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

#include <Messages.h>

Collaboration diagram for IncrementalRefreshTradeBlocks340::Entry::LegsEntry:

Public Types

typedef BinaryGroupEntry< GroupSize::BlockLengthBase

Public Member Functions

 LegsEntry ()
 LegsEntry (const void *data, EncodedLength length, SchemaVersion version)
bool legSymbol (StrRef &value) const
bool legSecurityId (UInt64 &value) const
LegSecurityIDSource legSecurityIdSource () const
bool legSecurityGroup (StrRef &value) const
bool legId (StrRef &value) const
bool legSecurityType (StrRef &value) const
bool legMaturityMonthYear (MaturityMonthYear &value) const
bool legMaturityDate (Timestamp &value) const
bool legStrikePrice (Decimal &value) const
bool legUnitOfMeasure (StrRef &value) const
bool legUnitOfMeasureQty (Decimal &value) const
bool legSecurityExchange (StrRef &value) const
bool legRatioQty (UInt16 &value) const
bool legSide (UInt8 &value) const
bool legPutOrCall (UInt8 &value) const
bool legUnitOfMeasureCurrency (StrRef &value) const

Static Public Member Functions

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength (SchemaVersion)

Detailed Description

Number of legs (repeating groups). Entry of LegsEntry repeating group.

Definition at line 1533 of file Messages.h.

Member Typedef Documentation

Aliases base class type.

Definition at line 1545 of file Messages.h.

Constructor & Destructor Documentation

LegsEntry ( )

Initializes blank instance.

Definition at line 1548 of file Messages.h.

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

Initializes instance of given version over given memory block.

Definition at line 1554 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 1738 of file Messages.h.

static ONIXS_CMESTREAMLINEDMDH_EXPORTED const Char* className ( )

Entity class name.

Definition at line 1745 of file Messages.h.

bool legId ( StrRef value) const

Used to correlate leg instrument definitions with their executions.Cross referenced in Tag 654.

Definition at line 1605 of file Messages.h.

bool legMaturityDate ( Timestamp value) const

Multileg instrument's individual security's leg MaturityDate.

Definition at line 1635 of file Messages.h.

bool legMaturityMonthYear ( MaturityMonthYear value) const

Multileg instrument's individual security's leg MaturityMonthYear.

Definition at line 1624 of file Messages.h.

bool legPutOrCall ( UInt8 value) const

Multileg instrument's individual security's leg option put or call.

Definition at line 1716 of file Messages.h.

bool legRatioQty ( UInt16 value) const

The ratio of quantity for this individual leg relative to the entire multileg security.

Definition at line 1695 of file Messages.h.

bool legSecurityExchange ( StrRef value) const

Multileg instrument's individual security's leg SecurityExchange.

Definition at line 1685 of file Messages.h.

bool legSecurityGroup ( StrRef value) const

Leg equivalent of body tag 1151-SecurityGroup (i.e. leg 'product code').

Definition at line 1595 of file Messages.h.

bool legSecurityId ( UInt64 value) const

Multileg instrument's individual security's SecurityID.

Definition at line 1577 of file Messages.h.

LegSecurityIDSource legSecurityIdSource ( ) const

Identifies source of tag 602-LegSecurityID value. This value is always 'H' for CME.

Definition at line 1588 of file Messages.h.

bool legSecurityType ( StrRef value) const

Identifies the type of leg instrument.

Definition at line 1614 of file Messages.h.

bool legSide ( UInt8 value) const

The side of this individual leg (multileg security).

Definition at line 1705 of file Messages.h.

bool legStrikePrice ( Decimal value) const

Multileg instrument's individual security's StrikePrice.

Definition at line 1653 of file Messages.h.

bool legSymbol ( StrRef value) const

This tag contains the instrument group of the requested security definition. Must be present when tag 555-NoLegs is present. Also must be first tag in repeating group. Multileg instrument's individual security's Symbol.

Definition at line 1568 of file Messages.h.

bool legUnitOfMeasure ( StrRef value) const

Multileg instrument's individual security's leg UnitOfMeasure.

Definition at line 1664 of file Messages.h.

bool legUnitOfMeasureCurrency ( StrRef value) const

Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy.

Definition at line 1727 of file Messages.h.

bool legUnitOfMeasureQty ( Decimal value) const

Multileg instrument's individual security's leg UnitOfMeasureQty.

Definition at line 1674 of file Messages.h.

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