#include <OnixS/Eurex/MarketData/InstrumentSnapshot.h>
Friends | |
class | InstrumentSnapshotWrapper |
class | InstrumentIncremental |
Additional Inherited Members | |
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FieldSet () | |
FieldSet (const Message *, void *) | |
FieldSet (const FieldSet &) | |
~FieldSet () | |
FieldSet & | operator= (const FieldSet &) |
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const Message * | container_ |
void * | impl_ |
Definition at line 905 of file InstrumentSnapshot.h.
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AssetSubType.
Definition at line 1194 of file InstrumentSnapshot.h.
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AssetType.
Definition at line 1188 of file InstrumentSnapshot.h.
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Indicates the type of security using ISO 10962 standard.
Definition at line 951 of file InstrumentSnapshot.h.
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Indicates the kind of regular expiration pattern, in the context of ContractCycleType(30865).
Definition at line 1000 of file InstrumentSnapshot.h.
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Defines the instrument cycle type.
Definition at line 994 of file InstrumentSnapshot.h.
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Actual contract start date.
Definition at line 976 of file InstrumentSnapshot.h.
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A symbol to describe the type of ContractDate.
Definition at line 982 of file InstrumentSnapshot.h.
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Defines the instrument display instruction.
Definition at line 1012 of file InstrumentSnapshot.h.
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Indicates the kind of regular expiration pattern, in the context of ContractCycleType(30865).
Definition at line 1006 of file InstrumentSnapshot.h.
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Contract generation.
Definition at line 1108 of file InstrumentSnapshot.h.
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Defines the granularity which suffice to identify a standard e.g. non - flexible contract uniquely within a product.
Definition at line 963 of file InstrumentSnapshot.h.
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Contract start month.
Definition at line 988 of file InstrumentSnapshot.h.
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Contract Multiplier.
Definition at line 1078 of file InstrumentSnapshot.h.
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The accrued interest is rounded to the 12th decimal except for Country(421) = HU, rounded to the 7th decimal.
Definition at line 1308 of file InstrumentSnapshot.h.
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Defines the Accrued interest Calculation Method.
Definition at line 1296 of file InstrumentSnapshot.h.
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Upcoming Coupon payment date.
Definition at line 1290 of file InstrumentSnapshot.h.
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Instrument identifier of the leg security.
Definition at line 1278 of file InstrumentSnapshot.h.
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Coupon Type.
Definition at line 1302 of file InstrumentSnapshot.h.
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Definition at line 1326 of file InstrumentSnapshot.h.
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Currency as published in ISO 4217.
Definition at line 1212 of file InstrumentSnapshot.h.
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Definition at line 1224 of file InstrumentSnapshot.h.
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Display Day.
Definition at line 1018 of file InstrumentSnapshot.h.
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The day of week of the weekly contract.
Definition at line 1036 of file InstrumentSnapshot.h.
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Display Month.
Definition at line 1042 of file InstrumentSnapshot.h.
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Display Name.
Definition at line 957 of file InstrumentSnapshot.h.
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The Display Quarter denotes the three-month period inside a year.
Definition at line 1048 of file InstrumentSnapshot.h.
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Display Relative Day.
Definition at line 1024 of file InstrumentSnapshot.h.
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Defines the instrument display instruction.
Definition at line 1054 of file InstrumentSnapshot.h.
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Display Week.
Definition at line 1030 of file InstrumentSnapshot.h.
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Display Year.
Definition at line 1060 of file InstrumentSnapshot.h.
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Definition at line 1362 of file InstrumentSnapshot.h.
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Exercise Style.
Definition at line 1096 of file InstrumentSnapshot.h.
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The Flat Indicator of a bond.
Definition at line 1314 of file InstrumentSnapshot.h.
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Implied market indicator.
Definition at line 1422 of file InstrumentSnapshot.h.
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Instrument attributes.
Definition at line 1356 of file InstrumentSnapshot.h.
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Definition at line 1260 of file InstrumentSnapshot.h.
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Instrument parties.
Definition at line 1266 of file InstrumentSnapshot.h.
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Instrument Price Precision.
Definition at line 1368 of file InstrumentSnapshot.h.
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Defines, if this contract based on its contract generation cycle, is considered primary.
Definition at line 969 of file InstrumentSnapshot.h.
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Issue date of instrument.
Definition at line 1230 of file InstrumentSnapshot.h.
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Indicates whether this message is the last in a sequence of messages that together convey a joint list of InstrmtLegGrp.
Definition at line 1151 of file InstrumentSnapshot.h.
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Common integer multiple of the option legs for Option Volatility Strategies.
Definition at line 1157 of file InstrumentSnapshot.h.
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Legs.
Definition at line 1163 of file InstrumentSnapshot.h.
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Lepo Flag.
Definition at line 1114 of file InstrumentSnapshot.h.
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Product identifier.
Definition at line 1416 of file InstrumentSnapshot.h.
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Actual expiration day of the instrument (YYYYMMDD).
