decimal entryPx() const
Price of the Market Data Entry.
bool feedType(StrRef &value) const
Describes a class of service for a given data feed.
static const Char * className()
Returns class name.
Entries entries() const
Returns instance of Entries repeating group.
static StrRef fixType()
FIX message type.
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since epoch.
BinaryGroup< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
IncrementalRefreshIndices348(const void *data, EncodedLength length)
Initializes instance over given memory block.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
IncrementalRefreshIndices348()
Initializes blank instance.
static const Char * className()
Entity class name.
bool securityAltId(StrRef &value) const
Expanded instrument description.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
StrRef securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SecurityAltIDEntry()
Initializes blank instance.
bool underlyingMaturityMonthYear(MaturityMonthYear &value) const
Underlying Security's MaturityMonthYear.
static const Char * className()
Entity class name.
StrRef underlyingSecurityExchange() const
Underlying Security's SecurityExchange and it can be used to identify the underlying security.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool underlyingSecurityType(StrRef &value) const
Underlying Security's SecurityType.
UnderlyingsEntry()
Initializes blank instance.
bool underlyingSymbol(StrRef &value) const
Underlying Security's symbol.
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
bool productComplex(StrRef &value) const
Identifies an entire suite of products for a given market.
static const Char * className()
Entity class name.
bool priceType(UInt16 &value) const
Valid price types for intraday trade.
bool referenceId(StrRef &value) const
For future use.
Entry()
Initializes blank instance.
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
bool sectorGroup(StrRef &value) const
Group of related products. For e.g. High Yield, Cheese.
bool openCloseSettlFlag(UInt8 &value) const
Flag that identifies a market data entry.
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
bool putOrCall(UInt8 &value) const
Indicates whether an option instrument is a put or call.
StrRef unitOfMeasureCurrency() const
Indicates the ISO Currency code if it is a currency product.
CHAR quoteCondition() const
Condition describing a quote.
bool seniority(StrRef &value) const
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Decimal entrySize() const
Quantity or volume represented by the Market Data Entry.
StrRef securityExchange() const
Market used to help identify an instrument.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool securitySubType(StrRef &value) const
SecuritySubType for CDS only.
Entry next(SchemaVersion) const
Returns reference to the next item.
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Decimal strikePrice() const
Strike Price for an option instrument.
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity month and year (used for standardi...
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool tionalPercentageOutstanding(Decimal &value) const
Indicates the notional percentage of the deal that is still outstanding based on the remaining compon...
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond,...
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
bool volType(UInt16 &value) const
Volume types for end of day volume.
bool unitOfMeasure(StrRef &value) const
Unit of measure for the products' original contract size.
bool securityType(StrRef &value) const
Indicates the type of instrument.
bool sectorSubGroup(StrRef &value) const
A further qualification of Sector Group For e.g.
UpdateActionNew updateAction() const
Indicates the type of Market Data update action.
Decimal unitOfMeasureQty() const
This field contains the notional value for each instrument.
bool entryDate(Int32 &value) const
Date of the Market Data Entry Format: YYYYMMDD (i.e.
CHAR entryType() const
Indicates the type of Market Data entry.
bool marketSector(StrRef &value) const
Identifies the market in which a product trades.
bool restructuringType(StrRef &value) const
A category of CDS credit event in which the underlying bond experiences a restructuring.
bool settlDate(Timestamp &value) const
Indicates date of settlement.
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
IncrementalRefreshOTC356()
Initializes blank instance.
static const Char * className()
Returns class name.
Entries entries() const
Returns instance of Entries repeating group.
static StrRef fixType()
FIX message type.
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
IncrementalRefreshOTC356(const void *data, EncodedLength length)
Initializes instance over given memory block.
bool tradeDate(Timestamp &value) const
Indicates date of trade referenced in this message in YYYYMMDD format (expressed in local time at pla...
static const Char * className()
Entity class name.
bool securityAltId(StrRef &value) const
Expanded instrument description.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
StrRef securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SecurityAltIDEntry()
Initializes blank instance.
bool underlyingMaturityMonthYear(MaturityMonthYear &value) const
Underlying Security's MaturityMonthYear.
static const Char * className()
Entity class name.
StrRef underlyingSecurityExchange() const
Underlying Security's SecurityExchange and it can be used to identify the underlying security.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool underlyingSecurityType(StrRef &value) const
Underlying Security's SecurityType.
UnderlyingsEntry()
Initializes blank instance.
bool underlyingSymbol(StrRef &value) const
Underlying Security's symbol.
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
bool productComplex(StrRef &value) const
Identifies an entire suite of products for a given market.
static const Char * className()
Entity class name.
bool priceType(UInt16 &value) const
Valid price types for intraday trade.
bool referenceId(StrRef &value) const
For future use.
Entry()
Initializes blank instance.
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
bool sectorGroup(StrRef &value) const
Group of related products. For e.g. High Yield, Cheese.
bool openCloseSettlFlag(UInt8 &value) const
Flag that identifies a market data entry.
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
bool putOrCall(UInt8 &value) const
Indicates whether an option instrument is a put or call.
StrRef unitOfMeasureCurrency() const
Indicates the ISO Currency code if it is a currency product.
CHAR quoteCondition() const
Condition describing a quote.
bool seniority(StrRef &value) const
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Decimal entrySize() const
Quantity or volume represented by the Market Data Entry.
StrRef securityExchange() const
Market used to help identify an instrument.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool securitySubType(StrRef &value) const
SecuritySubType for CDS only.
Entry next(SchemaVersion) const
Returns reference to the next item.
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity month and year (used for standardi...
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool tionalPercentageOutstanding(Decimal &value) const
Indicates the notional percentage of the deal that is still outstanding based on the remaining compon...
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond,...
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
bool volType(UInt16 &value) const
Volume types for end of day volume.
bool unitOfMeasure(StrRef &value) const
Unit of measure for the products' original contract size.
bool securityType(StrRef &value) const
Indicates the type of instrument.
bool sectorSubGroup(StrRef &value) const
A further qualification of Sector Group For e.g.
UpdateActionNew updateAction() const
Indicates the type of Market Data update action.
bool entryDate(Int32 &value) const
Date of the Market Data Entry Format: YYYYMMDD (i.e.
CHAR entryType() const
Indicates the type of Market Data entry.
bool marketSector(StrRef &value) const
Identifies the market in which a product trades.
bool restructuringType(StrRef &value) const
A category of CDS credit event in which the underlying bond experiences a restructuring.
bool settlDate(Timestamp &value) const
Indicates date of settlement.
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
bool unitOfMeasureQty(Decimal &value) const
This field contains the notional value for each instrument.
bool strikePrice(Decimal &value) const
Strike Price for an option instrument.
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static const Char * className()
Returns class name.
Entries entries() const
Returns instance of Entries repeating group.
static StrRef fixType()
FIX message type.
bool batchTotalMessages(UInt16 &value) const
Total number of messages contained within batch which is defined by match event indicator (5799).
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
bool tradeDate(Timestamp &value) const
Indicates date of trade referenced in this message in YYYYMMDD format (expressed in local time at pla...
IncrementalRefreshOTC366()
Initializes blank instance.
IncrementalRefreshOTC366(const void *data, EncodedLength length)
Initializes instance over given memory block.
bool legUnitOfMeasureCurrency(StrRef &value) const
Indicates the currency of the unit of measure.
LegsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool legSecurityExchange(StrRef &value) const
Multileg instrument's individual security's leg SecurityExchange.
static const Char * className()
Entity class name.
bool legUnitOfMeasureQty(Decimal &value) const
Multileg instrument's individual security's leg UnitOfMeasureQty.
LegSecurityIDSource legSecurityIdSource() const
Identifies source of tag 602-LegSecurityID value.
bool legPutOrCall(UInt8 &value) const
Multileg instrument's individual security's leg option put or call.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool legMaturityDate(Timestamp &value) const
Multileg instrument's individual security's leg MaturityDate.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool legSecurityId(UInt64 &value) const
Multileg instrument's individual security's SecurityID.
bool legId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.Cross referenced in Tag 654.
bool legMaturityMonthYear(MaturityMonthYear &value) const
Multileg instrument's individual security's leg MaturityMonthYear.
bool legRatioQty(UInt16 &value) const
The ratio of quantity for this individual leg relative to the entire multileg security.
bool legSide(UInt8 &value) const
The side of this individual leg (multileg security).
bool legSecurityType(StrRef &value) const
Identifies the type of leg instrument.
bool legUnitOfMeasure(StrRef &value) const
Multileg instrument's individual security's leg UnitOfMeasure.
bool legStrikePrice(Decimal &value) const
Multileg instrument's individual security's StrikePrice.
bool legSymbol(StrRef &value) const
This tag contains the instrument group of the requested security definition.
