OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  13.1.0
API documentation
ProductSnapshot Class Reference

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

Public Member Functions

StringRef marketId () const
 
MarketSegmentId marketSegmentId () const
 
UInt32 effectiveBusinessDate () const
 
UInt32 nextEffectiveBusinessDate () const
 
StringRef marketSegment () const
 
bool currency (StringRef &value) const
 
MarketSegmentStatus::Enum marketSegmentStatus () const
 
PartitionId partitionId () const
 
bool negotiationDuration (UInt32 &value) const
 
bool marketSegmentDesc (StringRef &desc) const
 
bool marketSegmentSymbol (StringRef &symbol) const
 
bool parentMktSegmID (StringRef &id) const
 
USApproval::Enum usApproval () const
 
MarketSegmentType::Enum marketSegmentType () const
 
MarketSegmentSubType::Enum marketSegmentSubType () const
 
DecaySplit::Enum decaySplit () const
 
bool maxOffsetRFQExpireTime (UInt32 &value) const
 
bool offsetSTPEffectiveTime (UInt32 &value) const
 
bool tslMarketGroupID (UInt32 &value) const
 
bool tslMarketGroup (StringRef &value) const
 
bool independentSystemOperator (StringRef &value) const
 
bool locationID (StringRef &value) const
 
ProductType::Enum productType () const
 
bool powerProductClass (StringRef &value) const
 
bool powerUnitOfMeasure (UInt32 &value) const
 
bool underlyingSecurityExchange (StringRef &value) const
 
bool underlyingSymbol (StringRef &value) const
 
bool underlyingSecurityId (StringRef &value) const
 
bool underlyingSecurityIdSource (StringRef &value) const
 
bool underlyingPrevClosePx (Decimal &price) const
 
InstrumentScopes instrumentScopes () const
 
RelatedMarketSegments relatedMarketSegments () const
 
TickRules tickRules () const
 
PriceRangeRules priceRangeRules () const
 
QuoteSideIndicator::Enum quoteSideIndicator () const
 
QuoteSideModelType::Enum quoteSideModelType () const
 
bool fastMarketPercentage (Decimal &value) const
 
bool checkMarketOrder () const
 
HHIIntervals hHIIntervals () const
 
QuoteSizeRules quoteSizeRules () const
 
FlexRules flexRules () const
 
bool roundLot (Decimal &value) const
 
AuctionTypeRules auctionTypeRules () const
 
MatchRules matchRules () const
 
Feeds feeds () 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 ProductSnapshotWrapper
 

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 867 of file ProductSnapshot.h.

Member Function Documentation

AuctionTypeRules auctionTypeRules ( ) const
inline

Match rules.

Definition at line 1133 of file ProductSnapshot.h.

bool checkMarketOrder ( ) const
inline

Specifies if Market Orders will be checked against the available bid/ask price on the opposing side in specifc scenarios.

Definition at line 1102 of file ProductSnapshot.h.

bool currency ( StringRef value) const
inline

Currency as published in ISO 4217.

Definition at line 902 of file ProductSnapshot.h.

DecaySplit::Enum decaySplit ( ) const
inline

Definition at line 962 of file ProductSnapshot.h.

UInt32 effectiveBusinessDate ( ) const
inline

Current business date.

Definition at line 884 of file ProductSnapshot.h.

bool fastMarketPercentage ( Decimal value) const
inline

Percentage by which range resulting from PriceRangeValue and PriceRangePercentage has to be extended to obtain the valid price range during Fast Market

Definition at line 1096 of file ProductSnapshot.h.

Feeds feeds ( ) const
inline

Feeds The group is absent for buckets, when marketSegmentSubType() is equel to MarketSegmentSubType::BTRFBucket or MarketSegmentSubType::EBBBucket

Definition at line 1150 of file ProductSnapshot.h.

FlexRules flexRules ( ) const
inline

Flex rules.

Definition at line 1121 of file ProductSnapshot.h.

HHIIntervals hHIIntervals ( ) const
inline

Herfindahl-Hirschman Index (HHI) intervals.

Definition at line 1109 of file ProductSnapshot.h.

bool independentSystemOperator ( StringRef value) const
inline

Name of the Independent System Operator (ISO) such as PJM, ERCOT, ISONE, NYISO, CAISO, etc.

Definition at line 993 of file ProductSnapshot.h.

InstrumentScopes instrumentScopes ( ) const
inline

Instrument Scopes.

Definition at line 1053 of file ProductSnapshot.h.

bool locationID ( StringRef value) const
inline

Location/ nodes within the ISO which this product covers such as Western Hub, Jersey Central Power, etc .

Definition at line 999 of file ProductSnapshot.h.

StringRef marketId ( ) const
inline

Market Identifier Code as specified in ISO 10383.

Definition at line 872 of file ProductSnapshot.h.

StringRef marketSegment ( ) const
inline

Product name.

Definition at line 896 of file ProductSnapshot.h.

bool marketSegmentDesc ( StringRef desc) const
inline

Product Description.

Definition at line 926 of file ProductSnapshot.h.

MarketSegmentId marketSegmentId ( ) const
inline

Product identifier.

