OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  15.0.6
API documentation
Public Member Functions | Friends | List of all members
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
 
UInt32 capacityGroupId () 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
 
bool productType (StringRef &value) const
 
bool powerProductClass (StringRef &value) const
 
bool powerUnitOfMeasure (UInt32 &value) const
 
QuantityScalingFactors quantityScalingFactors () 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
 
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 ProductSnapshotWrapper
 

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 883 of file ProductSnapshot.h.

Member Function Documentation

AuctionTypeRules auctionTypeRules ( ) const
inline

Match rules.

Definition at line 1161 of file ProductSnapshot.h.

UInt32 capacityGroupId ( ) const
inline

Definition at line 936 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 1130 of file ProductSnapshot.h.

bool currency ( StringRef &  value) const
inline

Currency as published in ISO 4217.

Definition at line 918 of file ProductSnapshot.h.

DecaySplit::Enum decaySplit ( ) const
inline

Definition at line 984 of file ProductSnapshot.h.

UInt32 effectiveBusinessDate ( ) const
inline

Current business date.

Definition at line 900 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 1124 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 1178 of file ProductSnapshot.h.

FlexRules flexRules ( ) const
inline

Flex rules.

Definition at line 1149 of file ProductSnapshot.h.

HHIIntervals hHIIntervals ( ) const
inline

Herfindahl-Hirschman Index (HHI) intervals.

Definition at line 1137 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 1015 of file ProductSnapshot.h.

InstrumentScopes instrumentScopes ( ) const
inline

Instrument Scopes.

Definition at line 1081 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 1021 of file ProductSnapshot.h.

StringRef marketId ( ) const
inline

Market Identifier Code as specified in ISO 10383.

Definition at line 888 of file ProductSnapshot.h.

StringRef marketSegment ( ) const
inline

Product name.

Definition at line 912 of file ProductSnapshot.h.

bool marketSegmentDesc ( StringRef &  desc) const
inline

Product Description.

Definition at line 948 of file ProductSnapshot.h.

MarketSegmentId marketSegmentId ( ) const
inline

Product identifier.

Definition at line 894 of file ProductSnapshot.h.

MarketSegmentStatus::Enum marketSegmentStatus ( ) const
inline

Defines the TES security status.

Definition at line 924 of file ProductSnapshot.h.

MarketSegmentSubType::Enum marketSegmentSubType ( ) const
inline

Market Segment subtype.

Definition at line 978 of file ProductSnapshot.h.

bool marketSegmentSymbol ( StringRef &  symbol) const
inline

Product ISIN.

Definition at line 954 of file ProductSnapshot.h.

MarketSegmentType::Enum marketSegmentType ( ) const
inline

Market Segmen type.

Definition at line 972 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 1169 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 991 of file ProductSnapshot.h.

bool negotiationDuration ( UInt32 &  value) const
inline

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

Definition at line 942 of file ProductSnapshot.h.

UInt32 nextEffectiveBusinessDate ( ) const
inline

Next business date.

Definition at line 906 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 997 of file ProductSnapshot.h.

bool parentMktSegmID ( StringRef &  id) const
inline

Standard Eurex product types.

Definition at line 960 of file ProductSnapshot.h.

PartitionId partitionId ( ) const
inline

Partition of the product.

Definition at line 930 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 1033 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 1039 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 1105 of file ProductSnapshot.h.

bool productType ( StringRef &  value) const
inline

Definition at line 1027 of file ProductSnapshot.h.

QuantityScalingFactors quantityScalingFactors ( ) const
inline

Definition at line 1045 of file ProductSnapshot.h.

QuoteSideIndicator::Enum quoteSideIndicator ( ) const
inline

Defines if one sided quotes are allowed.

Definition at line 1111 of file ProductSnapshot.h.

QuoteSideModelType::Enum quoteSideModelType ( ) const
inline

Defines if one sided quotes are allowed.

Definition at line 1117 of file ProductSnapshot.h.

QuoteSizeRules quoteSizeRules ( ) const
inline

Quote size rules.

Definition at line 1143 of file ProductSnapshot.h.

RelatedMarketSegments relatedMarketSegments ( ) const
inline

Related Market Segments.

Definition at line 1087 of file ProductSnapshot.h.

bool roundLot ( Decimal &  value) const
inline

Minimum Tradable Unit in derivatives markets.

Definition at line 1155 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 1095 of file ProductSnapshot.h.

bool tslMarketGroup ( StringRef &  value) const
inline

TSL product group symbol.

Definition at line 1009 of file ProductSnapshot.h.

bool tslMarketGroupID ( UInt32 &  value) const
inline

TSL product group ID.

Definition at line 1003 of file ProductSnapshot.h.

bool underlyingPrevClosePx ( Decimal &  price) const
inline

Closing price of the underlying on the previous day.

Definition at line 1075 of file ProductSnapshot.h.

bool underlyingSecurityExchange ( StringRef &  value) const
inline

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

Definition at line 1051 of file ProductSnapshot.h.

bool underlyingSecurityId ( StringRef &  value) const
inline

ISIN code of the underlying.

Definition at line 1063 of file ProductSnapshot.h.

bool underlyingSecurityIdSource ( StringRef &  value) const
inline

Underlying Security ID Source.

Definition at line 1069 of file ProductSnapshot.h.

bool underlyingSymbol ( StringRef &  value) const
inline

Underlying security symbol.

Definition at line 1057 of file ProductSnapshot.h.

USApproval::Enum usApproval ( ) const
inline

Market Segmen type.

Definition at line 966 of file ProductSnapshot.h.

Friends And Related Function Documentation

friend class ProductSnapshotWrapper
friend

Definition at line 1185 of file ProductSnapshot.h.

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