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

Classes
struct	EventsEntry

struct	FeedTypesEntry

struct	LegsEntry

struct	SecurityAltIDEntry

Public Types
enum	{ TemplateId = 363 }

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 (MessageSizeoffset) const

bool	ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null) const

bool	ordinary (FieldValue &value, MessageSizeoffset, const NullValue &null, SchemaVersion since) const

Decimal	decimal (MessageSizeoffset) const

bool	decimal (Decimal &value, MessageSizeoffset, const NullValue &null) const

Enumeration::Enum	enumeration (MessageSizeoffset) const

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

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

StrRef	fixedStr (MessageSizeoffset) const

StrRef	fixedStr (MessageSizeoffset, SchemaVersion since) const

bool	fixedStr (StrRef &value, MessageSizeoffset) const

Detailed Description

Definition at line 5613 of file Messages.h.

Member Typedef Documentation

typedef BinaryGroup<EventsEntry, GroupSize, MessageSize> Events

Repeating group containing EventsEntry entries.

Definition at line 5766 of file Messages.h.

typedef BinaryGroup<FeedTypesEntry, GroupSize, MessageSize> FeedTypes

Repeating group containing FeedTypesEntry entries.

Definition at line 5692 of file Messages.h.

typedef BinaryGroupWithNested<LegsEntry, GroupSize, MessageSize> Legs

Repeating group containing LegsEntry entries.

Definition at line 6120 of file Messages.h.

typedef BinaryGroup<SecurityAltIDEntry, GroupSize, MessageSize> SecurityAltID

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

InstrumentDefinitionEris363 ( )

inline

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 BlockLength blockLength ( SchemaVersion )

inlinestatic

Size of message body in bytes.

Definition at line 6311 of file Messages.h.

static 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 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:

OnixS/CME/Streamlined/Messages.h

Classes

Public Types

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation