34 class UpdateInstrumentLegs :
public TypedGroup<InstrumentLeg>
38 UpdateInstrumentLegs (
const Group& group)
47 class ONIXS_EUREX_EMDI_API ComplexInstrumentUpdate :
public Message
134 ComplexInstrumentUpdate (
const void* impl)
StringRef securityDesc() const
Security description.
InstrumentType::Enum productComplex() const
Type of Market Data update action.
StringRef securityUpdateAction() const
Security Update Action.
friend class ComplexInstrumentUpdateWrapper
bool securitySubType(UInt32 &type) const
Standard strategy type for complex instruments, e.g. BER-C.
MarketSegmentId marketSegmentId() const
Product identifier.
bool quantityScalingFactor(UInt32 &type) const
SecurityType::Enum securityType() const
Type of security.
SecurityId securityId() const
Instrument identifier.
UpdateInstrumentLegs legs() const
Legs.
bool transactTime(UInt64 &time) const
Creation time of complex instruments.
bool impliedMarketIndicator() const
Implied market indicator.
PriceNotation::Enum priceNotation() const
bool legRatioMultiplier(UInt32 &type) const
Common integer multiple of the option legs for Option Volatility Strategies.
Group getGroup(Tag numberOfInstancesTag) const
Int64 getInt64(Tag tag) const
FieldValueRef get(Tag tag) const
FieldValueRef type() const
Returns the message type (MsgType(35) field value).
Message(const Message &other)
TypedGroup(const Group &group)
friend class ComplexInstrumentUpdate
Enumeration::Enum getIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Int64 SecurityId
Alias for Security Id type.
Enumeration::Enum getNonZeroIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
@ BothImpliedInAndImpliedOut
Both implied in and implied out.