OnixS C++ CME MDP Streamlined Market Data Handler  1.2.0
API Documentation
IncrementalRefreshOTC356::Entry Struct Reference

#include <OnixS/CME/Streamlined/Messages.h>

Classes

struct  SecurityAltIDEntry
 
struct  UnderlyingsEntry
 

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
 
typedef BinaryGroup< UnderlyingsEntry, GroupSize, MessageSizeUnderlyings
 
typedef BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSizeSecurityAltID
 
- Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength BodySize
 

Public Member Functions

 Entry ()
 
 Entry (const void *data, EncodedLength length, SchemaVersion version)
 
UpdateActionNew updateAction () const
 
CHAR entryType () const
 
UInt32 rptSeq () const
 
bool entryPx (Decimal &value) const
 
Decimal 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 (Decimal &value) const
 
bool restructuringType (StrRef &value) const
 
bool seniority (StrRef &value) const
 
bool tionalPercentageOutstanding (Decimal &value) const
 
bool putOrCall (UInt8 &value) const
 
Decimal strikePrice () const
 
bool unitOfMeasure (StrRef &value) const
 
StrRef unitOfMeasureCurrency () const
 
Decimal 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
 
- Public Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
 BinaryGroupEntry ()
 
 BinaryGroupEntry (const void *body, BodySize size, SchemaVersion version)
 
 BinaryGroupEntry (const BinaryGroupEntry &other)
 
 operator bool () const
 
const void * body () const
 
BodySize bodySize () const
 
SchemaVersion version () const
 
BinaryGroupEntryoperator= (const BinaryGroupEntry &other)
 

Static Public Member Functions

static BlockLength blockLength (SchemaVersion)
 
static const CharclassName ()
 

Additional Inherited Members

- Protected Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef BinaryGroupList< MessageSizeGroupList
 
- Protected Member Functions inherited from BinaryGroupEntry< GroupSize::BlockLength >
GroupList groups () const
 
- Protected Member Functions inherited from BinaryFields< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
 BinaryFields ()
 
 ~BinaryFields ()
 
const FieldValue & ordinary (GroupSize::BlockLengthoffset) const
 
bool ordinary (FieldValue &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool ordinary (FieldValue &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (GroupSize::BlockLengthoffset) const
 
bool decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
Enumeration::Enum enumeration (GroupSize::BlockLengthoffset) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset) const
 
StrRef fixedStr (GroupSize::BlockLengthoffset, SchemaVersion since) const
 
bool fixedStr (StrRef &value, GroupSize::BlockLengthoffset) const
 

Detailed Description

Entry of Entry repeating group.

Definition at line 4939 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 4951 of file Messages.h.

Repeating group containing SecurityAltIDEntry entries.

Definition at line 5133 of file Messages.h.

Repeating group containing UnderlyingsEntry entries.

Definition at line 5060 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )
inline

Initializes blank instance.

Definition at line 4954 of file Messages.h.

Entry ( const void *  data,
EncodedLength  length,
SchemaVersion  version 
)
inline

Initializes instance of given version over given memory block.

Definition at line 4960 of file Messages.h.

Member Function Documentation

static BlockLength blockLength ( SchemaVersion  )
inlinestatic

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

Definition at line 5487 of file Messages.h.

static const Char* className ( )
inlinestatic

Entity class name.

Definition at line 5504 of file Messages.h.

bool couponRate ( Decimal value) const
inline

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 5256 of file Messages.h.

bool entryDate ( Int32 value) const
inline

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

20071215).

Definition at line 5346 of file Messages.h.

bool entryPx ( Decimal value) const
inline

Price of the Market Data Entry.

Definition at line 5159 of file Messages.h.

Decimal entrySize ( ) const
inline

Quantity or volume represented by the Market Data Entry.

Definition at line 5169 of file Messages.h.

CHAR entryType ( ) const
inline

Indicates the type of Market Data entry.