LegsEntry()
Initializes blank instance.
bool legSecurityGroup(StrRef &value) const
Leg equivalent of body tag 1151-SecurityGroup (i.e.
PartyIDsEntry()
Initializes blank instance.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool partyRole(StrRef &value) const
Identifies the type or role of the PartyID specified.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool partyId(StrRef &value) const
Party identifier/code.
PartyIDsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool underlyingMaturityMonthYear(MaturityMonthYear &value) const
Underlying Security's MaturityMonthYear.
bool underlyingSecurityExchange(StrRef &value) const
Underlying Security's SecurityExchange.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool underlyingSecurityType(StrRef &value) const
Underlying Security's SecurityType.
UnderlyingsEntry()
Initializes blank instance.
bool underlyingSymbol(StrRef &value) const
Underlying Security's symbol.
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
bool legRefId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.
static const Char * className()
Entity class name.
UpdateAction::Enum updateAction() const
Market Data update Action.
EntryTypeTrade entryType() const
Market Data Entry Type.
bool entryId(StrRef &value) const
Market data entry identifier to map multiple prices of a single trade.
bool priceType(UInt16 &value) const
Valid price types for intraday trade.
bool referenceId(StrRef &value) const
For future use.
bool strategyLinkId(StrRef &value) const
Identifies the multileg strategy (e.g.
Entry()
Initializes blank instance.
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
bool trdType(UInt8 &value) const
Valid trade types for intraday trade.
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
bool putOrCall(UInt8 &value) const
Indicates whether an option instrument is a put or call.
Legs legs() const
Returns instance of Legs repeating group.
Int32 tradeId() const
Unique Trade Entry ID per Instrument and Trading Date.
bool seniority(StrRef &value) const
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool securitySubType(StrRef &value) const
SecuritySubType for CDS only.
Entry next(SchemaVersion) const
Returns reference to the next item.
BinaryGroup< PartyIDsEntry, GroupSize, MessageSize > PartyIDs
Repeating group containing PartyIDsEntry entries.
PartyIDs partyIds() const
Returns instance of PartyIDs repeating group.
bool entrySize(UInt64 &value) const
Traded quantity.
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity month and year (used for standardi...
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool numberOfOrders(Int32 &value) const
The total number of real orders per instrument that participated in a match step within a match event...
bool unitOfMeasureCurrency(StrRef &value) const
Indicates the ISO Currency code if it is a currency product.
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond,...
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is aggressor of the trade.
bool unitOfMeasure(StrRef &value) const
Unit of measure for the products' original contract size.
bool securityType(StrRef &value) const
Identifies the type of instrument.
bool securityExchange(StrRef &value) const
Market used to help identify an instrument.
bool restructuringType(StrRef &value) const
A category of CDS credit event in which the underlying bond experiences a restructuring.
bool securityId(UInt64 &value) const
Unique security ID.
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
BinaryGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
bool unitOfMeasureQty(Decimal &value) const
This field contains the notional value for each instrument.
bool strikePrice(Decimal &value) const
Strike Price for an option instrument.
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static const Char * className()
Returns class name.
Entries entries() const
Returns instance of Entries repeating group.
static StrRef fixType()
FIX message type.
Timestamp transactTime() const
Start of event processing time in number of nanoseconds since Unix epoch.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
IncrementalRefreshTradeBlocks340()
Initializes blank instance.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
IncrementalRefreshTradeBlocks340(const void *data, EncodedLength length)
Initializes instance over given memory block.
UInt16 batchTotalMessages() const
Total number of messages contained within batch which is defined by match event indicator (5799).
bool legUnitOfMeasureCurrency(StrRef &value) const
Indicates the currency of the unit of measure.
LegsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool legSecurityExchange(StrRef &value) const
Multileg instrument's individual security's leg SecurityExchange.
static const Char * className()
Entity class name.
bool legUnitOfMeasureQty(Decimal &value) const
Multileg instrument's individual security's leg UnitOfMeasureQty.
