89 MultiLegInstrument = 2,
95 TotalReturnFutures = 4,
104 TradeAtReferencePrice = 7,
107 ExchangeTradedFund = 8,
110 ExchangeTradedCommodity = 9,
113 ExchangeTradedNote = 10,
178 PredefinedMultilegSecurity = 0,
181 UserDefinedMultilegSecurity = 1
197 FuturesStyleMarkToMarket = 1
226 PaymentVsPayment = 2,
253 ClearingOrganization = 0,
267 DesignatedSponsor = 0,
280 Auslandskassenverein = 0,
283 Girosammelverwahrung = 1,
286 Streifbandverwahrung = 2,
289 Wertpapierrechnung = 3,
415 MinimumReserveOrderQuantity = 0,
417 MinimumDisplayQuantity = 1,
425 MarketTypeSupplement = 5,
431 ProductAssignmentGroup = 8,
433 ProductAssignmentGroupDescription = 9,
435 PreTradeLISValue = 10,
437 VDOMinimumExecutionVolume = 11,
439 IlliquidAsDefinedByExchange = 12,
441 MarketMakingObligation = 13,
443 LiquidAsDefinedByRegulator = 14,
445 EligibleForStressedMarketConditions = 15,
447 EligibleForSystematicInternaliser = 16,
449 MultiCCPEligible = 17,
481 CentralCounterparty = 2,
static Timestamp parse(const std::string &, TimestampFormat::Enum=TimestampFormat::YYYYMMDDHHMMSSNsec)
InstrumentAttributes instrumentAttributes() const
Instrument attributes.
bool minTradeVol(Decimal &value) const
The minimum tradable unit of a bond.
Accrued interest Calculation Methods.
bool minPriceIncrementClearing(Decimal &price) const
Defines the minimum increment for trade prices in clearing notation (clearing tick size)...
MarketSegmentId marketSegmentId() const
Product identifier.
PostTradeAnonymityType::Enum postTradeAnonymity() const
Only for cash.
AccruedInterestCalculationMethod::Enum couponDayCount() const
Defines the Accrued interest Calculation Method.
SettlMethod::Enum settlMethod() const
bool instrumentPricePrecision(UInt32 &value) const
Instrument Price Precision.
bool minPriceIncrement(Decimal &increment) const
Defines the minimum price movement in ticks (tick size).
InstrumentType::Enum productComplex() const
Type of Market Data update action.
bool contractMultiplier(Decimal &multiplier) const
Contract Multiplier.
InstrumentPartyRole::Enum role() const
bool quoteSizeRuleMinBidSize(Decimal &value) const
Bid side minimum quote quantity.
ValuationMethod::Enum valuationMethod() const
Traditional or futures margin style.
StringRef id() const
Identifies a party associated with an instrument.
bool cfiCode(StringRef desc) const
Indicates the type of security using ISO 10962 standard.
MultilegModel::Enum multilegModel() const
Multileg model.
TradingSessionRules tradingSessionRules()
bool couponPaymentDate(UInt32 &value) const
Upcoming Coupon payment date.
InstrumentPartyIDSource::Enum idSource() const
bool previousCouponPaymentDate(UInt32 &value) const
Previous coupon payment date.
bool couponRate(Decimal &value) const
Instrument identifier of the leg security.
DepositType::Enum depositType() const
DepositType.
bool settlCurrency(StringRef &desc) const
Settlement currency.
StringRef issuer() const
Issuer of instrument.
bool transactTime(UInt64 &time) const
Transact Time.
bool securityDesc(StringRef &desc) const
Security description.
PriceType::Enum priceType() const
The unit in which an instrument is quoted/stated when buying or selling. Only for cash...
SecurityId securityId() const
Instrument identifier.
bool eventType(UInt32 &type) const
Event Type.
bool optAttribute(UInt32 &attribute) const
Version of an option. Version can change as a result of corporate actions or events.
Decimal type for better precision.
TradingSessionSubID::Enum tradingSessionSubID() const
Defines the trading session sub ID.
Int64 SecurityId
Alias for Security Id type.
StringRef currency() const
Currency as published in ISO 4217.
Events events() const
Events.
InstrumentSnapshotLegs legs() const
Legs.
bool securitySubType(UInt32 &type) const
Standard strategy type for complex instruments.
bool contractGenerationNumber(UInt32 &number) const
Contract generation.
UInt32 tradingSessionID() const
Trading Session ID.
bool issueDate(UInt32 &date) const
Issue date of instrument.
ExerciseStyle::Enum exerciseStyle() const
Exercise Style.
bool quoteSizeMinOfferSize(Decimal &value) const
Bid side minimum quote quantity.
ImpliedMarketIndicator::Enum impliedMarketIndicator() const
Implied market indicator.
bool securityExchange(StringRef &exchange) const
MIC (ISO 10383), used to identify an instrument of a co-operation partner.
FlatIndicator::Enum flatIndicator() const
The Flat Indicator of a bond.
Represents timestamp without time-zone information.
bool maturityMonthYear(UInt32 &monthYear) const
Expiration month (YYYYMM).
bool symbol(StringRef value) const
SecurityType::Enum securityType() const
Type of security.
bool strikePricePrecision(UInt32 &precision) const
Strike Price Precision.
SettlSubMethod::Enum settlSubMethod() const
bool settlBusinessDays(UInt32 &value) const
Settlment Business Days.
bool lowExercisePriceOptionIndicator() const
Lepo Flag.
bool assetSubType(UInt32 &val) const
AssetSubType.
StringRef securityAltID() const
Alternate instrument identifier.
bool priorSettlPrice(Decimal &price) const
Previous day�s settlement price. Converted in trading notation in case of variance futures...
CouponType::Enum couponType() const
Coupon Type.
InstrumentParties instrumentParties() const
Instrument parties.
StringRef countryOfIssue() const
The accrued interest is rounded to the 12th decimal except for Country(421) = HU, rounded to the 7th ...
Exposes list of Instrument scope operators.
SecurityStatus::Enum securityStatus() const
Security Status.
PutOrCall::Enum putOrCall() const
Put Or Call.
InstrumentPartyRoleQualifier::Enum roleQualifier() const
InstrumentAttributeType::Enum type() const
Decimal minPriceIncrementAmount() const
Defines the minimum price movement in the respective currency (tick value).
UInt32 eventDate() const
Event Date.
UInt32 MarketSegmentId
Alias for Market Segment ID type.
bool origStrikePrice(Decimal &price) const
Original strike price prior to corporate action, e.g. 5.20.
Alternate identifier entry.
bool strikePrice(Decimal &price) const
Strike Price.
StringRef underlyingSymbol() const
Underlying symbol.
bool refTickTableID(UInt32 &time) const
Reference to tick size table identifier from product level message.
bool unitOfMeasure(StringRef &val) const
UnitOfMeasure.
StringRef securityAltIDSource() const
Security alternate id source.
SecurityAlts securityAlts() const
Entries.
UInt32 priceRangeRuleID() const
Bid side minimum quote quantity.
bool assetType(UInt32 &val) const
AssetType.
bool maturityDate(Timestamp &date) const
Actual expiration day of the instrument (YYYYMMDD).
Exposes list of available security types.