Definition at line 878 of file ProductSnapshot.h.

MarketSegmentStatus::Enum marketSegmentStatus ( ) const
inline

Defines the TES security status.

Definition at line 908 of file ProductSnapshot.h.

MarketSegmentSubType::Enum marketSegmentSubType ( ) const
inline

Market Segment subtype.

Definition at line 956 of file ProductSnapshot.h.

bool marketSegmentSymbol ( StringRef symbol) const
inline

Product ISIN.

Definition at line 932 of file ProductSnapshot.h.

MarketSegmentType::Enum marketSegmentType ( ) const
inline

Market Segmen type.

Definition at line 950 of file ProductSnapshot.h.

MatchRules matchRules ( ) const
inline

Match rules. The group is absent for buckets, when marketSegmentSubType() is equel to MarketSegmentSubType::BTRFBucket or MarketSegmentSubType::EBBBucket

Definition at line 1141 of file ProductSnapshot.h.

bool maxOffsetRFQExpireTime ( UInt32 value) const
inline

Defines the max expiry time in seconds describing when the RFQ session will be automatically terminated.

Definition at line 969 of file ProductSnapshot.h.

bool negotiationDuration ( UInt32 value) const
inline

Contains the default and maximum duration of negotiation event in seconds.

Definition at line 920 of file ProductSnapshot.h.

UInt32 nextEffectiveBusinessDate ( ) const
inline

Next business date.

Definition at line 890 of file ProductSnapshot.h.

bool offsetSTPEffectiveTime ( UInt32 value) const
inline

Defines the waiting period of the final STP deal inside Eurex EnLight in seconds.

Definition at line 975 of file ProductSnapshot.h.

bool parentMktSegmID ( StringRef id) const
inline

Standard Eurex product types.

Definition at line 938 of file ProductSnapshot.h.

PartitionId partitionId ( ) const
inline

Partition of the product.

Definition at line 914 of file ProductSnapshot.h.

bool powerProductClass ( StringRef value) const
inline

Information about the hours covered by the product such as Peak, Off - Peak, 2x16, 7x8.

Definition at line 1011 of file ProductSnapshot.h.

bool powerUnitOfMeasure ( UInt32 value) const
inline

Information about the load such as 5 MW, 25 MW, 50 MW.

Definition at line 1017 of file ProductSnapshot.h.

PriceRangeRules priceRangeRules ( ) const
inline

Price range rules. The group is absent for buckets, when marketSegmentSubType() is equel to MarketSegmentSubType::BTRFBucket or MarketSegmentSubType::EBBBucket

Definition at line 1077 of file ProductSnapshot.h.

ProductType::Enum productType ( ) const
inline

Definition at line 1005 of file ProductSnapshot.h.

QuoteSideIndicator::Enum quoteSideIndicator ( ) const
inline

Defines if one sided quotes are allowed.

Definition at line 1083 of file ProductSnapshot.h.

QuoteSideModelType::Enum quoteSideModelType ( ) const
inline

Defines if one sided quotes are allowed.

Definition at line 1089 of file ProductSnapshot.h.

QuoteSizeRules quoteSizeRules ( ) const
inline

Quote size rules.

Definition at line 1115 of file ProductSnapshot.h.

RelatedMarketSegments relatedMarketSegments ( ) const
inline

Related Market Segments.

Definition at line 1059 of file ProductSnapshot.h.

bool roundLot ( Decimal value) const
inline

Minimum Tradable Unit in derivatives markets.

Definition at line 1127 of file ProductSnapshot.h.

TickRules tickRules ( ) const
inline

Tick rules. The group is absent for buckets, when marketSegmentSubType() is equel to MarketSegmentSubType::BTRFBucket or MarketSegmentSubType::EBBBucket

Definition at line 1067 of file ProductSnapshot.h.

bool tslMarketGroup ( StringRef value) const
inline

TSL product group symbol.

Definition at line 987 of file ProductSnapshot.h.

bool tslMarketGroupID ( UInt32 value) const
inline

TSL product group ID.

Definition at line 981 of file ProductSnapshot.h.

bool underlyingPrevClosePx ( Decimal price) const
inline

Closing price of the underlying on the previous day.

Definition at line 1047 of file ProductSnapshot.h.

bool underlyingSecurityExchange ( StringRef value) const
inline

Market Identifier Code of the underlying as specified in ISO 10383.

Definition at line 1023 of file ProductSnapshot.h.

bool underlyingSecurityId ( StringRef value) const
inline

ISIN code of the underlying.

Definition at line 1035 of file ProductSnapshot.h.

bool underlyingSecurityIdSource ( StringRef value) const
inline

Underlying Security ID Source.

Definition at line 1041 of file ProductSnapshot.h.

bool underlyingSymbol ( StringRef value) const
inline

Underlying security symbol.

Definition at line 1029 of file ProductSnapshot.h.

USApproval::Enum usApproval ( ) const
inline

Market Segmen type.

Definition at line 944 of file ProductSnapshot.h.

Friends And Related Function Documentation

friend class ProductSnapshotWrapper
friend

Definition at line 1157 of file ProductSnapshot.h.


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