OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
Loading...
Searching...
No Matches
InstrumentIncremental Class Reference

Public Member Functions

SecurityUpdateAction::Enum securityUpdateAction () 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
LastFragment::Enum lastFragment () const
bool legRatioMultiplier (UInt32 &value) const
PriceNotation::Enum priceNotation () const
InstrumentSnapshotLegs legs () const
bool underlyingMarketSegmentID (UInt32 &val) const
bool underlyingSecurityID (Int64 &val) const
bool unitOfMeasure (StringRef &val) const
bool assetType (UInt32 &val) const
bool assetSubType (UInt32 &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
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 ()

Friends

class InstrumentIncrementalWrapper

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 46 of file InstrumentIncremental.h.

Member Function Documentation

◆ securityUpdateAction()

SecurityUpdateAction::Enum securityUpdateAction ( ) const
inline

Security Update Action.

Definition at line 50 of file InstrumentIncremental.h.

◆ InstrumentIncrementalWrapper

friend class InstrumentIncrementalWrapper
friend

Definition at line 56 of file InstrumentIncremental.h.