LegSecurityIDSource legSecurityIdSource() const
Identifies source of tag 602-LegSecurityID value.
bool legPutOrCall(UInt8 &value) const
Multileg instrument's individual security's leg option put or call.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool legMaturityDate(Timestamp &value) const
Multileg instrument's individual security's leg MaturityDate.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool legSecurityId(UInt64 &value) const
Multileg instrument's individual security's SecurityID.
bool legId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.Cross referenced in Tag 654.
bool legMaturityMonthYear(MaturityMonthYear &value) const
Multileg instrument's individual security's leg MaturityMonthYear.
bool legRatioQty(UInt16 &value) const
The ratio of quantity for this individual leg relative to the entire multileg security.
bool legSide(UInt8 &value) const
The side of this individual leg (multileg security).
bool legSecurityType(StrRef &value) const
Identifies the type of leg instrument.
bool legUnitOfMeasure(StrRef &value) const
Multileg instrument's individual security's leg UnitOfMeasure.
bool legStrikePrice(Decimal &value) const
Multileg instrument's individual security's StrikePrice.
bool legSymbol(StrRef &value) const
This tag contains the instrument group of the requested security definition.
LegsEntry()
Initializes blank instance.
bool legSecurityGroup(StrRef &value) const
Leg equivalent of body tag 1151-SecurityGroup (i.e.
PartyIDsEntry()
Initializes blank instance.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool partyRole(StrRef &value) const
Identifies the type or role of the PartyID specified.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool partyId(StrRef &value) const
Party identifier/code.
PartyIDsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool underlyingMaturityMonthYear(MaturityMonthYear &value) const
Underlying Security's MaturityMonthYear.
bool underlyingSecurityExchange(StrRef &value) const
Underlying Security's SecurityExchange.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool underlyingSecurityType(StrRef &value) const
Underlying Security's SecurityType.
UnderlyingsEntry()
Initializes blank instance.
bool underlyingSymbol(StrRef &value) const
Underlying Security's symbol.
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
bool legRefId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.
static const Char * className()
Entity class name.
UpdateAction::Enum updateAction() const
Market Data update Action.
EntryTypeTrade entryType() const
Market Data Entry Type.
bool entryId(StrRef &value) const
Market data entry identifier to map multiple prices of a single trade.
bool priceType(UInt16 &value) const
Valid price types for intraday trade.
bool referenceId(StrRef &value) const
For future use.
bool strategyLinkId(StrRef &value) const
Identifies the multileg strategy (e.g.
Entry()
Initializes blank instance.
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
bool trdType(UInt8 &value) const
Valid trade types for intraday trade.
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
bool putOrCall(UInt8 &value) const
Indicates whether an option instrument is a put or call.
Legs legs() const
Returns instance of Legs repeating group.
Int32 tradeId() const
Unique Trade Entry ID per Instrument and Trading Date.
bool seniority(StrRef &value) const
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Decimal entrySize() const
Traded quantity.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool securitySubType(StrRef &value) const
SecuritySubType for CDS only.
Entry next(SchemaVersion) const
Returns reference to the next item.
BinaryGroup< PartyIDsEntry, GroupSize, MessageSize > PartyIDs
Repeating group containing PartyIDsEntry entries.
PartyIDs partyIds() const
Returns instance of PartyIDs repeating group.
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity month and year (used for standardi...
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool numberOfOrders(Int32 &value) const
The total number of real orders per instrument that participated in a match step within a match event...
bool unitOfMeasureCurrency(StrRef &value) const
Indicates the ISO Currency code if it is a currency product.
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond,...
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is aggressor of the trade.
bool unitOfMeasure(StrRef &value) const
Unit of measure for the products' original contract size.
bool securityType(StrRef &value) const
Identifies the type of instrument.
bool securityExchange(StrRef &value) const
Market used to help identify an instrument.
bool restructuringType(StrRef &value) const
A category of CDS credit event in which the underlying bond experiences a restructuring.
bool securityId(UInt64 &value) const
Unique security ID.
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
BinaryGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
bool unitOfMeasureQty(Decimal &value) const
This field contains the notional value for each instrument.
bool strikePrice(Decimal &value) const
Strike Price for an option instrument.
IncrementalRefreshTradeBlocks349()
Initializes blank instance.
