OnixS C++ CME Streamlined Market Data Handler
API documentation
IncrementalRefreshTradeBlocks340::Entry Struct Reference

#include <Messages.h>

Collaboration diagram for IncrementalRefreshTradeBlocks340::Entry:


struct  LegsEntry
struct  PartyIDsEntry
struct  UnderlyingsEntry

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase
typedef BinaryGroup< UnderlyingsEntry, GroupSize, MessageSizeUnderlyings
typedef BinaryGroup< PartyIDsEntry, GroupSize, MessageSizePartyIDs
typedef BinaryGroup< LegsEntry, GroupSize, MessageSizeLegs

Public Member Functions

 Entry ()
 Entry (const void *data, EncodedLength length, SchemaVersion version)
UpdateAction::Enum updateAction () const
EntryTypeTrade entryType () const
bool securityId (UInt64 &value) const
UInt32 rptSeq () const
bool entryPx (Decimal &value) const
bool entrySize (UInt64 &value) const
bool numberOfOrders (Int32 &value) const
Int32 tradeId () const
bool aggressorSide (AggressorSide::Enum &value) const
bool symbol (StrRef &value) const
bool securityGroup (StrRef &value) const
bool securityType (StrRef &value) const
bool securitySubType (StrRef &value) const
bool maturityMonthYear (MaturityMonthYear &value) const
bool securityExchange (StrRef &value) const
bool maturityDate (Timestamp &value) const
bool unitOfMeasure (StrRef &value) const
bool unitOfMeasureCurrency (StrRef &value) const
bool unitOfMeasureQty (Decimal &value) const
bool couponRate (Decimal &value) const
bool priceType (UInt16 &value) const
bool trdType (UInt8 &value) const
bool entryId (StrRef &value) const
bool putOrCall (UInt8 &value) const
bool strikePrice (Decimal &value) const
bool restructuringType (StrRef &value) const
bool seniority (StrRef &value) const
bool referenceId (StrRef &value) const
bool strategyLinkId (StrRef &value) const
bool legRefId (StrRef &value) const
Underlyings underlyings () const
PartyIDs partyIds () const
Legs legs () 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 1337 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 1349 of file Messages.h.

Repeating group containing LegsEntry entries.

Definition at line 1754 of file Messages.h.

Repeating group containing PartyIDsEntry entries.

Definition at line 1529 of file Messages.h.

Repeating group containing UnderlyingsEntry entries.

Definition at line 1457 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

Initializes blank instance.

Definition at line 1352 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 1358 of file Messages.h.

Member Function Documentation

bool aggressorSide ( AggressorSide::Enum value) const

Indicates which side is aggressor of the trade. If there is no value present, then there is no aggressor.

Definition at line 1831 of file Messages.h.

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )

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

Definition at line 2089 of file Messages.h.

static ONIXS_CMESTREAMLINEDMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 2106 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 1950 of file Messages.h.

bool entryId ( StrRef value) const

Market data entry identifier to map multiple prices of a single trade.

Definition at line 1981 of file Messages.h.

bool entryPx ( Decimal value) const

Price of the Market Data Entry.

Definition at line 1790 of file Messages.h.

bool entrySize ( UInt64 value) const

Traded quantity.

Definition at line 1800 of file Messages.h.

EntryTypeTrade entryType ( ) const

Market Data Entry Type.

Definition at line 1765 of file Messages.h.

bool legRefId ( StrRef value) const

Used to correlate leg instrument definitions with their executions. Cross referenced to Tag 1788.

Definition at line 2051 of file Messages.h.

Legs legs ( ) const

Returns instance of Legs repeating group.

Definition at line 2077 of file Messages.h.

bool maturityDate ( Timestamp value) const

Maturity date of instrument.

Definition at line 1899 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 1880 of file Messages.h.

Entry next ( SchemaVersion  ) const

Returns reference to the next item.

Definition at line 2095 of file Messages.h.

bool numberOfOrders ( Int32 value) const

The total number of real orders per instrument that participated in a match step within a match event.

Definition at line 1811 of file Messages.h.

PartyIDs partyIds ( ) const

Returns instance of PartyIDs repeating group.

Definition at line 2068 of file Messages.h.

bool priceType ( UInt16 value) const

Valid price types for intraday trade.

Definition at line 1960 of file Messages.h.

bool putOrCall ( UInt8 value) const

Indicates whether an option instrument is a put or call.

Definition at line 1990 of file Messages.h.

bool referenceId ( StrRef value) const

For future use.

Definition at line 2030 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 2011 of file Messages.h.

UInt32 rptSeq ( ) const

MD Entry sequence number per instrument update. Reset weekly.

Definition at line 1782 of file Messages.h.

bool securityExchange ( StrRef value) const

Market used to help identify an instrument.

Definition at line 1890 of file Messages.h.

bool securityGroup ( StrRef value) const

Indicates the product code for the instrument.

Definition at line 1851 of file Messages.h.

bool securityId ( UInt64 value) const

Unique security ID.

Definition at line 1771 of file Messages.h.

bool securitySubType ( StrRef value) const

SecuritySubType for CDS only.

Definition at line 1869 of file Messages.h.

bool securityType ( StrRef value) const

Identifies the type of instrument.

Definition at line 1860 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 2021 of file Messages.h.

bool strategyLinkId ( StrRef value) const

Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event.

Definition at line 2041 of file Messages.h.

bool strikePrice ( Decimal value) const

Strike Price for an option instrument.

Definition at line 2000 of file Messages.h.

bool symbol ( StrRef value) const

Instrument/Index/Swap Name.

Definition at line 1842 of file Messages.h.

Int32 tradeId ( ) const

Unique Trade Entry ID per Instrument and Trading Date.

Definition at line 1821 of file Messages.h.

bool trdType ( UInt8 value) const

Valid trade types for intraday trade.

Definition at line 1970 of file Messages.h.

Underlyings underlyings ( ) const

Returns instance of Underlyings repeating group.

Definition at line 2060 of file Messages.h.

bool unitOfMeasure ( StrRef value) const

Unit of measure for the products' original contract size.

Definition at line 1917 of file Messages.h.

bool unitOfMeasureCurrency ( StrRef value) const

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

Definition at line 1927 of file Messages.h.

bool unitOfMeasureQty ( Decimal value) const

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

Definition at line 1938 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

Market Data update Action.

Definition at line 1757 of file Messages.h.

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