45 OneSidedQuoteNotAllowed = 0,
48 OneSidedQuoteAllowed = 1,
261 InterProductSpread = 0,
366 CashLegForVolatilityStrategies = 0,
369 TargetProductForDecayingProduct = 1,
390 OneProductStripNotAllowed = 0,
393 OneProductStripNot = 1,
1097 checkSequencePresence(
"tickRules");
1171 checkSequencePresence(
"matchRules");
1180 checkSequencePresence(
"feeds");
1185 friend class ProductSnapshotWrapper;
1192 void checkSequencePresence(
const char* seqName)
const 1196 const std::string enhancedName =
1197 std::string(
"Rdi ProductSnapshot::") + seqName;
1200 enhancedName.c_str(),
"The sequence is absent for BTRFBucket and EBBBucket subtypes");
bool tslMarketGroup(StringRef &value) const
TSL product group symbol.
StringRef marketId() const
Market Identifier Code as specified in ISO 10383.
bool currency(StringRef &value) const
Currency as published in ISO 4217.
SecurityType::Enum securityType() const
Type of security.
InstrumentScopeOperator::Enum instrumentScopeOperator() const
Instrument scope operator.
MatchAlgorithm::Enum matchAlgorithm() const
Defines the matching algorithm.
UInt32 hHIIndicator() const
The HHIInterval value.
StringRef mdPrimaryFeedLineID() const
IP Address for Service A.
bool independentSystemOperator(StringRef &value) const
Name of the Independent System Operator (ISO) such as PJM, ERCOT, ISONE, NYISO, CAISO, etc.
Exposes list of available market segment types.
InstrumentType::Enum priceRangeProductComplex() const
bool underlyingSymbol(StringRef &value) const
Underlying security symbol.
UInt32 PartitionId
Alias for Partition ID type.
Tick rule scope definitions.
bool powerProductClass(StringRef &value) const
Information about the hours covered by the product such as Peak, Off - Peak, 2x16, 7x8.
bool productType(StringRef &value) const
bool parentMktSegmID(StringRef &id) const
Standard Eurex product types.
Exposes list of available market segment subtypes.
Decimal endTickPriceRange() const
Ending price range for the specified tick increment (noninclusive).
Exposes list of available Quote side indicators.
QuoteSideModelType::Enum quoteSideModelType() const
Defines if one sided quotes are allowed.
FeedType::Enum mdFeedType() const
Feed type.
bool fastMarketIndicator() const
Indicates if product is in the state Fast Market.
Exposes list of available Decay splits.
FlexRules flexRules() const
Flex rules.
bool negotiationDuration(UInt32 &value) const
Contains the default and maximum duration of negotiation event in seconds.
MarketSegmentId marketSegmentId() const
Product identifier.
TickRuleScopes tickRuleScopes() const
Tick rule scope definitions.
bool minOfferSize(Decimal &size) const
Minimum offer quantity (identical to minimum bid quantity).
UInt32 tickRuleId() const
Table identifier, only for cash.
bool offsetSTPEffectiveTime(UInt32 &value) const
Defines the waiting period of the final STP deal inside Eurex EnLight in seconds. ...
Defines all the months in the year.
MarketSegmentSubType::Enum marketSegmentSubType() const
Market Segment subtype.
AuctionType::Enum auctionType() const
Defines the type of auction.
Herfindahl-Hirschman Index (HHI) interval.
Decimal startPriceRange() const
Start of price range (inclusive).
MarketSegmentStatus::Enum marketSegmentStatus() const
Defines the TES security status.
Exposes list of available quote side model types.
UInt32 capacityGroupId() const
Exposes list of available market segment types.
bool underlyingSecurityExchange(StringRef &value) const
Market Identifier Code of the underlying as specified in ISO 10383.
Exposes list of available market segment relationship types.
Decimal type for better precision.
Exposes list of available match types.
MarketSegmentType::Enum marketSegmentType() const
Market Segmen type.
bool instrumentScopeSecuritySubType(UInt32 &value) const
Standard strategy type for complex instruments.
bool checkMarketOrder() const
Specifies if Market Orders will be checked against the available bid/ask price on the opposing side i...
bool underlyingSecurityId(StringRef &value) const
ISIN code of the underlying.
Exposes list of available market imbalance indicators.
bool mdRecoveryTimeInterval(UInt32 &interval) const
Recovery interval (duration of one cycle).
Exposes list of available match algorithms.
UInt32 priceRangeRuleID() const
Table identifier, not unique within repeating group.
Decimal startTickPriceRange() const
Starting price range for specified tick increment (inclusive).
bool priceRangeValue(Decimal &value) const
Maximum allowable quote spread (absolute value). Conditionally required if PriceRangePercentage is ab...
TickRules tickRules() const
bool marketDepth(UInt32 &depth) const
Maximum number of price levels for the product.
bool priceRangePercentage(Decimal &percentage) const
Maximum allowable quote spread (percentage value). Conditionally required if PriceRangeValue is absen...
bool locationID(StringRef &value) const
Location/ nodes within the ISO which this product covers such as Western Hub, Jersey Central Power...
RelatedMarketSegments relatedMarketSegments() const
Related Market Segments.
InstrumentType::Enum tickRuleProductComplex() const
Defines the instrument type for the tick rule.
Decimal hHIIntervalEnd() const
The HHIInterval upper boundary.
bool minBidSize(Decimal &size) const
Minimum bid quantity (identical to minimum offer quantity).
bool tslMarketGroupID(UInt32 &value) const
TSL product group ID.
Exposes list of available closed book indicators.
Herfindahl-Hirschman Index (HHI) intervals.
QuoteSideIndicator::Enum quoteSideIndicator() const
Defines if one sided quotes are allowed.
Quantity Scaling Factors.
bool powerUnitOfMeasure(UInt32 &value) const
Information about the load such as 5 MW, 25 MW, 50 MW.
USApproval::Enum usApproval() const
Market Segmen type.
UInt32 quantityScalingFactor() const
Decimal tickIncrement() const
bool roundLot(Decimal &value) const
Minimum Tradable Unit in derivatives markets.
DisableOnBookTrading::Enum disableOnBookTrading() const
Defines, if On Book trading is disabled.
bool underlyingPrevClosePx(Decimal &price) const
Closing price of the underlying on the previous day.
UInt32 mdPrimaryFeedLineSubID() const
Port number for IP address Service A.
StringRef marketSegment() const
Product name.
MarketImbalanceIndicator::Enum marketImbalanceIndicator() const
MatchRules matchRules() const
bool fastMarketPercentage(Decimal &value) const
bool mdSecondaryFeedLineSubID(UInt32 &subId) const
Port number for IP address Service B.
bool marketSegmentSymbol(StringRef &symbol) const
Product ISIN.
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Exposes list of available auction types.
UInt32 nextEffectiveBusinessDate() const
Next business date.
Decimal endPriceRange() const
End of price range (non-inclusive).
TrdType::Enum trdType() const
Trade Type.
InstrumentType::Enum matchRuleProductComplex() const
Defines the instrument type for the match rule.
AuctionTypeRules auctionTypeRules() const
Match rules.
bool marketDepthTimeInterval(UInt32 &interval) const
Netting interval for low bandwidth feeds (0=no netting).
InstrumentScopes instrumentScopes() const
Instrument Scopes.
ClosedBookIndicator::Enum closedBookIndicator() const
Indicates whether the order book is closed during auction trading. "N" reserved for future releases...
UInt32 effectiveBusinessDate() const
Current business date.
PriceRangeRules priceRangeRules() const
DecaySplit::Enum decaySplit() const
bool maxOffsetRFQExpireTime(UInt32 &value) const
QuoteSizeRules quoteSizeRules() const
Quote size rules.
bool mdSecondaryFeedLineID(StringRef &id) const
IP Address for Service B.
Exposes list of available feed types.
InstrumentType::Enum flexProductEligibilityComplex() const
Defines the strategy types available for user defined strategies.
BookType::Enum mdBookType() const
Book type.
HHIIntervals hHIIntervals() const
Herfindahl-Hirschman Index (HHI) intervals.
bool underlyingSecurityIdSource(StringRef &value) const
Underlying Security ID Source.
PartitionId partitionId() const
Partition of the product.
QuantityScalingFactors quantityScalingFactors() const
bool marketSegmentDesc(StringRef &desc) const
Product Description.
bool flexProductEligibilityIndicator() const
Defines if user defined strategies are allowed.
MatchType::Enum matchType() const