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static const Char * className()
Returns class name.
Entries entries() const
Returns instance of Entries repeating group.
static StrRef fixType()
FIX message type.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
IncrementalRefreshTradeBlocks349(const void *data, EncodedLength length)
Initializes instance over given memory block.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
bool transactTime(Timestamp &value) const
Start of event processing time in number of nanoseconds since Unix epoch.
bool tradeDate(Timestamp &value) const
Indicates date of trade referenced in this message in YYYYMMDD format (expressed in local time at pla...
UInt16 batchTotalMessages() const
Total number of messages contained within batch which is defined by match event indicator (5799).
bool legUnitOfMeasureCurrency(StrRef &value) const
Indicates the currency of the unit of measure.
LegsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool legSecurityExchange(StrRef &value) const
Multileg instrument's individual security's leg SecurityExchange.
static const Char * className()
Entity class name.
bool legUnitOfMeasureQty(Decimal &value) const
Multileg instrument's individual security's leg UnitOfMeasureQty.
LegSecurityIDSource legSecurityIdSource() const
Identifies source of tag 602-LegSecurityID value.
bool legPutOrCall(UInt8 &value) const
Multileg instrument's individual security's leg option put or call.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool legMaturityDate(Timestamp &value) const
Multileg instrument's individual security's leg MaturityDate.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool legSecurityId(UInt64 &value) const
Multileg instrument's individual security's SecurityID.
bool legId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.Cross referenced in Tag 654.
bool legMaturityMonthYear(MaturityMonthYear &value) const
Multileg instrument's individual security's leg MaturityMonthYear.
bool legRatioQty(UInt16 &value) const
The ratio of quantity for this individual leg relative to the entire multileg security.
bool legSide(UInt8 &value) const
The side of this individual leg (multileg security).
bool legSecurityType(StrRef &value) const
Identifies the type of leg instrument.
bool legUnitOfMeasure(StrRef &value) const
Multileg instrument's individual security's leg UnitOfMeasure.
bool legStrikePrice(Decimal &value) const
Multileg instrument's individual security's StrikePrice.
bool legSymbol(StrRef &value) const
This tag contains the instrument group of the requested security definition.
LegsEntry()
Initializes blank instance.
bool legSecurityGroup(StrRef &value) const
Leg equivalent of body tag 1151-SecurityGroup (i.e.
PartyIDsEntry()
Initializes blank instance.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool partyRole(StrRef &value) const
Identifies the type or role of the PartyID specified.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool partyId(StrRef &value) const
Party identifier/code.
PartyIDsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool underlyingMaturityMonthYear(MaturityMonthYear &value) const
Underlying Security's MaturityMonthYear.
bool underlyingSecurityExchange(StrRef &value) const
Underlying Security's SecurityExchange.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
UnderlyingsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool underlyingSecurityType(StrRef &value) const
Underlying Security's SecurityType.
UnderlyingsEntry()
Initializes blank instance.
bool underlyingSymbol(StrRef &value) const
Underlying Security's symbol.
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
bool legRefId(StrRef &value) const
Used to correlate leg instrument definitions with their executions.
static const Char * className()
Entity class name.
UpdateAction::Enum updateAction() const
Market Data update Action.
EntryTypeTrade entryType() const
Market Data Entry Type.
bool entryId(StrRef &value) const
Market data entry identifier to map multiple prices of a single trade.
bool priceType(UInt16 &value) const
Valid price types for intraday trade.
bool referenceId(StrRef &value) const
For future use.
bool strategyLinkId(StrRef &value) const
Identifies the multileg strategy (e.g.
Entry()
Initializes blank instance.
BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize > Underlyings
Repeating group containing UnderlyingsEntry entries.
bool trdType(UInt8 &value) const
Valid trade types for intraday trade.
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
bool entryPx(Decimal &value) const
Price of the Market Data Entry.
bool putOrCall(UInt8 &value) const
Indicates whether an option instrument is a put or call.
Legs legs() const
Returns instance of Legs repeating group.
Int32 tradeId() const
Unique Trade Entry ID per Instrument and Trading Date.
bool seniority(StrRef &value) const
Specifies which issue (underlying bond) will receive payment priority in the event of a default.
