InstrumentIncremental Class Reference

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

Public Member Functions
SecurityUpdateAction::Enum	securityUpdateAction () const
LastFragment::Enum	lastFragment () const
bool	legRatioMultiplier (UInt32 &value) const
PriceNotation::Enum	priceNotation () const
InstrumentSnapshotLegs	legs () const
Public Member Functions inherited from InstrumentSnapshot
SecurityId	securityId () const
SecurityAlts	securityAlts () const
SecurityType::Enum	securityType () const
SecurityStatus::Enum	securityStatus () const
bool	securityDesc (StringRef &desc) const
bool	securityExchange (StringRef &exchange) const
InstrumentType::Enum	productComplex () const
bool	cfiCode (StringRef &desc) const
bool	displayName (StringRef &desc) const
ContractIdentificationEligibility::Enum	contractIdentificationEligibility () const
bool	isPrimary () const
bool	quantityScalingFactor (UInt32 &value) const
bool	securityReferenceDataSupplement (UInt32 &value) const
bool	contractDate (UInt32 &value) const
bool	contractDateType (StringRef &value) const
bool	contractMonthYear (UInt32 &value) const
ContractMonthType::Enum	contractMonthType () const
ContractCycleType::Enum	contractCycleType () const
ContractCycleSubType::Enum	contractCycleSubType () const
MaturityFrequencyUnit::Enum	maturityFrequencyUnit () const
ContractFrequency::Enum	contractFrequency () const
ContractDisplayInstruction::Enum	contractDisplayInstruction () const
bool	displayDay (UInt32 &value) const
bool	displayRelativeDay (Int32 &value) const
bool	displayWeek (UInt32 &value) const
DisplayDayOfWeek::Enum	displayDayOfWeek () const
bool	displayMonth (UInt32 &value) const
bool	displayQuarter (UInt32 &value) const
DisplaySeason::Enum	displaySeason () const
bool	displayYear (UInt32 &value) const
bool	strikePrice (Decimal &price) const
bool	strikePricePrecision (UInt32 &precision) const
bool	contractMultiplier (Decimal &multiplier) const
PutOrCall::Enum	putOrCall () const
bool	optAttribute (UInt32 &attribute) const
ExerciseStyle::Enum	exerciseStyle () const
bool	origStrikePrice (Decimal &price) const
bool	contractGenerationNumber (UInt32 &number) const
bool	lowExercisePriceOptionIndicator () const
ValuationMethod::Enum	valuationMethod () const
SettlMethod::Enum	settlMethod () const
SettlSubMethod::Enum	settlSubMethod () const
bool	priorSettlPrice (Decimal &price) const
bool	priceDelta (Decimal &value) const
bool	riskSensitivityFactor (Decimal &value) const
bool	underlyingMarketSegmentID (UInt32 &val) const
bool	underlyingSecurityID (Int64 &val) const
bool	unitOfMeasure (StringRef &val) const
bool	priceUnitOfMeasure (StringRef &value) const
bool	assetType (UInt32 &val) const
bool	assetSubType (UInt32 &val) const
bool	displayNameAlias (StringRef &val) const
bool	periodAlias (StringRef &val) const
bool	transactTime (UInt64 &time) const
bool	refTickTableID (UInt32 &time) const
bool	currency (StringRef &value) const
bool	settlCurrency (StringRef &desc) const
DepositType::Enum	depositType () const
bool	issueDate (UInt32 &date) const
bool	roundLot (Decimal &value) const
bool	minTradeVol (Decimal &value) const
bool	maxTradeVol (Decimal &value) const
bool	maxTradeVal (Decimal &value) const
bool	quotingStartTime (StringRef &value) const
bool	quotingEndTime (StringRef &value) const
InstrumentAuctionType::Enum	instrumentAuctionType () const
MidpointTrading::Enum	midpointTrading () const
StringRef	midpointExecVenueId () const
InstrumentParties	instrumentParties () const
StringRef	underlyingSymbol () const
bool	couponRate (Decimal &value) const
bool	previousCouponPaymentDate (UInt32 &value) const
bool	couponPaymentDate (UInt32 &value) const
AccruedInterestCalculationMethod::Enum	couponDayCount () const
CouponType::Enum	couponType () const
StringRef	countryOfIssue () const
FlatIndicator::Enum	flatIndicator () const
WarrantType::Enum	warrantType () const
CoverIndicator::Enum	coverIndicator () const
bool	volatilityCorridorOpeningAuction (UInt32 &value) const
bool	volatilityCorridorIntradayAuction (UInt32 &value) const
bool	volatilityCorridorClosingAuction (UInt32 &value) const
bool	volatilityCorridorContinuous (UInt32 &value) const
bool	volatilityCorridorRetailAuction (UInt32 &value) const
bool	fixedAbsVolaInterruptionLimit (Decimal &increment) const
bool	floatAbsVolaInterruptionLimit (Decimal &increment) const
bool	fixedPctVolaInterruptionLimit (Decimal &increment) const
bool	floatPctVolaInterruptionLimit (Decimal &increment) const
InstrumentAttributes	instrumentAttributes () const
Events	events () const
bool	instrumentPricePrecision (UInt32 &value) const
bool	minPriceIncrement (Decimal &increment) const
bool	minPriceIncrementClearing (Decimal &price) const
bool	minPriceIncrementAmount (Decimal &value) const
bool	maturityDate (Timestamp &date) const
bool	maturityMonthYear (UInt32 &monthYear) const
bool	securitySubType (UInt32 &type) const
bool	relatedSecurityId (Int64 &value) const
StringRef	relatedSecurityIDSource () const
MarketSegmentId	marketSegmentId () const
ImpliedMarketIndicator::Enum	impliedMarketIndicator () const
MultilegModel::Enum	multilegModel () const
PriceType::Enum	priceType () const
PostTradeAnonymityType::Enum	postTradeAnonymity () const
bool	settlBusinessDays (UInt32 &value) const
bool	quoteSizeRuleMinBidSize (Decimal &value) const
bool	quoteSizeMinOfferSize (Decimal &value) const
UInt32	priceRangeRuleID () const
bool	symbol (StringRef &value) const
ListMethod::Enum	listMethod () const
TradingSessionRules	tradingSessionRules ()
SecurityClassifications	securityClassifications () 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 &) noexcept

Friends
class	InstrumentIncrementalWrapper

Additional Inherited Members
Protected Member Functions inherited from InstrumentSnapshot
LastFragment::Enum	lastFragment () const
bool	legRatioMultiplier (UInt32 &value) const
PriceNotation::Enum	priceNotation () const
InstrumentSnapshotLegs	legs () const
Protected Member Functions inherited from FieldSet
	FieldSet () noexcept
	FieldSet (const Message *, void *) noexcept
	FieldSet (const FieldSet &) noexcept
	~FieldSet ()
FieldSet &	operator= (const FieldSet &)
Protected Attributes inherited from FieldSet
const Message *	container_
void *	impl_

Detailed Description

Definition at line 46 of file InstrumentIncremental.h.

Member Function Documentation

lastFragment()

LastFragment::Enum lastFragment ( ) const

inline

Indicates whether this message is the last in a sequence of messages that together convey a joint list of InstrmtLegGrp.

Definition at line 1308 of file InstrumentSnapshot.h.

legRatioMultiplier()

bool legRatioMultiplier ( UInt32 & value ) const

inline

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

Definition at line 1314 of file InstrumentSnapshot.h.

legs()

InstrumentSnapshotLegs legs ( ) const

inline

Legs.

Definition at line 1326 of file InstrumentSnapshot.h.

priceNotation()

PriceNotation::Enum priceNotation ( ) const

inline

Definition at line 1320 of file InstrumentSnapshot.h.

securityUpdateAction()

SecurityUpdateAction::Enum securityUpdateAction ( ) const

inline

Security Update Action.

Definition at line 55 of file InstrumentIncremental.h.

Friends And Related Symbol Documentation

InstrumentIncrementalWrapper

friend class InstrumentIncrementalWrapper

friend

Definition at line 61 of file InstrumentIncremental.h.