Classes
struct	LegsEntry
struct	PartyIDsEntry
struct	UnderlyingsEntry

Public Types
typedef BinaryGroupEntry< GroupSize::BlockLength >	Base
typedef BinaryGroup< UnderlyingsEntry, GroupSize, MessageSize >	Underlyings
typedef BinaryGroup< PartyIDsEntry, GroupSize, MessageSize >	PartyIDs
typedef BinaryGroup< LegsEntry, GroupSize, MessageSize >	Legs
Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BodySize

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
Decimal	entrySize () 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
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 3083 of file Messages.h.

Member Typedef Documentation

◆ Base

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 3095 of file Messages.h.

◆ Legs

typedef BinaryGroup<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 3500 of file Messages.h.

◆ PartyIDs

typedef BinaryGroup<PartyIDsEntry, GroupSize, MessageSize> PartyIDs

Repeating group containing PartyIDsEntry entries.

Definition at line 3275 of file Messages.h.

◆ Underlyings

typedef BinaryGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

Repeating group containing UnderlyingsEntry entries.

Definition at line 3203 of file Messages.h.

Constructor & Destructor Documentation

◆ Entry() [1/2]

Entry ( )

inline

Initializes blank instance.

Definition at line 3098 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 3104 of file Messages.h.

Member Function Documentation

◆ aggressorSide()

bool aggressorSide ( AggressorSide::Enum & value ) const

inline

Indicates which side is aggressor of the trade.

If there is no value present, then there is no aggressor.

Definition at line 3575 of file Messages.h.

◆ blockLength()

BlockLength blockLength ( SchemaVersion )

inlinestatic

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

Definition at line 3833 of file Messages.h.

◆ className()

const Char * className ( )

inlinestatic

Entity class name.

Definition at line 3850 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 3694 of file Messages.h.

◆ entryId()

bool entryId ( StrRef & value ) const

inline

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

Definition at line 3725 of file Messages.h.

◆ entryPx()

bool entryPx ( Decimal & value ) const

inline

Price of the Market Data Entry.

Definition at line 3536 of file Messages.h.

◆ entrySize()

Decimal entrySize ( ) const

inline

Traded quantity.

Definition at line 3546 of file Messages.h.

◆ entryType()

EntryTypeTrade entryType ( ) const

inline

Market Data Entry Type.

Definition at line 3511 of file Messages.h.

◆ legRefId()

bool legRefId ( StrRef & value ) const

inline

Used to correlate leg instrument definitions with their executions.

Cross referenced to Tag 1788.

Definition at line 3795 of file Messages.h.

◆ legs()

Legs legs ( ) const

inline

Returns instance of Legs repeating group.

Definition at line 3821 of file Messages.h.

◆ maturityDate()

bool maturityDate ( Timestamp & value ) const

inline

Maturity date of instrument.

Definition at line 3643 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 3624 of file Messages.h.

◆ next()

Entry next ( SchemaVersion ) const

inline

Returns reference to the next item.

Definition at line 3839 of file Messages.h.

◆ numberOfOrders()

bool numberOfOrders ( Int32 & value ) const

inline

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

Definition at line 3555 of file Messages.h.

◆ partyIds()

PartyIDs partyIds ( ) const

inline

Returns instance of PartyIDs repeating group.

Definition at line 3812 of file Messages.h.

◆ priceType()

bool priceType ( UInt16 & value ) const

inline

Valid price types for intraday trade.

Definition at line 3704 of file Messages.h.

◆ putOrCall()

bool putOrCall ( UInt8 & value ) const

inline

Indicates whether an option instrument is a put or call.

Definition at line 3734 of file Messages.h.

◆ referenceId()

bool referenceId ( StrRef & value ) const

inline

For future use.

Definition at line 3774 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 3755 of file Messages.h.

◆ rptSeq()

UInt32 rptSeq ( ) const

inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 3528 of file Messages.h.

◆ securityExchange()

bool securityExchange ( StrRef & value ) const

inline

Market used to help identify an instrument.

Definition at line 3634 of file Messages.h.

◆ securityGroup()

bool securityGroup ( StrRef & value ) const

inline

Indicates the product code for the instrument.

Definition at line 3595 of file Messages.h.

◆ securityId()

bool securityId ( UInt64 & value ) const

inline

Unique security ID.

Definition at line 3517 of file Messages.h.

◆ securitySubType()

bool securitySubType ( StrRef & value ) const

inline

SecuritySubType for CDS only.

Definition at line 3613 of file Messages.h.

◆ securityType()

bool securityType ( StrRef & value ) const

inline

Identifies the type of instrument.

Definition at line 3604 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 3765 of file Messages.h.

◆ strategyLinkId()

bool strategyLinkId ( StrRef & value ) const

inline

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 3785 of file Messages.h.

◆ strikePrice()

bool strikePrice ( Decimal & value ) const

inline

Strike Price for an option instrument.

Definition at line 3744 of file Messages.h.

◆ symbol()

bool symbol ( StrRef & value ) const

inline

Instrument/Index/Swap Name.

Definition at line 3586 of file Messages.h.

◆ tradeId()

Int32 tradeId ( ) const

inline

Unique Trade Entry ID per Instrument and Trading Date.

Definition at line 3565 of file Messages.h.

◆ trdType()

bool trdType ( UInt8 & value ) const

inline

Valid trade types for intraday trade.

Definition at line 3714 of file Messages.h.

◆ underlyings()

Underlyings underlyings ( ) const

inline

Returns instance of Underlyings repeating group.

Definition at line 3804 of file Messages.h.

◆ unitOfMeasure()

bool unitOfMeasure ( StrRef & value ) const

inline

Unit of measure for the products' original contract size.

Definition at line 3661 of file Messages.h.

◆ unitOfMeasureCurrency()

bool unitOfMeasureCurrency ( StrRef & value ) const

inline

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

Definition at line 3671 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 3682 of file Messages.h.

◆ updateAction()

UpdateAction::Enum updateAction ( ) const

inline

Market Data update Action.

Definition at line 3503 of file Messages.h.

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Base

◆ Legs

◆ PartyIDs

◆ Underlyings

Constructor & Destructor Documentation

◆ Entry() [1/2]

◆ Entry() [2/2]

Member Function Documentation

◆ aggressorSide()

◆ blockLength()

◆ className()

◆ couponRate()

◆ entryId()

◆ entryPx()

◆ entrySize()

◆ entryType()

◆ legRefId()

◆ legs()

◆ maturityDate()

◆ maturityMonthYear()

◆ next()

◆ numberOfOrders()

◆ partyIds()

◆ priceType()

◆ putOrCall()

◆ referenceId()

◆ restructuringType()

◆ rptSeq()

◆ securityExchange()

◆ securityGroup()

◆ securityId()

◆ securitySubType()

◆ securityType()

◆ seniority()

◆ strategyLinkId()

◆ strikePrice()

◆ symbol()

◆ tradeId()

◆ trdType()

◆ underlyings()

◆ unitOfMeasure()

◆ unitOfMeasureCurrency()

◆ unitOfMeasureQty()

◆ updateAction()