Decimal entrySize() const
Traded quantity.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool securitySubType(StrRef &value) const
SecuritySubType for CDS only.
Entry next(SchemaVersion) const
Returns reference to the next item.
BinaryGroup< PartyIDsEntry, GroupSize, MessageSize > PartyIDs
Repeating group containing PartyIDsEntry entries.
PartyIDs partyIds() const
Returns instance of PartyIDs repeating group.
Underlyings underlyings() const
Returns instance of Underlyings repeating group.
bool maturityMonthYear(MaturityMonthYear &value) const
This field provides the actual calendar date for contract maturity month and year (used for standardi...
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool numberOfOrders(Int32 &value) const
The total number of real orders per instrument that participated in a match step within a match event...
bool unitOfMeasureCurrency(StrRef &value) const
Indicates the ISO Currency code if it is a currency product.
bool couponRate(Decimal &value) const
The rate of interest that, when multiplied by the principal, par value, or face value of a bond,...
Entry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt32 rptSeq() const
MD Entry sequence number per instrument update.
bool aggressorSide(AggressorSide::Enum &value) const
Indicates which side is aggressor of the trade.
bool unitOfMeasure(StrRef &value) const
Unit of measure for the products' original contract size.
bool securityType(StrRef &value) const
Identifies the type of instrument.
bool securityExchange(StrRef &value) const
Market used to help identify an instrument.
bool restructuringType(StrRef &value) const
A category of CDS credit event in which the underlying bond experiences a restructuring.
bool securityId(UInt64 &value) const
Unique security ID.
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
BinaryGroup< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
bool unitOfMeasureQty(Decimal &value) const
This field contains the notional value for each instrument.
bool strikePrice(Decimal &value) const
Strike Price for an option instrument.
BinaryGroupWithNested< Entry, GroupSize, MessageSize > Entries
Repeating group containing Entry entries.
static const Char * className()
Returns class name.
Entries entries() const
Returns instance of Entries repeating group.
static StrRef fixType()
FIX message type.
IncrementalRefreshTradeBlocks365()
Initializes blank instance.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
IncrementalRefreshTradeBlocks365(const void *data, EncodedLength length)
Initializes instance over given memory block.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given event.
bool transactTime(Timestamp &value) const
Start of event processing time in number of nanoseconds since Unix epoch.
bool tradeDate(Timestamp &value) const
Indicates date of trade referenced in this message in YYYYMMDD format (expressed in local time at pla...
UInt16 batchTotalMessages() const
Total number of messages contained within batch which is defined by match event indicator (5799).
bool eventTime(UInt64 &value) const
Time of event. This is number of days since unix epoch.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool eventType(UInt8 &value) const
Code to represent the type of event.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
EventsEntry()
Initializes blank instance.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool feedType(StrRef &value) const
Describes a class of service for a given data feed.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
FeedTypesEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool marketDepth(UInt8 &value) const
Indicated the level on the book traded.
FeedTypesEntry()
Initializes blank instance.
bool legSecurityAltId(StrRef &value) const
Multileg instrument's individual security's SecurityAltID.
static const Char * className()
Entity class name.
bool legSecurityAltIdSource(UInt8 &value) const
Multileg instrument's individual security's SecurityAltIDSource.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
LegSecurityAltIDEntry()
Initializes blank instance.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
LegSecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
LegsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
static const Char * className()
Entity class name.
LegsEntry next(SchemaVersion) const
Returns reference to the next item.
bool legPayFrequencey(StrRef &value) const
Payment frequency of fixed and floating rates expresses as a period.
Decimal previousFixingRate() const
The Rate set on the last reset date.
bool rateDescriptor(StrRef &value) const
Rate Descriptor.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
Decimal interpolationFactor() const
Multiplier that when applied on longer rate results in previous fixing rate.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
LegSecurityAltID legSecurityAltId() const
Returns instance of LegSecurityAltID repeating group.
bool previousFixingDate(Timestamp &value) const
Issue date for one leg of a multi-issue trade.
bool legRatioQty(Int32 &value) const
The ratio of quantity for this individual leg relative to the entire multi-leg instrument.
bool legDateOffset(Int8 &value) const
Float reset date offset, specified when LegType = FLOAT.
bool legSide(UInt8 &value) const
The side of this individual leg.
bool legSecurityType(StrRef &value) const
Identifies the type of instrument.
bool legSymbol(StrRef &value) const
For Eris Interest rate swaps values would be FIXED, FLOAT and for Spread, value would be underline in...
