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

Classes
struct	SecurityAltIDEntry

struct	UnderlyingsEntry

Public Types
typedef BinaryGroupEntry< GroupSize::BlockLength >	Base

typedef BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize >	Underlyings

typedef BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize >	SecurityAltID

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

BinaryGroupEntry &	operator= (const BinaryGroupEntry &other)

Static Public Member Functions
static BlockLength	blockLength (SchemaVersion)

static const Char *	className ()

Additional Inherited Members
Protected Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef BinaryGroupList< MessageSize >	GroupList

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

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 4951 of file Messages.h.

typedef BinaryGroup<SecurityAltIDEntry, GroupSize, MessageSize> SecurityAltID

Repeating group containing SecurityAltIDEntry entries.

Definition at line 5133 of file Messages.h.

typedef BinaryGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

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:

OnixS/CME/Streamlined/Messages.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation