OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.2
API documentation
ComplexInstrumentUpdate Class Reference

#include <OnixS/Eurex/MarketData/ComplexInstrumentUpdate.h>

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
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
Messageoperator= (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 ()


class ComplexInstrumentUpdateWrapper

Additional Inherited Members

- Protected Member Functions inherited from FieldSet
 FieldSet ()
 FieldSet (const Message *, void *)
 FieldSet (const FieldSet &)
 ~FieldSet ()
FieldSetoperator= (const FieldSet &)
- Protected Attributes inherited from FieldSet
const Messagecontainer_
void * impl_

Detailed Description

Definition at line 47 of file ComplexInstrumentUpdate.h.

Member Function Documentation

bool impliedMarketIndicator ( ) const

Implied market indicator.

Definition at line 113 of file ComplexInstrumentUpdate.h.

bool legRatioMultiplier ( UInt32 type) const

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

Definition at line 89 of file ComplexInstrumentUpdate.h.

UpdateInstrumentLegs legs ( ) const


Definition at line 101 of file ComplexInstrumentUpdate.h.

MarketSegmentId marketSegmentId ( ) const

Product identifier.

Definition at line 107 of file ComplexInstrumentUpdate.h.

InstrumentType::Enum productComplex ( ) const

Type of Market Data update action.

Definition at line 83 of file ComplexInstrumentUpdate.h.

bool quantityScalingFactor ( UInt32 type) const

Definition at line 95 of file ComplexInstrumentUpdate.h.

StringRef securityDesc ( ) const

Security description.

Definition at line 64 of file ComplexInstrumentUpdate.h.

SecurityId securityId ( ) const

Instrument identifier.

Definition at line 58 of file ComplexInstrumentUpdate.h.

bool securitySubType ( UInt32 type) const

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

Definition at line 77 of file ComplexInstrumentUpdate.h.

SecurityType::Enum securityType ( ) const

Type of security.

Definition at line 71 of file ComplexInstrumentUpdate.h.

StringRef securityUpdateAction ( ) const

Security Update Action.

Definition at line 51 of file ComplexInstrumentUpdate.h.

bool transactTime ( UInt64 &  time) const

Creation time of complex instruments.

Definition at line 120 of file ComplexInstrumentUpdate.h.

Friends And Related Function Documentation

friend class ComplexInstrumentUpdateWrapper

Definition at line 126 of file ComplexInstrumentUpdate.h.

The documentation for this class was generated from the following file: