OnixS C++ CME Streamlined Market Data Handler  1.1.0.5
API documentation
InstrumentDefinitionEris363 Struct Reference

#include <Messages.h>

Collaboration diagram for InstrumentDefinitionEris363:

Classes

struct  EventsEntry
 
struct  FeedTypesEntry
 
struct  LegsEntry
 
struct  SecurityAltIDEntry
 

Public Types

enum  { TemplateId = 363 }
 
typedef BinaryGroup< FeedTypesEntry, GroupSize, MessageSizeFeedTypes
 
typedef BinaryGroup< EventsEntry, GroupSize, MessageSizeEvents
 
typedef BinaryGroup< SecurityAltIDEntry, GroupSize, MessageSizeSecurityAltID
 
typedef BinaryGroupWithNested< LegsEntry, GroupSize, MessageSizeLegs
 
- 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
 
BinaryMessageoperator= (const BinaryMessage &other)
 

Static Public Member Functions

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength (SchemaVersion)
 
static ONIXS_CMESTREAMLINEDMDH_EXPORTED const CharclassName ()
 
static ONIXS_CMESTREAMLINEDMDH_EXPORTED StrRef fixType ()
 

Additional Inherited Members

- Protected Types inherited from BinaryMessage
typedef BinaryGroupList< MessageSizeGroupList
 
- 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
 
bool ordinary (FieldValue &value, MessageSize offset, const NullValue &null) const
 
bool ordinary (FieldValue &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
 
Decimal decimal (MessageSize offset) const
 
bool decimal (Decimal &value, MessageSize offset, const NullValue &null) const
 
Enumeration::Enum enumeration (MessageSize offset) const
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null) const
 
bool enumeration (typename Enumeration::Enum &value, MessageSize offset, const NullValue &null, SchemaVersion since) const
 
StrRef fixedStr (MessageSize offset) const
 
StrRef fixedStr (MessageSize offset, SchemaVersion since) const
 
bool fixedStr (StrRef &value, MessageSize offset) const
 

Detailed Description

Definition at line 5613 of file Messages.h.

Member Typedef Documentation

Repeating group containing EventsEntry entries.

Definition at line 5766 of file Messages.h.

Repeating group containing FeedTypesEntry entries.

Definition at line 5692 of file Messages.h.

Repeating group containing LegsEntry entries.

Definition at line 6120 of file Messages.h.

Repeating group containing SecurityAltIDEntry entries.

Definition at line 5839 of file Messages.h.

Member Enumeration Documentation

anonymous enum

Message template ID from SBE schema.

Enumerator
TemplateId 

Definition at line 5618 of file Messages.h.

Constructor & Destructor Documentation

Initializes blank instance.

Definition at line 6123 of file Messages.h.

InstrumentDefinitionEris363 ( const void *  data,
EncodedLength  length 
)
inline

Initializes instance over given memory block.

Definition at line 6128 of file Messages.h.

Member Function Documentation

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.

static ONIXS_CMESTREAMLINEDMDH_EXPORTED BlockLength blockLength ( SchemaVersion  )
inlinestatic

Size of message body in bytes.

Definition at line 6311 of file Messages.h.

static ONIXS_CMESTREAMLINEDMDH_EXPORTED const Char* className ( )
inlinestatic

Returns class name.

Definition at line 6318 of file Messages.h.

bool couponRate ( Decimal value) const
inline

Coupon Rate of the Swap.

Definition at line 6240 of file Messages.h.

StrRef currency ( ) const
inline

Identifies currency used for price.

Definition at line 6204 of file Messages.h.

Events events ( ) const
inline

Returns instance of Events repeating group.

Definition at line 6280 of file Messages.h.

FeedTypes feedTypes ( ) const
inline

Returns instance of FeedTypes repeating group.

Definition at line 6272 of file Messages.h.

static ONIXS_CMESTREAMLINEDMDH_EXPORTED StrRef fixType ( )
inlinestatic

FIX message type.

Definition at line 6325 of file Messages.h.

Legs legs ( ) const
inline

Returns instance of Legs repeating group.

Definition at line 6299 of file Messages.h.

bool maturityDate ( Timestamp value) const
inline

Maturity date of instrument.

Definition at line 6186 of file Messages.h.

Decimal minPriceIncrement ( ) const
inline

Minimum constant tick for the instrument.

Definition at line 6213 of file Messages.h.

bool product ( UInt8 value) const
inline

Identifies the type of product.

Definition at line 6167 of file Messages.h.

bool rateType ( StrRef value) const
inline

Rate type for the swap and spread.

Definition at line 6231 of file Messages.h.

SecurityAltID securityAltId ( ) const
inline

Returns instance of SecurityAltID repeating group.

Definition at line 6289 of file Messages.h.

StrRef securityExchange ( ) const
inline

Market used to help identify a security.

Definition at line 6177 of file Messages.h.

bool securityGroup ( StrRef value) const
inline

Product code.

Definition at line 6140 of file Messages.h.

bool securityType ( StrRef value) const
inline

Identifies the type of instrument.

Definition at line 6158 of file Messages.h.

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.

bool symbol ( StrRef value) const
inline

Instrument/Index/Swap Name.

Definition at line 6149 of file Messages.h.

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.


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