OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  11.1.0
API documentation
InstrumentSnapshot Class Reference

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

Public Member Functions

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
 
ContractIdentificationEligibility::Enum contractIdentificationEligibility () const
 
bool isPrimary () const
 
bool contractDate (UInt32 &value)
 
bool contractMonthYear (UInt32 &value)
 
ContractCycleType::Enum contractCycleType () const
 
ContractCycleSubType::Enum contractCycleSubType () const
 
ContractFrequency::Enum contractFrequency () const
 
ContractDisplayInstruction::Enum contractDisplayInstruction () const
 
bool displayDay (UInt32 &value)
 
bool displayRelativeDay (UInt32 &value)
 
bool displayWeek (UInt32 &value)
 
bool displayMonth (UInt32 &value)
 
bool displayQuarter (UInt32 &value)
 
DisplaySeason::Enum displaySeason () const
 
bool displayYear (UInt32 &value)
 
bool displayName (StringRef &val) 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 legRatioMultiplier (UInt32 &value) 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
 
StringRef currency () const
 
bool settlCurrency (StringRef &desc) const
 
DepositType::Enum depositType () const
 
StringRef issuer () const
 
bool issueDate (UInt32 &date) const
 
bool roundLot (Decimal &value) const
 
bool minTradeVol (Decimal &value) const
 
bool quotingStartTime (StringRef value) const
 
bool quotingEndTime (StringRef value) const
 
InstrumentAuctionType::Enum instrumentAuctionType () 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
 
InstrumentAttributes instrumentAttributes () const
 
Events events () const
 
bool instrumentPricePrecision (UInt32 &value) const
 
bool minPriceIncrement (Decimal &increment) const
 
bool minPriceIncrementClearing (Decimal &price) const
 
Decimal minPriceIncrementAmount () const
 
bool maturityDate (Timestamp &date) const
 
bool maturityMonthYear (UInt32 &monthYear) const
 
bool securitySubType (UInt32 &type) 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
 
TradingSessionRules tradingSessionRules ()
 
- 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 InstrumentSnapshotWrapper
 
class InstrumentIncremental
 

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 864 of file InstrumentSnapshot.h.

Member Function Documentation

bool assetSubType ( UInt32 val) const
inline

AssetSubType.

Definition at line 1129 of file InstrumentSnapshot.h.

bool assetType ( UInt32 val) const
inline

AssetType.

Definition at line 1123 of file InstrumentSnapshot.h.

bool cfiCode ( StringRef  desc) const
inline

Indicates the type of security using ISO 10962 standard.

Definition at line 910 of file InstrumentSnapshot.h.

ContractCycleSubType::Enum contractCycleSubType ( ) const
inline

Indicates the kind of regular expiration pattern, in the context of ContractCycleType(30865).

Definition at line 947 of file InstrumentSnapshot.h.

ContractCycleType::Enum contractCycleType ( ) const
inline

Defines the instrument cycle type.

Definition at line 941 of file InstrumentSnapshot.h.

bool contractDate ( UInt32 value)
inline

Actual contract start date.

Definition at line 929 of file InstrumentSnapshot.h.

ContractDisplayInstruction::Enum contractDisplayInstruction ( ) const
inline

Defines the instrument display instruction.

Definition at line 959 of file InstrumentSnapshot.h.

ContractFrequency::Enum contractFrequency ( ) const
inline

Indicates the kind of regular expiration pattern, in the context of ContractCycleType(30865).

Definition at line 953 of file InstrumentSnapshot.h.

bool contractGenerationNumber ( UInt32 number) const
inline

Contract generation.

Definition at line 1055 of file InstrumentSnapshot.h.

ContractIdentificationEligibility::Enum contractIdentificationEligibility ( ) const
inline

Defines the granularity which suffice to identify a standard e.g. non - flexible contract uniquely within a product.

Definition at line 916 of file InstrumentSnapshot.h.

bool contractMonthYear ( UInt32 value)
inline

Contract start month.

Definition at line 935 of file InstrumentSnapshot.h.

bool contractMultiplier ( Decimal multiplier) const
inline

Contract Multiplier.

Definition at line 1025 of file InstrumentSnapshot.h.

StringRef countryOfIssue ( ) const
inline

The accrued interest is rounded to the 12th decimal except for Country(421) = HU, rounded to the 7th decimal.

Definition at line 1249 of file InstrumentSnapshot.h.

AccruedInterestCalculationMethod::Enum couponDayCount ( ) const
inline

Defines the Accrued interest Calculation Method.

Definition at line 1237 of file InstrumentSnapshot.h.

bool couponPaymentDate ( UInt32 value) const
inline

Upcoming Coupon payment date.

Definition at line 1231 of file InstrumentSnapshot.h.

bool couponRate ( Decimal value) const
inline

Instrument identifier of the leg security.

Definition at line 1219 of file InstrumentSnapshot.h.

CouponType::Enum couponType ( ) const
inline

Coupon Type.

Definition at line 1243 of file InstrumentSnapshot.h.

CoverIndicator::Enum coverIndicator ( ) const
inline

CoverIndicator.

Definition at line 1267 of file InstrumentSnapshot.h.

StringRef currency ( ) const
inline

Currency as published in ISO 4217.

Definition at line 1147 of file InstrumentSnapshot.h.

DepositType::Enum depositType ( ) const
inline

DepositType.

Definition at line 1159 of file InstrumentSnapshot.h.

bool displayDay ( UInt32 value)
inline

Display Day.

Definition at line 965 of file InstrumentSnapshot.h.

bool displayMonth ( UInt32 value)
inline

Display Month.

Definition at line 983 of file InstrumentSnapshot.h.

bool displayName ( StringRef val) const
inline

Display Name.

Definition at line 1007 of file InstrumentSnapshot.h.

bool displayQuarter ( UInt32 value)
inline

The Display Quarter denotes the three-month period inside a year.

Definition at line 989 of file InstrumentSnapshot.h.

bool displayRelativeDay ( UInt32 value)
inline

Display Relative Day.

Definition at line 971 of file InstrumentSnapshot.h.

DisplaySeason::Enum displaySeason ( ) const
inline

Defines the instrument display instruction.

Definition at line 995 of file InstrumentSnapshot.h.

bool displayWeek ( UInt32 value)
inline

Display Week.

Definition at line 977 of file InstrumentSnapshot.h.

bool displayYear ( UInt32 value)
inline

Display Year.

Definition at line 1001 of file InstrumentSnapshot.h.

Events events ( ) const
inline

Events.

Definition at line 1303 of file InstrumentSnapshot.h.

ExerciseStyle::Enum exerciseStyle ( ) const
inline

Exercise Style.

Definition at line 1043 of file InstrumentSnapshot.h.

FlatIndicator::Enum flatIndicator ( ) const
inline

The Flat Indicator of a bond.

Definition at line 1255 of file InstrumentSnapshot.h.

ImpliedMarketIndicator::Enum impliedMarketIndicator ( ) const
inline

Implied market indicator.

Definition at line 1363 of file InstrumentSnapshot.h.

InstrumentAttributes instrumentAttributes ( ) const
inline

Instrument attributes.

Definition at line 1297 of file InstrumentSnapshot.h.

InstrumentAuctionType::Enum instrumentAuctionType ( ) const
inline

InstrumentAuctionType.

Definition at line 1201 of file InstrumentSnapshot.h.

InstrumentParties instrumentParties ( ) const
inline

Instrument parties.

Definition at line 1207 of file InstrumentSnapshot.h.

bool instrumentPricePrecision ( UInt32 value) const
inline

Instrument Price Precision.

Definition at line 1309 of file InstrumentSnapshot.h.

bool isPrimary ( ) const
inline

Defines, if this contract based on its contract generation cycle, is considered primary.

Definition at line 922 of file InstrumentSnapshot.h.

bool issueDate ( UInt32 date) const
inline

Issue date of instrument.

Definition at line 1171 of file InstrumentSnapshot.h.

StringRef issuer ( ) const
inline

Issuer of instrument.

Definition at line 1165 of file InstrumentSnapshot.h.

bool legRatioMultiplier ( UInt32 value) const
inline

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

Definition at line 1092 of file InstrumentSnapshot.h.