Definition at line 5142 of file Messages.h.

bool marketSector ( StrRef value) const
inline

Identifies the market in which a product trades.

For e.g. CDS, Dairy.

Definition at line 5403 of file Messages.h.

bool maturityDate ( Timestamp value) const
inline

Maturity date of instrument.

Definition at line 5236 of file Messages.h.

bool maturityMonthYear ( MaturityMonthYear value) const
inline

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

Definition at line 5206 of file Messages.h.

Entry next ( SchemaVersion  ) const
inline

Returns reference to the next item.

Definition at line 5493 of file Messages.h.

bool openCloseSettlFlag ( UInt8 value) const
inline

Flag that identifies a market data entry.

Definition at line 5356 of file Messages.h.

bool priceType ( UInt16 value) const
inline

Valid price types for intraday trade.

Definition at line 5366 of file Messages.h.

bool product ( UInt8 value) const
inline

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

Definition at line 5226 of file Messages.h.

bool productComplex ( StrRef value) const
inline

Identifies an entire suite of products for a given market.

Definition at line 5431 of file Messages.h.

bool putOrCall ( UInt8 value) const
inline

Indicates whether an option instrument is a put or call.

Definition at line 5298 of file Messages.h.

CHAR quoteCondition ( ) const
inline

Condition describing a quote.

Definition at line 5394 of file Messages.h.

bool referenceId ( StrRef value) const
inline

For future use.

Definition at line 5459 of file Messages.h.

bool restructuringType ( StrRef value) const
inline

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

Definition at line 5267 of file Messages.h.

UInt32 rptSeq ( ) const
inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 5151 of file Messages.h.

bool sectorGroup ( StrRef value) const
inline

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

Definition at line 5412 of file Messages.h.

bool sectorSubGroup ( StrRef value) const
inline

A further qualification of Sector Group For e.g.

North American.

Definition at line 5422 of file Messages.h.

SecurityAltID securityAltId ( ) const
inline

Returns instance of SecurityAltID repeating group.

Definition at line 5476 of file Messages.h.

StrRef securityExchange ( ) const
inline

Market used to help identify an instrument.

Definition at line 5216 of file Messages.h.

bool securityGroup ( StrRef value) const
inline

Indicates the product code for the instrument.

Definition at line 5186 of file Messages.h.

bool securitySubType ( StrRef value) const
inline

SecuritySubType for CDS only.

Definition at line 5440 of file Messages.h.

bool securityType ( StrRef value) const
inline

Indicates the type of instrument.

Definition at line 5195 of file Messages.h.

bool seniority ( StrRef value) const
inline

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

Definition at line 5277 of file Messages.h.

bool settlDate ( Timestamp value) const
inline

Indicates date of settlement.

Definition at line 5376 of file Messages.h.

Decimal strikePrice ( ) const
inline

Strike Price for an option instrument.

Definition at line 5308 of file Messages.h.

bool symbol ( StrRef value) const
inline

Instrument/Index/Swap Name.

Definition at line 5177 of file Messages.h.

bool tionalPercentageOutstanding ( Decimal value) const
inline

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

Definition at line 5288 of file Messages.h.

Underlyings underlyings ( ) const
inline

Returns instance of Underlyings repeating group.

Definition at line 5468 of file Messages.h.

bool unitOfMeasure ( StrRef value) const
inline

Unit of measure for the products' original contract size.

Definition at line 5316 of file Messages.h.

StrRef unitOfMeasureCurrency ( ) const
inline

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

Definition at line 5326 of file Messages.h.

Decimal unitOfMeasureQty ( ) const
inline

This field contains the notional value for each instrument.

The notional value is equivalent to the corresponding premium-quoted contract.

Definition at line 5337 of file Messages.h.

UpdateActionNew updateAction ( ) const
inline

Indicates the type of Market Data update action.

Definition at line 5136 of file Messages.h.

bool volType ( UInt16 value) const
inline

Volume types for end of day volume.

Definition at line 5449 of file Messages.h.


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