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
bool	displayName (StringRef &desc) const
ContractIdentificationEligibility::Enum	contractIdentificationEligibility () const
bool	isPrimary () const
bool	quantityScalingFactor (UInt32 &value) const
bool	securityReferenceDataSupplement (UInt32 &value)
bool	contractDate (UInt32 &value)
bool	contractDateType (StringRef &value)
bool	contractMonthYear (UInt32 &value)
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)
bool	displayRelativeDay (UInt32 &value)
bool	displayWeek (UInt32 &value)
DisplayDayOfWeek::Enum	displayDayOfWeek () const
bool	displayMonth (UInt32 &value)
bool	displayQuarter (UInt32 &value)
DisplaySeason::Enum	displaySeason () const
bool	displayYear (UInt32 &value)
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
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
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
UInt64	relatedSecurityId () 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 &) throw ()

Friends
class	InstrumentSnapshotWrapper
class	InstrumentIncremental

Additional Inherited Members
Protected Member Functions inherited from FieldSet
	FieldSet ()
	FieldSet (const Message *, void *)
	FieldSet (const FieldSet &)
	~FieldSet ()
FieldSet &	operator= (const FieldSet &)
Protected Attributes inherited from FieldSet
const Message *	container_
void *	impl_

Detailed Description

Definition at line 1030 of file InstrumentSnapshot.h.

Member Function Documentation

bool assetSubType ( UInt32 &  val ) const

inline

AssetSubType.

Definition at line 1349 of file InstrumentSnapshot.h.

bool assetType ( UInt32 &  val ) const

inline

AssetType.

Definition at line 1343 of file InstrumentSnapshot.h.

bool cfiCode ( StringRef &  desc ) const

inline

Indicates the type of security using ISO 10962 standard.

Definition at line 1076 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 1143 of file InstrumentSnapshot.h.

ContractCycleType::Enum contractCycleType ( ) const

inline

Defines the instrument cycle type.

Definition at line 1137 of file InstrumentSnapshot.h.

bool contractDate ( UInt32 &  value )

inline

Actual contract start date.

Definition at line 1113 of file InstrumentSnapshot.h.

bool contractDateType ( StringRef &  value )

inline

A symbol to describe the type of ContractDate.

Definition at line 1119 of file InstrumentSnapshot.h.

ContractDisplayInstruction::Enum contractDisplayInstruction ( ) const

inline

Defines the instrument display instruction.

Definition at line 1161 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 1155 of file InstrumentSnapshot.h.

bool contractGenerationNumber ( UInt32 &  number ) const

inline

Contract generation.

Definition at line 1257 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 1088 of file InstrumentSnapshot.h.

ContractMonthType::Enum contractMonthType ( ) const

inline

Defines the instrument cycle type.

Definition at line 1131 of file InstrumentSnapshot.h.

bool contractMonthYear ( UInt32 &  value )

inline

Contract start month.

Definition at line 1125 of file InstrumentSnapshot.h.

bool contractMultiplier ( Decimal &  multiplier ) const

inline

Contract Multiplier.

Definition at line 1227 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 1488 of file InstrumentSnapshot.h.

AccruedInterestCalculationMethod::Enum couponDayCount ( ) const

inline

Defines the Accrued interest Calculation Method.

Definition at line 1476 of file InstrumentSnapshot.h.

bool couponPaymentDate ( UInt32 &  value ) const

inline

Upcoming Coupon payment date.

Definition at line 1470 of file InstrumentSnapshot.h.

bool couponRate ( Decimal &  value ) const

inline

Instrument identifier of the leg security.

Definition at line 1458 of file InstrumentSnapshot.h.

CouponType::Enum couponType ( ) const

inline

Coupon Type.

Definition at line 1482 of file InstrumentSnapshot.h.

CoverIndicator::Enum coverIndicator ( ) const

inline

CoverIndicator.

Definition at line 1506 of file InstrumentSnapshot.h.

bool currency ( StringRef &  value ) const

inline

Currency as published in ISO 4217.

Definition at line 1367 of file InstrumentSnapshot.h.

DepositType::Enum depositType ( ) const

inline

DepositType.

Definition at line 1379 of file InstrumentSnapshot.h.

bool displayDay ( UInt32 &  value )

inline

Display Day.

Definition at line 1167 of file InstrumentSnapshot.h.

DisplayDayOfWeek::Enum displayDayOfWeek ( ) const

inline

The day of week of the weekly contract.

Definition at line 1185 of file InstrumentSnapshot.h.

bool displayMonth ( UInt32 &  value )

inline

Display Month.

Definition at line 1191 of file InstrumentSnapshot.h.

bool displayName ( StringRef &  desc ) const

inline

Display Name.

Definition at line 1082 of file InstrumentSnapshot.h.

bool displayQuarter ( UInt32 &  value )

inline

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

Definition at line 1197 of file InstrumentSnapshot.h.

bool displayRelativeDay ( UInt32 &  value )

inline

Display Relative Day.

Definition at line 1173 of file InstrumentSnapshot.h.

DisplaySeason::Enum displaySeason ( ) const

inline

Defines the instrument display instruction.

Definition at line 1203 of file InstrumentSnapshot.h.

bool displayWeek ( UInt32 &  value )

inline

Display Week.

Definition at line 1179 of file InstrumentSnapshot.h.

bool displayYear ( UInt32 &  value )

inline

Display Year.

Definition at line 1209 of file InstrumentSnapshot.h.

Events events ( ) const

inline

Events.

Definition at line 1542 of file InstrumentSnapshot.h.

ExerciseStyle::Enum exerciseStyle ( ) const

inline

Exercise Style.

Definition at line 1245 of file InstrumentSnapshot.h.

FlatIndicator::Enum flatIndicator ( ) const

inline

The Flat Indicator of a bond.

Definition at line 1494 of file InstrumentSnapshot.h.

ImpliedMarketIndicator::Enum impliedMarketIndicator ( ) const

inline

Implied market indicator.

Definition at line 1614 of file InstrumentSnapshot.h.

InstrumentAttributes instrumentAttributes ( ) const

inline

Instrument attributes.

Definition at line 1536 of file InstrumentSnapshot.h.

InstrumentAuctionType::Enum instrumentAuctionType ( ) const

inline

InstrumentAuctionType.

Definition at line 1427 of file InstrumentSnapshot.h.

InstrumentParties instrumentParties ( ) const

inline

Instrument parties.

Definition at line 1446 of file InstrumentSnapshot.h.

bool instrumentPricePrecision ( UInt32 &  value ) const

inline

Instrument Price Precision.

Definition at line 1548 of file InstrumentSnapshot.h.

bool isPrimary ( ) const

inline

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

Definition at line 1094 of file InstrumentSnapshot.h.

bool issueDate ( UInt32 &  date ) const

inline

Issue date of instrument.

Definition at line 1385 of file InstrumentSnapshot.h.

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 1300 of file InstrumentSnapshot.h.

bool legRatioMultiplier ( UInt32 &  value ) const

inline

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

Definition at line 1306 of file InstrumentSnapshot.h.

InstrumentSnapshotLegs legs ( ) const

inline

Legs.

Definition at line 1318 of file InstrumentSnapshot.h.

ListMethod::Enum listMethod ( ) const

inline

Definition at line 1668 of file InstrumentSnapshot.h.

bool lowExercisePriceOptionIndicator ( ) const

inline

Lepo Flag.

Definition at line 1263 of file InstrumentSnapshot.h.

MarketSegmentId marketSegmentId ( ) const

inline

Product identifier.

Definition at line 1608 of file InstrumentSnapshot.h.

bool maturityDate ( Timestamp &  date ) const

inline

Actual expiration day of the instrument (YYYYMMDD).

Definition at line 1572 of file InstrumentSnapshot.h.

MaturityFrequencyUnit::Enum maturityFrequencyUnit ( ) const

inline

Definition at line 1149 of file InstrumentSnapshot.h.

bool maturityMonthYear ( UInt32 &  monthYear ) const

inline

Expiration month (YYYYMM).

Definition at line 1584 of file InstrumentSnapshot.h.

bool maxTradeVal ( Decimal &  value ) const

inline

Definition at line 1409 of file InstrumentSnapshot.h.

bool maxTradeVol ( Decimal &  value ) const

inline

Definition at line 1403 of file InstrumentSnapshot.h.

StringRef midpointExecVenueId ( ) const

inline

Definition at line 1439 of file InstrumentSnapshot.h.

MidpointTrading::Enum midpointTrading ( ) const

inline

MidpointTrading.

Definition at line 1433 of file InstrumentSnapshot.h.

bool minPriceIncrement ( Decimal &  increment ) const

inline

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

Definition at line 1554 of file InstrumentSnapshot.h.

Decimal minPriceIncrementAmount ( ) const

inline

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

Definition at line 1566 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 1560 of file InstrumentSnapshot.h.

bool minTradeVol ( Decimal &  value ) const

inline

The minimum tradable unit of a bond.

Definition at line 1397 of file InstrumentSnapshot.h.

MultilegModel::Enum multilegModel ( ) const

inline

Multileg model.

Definition at line 1620 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 1239 of file InstrumentSnapshot.h.

bool origStrikePrice ( Decimal &  price ) const

inline

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

Definition at line 1251 of file InstrumentSnapshot.h.

PostTradeAnonymityType::Enum postTradeAnonymity ( ) const

inline

Only for cash.

Definition at line 1632 of file InstrumentSnapshot.h.

bool previousCouponPaymentDate ( UInt32 &  value ) const

inline

Previous coupon payment date.

Definition at line 1464 of file InstrumentSnapshot.h.

bool priceDelta ( Decimal &  value ) const

inline

Previous day�s option delta provided for option instruments only.

Definition at line 1294 of file InstrumentSnapshot.h.

PriceNotation::Enum priceNotation ( ) const

inline

Definition at line 1312 of file InstrumentSnapshot.h.

UInt32 priceRangeRuleID ( ) const

inline

Bid side minimum quote quantity.

Definition at line 1656 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 1626 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 1288 of file InstrumentSnapshot.h.

InstrumentType::Enum productComplex ( ) const

inline

Type of Market Data update action.

Definition at line 1070 of file InstrumentSnapshot.h.

PutOrCall::Enum putOrCall ( ) const

inline

Put Or Call.

Definition at line 1233 of file InstrumentSnapshot.h.

bool quantityScalingFactor ( UInt32 &  value ) const

inline

Definition at line 1101 of file InstrumentSnapshot.h.

bool quoteSizeMinOfferSize ( Decimal &  value ) const

inline

Bid side minimum quote quantity.

Definition at line 1650 of file InstrumentSnapshot.h.

bool quoteSizeRuleMinBidSize ( Decimal &  value ) const

inline

Bid side minimum quote quantity.

Definition at line 1644 of file InstrumentSnapshot.h.

bool quotingEndTime ( StringRef &  value ) const

inline

QuotingEndTime.

Definition at line 1421 of file InstrumentSnapshot.h.

bool quotingStartTime ( StringRef &  value ) const

inline

QuotingStartTime.

Definition at line 1415 of file InstrumentSnapshot.h.

bool refTickTableID ( UInt32 &  time ) const

inline

Reference to tick size table identifier from product level message.

Definition at line 1361 of file InstrumentSnapshot.h.

UInt64 relatedSecurityId ( ) const

inline

Definition at line 1596 of file InstrumentSnapshot.h.

StringRef relatedSecurityIDSource ( ) const

inline

Definition at line 1602 of file InstrumentSnapshot.h.

bool roundLot ( Decimal &  value ) const

inline

Definition at line 1391 of file InstrumentSnapshot.h.

SecurityAlts securityAlts ( ) const

inline

Entries.

Definition at line 1040 of file InstrumentSnapshot.h.

SecurityClassifications securityClassifications ( ) const

inline

Definition at line 1680 of file InstrumentSnapshot.h.

bool securityDesc ( StringRef &  desc ) const

inline

Security description.

Definition at line 1058 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 1064 of file InstrumentSnapshot.h.

SecurityId securityId ( ) const

inline

Instrument identifier.

Definition at line 1034 of file InstrumentSnapshot.h.

bool securityReferenceDataSupplement ( UInt32 &  value )

inline

Definition at line 1107 of file InstrumentSnapshot.h.

SecurityStatus::Enum securityStatus ( ) const

inline

Security Status.

Definition at line 1052 of file InstrumentSnapshot.h.

bool securitySubType ( UInt32 &  type ) const

inline

Standard strategy type for complex instruments.

Definition at line 1590 of file InstrumentSnapshot.h.

SecurityType::Enum securityType ( ) const

inline

Type of security.

Definition at line 1046 of file InstrumentSnapshot.h.

bool settlBusinessDays ( UInt32 &  value ) const

inline

Settlement Business Days.

Definition at line 1638 of file InstrumentSnapshot.h.

bool settlCurrency ( StringRef &  desc ) const

inline

Settlement currency.

Definition at line 1373 of file InstrumentSnapshot.h.

SettlMethod::Enum settlMethod ( ) const

inline

Definition at line 1276 of file InstrumentSnapshot.h.

SettlSubMethod::Enum settlSubMethod ( ) const

inline

Definition at line 1282 of file InstrumentSnapshot.h.

bool strikePrice ( Decimal &  price ) const

inline

Strike Price.

Definition at line 1215 of file InstrumentSnapshot.h.

bool strikePricePrecision ( UInt32 &  precision ) const

inline

Strike Price Precision.

Definition at line 1221 of file InstrumentSnapshot.h.

bool symbol ( StringRef &  value ) const

inline

Definition at line 1662 of file InstrumentSnapshot.h.

TradingSessionRules tradingSessionRules ( )

inline

Definition at line 1674 of file InstrumentSnapshot.h.

bool transactTime ( UInt64 &  time ) const

inline

Transact Time.

Definition at line 1355 of file InstrumentSnapshot.h.

bool underlyingMarketSegmentID ( UInt32 &  val ) const

inline

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

Definition at line 1324 of file InstrumentSnapshot.h.

bool underlyingSecurityID ( Int64 &  val ) const

inline

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

Definition at line 1330 of file InstrumentSnapshot.h.

StringRef underlyingSymbol ( ) const

inline

Underlying symbol.

Definition at line 1452 of file InstrumentSnapshot.h.

bool unitOfMeasure ( StringRef &  val ) const

inline

UnitOfMeasure.

Definition at line 1337 of file InstrumentSnapshot.h.

ValuationMethod::Enum valuationMethod ( ) const

inline

Traditional or futures margin style.

Definition at line 1270 of file InstrumentSnapshot.h.

bool volatilityCorridorClosingAuction ( UInt32 &  value ) const

inline

Reference to Volatility Corridor Table for Closing Auction.

Definition at line 1524 of file InstrumentSnapshot.h.

bool volatilityCorridorContinuous ( UInt32 &  value ) const

inline

Reference to Volatility Corridor Table in Continuous.

Definition at line 1530 of file InstrumentSnapshot.h.

bool volatilityCorridorIntradayAuction ( UInt32 &  value ) const

inline

Reference to Volatility Corridor Table for Intraday Auction.

Definition at line 1518 of file InstrumentSnapshot.h.

bool volatilityCorridorOpeningAuction ( UInt32 &  value ) const

inline

Reference to Volatility Corridor Table for Opening Auction.

Definition at line 1512 of file InstrumentSnapshot.h.

WarrantType::Enum warrantType ( ) const

inline

WarrantType.

Definition at line 1500 of file InstrumentSnapshot.h.

Friends And Related Function Documentation

friend class InstrumentIncremental

friend

Definition at line 1687 of file InstrumentSnapshot.h.

friend class InstrumentSnapshotWrapper

friend

Definition at line 1686 of file InstrumentSnapshot.h.

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

• OnixS/Eurex/MarketData/InstrumentSnapshot.h