OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 20.0.1
Users' manual and API documentation
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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
CrossMatchInstruction::Enum crossMatchInstructionDefault () const
bool marketSegmentDesc (StringRef &desc) const
bool marketSegmentSymbol (StringRef &symbol) const
bool parentMktSegmID (StringRef &id) const
bool maxDiffExpMonths (UInt32 &value) 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 commodityProductClass (StringRef &value) const
bool commodityUnit (UInt32 &value) const
bool locationType (StringRef &value) const
bool maxTradeVol (Decimal &value) const
bool maxTradeVal (UInt64 &value) const
bool maxCalendarSpreadVol (Decimal &value) const
bool maxTESVol (Decimal &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 &) noexcept

Friends

class ProductSnapshotWrapper

Additional Inherited Members

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

Detailed Description

Definition at line 919 of file ProductSnapshot.h.

Member Function Documentation

◆ auctionTypeRules()

AuctionTypeRules auctionTypeRules ( ) const
inline

Match rules.

Definition at line 1237 of file ProductSnapshot.h.

◆ capacityGroupId()

UInt32 capacityGroupId ( ) const
inline

Definition at line 972 of file ProductSnapshot.h.

◆ checkMarketOrder()

bool checkMarketOrder ( ) const
inline

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

Definition at line 1206 of file ProductSnapshot.h.

◆ commodityProductClass()

bool commodityProductClass ( StringRef & value) const
inline

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

Definition at line 1081 of file ProductSnapshot.h.

◆ commodityUnit()

bool commodityUnit ( UInt32 & value) const
inline

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

Definition at line 1087 of file ProductSnapshot.h.

◆ crossMatchInstructionDefault()

CrossMatchInstruction::Enum crossMatchInstructionDefault ( ) const
inline

Defines the TES security status.

Definition at line 984 of file ProductSnapshot.h.

◆ currency()

bool currency ( StringRef & value) const
inline

Currency as published in ISO 4217.

Definition at line 954 of file ProductSnapshot.h.

◆ decaySplit()

DecaySplit::Enum decaySplit ( ) const
inline

Definition at line 1032 of file ProductSnapshot.h.

◆ effectiveBusinessDate()

UInt32 effectiveBusinessDate ( ) const
inline

Current business date.

Definition at line 936 of file ProductSnapshot.h.

◆ fastMarketPercentage()

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 1200 of file ProductSnapshot.h.

◆ feeds()

Feeds feeds ( ) const
inline

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

Definition at line 1253 of file ProductSnapshot.h.

◆ flexRules()

FlexRules flexRules ( ) const
inline

Flex rules.

Definition at line 1225 of file ProductSnapshot.h.

◆ hHIIntervals()

HHIIntervals hHIIntervals ( ) const
inline

Herfindahl-Hirschman Index (HHI) intervals.

Definition at line 1213 of file ProductSnapshot.h.

◆ independentSystemOperator()

bool independentSystemOperator ( StringRef & value) const
inline

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

Definition at line 1063 of file ProductSnapshot.h.

◆ instrumentScopes()

InstrumentScopes instrumentScopes ( ) const
inline

Instrument Scopes.

Definition at line 1159 of file ProductSnapshot.h.

◆ locationID()

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 1069 of file ProductSnapshot.h.

◆ locationType()

bool locationType ( StringRef & value) const
inline

Definition at line 1093 of file ProductSnapshot.h.

◆ marketId()

StringRef marketId ( ) const
inline

Market Identifier Code as specified in ISO 10383.

Definition at line 924 of file ProductSnapshot.h.

◆ marketSegment()

StringRef marketSegment ( ) const
inline

Product name.

Definition at line 948 of file ProductSnapshot.h.

◆ marketSegmentDesc()

bool marketSegmentDesc ( StringRef & desc) const
inline

Product Description.

Definition at line 990 of file ProductSnapshot.h.

◆ marketSegmentId()

MarketSegmentId marketSegmentId ( ) const
inline

Product identifier.

Definition at line 930 of file ProductSnapshot.h.

◆ marketSegmentStatus()

MarketSegmentStatus::Enum marketSegmentStatus ( ) const
inline

Defines the TES security status.

Definition at line 960 of file ProductSnapshot.h.

◆ marketSegmentSubType()

MarketSegmentSubType::Enum marketSegmentSubType ( ) const
inline

Market Segment subtype.

Definition at line 1026 of file ProductSnapshot.h.

◆ marketSegmentSymbol()

bool marketSegmentSymbol ( StringRef & symbol) const
inline

Product ISIN.

Definition at line 996 of file ProductSnapshot.h.

◆ marketSegmentType()

MarketSegmentType::Enum marketSegmentType ( ) const
inline

Market Segmen type.

Definition at line 1020 of file ProductSnapshot.h.

◆ matchRules()

MatchRules matchRules ( ) const
inline

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

Definition at line 1245 of file ProductSnapshot.h.

◆ maxCalendarSpreadVol()

bool maxCalendarSpreadVol ( Decimal & value) const
inline

Definition at line 1111 of file ProductSnapshot.h.

◆ maxDiffExpMonths()

bool maxDiffExpMonths ( UInt32 & value) const
inline

Difference in number of months of the earliest expiration of a component trade as compared to the basket expiration. Only filled when ParentMktSgmnID is BTRF or EBB.

Definition at line 1008 of file ProductSnapshot.h.

◆ maxOffsetRFQExpireTime()

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 1039 of file ProductSnapshot.h.

◆ maxTESVol()

bool maxTESVol ( Decimal & value) const
inline

Definition at line 1117 of file ProductSnapshot.h.

◆ maxTradeVal()

bool maxTradeVal ( UInt64 & value) const
inline

Definition at line 1105 of file ProductSnapshot.h.

◆ maxTradeVol()

bool maxTradeVol ( Decimal & value) const
inline

Definition at line 1099 of file ProductSnapshot.h.

◆ negotiationDuration()

bool negotiationDuration ( UInt32 & value) const
inline

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

Definition at line 978 of file ProductSnapshot.h.

◆ nextEffectiveBusinessDate()

UInt32 nextEffectiveBusinessDate ( ) const
inline

Next business date.

Definition at line 942 of file ProductSnapshot.h.

◆ offsetSTPEffectiveTime()

bool offsetSTPEffectiveTime ( UInt32 & value) const
inline

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

Definition at line 1045 of file ProductSnapshot.h.

◆ parentMktSegmID()

bool parentMktSegmID ( StringRef & id) const
inline

Standard Eurex product types.

Definition at line 1002 of file ProductSnapshot.h.

◆ partitionId()

PartitionId partitionId ( ) const
inline

Partition of the product.

Definition at line 966 of file ProductSnapshot.h.

◆ priceRangeRules()

PriceRangeRules priceRangeRules ( ) const
inline

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

Definition at line 1181 of file ProductSnapshot.h.

◆ productType()

bool productType ( StringRef & value) const
inline

Definition at line 1075 of file ProductSnapshot.h.

◆ quantityScalingFactors()

QuantityScalingFactors quantityScalingFactors ( ) const
inline

Definition at line 1123 of file ProductSnapshot.h.

◆ quoteSideIndicator()

QuoteSideIndicator::Enum quoteSideIndicator ( ) const
inline

Defines if one sided quotes are allowed.

Definition at line 1187 of file ProductSnapshot.h.

◆ quoteSideModelType()

QuoteSideModelType::Enum quoteSideModelType ( ) const
inline

Defines if one sided quotes are allowed.

Definition at line 1193 of file ProductSnapshot.h.

◆ quoteSizeRules()

QuoteSizeRules quoteSizeRules ( ) const
inline

Quote size rules.

Definition at line 1219 of file ProductSnapshot.h.

◆ relatedMarketSegments()

RelatedMarketSegments relatedMarketSegments ( ) const
inline

Related Market Segments.

Definition at line 1165 of file ProductSnapshot.h.

◆ roundLot()

bool roundLot ( Decimal & value) const
inline

Minimum Tradable Unit in derivatives markets.

Definition at line 1231 of file ProductSnapshot.h.

◆ tickRules()

TickRules tickRules ( ) const
inline

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

Definition at line 1173 of file ProductSnapshot.h.

◆ tslMarketGroup()

bool tslMarketGroup ( StringRef & value) const
inline

TSL product group symbol.

Definition at line 1057 of file ProductSnapshot.h.

◆ tslMarketGroupID()

bool tslMarketGroupID ( UInt32 & value) const
inline

TSL product group ID.

Definition at line 1051 of file ProductSnapshot.h.

◆ underlyingPrevClosePx()

bool underlyingPrevClosePx ( Decimal & price) const
inline

Closing price of the underlying on the previous day.

Definition at line 1153 of file ProductSnapshot.h.

◆ underlyingSecurityExchange()

bool underlyingSecurityExchange ( StringRef & value) const
inline

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

Definition at line 1129 of file ProductSnapshot.h.

◆ underlyingSecurityId()

bool underlyingSecurityId ( StringRef & value) const
inline

ISIN code of the underlying.

Definition at line 1141 of file ProductSnapshot.h.

◆ underlyingSecurityIdSource()

bool underlyingSecurityIdSource ( StringRef & value) const
inline

Underlying Security ID Source.

Definition at line 1147 of file ProductSnapshot.h.

◆ underlyingSymbol()

bool underlyingSymbol ( StringRef & value) const
inline

Underlying security symbol.

Definition at line 1135 of file ProductSnapshot.h.

◆ usApproval()

USApproval::Enum usApproval ( ) const
inline

Market Segmen type.

Definition at line 1014 of file ProductSnapshot.h.

◆ ProductSnapshotWrapper

friend class ProductSnapshotWrapper
friend

Definition at line 1259 of file ProductSnapshot.h.