LegsEntry()
Initializes blank instance.
bool legBenchmarkCurveName(StrRef &value) const
Required for Floating Rate Leg. Floating rate reference.
bool legSecurityGroup(StrRef &value) const
Leg equivalent of body tag 1151-SecurityGroup (i.e.
StrRef legCurrency() const
Currency associated with a particular Leg's quantity.
BinaryGroup< LegSecurityAltIDEntry, GroupSize, MessageSize > LegSecurityAltID
Repeating group containing LegSecurityAltIDEntry entries.
static const Char * className()
Entity class name.
bool securityAltId(StrRef &value) const
Expanded instrument description.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
StrRef securityAltIdSource() const
Identifies class or source of the SecurityAltID (455) value.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
SecurityAltIDEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
SecurityAltIDEntry()
Initializes blank instance.
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
SecurityUpdateAction::Enum securityUpdateAction() const
Included in the message on the Incremental feed when a mid-week deletion or modification (i....
static const Char * className()
Returns class name.
Decimal minPriceIncrement() const
Minimum constant tick for the instrument.
static StrRef fixType()
FIX message type.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
bool applId(UInt16 &value) const
This value indicates the channel ID as defined in the XML configuration file.
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
bool product(UInt8 &value) const
Identifies the type of product.
Legs legs() const
Returns instance of Legs repeating group.
StrRef securityExchange() const
Market used to help identify a security.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
SecurityAltID securityAltId() const
Returns instance of SecurityAltID repeating group.
bool userDefinedInstrument(ErisUDI &value) const
Identifies user-defined instruments.
InstrumentDefinitionEris363(const void *data, EncodedLength length)
Initializes instance over given memory block.
Events events() const
Returns instance of Events repeating group.
FeedTypes feedTypes() const
Returns instance of FeedTypes repeating group.
bool couponRate(Decimal &value) const
Coupon Rate of the Swap.
BinaryGroup< FeedTypesEntry, GroupSize, MessageSize > FeedTypes
Repeating group containing FeedTypesEntry entries.
bool securityType(StrRef &value) const
Identifies the type of instrument.
StrRef currency() const
Identifies currency used for price.
InstrumentDefinitionEris363()
Initializes blank instance.
BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize > SecurityAltID
Repeating group containing SecurityAltIDEntry entries.
bool securityGroup(StrRef &value) const
Product code.
bool rateType(StrRef &value) const
Rate type for the swap and spread.
BinaryGroupWithNested< LegsEntry, GroupSize, MessageSize > Legs
Repeating group containing LegsEntry entries.
static const Char * className()
Entity class name.
EventTypeIndices::Enum eventType() const
Code to represent the type of event.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSizeEncoding::BlockLength > Base
Aliases base class type.
EventsEntry()
Initializes blank instance.
UInt64 eventTime() const
Time of event. This is number of days since unix epoch.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
UInt8 instAttribType() const
Code to represent the type of instrument attribute.
static const Char * className()
Entity class name.
bool instAttribValue(StrRef &value) const
Attribute value appropriate to the InstrAttribType (871) field.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSizeEncoding::BlockLength > Base
Aliases base class type.
InstAttribEntry()
Initializes blank instance.
InstAttribEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool symbol(StrRef &value) const
Instrument Name or Symbol.
bool feedType(StrRef &value) const
Describes a class of service for a given data feed.
SecurityUpdateAction::Enum securityUpdateAction() const
Included on the message when a modification or deletion occurs.
static const Char * className()
Returns class name.
static StrRef fixType()
FIX message type.
bool applId(UInt16 &value) const
This value indicates the channel ID as defined in the XML configuration file.
InstrumentDefinitionIndices347(const void *data, EncodedLength length)
Initializes instance over given memory block.
StrRef securityExchange() const
Market used to help identify an instrument.
InstrumentDefinitionIndices347()
Initializes blank instance.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
Events events() const
Returns instance of Events repeating group.
StrRef currency() const
Identifies the currency for the instrument traded.
BinaryGroup< InstAttribEntry, GroupSizeEncoding, MessageSize > InstAttrib
Repeating group containing InstAttribEntry entries.
InstAttrib instAttrib() const
Returns instance of InstAttrib repeating group.
Int8 product() const
Indicates the type of product the instrument is associated with in the message.
BinaryGroup< EventsEntry, GroupSizeEncoding, MessageSize > Events
Repeating group containing EventsEntry entries.
static const Char * className()
Entity class name.
LinesOfTextEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
LinesOfTextEntry()
Initializes blank instance.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
StrRef text() const
This general purpose text field could contain any post- trade instructions used by customers based on...
bool symbol(StrRef &value) const
A specific moniter assigned to a group of related securities which may be concurrently affected by ma...
static const Char * className()
Entity class name.
RelatedSymEntry()
Initializes blank instance.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
RelatedSymEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool feedType(StrRef &value) const
Describes a class of service for a given data feed.
NewsIndices339()
Initializes blank instance.
bool origTime(Timestamp &value) const
Time of message origination expressed as number of nanoseconds since unix epoch.
static const Char * className()
Returns class name.
static StrRef fixType()
FIX message type.
LinesOfText linesOfText() const
Returns instance of LinesOfText repeating group.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
BinaryGroup< RelatedSymEntry, GroupSize, MessageSize > RelatedSym
Repeating group containing RelatedSymEntry entries.
NewsIndices339(const void *data, EncodedLength length)
Initializes instance over given memory block.
BinaryGroup< LinesOfTextEntry, GroupSize, MessageSize > LinesOfText
Repeating group containing LinesOfTextEntry entries.
RelatedSym relatedSym() const
Returns instance of RelatedSym repeating group.
bool headline(StrRef &value) const
The headline of a News message.
Null values definition for optional Decimal32NULL field.
Null values definition for optional Decimal32 field.
Null values definition for optional Decimal64 field.
Null values definition for optional MaturityMonthYear field.
Null values definition for optional PRICENULL9 field.
Null values definition for optional PRICENULL field.
bool eventTime(UInt64 &value) const
Time of event. This is number of days since unix epoch.
static const Char * className()
Entity class name.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
bool eventType(UInt8 &value) const
Code to represent the type of event.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
EventsEntry()
Initializes blank instance.
EventsEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
bool symbol(StrRef &value) const
Instrument/Index/Swap Name.
bool quoteType(UInt8 &value) const
Type of quote requested.
static const Char * className()
Entity class name.
RelatedSymEntry next(SchemaVersion) const
Returns reference to the next item.
BinaryGroup< EventsEntry, GroupSize, MessageSize > Events
Repeating group containing EventsEntry entries.
RelatedSymEntry()
Initializes blank instance.
bool maturityDate(Timestamp &value) const
Maturity date of instrument.
bool product(UInt8 &value) const
Indicates the type of product the instrument is associated with in the message.
bool orderQty(UInt64 &value) const
Quantity Requested.
StrRef securityExchange() const
Market used to help identify an instrument.
static BlockLength blockLength(SchemaVersion)
Returns size of entry body in bytes for given version of message template.
RelatedSymEntry(const void *data, EncodedLength length, SchemaVersion version)
Initializes instance of given version over given memory block.
Events events() const
Returns instance of Events repeating group.
BinaryGroupEntry< GroupSize::BlockLength > Base
Aliases base class type.
bool couponRate(Decimal &value) const
Coupon Rate of the swap.
bool securityType(StrRef &value) const
Indicates type of instrument.
bool securityGroup(StrRef &value) const
Indicates the product code for the instrument.
QuoteRequest345()
Initializes blank instance.
static const Char * className()
Returns class name.
static StrRef fixType()
FIX message type.
Timestamp transactTime() const
Time of quote request creation, expressed in UTC.
QuoteRequest345(const void *data, EncodedLength length)
Initializes instance over given memory block.
BinaryGroupWithNested< RelatedSymEntry, GroupSize, MessageSize > RelatedSym
Repeating group containing RelatedSymEntry entries.
static BlockLength blockLength(SchemaVersion)
Size of message body in bytes.
bool quoteReqId(StrRef &value) const
Quote request ID defined by the exchange.
MatchEventIndicator matchEventIndicator() const
Bitmap field of eight Boolean type indicators reflecting the end of updates for a given Globex event.
RelatedSym relatedSym() const
Returns instance of RelatedSym repeating group.