InstrumentSnapshotLegs legs ( ) const
inline

Legs.

Definition at line 1098 of file InstrumentSnapshot.h.

bool lowExercisePriceOptionIndicator ( ) const
inline

Lepo Flag.

Definition at line 1061 of file InstrumentSnapshot.h.

MarketSegmentId marketSegmentId ( ) const
inline

Product identifier.

Definition at line 1357 of file InstrumentSnapshot.h.

bool maturityDate ( Timestamp date) const
inline

Actual expiration day of the instrument (YYYYMMDD).

Definition at line 1333 of file InstrumentSnapshot.h.

bool maturityMonthYear ( UInt32 monthYear) const
inline

Expiration month (YYYYMM).

Definition at line 1345 of file InstrumentSnapshot.h.

bool minPriceIncrement ( Decimal increment) const
inline

Defines the minimum price movement in ticks (tick size).

Definition at line 1315 of file InstrumentSnapshot.h.

Decimal minPriceIncrementAmount ( ) const
inline

Defines the minimum price movement in the respective currency (tick value).

Definition at line 1327 of file InstrumentSnapshot.h.

bool minPriceIncrementClearing ( Decimal price) const
inline

Defines the minimum increment for trade prices in clearing notation (clearing tick size).

Definition at line 1321 of file InstrumentSnapshot.h.

bool minTradeVol ( Decimal value) const
inline

The minimum tradable unit of a bond.

Definition at line 1183 of file InstrumentSnapshot.h.

MultilegModel::Enum multilegModel ( ) const
inline

Multileg model.

Definition at line 1369 of file InstrumentSnapshot.h.

bool optAttribute ( UInt32 attribute) const
inline

Version of an option. Version can change as a result of corporate actions or events.

Definition at line 1037 of file InstrumentSnapshot.h.

bool origStrikePrice ( Decimal price) const
inline

Original strike price prior to corporate action, e.g. 5.20.

Definition at line 1049 of file InstrumentSnapshot.h.

PostTradeAnonymityType::Enum postTradeAnonymity ( ) const
inline

Only for cash.

Definition at line 1381 of file InstrumentSnapshot.h.

bool previousCouponPaymentDate ( UInt32 value) const
inline

Previous coupon payment date.

Definition at line 1225 of file InstrumentSnapshot.h.

UInt32 priceRangeRuleID ( ) const
inline

Bid side minimum quote quantity.

Definition at line 1405 of file InstrumentSnapshot.h.

PriceType::Enum priceType ( ) const
inline

The unit in which an instrument is quoted/stated when buying or selling. Only for cash.

Definition at line 1375 of file InstrumentSnapshot.h.

bool priorSettlPrice ( Decimal price) const
inline

Previous day's settlement price. Converted in trading notation in case of variance futures.

Definition at line 1086 of file InstrumentSnapshot.h.

InstrumentType::Enum productComplex ( ) const
inline

Type of Market Data update action.

Definition at line 904 of file InstrumentSnapshot.h.

PutOrCall::Enum putOrCall ( ) const
inline

Put Or Call.

Definition at line 1031 of file InstrumentSnapshot.h.

bool quoteSizeMinOfferSize ( Decimal value) const
inline

Bid side minimum quote quantity.

Definition at line 1399 of file InstrumentSnapshot.h.

bool quoteSizeRuleMinBidSize ( Decimal value) const
inline

Bid side minimum quote quantity.

Definition at line 1393 of file InstrumentSnapshot.h.

bool quotingEndTime ( StringRef  value) const
inline

QuotingEndTime.

Definition at line 1195 of file InstrumentSnapshot.h.

bool quotingStartTime ( StringRef  value) const
inline

QuotingStartTime.

Definition at line 1189 of file InstrumentSnapshot.h.

bool refTickTableID ( UInt32 time) const
inline

Reference to tick size table identifier from product level message.

Definition at line 1141 of file InstrumentSnapshot.h.

bool roundLot ( Decimal value) const
inline

Definition at line 1177 of file InstrumentSnapshot.h.

SecurityAlts securityAlts ( ) const
inline

Entries.

