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

Public Types
typedef BinaryGroupEntry< GroupSize::BlockLength >	Base

Public Types inherited from BinaryGroupEntry< GroupSize::BlockLength >
typedef GroupSize::BlockLength	BodySize

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

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 LegsEntry repeating group.

Definition at line 6537 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroupEntry< GroupSize::BlockLength > Base

Aliases base class type.

Definition at line 6549 of file Messages.h.

Constructor & Destructor Documentation

LegsEntry ( )

inline

Initializes blank instance.

Definition at line 6552 of file Messages.h.

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

inline

Initializes instance of given version over given memory block.

Definition at line 6558 of file Messages.h.

Member Function Documentation

static BlockLength blockLength ( SchemaVersion )

inlinestatic

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

Definition at line 6742 of file Messages.h.

static const Char* className ( )

inlinestatic

Entity class name.

Definition at line 6749 of file Messages.h.

bool legId ( StrRef & value ) const

inline

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

Definition at line 6609 of file Messages.h.

bool legMaturityDate ( Timestamp & value ) const

inline

Multileg instrument's individual security's leg MaturityDate.

Definition at line 6639 of file Messages.h.

bool legMaturityMonthYear ( MaturityMonthYear & value ) const

inline

Multileg instrument's individual security's leg MaturityMonthYear.

Definition at line 6628 of file Messages.h.

bool legPutOrCall ( UInt8 & value ) const

inline

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

Definition at line 6720 of file Messages.h.

bool legRatioQty ( UInt16 & value ) const

inline

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

Definition at line 6699 of file Messages.h.

bool legSecurityExchange ( StrRef & value ) const

inline

Multileg instrument's individual security's leg SecurityExchange.

Definition at line 6689 of file Messages.h.

bool legSecurityGroup ( StrRef & value ) const

inline

Leg equivalent of body tag 1151-SecurityGroup (i.e.

leg 'product code').

Definition at line 6599 of file Messages.h.

bool legSecurityId ( UInt64 & value ) const

inline

Multileg instrument's individual security's SecurityID.

Definition at line 6581 of file Messages.h.

LegSecurityIDSource legSecurityIdSource ( ) const

inline

Identifies source of tag 602-LegSecurityID value.

This value is always 'H' for CME.

Definition at line 6592 of file Messages.h.

bool legSecurityType ( StrRef & value ) const

inline

Identifies the type of leg instrument.

Definition at line 6618 of file Messages.h.

bool legSide ( UInt8 & value ) const

inline

The side of this individual leg (multileg security).

Definition at line 6709 of file Messages.h.

bool legStrikePrice ( Decimal & value ) const

inline

Multileg instrument's individual security's StrikePrice.

Definition at line 6657 of file Messages.h.

bool legSymbol ( StrRef & value ) const

inline

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 6572 of file Messages.h.

bool legUnitOfMeasure ( StrRef & value ) const

inline

Multileg instrument's individual security's leg UnitOfMeasure.

Definition at line 6668 of file Messages.h.

bool legUnitOfMeasureCurrency ( StrRef & value ) const

inline

Indicates the currency of the unit of measure.

Conditionally required when LegUnitOfMeasure(999) = Ccy.

Definition at line 6731 of file Messages.h.

bool legUnitOfMeasureQty ( Decimal & value ) const

inline

Multileg instrument's individual security's leg UnitOfMeasureQty.

Definition at line 6678 of file Messages.h.

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

OnixS/CME/Streamlined/Messages.h

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation