#include <OnixS/CME/Streamlined/Messages.h>

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< BinaryGroupEntry< GroupSize::BlockLength >, GroupSize::BlockLength >
	BinaryFields ()

	~BinaryFields ()

const FieldValue &	ordinary (GroupSize::BlockLengthoffset) const

bool	ordinary (FieldValue &value, GroupSize::BlockLengthoffset, const NullValue &null) const

bool	ordinary (FieldValue &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const

Decimal	decimal (GroupSize::BlockLengthoffset) const

bool	decimal (Decimal &value, GroupSize::BlockLengthoffset, const NullValue &null) const

Enumeration::Enum	enumeration (GroupSize::BlockLengthoffset) const

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null) const

bool	enumeration (typename Enumeration::Enum &value, GroupSize::BlockLengthoffset, const NullValue &null, SchemaVersion since) const

StrRef	fixedStr (GroupSize::BlockLengthoffset) const

StrRef	fixedStr (GroupSize::BlockLengthoffset, SchemaVersion since) const

bool	fixedStr (StrRef &value, GroupSize::BlockLengthoffset) const

Detailed Description

Entry of Entry repeating group.

Definition at line 6341 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 6353 of file Messages.h.

typedef BinaryGroup<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 6758 of file Messages.h.

typedef BinaryGroup<PartyIDsEntry, GroupSize, MessageSize> PartyIDs

Repeating group containing PartyIDsEntry entries.

Definition at line 6533 of file Messages.h.

typedef BinaryGroup<UnderlyingsEntry, GroupSize, MessageSize> Underlyings

Repeating group containing UnderlyingsEntry entries.

Definition at line 6461 of file Messages.h.

Constructor & Destructor Documentation

Entry ( )

inline

Initializes blank instance.

Definition at line 6356 of file Messages.h.

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

inline

Initializes instance of given version over given memory block.

Definition at line 6362 of file Messages.h.

Member Function Documentation

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 6833 of file Messages.h.

static BlockLength blockLength ( SchemaVersion )

inlinestatic

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

Definition at line 7091 of file Messages.h.

static const Char* className ( )

inlinestatic

Entity class name.

Definition at line 7108 of file Messages.h.

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 6952 of file Messages.h.

bool entryId ( StrRef & value ) const

inline

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

Definition at line 6983 of file Messages.h.

bool entryPx ( Decimal & value ) const

inline

Price of the Market Data Entry.

Definition at line 6794 of file Messages.h.

Decimal entrySize ( ) const

inline

Traded quantity.

Definition at line 6804 of file Messages.h.

EntryTypeTrade entryType ( ) const

inline

Market Data Entry Type.

Definition at line 6769 of file Messages.h.

bool legRefId ( StrRef & value ) const

inline

Used to correlate leg instrument definitions with their executions.

Cross referenced to Tag 1788.

Definition at line 7053 of file Messages.h.

Legs legs ( ) const

inline

Returns instance of Legs repeating group.

Definition at line 7079 of file Messages.h.

bool maturityDate ( Timestamp & value ) const

inline

Maturity date of instrument.

Definition at line 6901 of file Messages.h.

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 6882 of file Messages.h.

Entry next ( SchemaVersion ) const

inline

Returns reference to the next item.

Definition at line 7097 of file Messages.h.

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 6813 of file Messages.h.

PartyIDs partyIds ( ) const

inline

Returns instance of PartyIDs repeating group.

Definition at line 7070 of file Messages.h.

bool priceType ( UInt16 & value ) const

inline

Valid price types for intraday trade.

Definition at line 6962 of file Messages.h.

bool putOrCall ( UInt8 & value ) const

inline

Indicates whether an option instrument is a put or call.

Definition at line 6992 of file Messages.h.

bool referenceId ( StrRef & value ) const

inline

For future use.

Definition at line 7032 of file Messages.h.

bool restructuringType ( StrRef & value ) const

inline

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

Definition at line 7013 of file Messages.h.

UInt32 rptSeq ( ) const

inline

MD Entry sequence number per instrument update.

Reset weekly.

Definition at line 6786 of file Messages.h.

bool securityExchange ( StrRef & value ) const

inline

Market used to help identify an instrument.

Definition at line 6892 of file Messages.h.

bool securityGroup ( StrRef & value ) const

inline

Indicates the product code for the instrument.

Definition at line 6853 of file Messages.h.

bool securityId ( UInt64 & value ) const

inline

Unique security ID.

Definition at line 6775 of file Messages.h.

bool securitySubType ( StrRef & value ) const

inline

SecuritySubType for CDS only.

Definition at line 6871 of file Messages.h.

bool securityType ( StrRef & value ) const

inline

Identifies the type of instrument.

Definition at line 6862 of file Messages.h.

bool seniority ( StrRef & value ) const

inline

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

Definition at line 7023 of file Messages.h.

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 7043 of file Messages.h.

bool strikePrice ( Decimal & value ) const

inline

Strike Price for an option instrument.

Definition at line 7002 of file Messages.h.

bool symbol ( StrRef & value ) const

inline

Instrument/Index/Swap Name.

Definition at line 6844 of file Messages.h.

Int32 tradeId ( ) const

inline

Unique Trade Entry ID per Instrument and Trading Date.

Definition at line 6823 of file Messages.h.

bool trdType ( UInt8 & value ) const

inline

Valid trade types for intraday trade.

Definition at line 6972 of file Messages.h.

Underlyings underlyings ( ) const

inline

Returns instance of Underlyings repeating group.

Definition at line 7062 of file Messages.h.

bool unitOfMeasure ( StrRef & value ) const

inline

Unit of measure for the products' original contract size.

Definition at line 6919 of file Messages.h.

bool unitOfMeasureCurrency ( StrRef & value ) const

inline

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

Definition at line 6929 of file Messages.h.

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 6940 of file Messages.h.

UpdateAction::Enum updateAction ( ) const

inline

Market Data update Action.

Definition at line 6761 of file Messages.h.

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

OnixS/CME/Streamlined/Messages.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation