OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  16.1.0
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 commodityProductClass (StringRef &value) const
 
bool commodityUnit (UInt32 &value) const
 
bool locationType (StringRef &value)
 
bool maxTradeVol (Decimal &value)
 
bool maxTradeVal (UInt64 &value)
 
bool maxCalendarSpreadVol (Decimal &value)
 
bool maxTESVol (Decimal &value)
 
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 880 of file ProductSnapshot.h.

Member Function Documentation

AuctionTypeRules auctionTypeRules ( ) const
inline

Match rules.

Definition at line 1188 of file ProductSnapshot.h.

UInt32 capacityGroupId ( ) const
inline

Definition at line 933 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 specific scenarios.

Definition at line 1157 of file ProductSnapshot.h.

bool commodityProductClass ( StringRef &  value) const
inline

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

Definition at line 1030 of file ProductSnapshot.h.

bool commodityUnit ( UInt32 &  value) const
inline

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

Definition at line 1036 of file ProductSnapshot.h.

bool currency ( StringRef &  value) const
inline

Currency as published in ISO 4217.

Definition at line 915 of file ProductSnapshot.h.

DecaySplit::Enum decaySplit ( ) const
inline

Definition at line 981 of file ProductSnapshot.h.

UInt32 effectiveBusinessDate ( ) const
inline

Current business date.

Definition at line 897 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 1151 of file ProductSnapshot.h.

Feeds feeds ( ) const
inline

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

Definition at line 1205 of file ProductSnapshot.h.

FlexRules flexRules ( ) const
inline

Flex rules.

Definition at line 1176 of file ProductSnapshot.h.

HHIIntervals hHIIntervals ( ) const
inline

Herfindahl-Hirschman Index (HHI) intervals.

Definition at line 1164 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 1012 of file ProductSnapshot.h.

InstrumentScopes instrumentScopes ( ) const
inline

Instrument Scopes.

Definition at line 1108 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 1018 of file ProductSnapshot.h.

bool locationType ( StringRef &  value)
inline

Definition at line 1042 of file ProductSnapshot.h.

StringRef marketId ( ) const
inline

Market Identifier Code as specified in ISO 10383.

Definition at line 885 of file ProductSnapshot.h.

StringRef marketSegment ( ) const
inline

Product name.

Definition at line 909 of file ProductSnapshot.h.

bool marketSegmentDesc ( StringRef &  desc) const
inline

Product Description.

Definition at line 945 of file ProductSnapshot.h.

MarketSegmentId marketSegmentId ( ) const
inline

Product identifier.

Definition at line 891 of file ProductSnapshot.h.

MarketSegmentStatus::Enum marketSegmentStatus ( ) const
inline

Defines the TES security status.

Definition at line 921 of file ProductSnapshot.h.

MarketSegmentSubType::Enum marketSegmentSubType ( ) const
inline

Market Segment subtype.

Definition at line 975 of file ProductSnapshot.h.

bool marketSegmentSymbol ( StringRef &  symbol) const
inline

Product ISIN.

Definition at line 951 of file ProductSnapshot.h.

MarketSegmentType::Enum marketSegmentType ( ) const
inline

Market Segmen type.

Definition at line 969 of file ProductSnapshot.h.

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 1196 of file ProductSnapshot.h.

bool maxCalendarSpreadVol ( Decimal &  value)
inline

Definition at line 1060 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 988 of file ProductSnapshot.h.

bool maxTESVol ( Decimal &  value)
inline

Definition at line 1066 of file ProductSnapshot.h.

bool maxTradeVal ( UInt64 &  value)
inline

Definition at line 1054 of file ProductSnapshot.h.

bool maxTradeVol ( Decimal &  value)
inline

Definition at line 1048 of file ProductSnapshot.h.

bool negotiationDuration ( UInt32 &  value) const
inline

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

Definition at line 939 of file ProductSnapshot.h.

UInt32 nextEffectiveBusinessDate ( ) const
inline

Next business date.

Definition at line 903 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 994 of file ProductSnapshot.h.

bool parentMktSegmID ( StringRef &  id) const
inline

Standard Eurex product types.

Definition at line 957 of file ProductSnapshot.h.

PartitionId partitionId ( ) const
inline

Partition of the product.

Definition at line 927 of file ProductSnapshot.h.

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 1132 of file ProductSnapshot.h.

bool productType ( StringRef &  value) const
inline

Definition at line 1024 of file ProductSnapshot.h.

QuantityScalingFactors quantityScalingFactors ( ) const
inline

Definition at line 1072 of file ProductSnapshot.h.

QuoteSideIndicator::Enum quoteSideIndicator ( ) const
inline

Defines if one sided quotes are allowed.

Definition at line 1138 of file ProductSnapshot.h.

QuoteSideModelType::Enum quoteSideModelType ( ) const
inline

Defines if one sided quotes are allowed.

Definition at line 1144 of file ProductSnapshot.h.

QuoteSizeRules quoteSizeRules ( ) const
inline

Quote size rules.

Definition at line 1170 of file ProductSnapshot.h.

RelatedMarketSegments relatedMarketSegments ( ) const
inline

Related Market Segments.

Definition at line 1114 of file ProductSnapshot.h.

bool roundLot ( Decimal &  value) const
inline

Minimum Tradable Unit in derivatives markets.

Definition at line 1182 of file ProductSnapshot.h.

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 1122 of file ProductSnapshot.h.

bool tslMarketGroup ( StringRef &  value) const
inline

TSL product group symbol.

Definition at line 1006 of file ProductSnapshot.h.

bool tslMarketGroupID ( UInt32 &  value) const
inline

TSL product group ID.

Definition at line 1000 of file ProductSnapshot.h.

bool underlyingPrevClosePx ( Decimal &  price) const
inline

Closing price of the underlying on the previous day.

Definition at line 1102 of file ProductSnapshot.h.

bool underlyingSecurityExchange ( StringRef &  value) const
inline

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

Definition at line 1078 of file ProductSnapshot.h.

bool underlyingSecurityId ( StringRef &  value) const
inline

ISIN code of the underlying.

Definition at line 1090 of file ProductSnapshot.h.

bool underlyingSecurityIdSource ( StringRef &  value) const
inline

Underlying Security ID Source.

Definition at line 1096 of file ProductSnapshot.h.

bool underlyingSymbol ( StringRef &  value) const
inline

Underlying security symbol.

Definition at line 1084 of file ProductSnapshot.h.

USApproval::Enum usApproval ( ) const
inline

Market Segmen type.

Definition at line 963 of file ProductSnapshot.h.

Friends And Related Function Documentation

friend class ProductSnapshotWrapper
friend

Definition at line 1212 of file ProductSnapshot.h.

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