Definition at line 1392 of file InstrumentSnapshot.h.
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Expiration month (YYYYMM).
Definition at line 1404 of file InstrumentSnapshot.h.
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Defines the minimum price movement in ticks (tick size).
Definition at line 1374 of file InstrumentSnapshot.h.
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Defines the minimum price movement in the respective currency (tick value).
Definition at line 1386 of file InstrumentSnapshot.h.
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Defines the minimum increment for trade prices in clearing notation (clearing tick size).
Definition at line 1380 of file InstrumentSnapshot.h.
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The minimum tradable unit of a bond.
Definition at line 1242 of file InstrumentSnapshot.h.
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Multileg model.
Definition at line 1428 of file InstrumentSnapshot.h.
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Version of an option. Version can change as a result of corporate actions or events.
Definition at line 1090 of file InstrumentSnapshot.h.
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Original strike price prior to corporate action, e.g. 5.20.
Definition at line 1102 of file InstrumentSnapshot.h.
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Only for cash.
Definition at line 1440 of file InstrumentSnapshot.h.
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Previous coupon payment date.
Definition at line 1284 of file InstrumentSnapshot.h.
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Previous day’s option delta provided for option instruments only.
Definition at line 1145 of file InstrumentSnapshot.h.
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Bid side minimum quote quantity.
Definition at line 1464 of file InstrumentSnapshot.h.
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The unit in which an instrument is quoted/stated when buying or selling. Only for cash.
Definition at line 1434 of file InstrumentSnapshot.h.
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Previous day's settlement price. Converted in trading notation in case of variance futures.
Definition at line 1139 of file InstrumentSnapshot.h.
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Type of Market Data update action.
Definition at line 945 of file InstrumentSnapshot.h.
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Put Or Call.
Definition at line 1084 of file InstrumentSnapshot.h.
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Bid side minimum quote quantity.
Definition at line 1458 of file InstrumentSnapshot.h.
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Bid side minimum quote quantity.
Definition at line 1452 of file InstrumentSnapshot.h.
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QuotingEndTime.
Definition at line 1254 of file InstrumentSnapshot.h.
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QuotingStartTime.
Definition at line 1248 of file InstrumentSnapshot.h.
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Reference to tick size table identifier from product level message.
Definition at line 1206 of file InstrumentSnapshot.h.
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Definition at line 1236 of file InstrumentSnapshot.h.
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Entries.
Definition at line 915 of file InstrumentSnapshot.h.
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Security description.
Definition at line 933 of file InstrumentSnapshot.h.
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MIC (ISO 10383), used to identify an instrument of a co-operation partner.
Definition at line 939 of file InstrumentSnapshot.h.
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Instrument identifier.
Definition at line 909 of file InstrumentSnapshot.h.
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Security Status.
Definition at line 927 of file InstrumentSnapshot.h.
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Standard strategy type for complex instruments.
Definition at line 1410 of file InstrumentSnapshot.h.
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Type of security.
Definition at line 921 of file InstrumentSnapshot.h.
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Settlment Business Days.
Definition at line 1446 of file InstrumentSnapshot.h.
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Settlement currency.
Definition at line 1218 of file InstrumentSnapshot.h.
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Definition at line 1127 of file InstrumentSnapshot.h.
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Definition at line 1133 of file InstrumentSnapshot.h.
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Strike Price.
Definition at line 1066 of file InstrumentSnapshot.h.
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Strike Price Precision.
Definition at line 1072 of file InstrumentSnapshot.h.
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Definition at line 1470 of file InstrumentSnapshot.h.
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Definition at line 1476 of file InstrumentSnapshot.h.
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Transact Time.
Definition at line 1200 of file InstrumentSnapshot.h.
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Refers to MarketSegmentID (1300) from the underlying Product Snapshot.
Definition at line 1169 of file InstrumentSnapshot.h.
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Refers to SecurityID (48) from the underlying Instrument Snapshot.
Definition at line 1175 of file InstrumentSnapshot.h.
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Underlying symbol.
Definition at line 1272 of file InstrumentSnapshot.h.
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UnitOfMeasure.
Definition at line 1182 of file InstrumentSnapshot.h.
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Traditional or futures margin style.
Definition at line 1121 of file InstrumentSnapshot.h.
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Reference to Volatility Corridor Table for Closing Auction.
Definition at line 1344 of file InstrumentSnapshot.h.
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Reference to Volatility Corridor Table in Continuous.
Definition at line 1350 of file InstrumentSnapshot.h.
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Reference to Volatility Corridor Table for Intraday Auction.
Definition at line 1338 of file InstrumentSnapshot.h.
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Reference to Volatility Corridor Table for Opening Auction.
Definition at line 1332 of file InstrumentSnapshot.h.
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Definition at line 1320 of file InstrumentSnapshot.h.
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Definition at line 1483 of file InstrumentSnapshot.h.
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Definition at line 1482 of file InstrumentSnapshot.h.