OnixS C++ CME Streamlined Market Data Handler
API documentation
IncrementalRefreshOTC356::Entry Struct Reference

#include <Messages.h>

Collaboration diagram for IncrementalRefreshOTC356::Entry:


struct  SecurityAltIDEntry
struct  UnderlyingsEntry

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
typedef BinaryGroup< UnderlyingsEntry, GroupSize, MessageSizeUnderlyings
typedef BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSizeSecurityAltID

Public Member Functions

 Entry ()
 Entry (const void *data, BodySize size, SchemaVersion version)
UpdateActionNew updateAction () const
CHAR entryType () const
UInt32 rptSeq () const
bool entryPx (PRICENULL &value) const
Decimal64 entrySize () const
bool symbol (StrRef &value) const
bool securityGroup (StrRef &value) const
bool securityType (StrRef &value) const
bool maturityMonthYear (MaturityMonthYear &value) const
StrRef securityExchange () const
bool product (UInt8 &value) const
bool maturityDate (Timestamp &value) const
bool couponRate (Decimal32 &value) const
bool restructuringType (StrRef &value) const
bool seniority (StrRef &value) const
bool tionalPercentageOutstanding (Decimal32 &value) const
bool putOrCall (UInt8 &value) const
Decimal64 strikePrice () const
bool unitOfMeasure (StrRef &value) const
StrRef unitOfMeasureCurrency () const
Decimal64 unitOfMeasureQty () const
bool entryDate (Int32 &value) const
bool openCloseSettlFlag (UInt8 &value) const
bool priceType (UInt16 &value) const
bool settlDate (Timestamp &value) const
CHAR quoteCondition () const
bool marketSector (StrRef &value) const
bool sectorGroup (StrRef &value) const
bool sectorSubGroup (StrRef &value) const
bool productComplex (StrRef &value) const
bool securitySubType (StrRef &value) const
bool volType (UInt16 &value) const
bool referenceId (StrRef &value) const
Underlyings underlyings () const
SecurityAltID securityAltId () const
Entry next (SchemaVersion) const

Static Public Member Functions

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BodySize bodySize (SchemaVersion)

Detailed Description

Number of entries in Market Data message.. Entry of Entry repeating group.

Definition at line 4946 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 4958 of file Messages.h.

Repeating group containing SecurityAltIDEntry entries.

Definition at line 5140 of file Messages.h.

Repeating group containing UnderlyingsEntry entries.

Definition at line 5067 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 4961 of file Messages.h.

Entry ( const void *  data,
BodySize  size,
SchemaVersion  version 

Initializes instance of given version over given memory block.

Definition at line 4967 of file Messages.h.

Member Function Documentation

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BodySize bodySize ( SchemaVersion  )

Returns size of entry body in bytes for given version of message template.

Definition at line 5494 of file Messages.h.

static ONIXS_CMESTREAMLINEDMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 5511 of file Messages.h.

bool couponRate ( Decimal32 value) const

The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment.

Definition at line 5263 of file Messages.h.

bool entryDate ( Int32 value) const

Date of the Market Data Entry Format: YYYYMMDD (i.e. 20071215).

Definition at line 5353 of file Messages.h.

bool entryPx ( PRICENULL value) const

Price of the Market Data Entry.

Definition at line 5166 of file Messages.h.

Decimal64 entrySize ( ) const

Quantity or volume represented by the Market Data Entry.

Definition at line 5176 of file Messages.h.

CHAR entryType ( ) const

Indicates the type of Market Data entry.

Definition at line 5149 of file Messages.h.

bool marketSector ( StrRef value) const

Identifies the market in which a product trades. For e.g. CDS, Dairy.

Definition at line 5410 of file Messages.h.

bool maturityDate ( Timestamp value) const

Maturity date of instrument.

Definition at line 5243 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear value) const

This field provides the actual calendar date for contract maturity month and year (used for standardized futures and options).

Definition at line 5213 of file Messages.h.

Entry next ( SchemaVersion  ) const

Returns reference to the next item.

Definition at line 5500 of file Messages.h.

bool openCloseSettlFlag ( UInt8 value) const

Flag that identifies a market data entry.

Definition at line 5363 of file Messages.h.

bool priceType ( UInt16 value) const

Valid price types for intraday trade.

Definition at line 5373 of file Messages.h.

bool product ( UInt8 value) const

Indicates the type of product the instrument is associated with in the message.

Definition at line 5233 of file Messages.h.

bool productComplex ( StrRef value) const

Identifies an entire suite of products for a given market.

Definition at line 5438 of file Messages.h.

bool putOrCall ( UInt8 value) const

Indicates whether an option instrument is a put or call.

Definition at line 5305 of file Messages.h.

CHAR quoteCondition ( ) const

Condition describing a quote.

Definition at line 5401 of file Messages.h.

bool referenceId ( StrRef value) const

For future use.

Definition at line 5466 of file Messages.h.

bool restructuringType ( StrRef value) const

A category of CDS credit event in which the underlying bond experiences a restructuring.

Definition at line 5274 of file Messages.h.

UInt32 rptSeq ( ) const

MD Entry sequence number per instrument update. Reset weekly.

Definition at line 5158 of file Messages.h.

bool sectorGroup ( StrRef value) const

Group of related products. For e.g. High Yield, Cheese.

Definition at line 5419 of file Messages.h.

bool sectorSubGroup ( StrRef value) const

A further qualification of Sector Group For e.g. North American.

Definition at line 5429 of file Messages.h.

SecurityAltID securityAltId ( ) const

Returns instance of SecurityAltID repeating group.

Definition at line 5483 of file Messages.h.

StrRef securityExchange ( ) const

Market used to help identify an instrument.

Definition at line 5223 of file Messages.h.

bool securityGroup ( StrRef value) const

Indicates the product code for the instrument.

Definition at line 5193 of file Messages.h.

bool securitySubType ( StrRef value) const

SecuritySubType for CDS only.

Definition at line 5447 of file Messages.h.

bool securityType ( StrRef value) const

Indicates the type of instrument.

Definition at line 5202 of file Messages.h.

bool seniority ( StrRef value) const

Specifies which issue (underlying bond) will receive payment priority in the event of a default.

Definition at line 5284 of file Messages.h.

bool settlDate ( Timestamp value) const

Indicates date of settlement.

Definition at line 5383 of file Messages.h.

Decimal64 strikePrice ( ) const

Strike Price for an option instrument.

Definition at line 5315 of file Messages.h.

bool symbol ( StrRef value) const

Instrument/Index/Swap Name.

Definition at line 5184 of file Messages.h.

bool tionalPercentageOutstanding ( Decimal32 value) const

Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index.

Definition at line 5295 of file Messages.h.

Underlyings underlyings ( ) const

Returns instance of Underlyings repeating group.

Definition at line 5475 of file Messages.h.

bool unitOfMeasure ( StrRef value) const

Unit of measure for the products' original contract size.

Definition at line 5323 of file Messages.h.

StrRef unitOfMeasureCurrency ( ) const

Indicates the ISO Currency code if it is a currency product.

Definition at line 5333 of file Messages.h.

Decimal64 unitOfMeasureQty ( ) const

This field contains the notional value for each instrument. The notional value is equivalent to the corresponding premium-quoted contract.

Definition at line 5344 of file Messages.h.

UpdateActionNew updateAction ( ) const

Indicates the type of Market Data update action.

Definition at line 5143 of file Messages.h.

bool volType ( UInt16 value) const

Volume types for end of day volume.

Definition at line 5456 of file Messages.h.

The documentation for this struct was generated from the following file: