IncrementalRefreshOTC366::Entry Struct Reference

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
bool	strikePrice (Decimal &value) const
bool	unitOfMeasure (StrRef &value) const
StrRef	unitOfMeasureCurrency () const
bool	unitOfMeasureQty (Decimal &value) 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< Block, BlockSize >
	BinaryFields ()
	~BinaryFields ()
template<class FieldValue>
const FieldValue &	ordinary (BlockSize offset) const
template<class FieldValue, class NullValue>
bool	ordinary (FieldValue &value, BlockSize offset, const NullValue &null) const
template<class Value>
Decimal	decimal (BlockSize offset) const
template<class NullValue>
bool	decimal (Decimal &value, BlockSize offset, const NullValue &null) const
template<class FieldValue, class NullValue>
bool	ordinary (FieldValue &value, BlockSize offset, const NullValue &null, SchemaVersion since) const
template<class Enumeration>
Enumeration::Enum	enumeration (BlockSize offset) const
template<class Enumeration, class NullValue>
bool	enumeration (typename Enumeration::Enum &value, BlockSize offset, const NullValue &null) const
template<class Enumeration, class NullValue>
bool	enumeration (typename Enumeration::Enum &value, BlockSize offset, const NullValue &null, SchemaVersion since) const
template<BlockSize Size>
StrRef	fixedStr (BlockSize offset) const
template<BlockSize Size>
StrRef	fixedStr (BlockSize offset, SchemaVersion since) const
template<BlockSize Size>
bool	fixedStr (StrRef &value, BlockSize offset) const

Detailed Description

Entry of Entry repeating group.

Definition at line 7227 of file Messages.h.

Member Typedef Documentation

Base

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 7239 of file Messages.h.

SecurityAltID

typedef BinaryGroup<SecurityAltIDEntry, GroupSize, MessageSize> SecurityAltID

Repeating group containing SecurityAltIDEntry entries.

Definition at line 7421 of file Messages.h.

Underlyings

typedef BinaryGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

Repeating group containing UnderlyingsEntry entries.

Definition at line 7348 of file Messages.h.

Constructor & Destructor Documentation

Entry() [1/2]

Entry ( )

inline

Initializes blank instance.

Definition at line 7242 of file Messages.h.

Entry() [2/2]

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

inline

Initializes instance of given version over given memory block.

Definition at line 7248 of file Messages.h.

Member Function Documentation

blockLength()

BlockLength blockLength ( SchemaVersion )

inlinestatic

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

Definition at line 7779 of file Messages.h.

className()

const Char * className ( )

inlinestatic

Entity class name.

Definition at line 7796 of file Messages.h.

couponRate()

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 7544 of file Messages.h.

entryDate()

bool entryDate ( Int32 & value ) const

inline

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

20071215).

Definition at line 7638 of file Messages.h.

entryPx()

bool entryPx ( Decimal & value ) const

inline

Price of the Market Data Entry.

Definition at line 7447 of file Messages.h.

entrySize()

Decimal entrySize ( ) const

inline

Quantity or volume represented by the Market Data Entry.

Definition at line 7457 of file Messages.h.

entryType()

CHAR entryType ( ) const

inline

Indicates the type of Market Data entry.

Definition at line 7430 of file Messages.h.

marketSector()

bool marketSector ( StrRef & value ) const

inline

Identifies the market in which a product trades.

For e.g. CDS, Dairy.

Definition at line 7695 of file Messages.h.

maturityDate()

bool maturityDate ( Timestamp & value ) const

inline

Maturity date of instrument.

Definition at line 7524 of file Messages.h.

maturityMonthYear()

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 7494 of file Messages.h.

next()

Entry next ( SchemaVersion ) const

inline

Returns reference to the next item.

Definition at line 7785 of file Messages.h.

openCloseSettlFlag()

bool openCloseSettlFlag ( UInt8 & value ) const

inline

Flag that identifies a market data entry.

Definition at line 7648 of file Messages.h.

priceType()

bool priceType ( UInt16 & value ) const

inline

Valid price types for intraday trade.

Definition at line 7658 of file Messages.h.

product()

bool product ( UInt8 & value ) const

inline

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

Definition at line 7514 of file Messages.h.

productComplex()

bool productComplex ( StrRef & value ) const

inline

Identifies an entire suite of products for a given market.

Definition at line 7723 of file Messages.h.

putOrCall()

bool putOrCall ( UInt8 & value ) const

inline

Indicates whether an option instrument is a put or call.

Definition at line 7586 of file Messages.h.

quoteCondition()

CHAR quoteCondition ( ) const

inline

Condition describing a quote.

Definition at line 7686 of file Messages.h.

referenceId()

bool referenceId ( StrRef & value ) const

inline

For future use.

Definition at line 7751 of file Messages.h.

restructuringType()

bool restructuringType ( StrRef & value ) const

inline

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

Definition at line 7555 of file Messages.h.

rptSeq()

UInt32 rptSeq ( ) const

inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 7439 of file Messages.h.

sectorGroup()

bool sectorGroup ( StrRef & value ) const

inline

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

Definition at line 7704 of file Messages.h.

sectorSubGroup()

bool sectorSubGroup ( StrRef & value ) const

inline

A further qualification of Sector Group For e.g.

North American.

Definition at line 7714 of file Messages.h.

securityAltId()

SecurityAltID securityAltId ( ) const

inline

Returns instance of SecurityAltID repeating group.

Definition at line 7768 of file Messages.h.

securityExchange()

StrRef securityExchange ( ) const

inline

Market used to help identify an instrument.

Definition at line 7504 of file Messages.h.

securityGroup()

bool securityGroup ( StrRef & value ) const

inline

Indicates the product code for the instrument.

Definition at line 7474 of file Messages.h.

securitySubType()

bool securitySubType ( StrRef & value ) const

inline

SecuritySubType for CDS only.

Definition at line 7732 of file Messages.h.

securityType()

bool securityType ( StrRef & value ) const

inline

Indicates the type of instrument.

Definition at line 7483 of file Messages.h.

seniority()

bool seniority ( StrRef & value ) const

inline

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

Definition at line 7565 of file Messages.h.

settlDate()

bool settlDate ( Timestamp & value ) const

inline

Indicates date of settlement.

Definition at line 7668 of file Messages.h.

strikePrice()

bool strikePrice ( Decimal & value ) const

inline

Strike Price for an option instrument.

Definition at line 7596 of file Messages.h.

symbol()

bool symbol ( StrRef & value ) const

inline

Instrument/Index/Swap Name.

Definition at line 7465 of file Messages.h.

tionalPercentageOutstanding()

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 7576 of file Messages.h.

underlyings()

Underlyings underlyings ( ) const

inline

Returns instance of Underlyings repeating group.

Definition at line 7760 of file Messages.h.

unitOfMeasure()

bool unitOfMeasure ( StrRef & value ) const

inline

Unit of measure for the products' original contract size.

Definition at line 7606 of file Messages.h.

unitOfMeasureCurrency()

StrRef unitOfMeasureCurrency ( ) const

inline

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

Definition at line 7616 of file Messages.h.

unitOfMeasureQty()

bool unitOfMeasureQty ( Decimal & value ) 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 7627 of file Messages.h.

updateAction()

UpdateActionNew updateAction ( ) const

inline

Indicates the type of Market Data update action.

Definition at line 7424 of file Messages.h.

volType()

bool volType ( UInt16 & value ) const

inline

Volume types for end of day volume.

Definition at line 7741 of file Messages.h.