Definition at line 874 of file InstrumentSnapshot.h.

bool securityDesc ( StringRef desc) const
inline

Security description.

Definition at line 892 of file InstrumentSnapshot.h.

bool securityExchange ( StringRef exchange) const
inline

MIC (ISO 10383), used to identify an instrument of a co-operation partner.

Definition at line 898 of file InstrumentSnapshot.h.

SecurityId securityId ( ) const
inline

Instrument identifier.

Definition at line 868 of file InstrumentSnapshot.h.

SecurityStatus::Enum securityStatus ( ) const
inline

Security Status.

Definition at line 886 of file InstrumentSnapshot.h.

bool securitySubType ( UInt32 type) const
inline

Standard strategy type for complex instruments.

Definition at line 1351 of file InstrumentSnapshot.h.

SecurityType::Enum securityType ( ) const
inline

Type of security.

Definition at line 880 of file InstrumentSnapshot.h.

bool settlBusinessDays ( UInt32 value) const
inline

Settlment Business Days.

Definition at line 1387 of file InstrumentSnapshot.h.

bool settlCurrency ( StringRef desc) const
inline

Settlement currency.

Definition at line 1153 of file InstrumentSnapshot.h.

SettlMethod::Enum settlMethod ( ) const
inline

Definition at line 1074 of file InstrumentSnapshot.h.

SettlSubMethod::Enum settlSubMethod ( ) const
inline

Definition at line 1080 of file InstrumentSnapshot.h.

bool strikePrice ( Decimal price) const
inline

Strike Price.

Definition at line 1013 of file InstrumentSnapshot.h.

bool strikePricePrecision ( UInt32 precision) const
inline

Strike Price Precision.

Definition at line 1019 of file InstrumentSnapshot.h.

bool symbol ( StringRef  value) const
inline

Definition at line 1411 of file InstrumentSnapshot.h.

TradingSessionRules tradingSessionRules ( )
inline

Definition at line 1417 of file InstrumentSnapshot.h.

bool transactTime ( UInt64 &  time) const
inline

Transact Time.

Definition at line 1135 of file InstrumentSnapshot.h.

bool underlyingMarketSegmentID ( UInt32 val) const
inline

Refers to MarketSegmentID (1300) from the underlying Product Snapshot.

Definition at line 1104 of file InstrumentSnapshot.h.

bool underlyingSecurityID ( Int64 &  val) const
inline

Refers to SecurityID (48) from the underlying Instrument Snapshot.

Definition at line 1110 of file InstrumentSnapshot.h.

StringRef underlyingSymbol ( ) const
inline

Underlying symbol.

Definition at line 1213 of file InstrumentSnapshot.h.

bool unitOfMeasure ( StringRef val) const
inline

UnitOfMeasure.

Definition at line 1117 of file InstrumentSnapshot.h.

ValuationMethod::Enum valuationMethod ( ) const
inline

Traditional or futures margin style.

Definition at line 1068 of file InstrumentSnapshot.h.

bool volatilityCorridorClosingAuction ( UInt32 value) const
inline

Reference to Volatility Corridor Table for Closing Auction.

Definition at line 1285 of file InstrumentSnapshot.h.

bool volatilityCorridorContinuous ( UInt32 value) const
inline

Reference to Volatility Corridor Table in Continuous.

Definition at line 1291 of file InstrumentSnapshot.h.

bool volatilityCorridorIntradayAuction ( UInt32 value) const
inline

Reference to Volatility Corridor Table for Intraday Auction.

Definition at line 1279 of file InstrumentSnapshot.h.

bool volatilityCorridorOpeningAuction ( UInt32 value) const
inline

Reference to Volatility Corridor Table for Opening Auction.

Definition at line 1273 of file InstrumentSnapshot.h.

WarrantType::Enum warrantType ( ) const
inline

WarrantType.

Definition at line 1261 of file InstrumentSnapshot.h.

Friends And Related Function Documentation

friend class InstrumentIncremental
friend

Definition at line 1424 of file InstrumentSnapshot.h.

friend class InstrumentSnapshotWrapper
friend

Definition at line 1423 of file InstrumentSnapshot.h.


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