ComplexInstrumentUpdate Class Reference

Public Member Functions
StringRef	securityUpdateAction () const
SecurityId	securityId () const
StringRef	securityDesc () const
SecurityType::Enum	securityType () const
bool	securitySubType (UInt32 &type) const
InstrumentType::Enum	productComplex () const
bool	legRatioMultiplier (UInt32 &type) const
PriceNotation::Enum	priceNotation () const
bool	quantityScalingFactor (UInt32 &type) const
UpdateInstrumentLegs	legs () const
MarketSegmentId	marketSegmentId () const
bool	impliedMarketIndicator () const
bool	transactTime (UInt64 &time) const
Public Member Functions inherited from Message
	Message (const Message &other)
	~Message ()
FieldValueRef	type () const
SequenceNumber	seqNum () const
FieldValueRef	senderCompId () const
bool	operator== (const Message &) const
bool	operator!= (const Message &) const
std::string	toString (char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
std::string	toStringWithFieldNames () const
void	toString (std::string &str, char delimiter=0x1, MessageStringingFlags flags=MessageStringingFlag::IncludeFieldTagNumber) const
Message &	operator= (const Message &)
Public Member Functions inherited from FieldSet
	operator bool () const
FieldValueRef	get (Tag tag) const
Int32	getInt32 (Tag tag) const
UInt32	getUInt32 (Tag tag) const
Int64	getInt64 (Tag tag) const
UInt64	getUInt64 (Tag tag) const
Decimal	getDecimal (Tag tag) const
StringRef	getStringRef (Tag tag) const
Timestamp	getTimestamp (Tag tag, TimestampFormat::Enum=TimestampFormat::YYYYMMDDHHMMSSNsec) const
Group	getGroup (Tag numberOfInstancesTag) const
Group	getOptionalGroup (Tag numberOfInstancesTag) const
bool	hasFlag (Tag tag) const
size_t	fields (Fields &fields) const
void	swap (FieldSet &) throw ()

Friends
class	ComplexInstrumentUpdateWrapper

Additional Inherited Members
Protected Member Functions inherited from FieldSet
	FieldSet ()
	FieldSet (const Message *, void *)
	FieldSet (const FieldSet &)
	~FieldSet ()
FieldSet &	operator= (const FieldSet &)
Protected Attributes inherited from FieldSet
const Message *	container_
void *	impl_

Detailed Description

Definition at line 47 of file ComplexInstrumentUpdate.h.

Member Function Documentation

impliedMarketIndicator()

bool impliedMarketIndicator ( ) const

inline

Implied market indicator.

Definition at line 119 of file ComplexInstrumentUpdate.h.

legRatioMultiplier()

bool legRatioMultiplier ( UInt32 & type ) const

inline

Common integer multiple of the option legs for Option Volatility Strategies.

Definition at line 89 of file ComplexInstrumentUpdate.h.

legs()

UpdateInstrumentLegs legs ( ) const

inline

Legs.

Definition at line 107 of file ComplexInstrumentUpdate.h.

marketSegmentId()

MarketSegmentId marketSegmentId ( ) const

inline

Product identifier.

Definition at line 113 of file ComplexInstrumentUpdate.h.

priceNotation()

PriceNotation::Enum priceNotation ( ) const

inline

Definition at line 95 of file ComplexInstrumentUpdate.h.

productComplex()

InstrumentType::Enum productComplex ( ) const

inline

Type of Market Data update action.

Definition at line 83 of file ComplexInstrumentUpdate.h.

quantityScalingFactor()

bool quantityScalingFactor ( UInt32 & type ) const

inline

Definition at line 101 of file ComplexInstrumentUpdate.h.

securityDesc()

StringRef securityDesc ( ) const

inline

Security description.

Definition at line 64 of file ComplexInstrumentUpdate.h.

securityId()

SecurityId securityId ( ) const

inline

Instrument identifier.

Definition at line 58 of file ComplexInstrumentUpdate.h.

securitySubType()

bool securitySubType ( UInt32 & type ) const

inline

Standard strategy type for complex instruments, e.g. BER-C.

Definition at line 77 of file ComplexInstrumentUpdate.h.

securityType()

SecurityType::Enum securityType ( ) const

inline

Type of security.

Definition at line 71 of file ComplexInstrumentUpdate.h.

securityUpdateAction()

StringRef securityUpdateAction ( ) const

inline

Security Update Action.

Definition at line 51 of file ComplexInstrumentUpdate.h.

transactTime()

bool transactTime ( UInt64 & time ) const

inline

Creation time of complex instruments.

Definition at line 126 of file ComplexInstrumentUpdate.h.

Friends And Related Symbol Documentation

ComplexInstrumentUpdateWrapper

friend class ComplexInstrumentUpdateWrapper

friend

Definition at line 132 of file ComplexInstrumentUpdate.h.