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, 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

Static Public Member Functions

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength (SchemaVersion)

Detailed Description

Number of entries in Market Data message.. 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 ( )

Initializes blank instance.

Definition at line 4954 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 4960 of file Messages.h.

Member Function Documentation

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 5487 of file Messages.h.

static ONIXS_CMESTREAMLINEDMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 5504 of file Messages.h.

bool couponRate ( Decimal 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 5256 of file Messages.h.

bool entryDate ( Int32 value) const

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

Definition at line 5346 of file Messages.h.

bool entryPx ( Decimal value) const

Price of the Market Data Entry.

Definition at line 5159 of file Messages.h.

Decimal entrySize ( ) const

Quantity or volume represented by the Market Data Entry.

Definition at line 5169 of file Messages.h.

CHAR entryType ( ) const

Indicates the type of Market Data entry.

Definition at line 5142 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 5403 of file Messages.h.

bool maturityDate ( Timestamp value) const

Maturity date of instrument.

Definition at line 5236 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 5206 of file Messages.h.

Entry next ( SchemaVersion  ) const

Returns reference to the next item.

Definition at line 5493 of file Messages.h.

bool openCloseSettlFlag ( UInt8 value) const

Flag that identifies a market data entry.

Definition at line 5356 of file Messages.h.

bool priceType ( UInt16 value) const

Valid price types for intraday trade.

Definition at line 5366 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 5226 of file Messages.h.

bool productComplex ( StrRef value) const

Identifies an entire suite of products for a given market.

Definition at line 5431 of file Messages.h.

bool putOrCall ( UInt8 value) const

Indicates whether an option instrument is a put or call.

Definition at line 5298 of file Messages.h.

CHAR quoteCondition ( ) const

Condition describing a quote.

Definition at line 5394 of file Messages.h.

bool referenceId ( StrRef value) const

For future use.

Definition at line 5459 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 5267 of file Messages.h.

UInt32 rptSeq ( ) const

MD Entry sequence number per instrument update. Reset weekly.

Definition at line 5151 of file Messages.h.

bool sectorGroup ( StrRef value) const

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

Definition at line 5412 of file Messages.h.

bool sectorSubGroup ( StrRef value) const

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

Definition at line 5422 of file Messages.h.

SecurityAltID securityAltId ( ) const

Returns instance of SecurityAltID repeating group.

Definition at line 5476 of file Messages.h.

StrRef securityExchange ( ) const

Market used to help identify an instrument.

Definition at line 5216 of file Messages.h.

bool securityGroup ( StrRef value) const

Indicates the product code for the instrument.

Definition at line 5186 of file Messages.h.

bool securitySubType ( StrRef value) const

SecuritySubType for CDS only.

Definition at line 5440 of file Messages.h.

bool securityType ( StrRef value) const

Indicates the type of instrument.

Definition at line 5195 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 5277 of file Messages.h.

bool settlDate ( Timestamp value) const

Indicates date of settlement.

Definition at line 5376 of file Messages.h.

Decimal strikePrice ( ) const

Strike Price for an option instrument.

Definition at line 5308 of file Messages.h.

bool symbol ( StrRef value) const

Instrument/Index/Swap Name.

Definition at line 5177 of file Messages.h.

bool tionalPercentageOutstanding ( Decimal value) const

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

Returns instance of Underlyings repeating group.

Definition at line 5468 of file Messages.h.

bool unitOfMeasure ( StrRef value) const

Unit of measure for the products' original contract size.

Definition at line 5316 of file Messages.h.

StrRef unitOfMeasureCurrency ( ) const

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

Definition at line 5326 of file Messages.h.

Decimal 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 5337 of file Messages.h.

UpdateActionNew updateAction ( ) const

Indicates the type of Market Data update action.

Definition at line 5136 of file Messages.h.

bool volType ( UInt16 value) const

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: