OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  14.0.0
API documentation
Public Member Functions | Friends | List of all members
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 contractDate (UInt32 &value)
 
bool contractDateType (StringRef &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)
 
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
 
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 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
 
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 905 of file InstrumentSnapshot.h.

Member Function Documentation

bool assetSubType ( UInt32 &  val) const
inline

AssetSubType.

Definition at line 1194 of file InstrumentSnapshot.h.

bool assetType ( UInt32 &  val) const
inline

AssetType.

Definition at line 1188 of file InstrumentSnapshot.h.

bool cfiCode ( StringRef &  desc) const
inline

Indicates the type of security using ISO 10962 standard.

Definition at line 951 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 1000 of file InstrumentSnapshot.h.

ContractCycleType::Enum contractCycleType ( ) const
inline

Defines the instrument cycle type.

Definition at line 994 of file InstrumentSnapshot.h.

bool contractDate ( UInt32 &  value)
inline

Actual contract start date.

Definition at line 976 of file InstrumentSnapshot.h.

bool contractDateType ( StringRef &  value)
inline

A symbol to describe the type of ContractDate.

Definition at line 982 of file InstrumentSnapshot.h.

ContractDisplayInstruction::Enum contractDisplayInstruction ( ) const
inline

Defines the instrument display instruction.

Definition at line 1012 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 1006 of file InstrumentSnapshot.h.

bool contractGenerationNumber ( UInt32 &  number) const
inline

Contract generation.

Definition at line 1108 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 963 of file InstrumentSnapshot.h.

bool contractMonthYear ( UInt32 &  value)
inline

Contract start month.

Definition at line 988 of file InstrumentSnapshot.h.

bool contractMultiplier ( Decimal &  multiplier) const
inline

Contract Multiplier.

Definition at line 1078 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 1308 of file InstrumentSnapshot.h.

AccruedInterestCalculationMethod::Enum couponDayCount ( ) const
inline

Defines the Accrued interest Calculation Method.

Definition at line 1296 of file InstrumentSnapshot.h.

bool couponPaymentDate ( UInt32 &  value) const
inline

Upcoming Coupon payment date.

Definition at line 1290 of file InstrumentSnapshot.h.

bool couponRate ( Decimal &  value) const
inline

Instrument identifier of the leg security.

Definition at line 1278 of file InstrumentSnapshot.h.

CouponType::Enum couponType ( ) const
inline

Coupon Type.

Definition at line 1302 of file InstrumentSnapshot.h.

CoverIndicator::Enum coverIndicator ( ) const
inline

CoverIndicator.

Definition at line 1326 of file InstrumentSnapshot.h.

bool currency ( StringRef &  value) const
inline

Currency as published in ISO 4217.

Definition at line 1212 of file InstrumentSnapshot.h.

DepositType::Enum depositType ( ) const
inline

DepositType.

Definition at line 1224 of file InstrumentSnapshot.h.

bool displayDay ( UInt32 &  value)
inline

Display Day.

Definition at line 1018 of file InstrumentSnapshot.h.

DisplayDayOfWeek::Enum displayDayOfWeek ( ) const
inline

The day of week of the weekly contract.

Definition at line 1036 of file InstrumentSnapshot.h.

bool displayMonth ( UInt32 &  value)
inline

Display Month.

Definition at line 1042 of file InstrumentSnapshot.h.

bool displayName ( StringRef &  desc) const
inline

Display Name.

Definition at line 957 of file InstrumentSnapshot.h.

bool displayQuarter ( UInt32 &  value)
inline

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

Definition at line 1048 of file InstrumentSnapshot.h.

bool displayRelativeDay ( UInt32 &  value)
inline

Display Relative Day.

Definition at line 1024 of file InstrumentSnapshot.h.

DisplaySeason::Enum displaySeason ( ) const
inline

Defines the instrument display instruction.

Definition at line 1054 of file InstrumentSnapshot.h.

bool displayWeek ( UInt32 &  value)
inline

Display Week.

Definition at line 1030 of file InstrumentSnapshot.h.

bool displayYear ( UInt32 &  value)
inline

Display Year.

Definition at line 1060 of file InstrumentSnapshot.h.

Events events ( ) const
inline

Events.

Definition at line 1362 of file InstrumentSnapshot.h.

ExerciseStyle::Enum exerciseStyle ( ) const
inline

Exercise Style.

Definition at line 1096 of file InstrumentSnapshot.h.

FlatIndicator::Enum flatIndicator ( ) const
inline

The Flat Indicator of a bond.

Definition at line 1314 of file InstrumentSnapshot.h.

ImpliedMarketIndicator::Enum impliedMarketIndicator ( ) const
inline

Implied market indicator.

Definition at line 1422 of file InstrumentSnapshot.h.

InstrumentAttributes instrumentAttributes ( ) const
inline

Instrument attributes.

Definition at line 1356 of file InstrumentSnapshot.h.

InstrumentAuctionType::Enum instrumentAuctionType ( ) const
inline

InstrumentAuctionType.

Definition at line 1260 of file InstrumentSnapshot.h.

InstrumentParties instrumentParties ( ) const
inline

Instrument parties.

Definition at line 1266 of file InstrumentSnapshot.h.

bool instrumentPricePrecision ( UInt32 &  value) const
inline

Instrument Price Precision.

Definition at line 1368 of file InstrumentSnapshot.h.

bool isPrimary ( ) const
inline

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

Definition at line 969 of file InstrumentSnapshot.h.

bool issueDate ( UInt32 &  date) const
inline

Issue date of instrument.

Definition at line 1230 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 1151 of file InstrumentSnapshot.h.

bool legRatioMultiplier ( UInt32 &  value) const
inline

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

Definition at line 1157 of file InstrumentSnapshot.h.

InstrumentSnapshotLegs legs ( ) const
inline

Legs.

Definition at line 1163 of file InstrumentSnapshot.h.

bool lowExercisePriceOptionIndicator ( ) const
inline

Lepo Flag.

Definition at line 1114 of file InstrumentSnapshot.h.

MarketSegmentId marketSegmentId ( ) const
inline

Product identifier.

Definition at line 1416 of file InstrumentSnapshot.h.

bool maturityDate ( Timestamp &  date) const
inline

Actual expiration day of the instrument (YYYYMMDD).

Definition at line 1392 of file InstrumentSnapshot.h.

bool maturityMonthYear ( UInt32 &  monthYear) const
inline

Expiration month (YYYYMM).

Definition at line 1404 of file InstrumentSnapshot.h.

bool minPriceIncrement ( Decimal &  increment) const
inline

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

Definition at line 1374 of file InstrumentSnapshot.h.

Decimal minPriceIncrementAmount ( ) const
inline

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

Definition at line 1386 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 1380 of file InstrumentSnapshot.h.

bool minTradeVol ( Decimal &  value) const
inline

The minimum tradable unit of a bond.

Definition at line 1242 of file InstrumentSnapshot.h.

MultilegModel::Enum multilegModel ( ) const
inline

Multileg model.

Definition at line 1428 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 1090 of file InstrumentSnapshot.h.

bool origStrikePrice ( Decimal &  price) const
inline

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

Definition at line 1102 of file InstrumentSnapshot.h.

PostTradeAnonymityType::Enum postTradeAnonymity ( ) const
inline

Only for cash.

Definition at line 1440 of file InstrumentSnapshot.h.

bool previousCouponPaymentDate ( UInt32 &  value) const
inline

Previous coupon payment date.

Definition at line 1284 of file InstrumentSnapshot.h.

bool priceDelta ( Decimal &  value) const
inline

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

Definition at line 1145 of file InstrumentSnapshot.h.

UInt32 priceRangeRuleID ( ) const
inline

Bid side minimum quote quantity.

Definition at line 1464 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 1434 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 1139 of file InstrumentSnapshot.h.

InstrumentType::Enum productComplex ( ) const
inline

Type of Market Data update action.

Definition at line 945 of file InstrumentSnapshot.h.

PutOrCall::Enum putOrCall ( ) const
inline

Put Or Call.

Definition at line 1084 of file InstrumentSnapshot.h.

bool quoteSizeMinOfferSize ( Decimal &  value) const
inline

Bid side minimum quote quantity.

Definition at line 1458 of file InstrumentSnapshot.h.

bool quoteSizeRuleMinBidSize ( Decimal &  value) const
inline

Bid side minimum quote quantity.

Definition at line 1452 of file InstrumentSnapshot.h.

bool quotingEndTime ( StringRef &  value) const
inline

QuotingEndTime.

Definition at line 1254 of file InstrumentSnapshot.h.

bool quotingStartTime ( StringRef &  value) const
inline

QuotingStartTime.

Definition at line 1248 of file InstrumentSnapshot.h.

bool refTickTableID ( UInt32 &  time) const
inline

Reference to tick size table identifier from product level message.

Definition at line 1206 of file InstrumentSnapshot.h.

bool roundLot ( Decimal &  value) const
inline

Definition at line 1236 of file InstrumentSnapshot.h.

SecurityAlts securityAlts ( ) const
inline

Entries.

Definition at line 915 of file InstrumentSnapshot.h.

bool securityDesc ( StringRef &  desc) const
inline

Security description.

Definition at line 933 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 939 of file InstrumentSnapshot.h.

SecurityId securityId ( ) const
inline

Instrument identifier.

Definition at line 909 of file InstrumentSnapshot.h.

SecurityStatus::Enum securityStatus ( ) const
inline

Security Status.

Definition at line 927 of file InstrumentSnapshot.h.

bool securitySubType ( UInt32 &  type) const
inline

Standard strategy type for complex instruments.

Definition at line 1410 of file InstrumentSnapshot.h.

SecurityType::Enum securityType ( ) const
inline

Type of security.

Definition at line 921 of file InstrumentSnapshot.h.

bool settlBusinessDays ( UInt32 &  value) const
inline

Settlment Business Days.

Definition at line 1446 of file InstrumentSnapshot.h.

bool settlCurrency ( StringRef &  desc) const
inline

Settlement currency.

Definition at line 1218 of file InstrumentSnapshot.h.

SettlMethod::Enum settlMethod ( ) const
inline

Definition at line 1127 of file InstrumentSnapshot.h.

SettlSubMethod::Enum settlSubMethod ( ) const
inline

Definition at line 1133 of file InstrumentSnapshot.h.

bool strikePrice ( Decimal &  price) const
inline

Strike Price.

Definition at line 1066 of file InstrumentSnapshot.h.

bool strikePricePrecision ( UInt32 &  precision) const
inline

Strike Price Precision.

Definition at line 1072 of file InstrumentSnapshot.h.

bool symbol ( StringRef &  value) const
inline

Definition at line 1470 of file InstrumentSnapshot.h.

TradingSessionRules tradingSessionRules ( )
inline

Definition at line 1476 of file InstrumentSnapshot.h.

bool transactTime ( UInt64 &  time) const
inline

Transact Time.

Definition at line 1200 of file InstrumentSnapshot.h.

bool underlyingMarketSegmentID ( UInt32 &  val) const
inline

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

Definition at line 1169 of file InstrumentSnapshot.h.

bool underlyingSecurityID ( Int64 &  val) const
inline

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

Definition at line 1175 of file InstrumentSnapshot.h.

StringRef underlyingSymbol ( ) const
inline

Underlying symbol.

Definition at line 1272 of file InstrumentSnapshot.h.

bool unitOfMeasure ( StringRef &  val) const
inline

UnitOfMeasure.

Definition at line 1182 of file InstrumentSnapshot.h.

ValuationMethod::Enum valuationMethod ( ) const
inline

Traditional or futures margin style.

Definition at line 1121 of file InstrumentSnapshot.h.

bool volatilityCorridorClosingAuction ( UInt32 &  value) const
inline

Reference to Volatility Corridor Table for Closing Auction.

Definition at line 1344 of file InstrumentSnapshot.h.

bool volatilityCorridorContinuous ( UInt32 &  value) const
inline

Reference to Volatility Corridor Table in Continuous.

Definition at line 1350 of file InstrumentSnapshot.h.

bool volatilityCorridorIntradayAuction ( UInt32 &  value) const
inline

Reference to Volatility Corridor Table for Intraday Auction.

Definition at line 1338 of file InstrumentSnapshot.h.

bool volatilityCorridorOpeningAuction ( UInt32 &  value) const
inline

Reference to Volatility Corridor Table for Opening Auction.

Definition at line 1332 of file InstrumentSnapshot.h.

WarrantType::Enum warrantType ( ) const
inline

WarrantType.

Definition at line 1320 of file InstrumentSnapshot.h.

Friends And Related Function Documentation

friend class InstrumentIncremental
friend

Definition at line 1483 of file InstrumentSnapshot.h.

friend class InstrumentSnapshotWrapper
friend

Definition at line 1482 of file InstrumentSnapshot.h.

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