InstrumentDefinitionEris363 Struct Reference

Classes
struct	EventsEntry
struct	FeedTypesEntry
struct	LegsEntry
struct	SecurityAltIDEntry

Public Types
enum
typedef BinaryGroup< FeedTypesEntry, GroupSize, MessageSize >	FeedTypes
typedef BinaryGroup< EventsEntry, GroupSize, MessageSize >	Events
typedef BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSize >	SecurityAltID
typedef BinaryGroupWithNested< LegsEntry, GroupSize, MessageSize >	Legs
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
typedef MessageHeader::BlockLength	BodySize

Public Member Functions
	InstrumentDefinitionEris363 ()
	InstrumentDefinitionEris363 (const void *data, EncodedLength length)
bool	securityGroup (StrRef &value) const
bool	symbol (StrRef &value) const
bool	securityType (StrRef &value) const
bool	product (UInt8 &value) const
StrRef	securityExchange () const
bool	maturityDate (Timestamp &value) const
StrRef	currency () const
Decimal	minPriceIncrement () const
SecurityUpdateAction::Enum	securityUpdateAction () const
bool	rateType (StrRef &value) const
bool	couponRate (Decimal &value) const
bool	userDefinedInstrument (ErisUDI &value) const
bool	applId (UInt16 &value) const
FeedTypes	feedTypes () const
Events	events () const
SecurityAltID	securityAltId () const
Legs	legs () const
Public Member Functions inherited from BinaryMessage
	BinaryMessage ()
	BinaryMessage (const void *data, MessageSize size)
	BinaryMessage (const BinaryMessage &other)
	operator bool () const
MessageTemplateId	templateId () const
SchemaVersion	version () const
const void *	binary () const
MessageSize	binarySize () const
const void *	body () const
BodySize	bodySize () const
BinaryMessage &	operator= (const BinaryMessage &other)

Static Public Member Functions
static BlockLength	blockLength (SchemaVersion)
static const Char *	className ()
static StrRef	fixType ()

Additional Inherited Members
Protected Types inherited from BinaryMessage
typedef BinaryGroupList< MessageSize >	GroupList
Protected Member Functions inherited from BinaryMessage
GroupList	groups () const
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
	BinaryFields ()
	~BinaryFields ()
const FieldValue &	ordinary (MessageSize offset) const
Decimal	decimal (MessageSize offset) const
Enumeration::Enum	enumeration (MessageSize offset) const
StrRef	fixedStr (MessageSize offset) const

Detailed Description

Definition at line 5613 of file Messages.h.

Member Typedef Documentation

Events

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 5766 of file Messages.h.

FeedTypes

typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 5692 of file Messages.h.

Legs

typedef BinaryGroupWithNested<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 6120 of file Messages.h.

SecurityAltID

typedef BinaryGroup<SecurityAltIDEntry, GroupSize, MessageSize> SecurityAltID

Repeating group containing SecurityAltIDEntry entries.

Definition at line 5839 of file Messages.h.

Member Enumeration Documentation

anonymous enum

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId	363

Definition at line 5618 of file Messages.h.

Constructor & Destructor Documentation

InstrumentDefinitionEris363() [1/2]

InstrumentDefinitionEris363 ( )

inline

Initializes blank instance.

Definition at line 6123 of file Messages.h.

InstrumentDefinitionEris363() [2/2]

InstrumentDefinitionEris363 ( const void * data, EncodedLength length )

inline

Initializes instance over given memory block.

Definition at line 6128 of file Messages.h.

Member Function Documentation

applId()

bool applId ( UInt16 & value ) const

inline

This value indicates the channel ID as defined in the XML configuration file.

Definition at line 6262 of file Messages.h.

blockLength()

BlockLength blockLength ( SchemaVersion )

inlinestatic

Size of message body in bytes.

Definition at line 6311 of file Messages.h.

className()

const Char * className ( )

inlinestatic

Returns class name.

Definition at line 6318 of file Messages.h.

couponRate()

bool couponRate ( Decimal & value ) const

inline

Coupon Rate of the Swap.

Definition at line 6240 of file Messages.h.

currency()

StrRef currency ( ) const

inline

Identifies currency used for price.

Definition at line 6204 of file Messages.h.

events()

Events events ( ) const

inline

Returns instance of Events repeating group.

Definition at line 6280 of file Messages.h.

feedTypes()

FeedTypes feedTypes ( ) const

inline

Returns instance of FeedTypes repeating group.

Definition at line 6272 of file Messages.h.

fixType()

StrRef fixType ( )

inlinestatic

FIX message type.

Definition at line 6325 of file Messages.h.

legs()

Legs legs ( ) const

inline

Returns instance of Legs repeating group.

Definition at line 6299 of file Messages.h.

maturityDate()

bool maturityDate ( Timestamp & value ) const

inline

Maturity date of instrument.

Definition at line 6186 of file Messages.h.

minPriceIncrement()

Decimal minPriceIncrement ( ) const

inline

Minimum constant tick for the instrument.

Definition at line 6213 of file Messages.h.

product()

bool product ( UInt8 & value ) const

inline

Identifies the type of product.

Definition at line 6167 of file Messages.h.

rateType()

bool rateType ( StrRef & value ) const

inline

Rate type for the swap and spread.

Definition at line 6231 of file Messages.h.

securityAltId()

SecurityAltID securityAltId ( ) const

inline

Returns instance of SecurityAltID repeating group.

Definition at line 6289 of file Messages.h.

securityExchange()

StrRef securityExchange ( ) const

inline

Market used to help identify a security.

Definition at line 6177 of file Messages.h.

securityGroup()

bool securityGroup ( StrRef & value ) const

inline

Product code.

Definition at line 6140 of file Messages.h.

securityType()

bool securityType ( StrRef & value ) const

inline

Identifies the type of instrument.

Definition at line 6158 of file Messages.h.

securityUpdateAction()

SecurityUpdateAction::Enum securityUpdateAction ( ) const

inline

Included in the message on the Incremental feed when a mid-week deletion or modification (i.e.

extension) occurs.

Definition at line 6223 of file Messages.h.

symbol()

bool symbol ( StrRef & value ) const

inline

Instrument/Index/Swap Name.

Definition at line 6149 of file Messages.h.

userDefinedInstrument()

bool userDefinedInstrument ( ErisUDI & value ) const

inline

Identifies user-defined instruments.

If the tag is not present, the instrument is not user-defined.

Definition at line 6251 of file Messages.h.