OnixS C++ EuroTLX GTP Market Data Handler  1.4.0
API documentation
InstrumentDirectoryFixedIncome.h
Go to the documentation of this file.
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19 
20 #pragma once
21 
22 #include <vector>
23 
28 
29 
30 namespace OnixS {
31 namespace EuroTLX {
32 namespace MarketData {
33 namespace GTP {
34 
35  ///
37  {
38  /// Time the message was generated.
39  UDT timestamp() const
41  {
42  return ordinary<UDT>(3);
43  }
44 
45  /// GTP Instrument identifier.
46  UInt64 instrument() const
48  {
49  return ordinary<UInt64>(11);
50  }
51 
52  /// ISIN code of the instrument.
53  Alpha isin() const
55  {
56  return fixedStr<12>(19);
57  }
58 
59  /// SEDOL code of the instrument.
60  Alpha sedol() const
62  {
63  return fixedStr<8>(31);
64  }
65 
66  /// Defines the order-book types that are allowed for the instrument. Each designated bit represents a
67  /// book type.
70  {
71  return ordinary<BitField>(39);
72  }
73 
74  /// Venue from which market data is received for the instrument.
77  {
78  return enumeration<SourceVenue>(40);
79  }
80 
81  /// Instrument identifier used by the source venue.
84  {
85  return fixedStr<11>(42);
86  }
87 
88  /// Segment or instrument group ID as identified by the trading market.
89  Alpha groupID() const
91  {
92  return fixedStr<6>(53);
93  }
94 
95  /// Currency code as per ISO 4217.
96  Alpha currency() const
98  {
99  return fixedStr<3>(59);
100  }
101 
102  /// The tick structure applicable for the instrument.
103  Alpha tickID() const
105  {
106  return fixedStr<2>(62);
107  }
108 
109  /// Closing price reported for the previous trading day.
112  {
113  return Price(ordinary<UInt64>(64));
114  }
115 
116  /// Price Band Tolerance (%) of the instrument.
119  {
120  return Price(ordinary<UInt64>(72));
121  }
122 
123  /// Dynamic Circuit Breaker Tolerance (%) of the instrument.
126  {
127  return Price(ordinary<UInt64>(80));
128  }
129 
130  /// Static Circuit Breaker Tolerance (%) of the instrument.
133  {
134  return Price(ordinary<UInt64>(88));
135  }
136 
137  /// Reserved for future use
138  BitField flags() const
140  {
141  return ordinary<BitField>(96);
142  }
143 
144  /// Different instrument security subset types.
145  UInt8 securitySubtype() const
147  {
148  return ordinaryRef<UInt8>(97);
149  }
150 
151  /// Expiration date of the instrument.
154  {
155  return fixedStr<8>(98);
156  }
157 
158  /// Listing start date of the instrument.
161  {
162  return fixedStr<8>(106);
163  }
164 
165  /// Listing end date of the instrument.
168  {
169  return fixedStr<8>(114);
170  }
171 
172  /// Indicates the minimum quantity/nominal value tradable on the market for a security.
175  {
176  return Size(ordinary<UInt64>(122));
177  }
178 
179  /// Last execution price in a session prior to the current trading day.
182  {
183  return Price(ordinary<UInt64>(130));
184  }
185 
186  /// Last execution date in a session prior to current trading day.
189  {
190  return fixedStr<8>(138);
191  }
192 
193  /// Settlement system type.
196  {
197  return enumeration<SettlementSystem>(146);
198  }
199 
200  /// Last validity date in the DDMMYYYY format.
203  {
204  return fixedStr<8>(147);
205  }
206 
207  /// Settlement date in the DDMMYYYY format.
210  {
211  return fixedStr<8>(155);
212  }
213 
214  /// The value of an Ex-Marker pertaining to a tradable instrument.
217  {
218  return fixedStr<2>(163);
219  }
220 
221  /// Type of security.
222  UInt8 securityType() const
224  {
225  return ordinaryRef<UInt8>(165);
226  }
227 
228  /// Country of Register.
231  {
232  return fixedStr<3>(166);
233  }
234 
235  /// The Exchange Market Size (EMS) is set to show the minimum size a market maker must quote in an
236  /// individual security for all executable and non executable quotes.
239  {
240  return Size(ordinary<UInt64>(169));
241  }
242 
243  /// Used to specify the minimum size of an iceberg peak for an instrument in conjunction with EMS.
246  {
247  return Size(ordinary<UInt64>(177));
248  }
249 
250  /// This field informs Participants of the maximum spread allowable for an instrument when submitting
251  /// quote messages, calculated as a percentage of mid-price.
254  {
255  return Price(ordinary<UInt64>(185));
256  }
257 
258  /// Indicates the settlement mode of the security
261  {
262  return enumeration<ClearingType>(193);
263  }
264 
265  /// Dirty/Clean price (TIPO CORSO)
268  {
269  return enumeration<DirtyCleanPrice>(194);
270  }
271 
272  /// Indicates if the instrument in settled in gross or not
275  {
276  return enumeration<GrossSettlementIndicator>(195);
277  }
278 
279  /// Time to maturity.
282  {
283  return fixedStr<6>(196);
284  }
285 
286  /// Pool Factor, defines the percentage of the security that is yet to be repaid by the issuer. Please
287  /// note that there are 15 implied decimals.
288  UInt64 poolFactor() const
290  {
291  return ordinary<UInt64>(202);
292  }
293 
294  /// Current Coupon.
295  Size coupon() const
297  {
298  return Size(ordinary<UInt64>(210));
299  }
300 
301  /// Inverse Orderbook
304  {
305  return enumeration<InverseOrderbook>(218);
306  }
307 
308  /// Reserved for future use.
311  {
312  return Price(ordinary<UInt64>(219));
313  }
314 
315  /// Reserved for future use.
318  {
319  return Price(ordinary<UInt64>(227));
320  }
321 
322  /// Description of the instrument
325  {
326  return fixedStr<40>(235);
327  }
328 
329  /// Total message size.
331 
332  /// Check the given size.
333  static void validateSize(MessageSize size)
334  {
335  if(size < messageSize_)
336  throwIncorrectSize("InstrumentDirectoryFixedIncome", size, messageSize_);
337  }
338 
339  /// Initializes instance over given memory block.
342  : BinaryMessage(data, size)
343  {
344  }
345  };
346 
347  /// Serializes object into string.
348  ONIXS_EUROTLX_GTP_API void toStr(std::string&, const InstrumentDirectoryFixedIncomeMsg&);
349 
350  /// Serializes object into string.
351  inline std::string toStr(const InstrumentDirectoryFixedIncomeMsg& msg)
352  {
353  std::string str;
354  toStr(str, msg);
355  return str;
356  }
357 
358 }
359 }
360 }
361 }
#define ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
Alpha groupID() const ONIXS_EUROTLX_GTP_NOTHROW
Segment or instrument group ID as identified by the trading market.
Price reservedField2() const ONIXS_EUROTLX_GTP_NOTHROW
Reserved for future use.
Date lastValidityDate() const ONIXS_EUROTLX_GTP_NOTHROW
Last validity date in the DDMMYYYY format.
DirtyCleanPrice::Enum dirtyCleanPrice() const ONIXS_EUROTLX_GTP_NOTHROW
Dirty/Clean price (TIPO CORSO)
Alpha countryOfRegister() const ONIXS_EUROTLX_GTP_NOTHROW
Country of Register.
BinaryMessage() ONIXS_EUROTLX_GTP_NOTHROW
Initializes blank instance referencing to nothing.
UInt8 securityType() const ONIXS_EUROTLX_GTP_NOTHROW
Type of security.
#define ONIXS_EUROTLX_GTP_NOTHROW
Definition: Compiler.h:27
UInt8 BitField
A single byte used to hold up to eight 1-bit flags. Each bit will represent a Boolean flag...
Definition: Defines.h:82
Price staticCircuitBreakerTolerances() const ONIXS_EUROTLX_GTP_NOTHROW
Static Circuit Breaker Tolerance (%) of the instrument.
ClearingType::Enum clearingType() const ONIXS_EUROTLX_GTP_NOTHROW
Indicates the settlement mode of the security.
GrossSettlementIndicator::Enum grossSettlementIndicator() const ONIXS_EUROTLX_GTP_NOTHROW
Indicates if the instrument in settled in gross or not.
Price priceBandTolerances() const ONIXS_EUROTLX_GTP_NOTHROW
Price Band Tolerance (%) of the instrument.
Alpha timeToMaturity() const ONIXS_EUROTLX_GTP_NOTHROW
Time to maturity.
Alpha currency() const ONIXS_EUROTLX_GTP_NOTHROW
Currency code as per ISO 4217.
FixedPointDecimal< Int64, IntegralConstant< Int8,-8 > > Price
Signed Little-Endian encoded 64bit integer field with eight implied decimal places.
Definition: Defines.h:102
Alpha description() const ONIXS_EUROTLX_GTP_NOTHROW
Description of the instrument.
SettlementSystem::Enum settlementSystem() const ONIXS_EUROTLX_GTP_NOTHROW
Settlement system type.
UInt16 MessageSize
Aliases message length type.
Definition: Defines.h:141
ONIXS_EUROTLX_GTP_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
FixedPointDecimal< UInt64, IntegralConstant< Int8,-8 > > Size
Little-Endian encoded 64 bit unsigned integer with eight implied decimal places.
Definition: Defines.h:111
Date expirationDate() const ONIXS_EUROTLX_GTP_NOTHROW
Expiration date of the instrument.
InverseOrderbook::Enum inverseOrderbook() const ONIXS_EUROTLX_GTP_NOTHROW
Inverse Orderbook.
SourceVenue::Enum sourceVenue() const ONIXS_EUROTLX_GTP_NOTHROW
Venue from which market data is received for the instrument.
Size minimumLotMinimumExecutionSize() const ONIXS_EUROTLX_GTP_NOTHROW
Indicates the minimum quantity/nominal value tradable on the market for a security.
Alpha exMarkerCode() const ONIXS_EUROTLX_GTP_NOTHROW
The value of an Ex-Marker pertaining to a tradable instrument.
UInt64 instrument() const ONIXS_EUROTLX_GTP_NOTHROW
GTP Instrument identifier.
BitField flags() const ONIXS_EUROTLX_GTP_NOTHROW
Reserved for future use.
static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Date listingStartDate() const ONIXS_EUROTLX_GTP_NOTHROW
Listing start date of the instrument.
UInt8 securitySubtype() const ONIXS_EUROTLX_GTP_NOTHROW
Different instrument security subset types.
Date lastPriceInPrecedingSessionDate() const ONIXS_EUROTLX_GTP_NOTHROW
Last execution date in a session prior to current trading day.
Date settlementDate() const ONIXS_EUROTLX_GTP_NOTHROW
Settlement date in the DDMMYYYY format.
Encapsulates services for manipulating little endian encoded messages.
Provides efficient way of accessing text-based FIX field values.
Definition: String.h:45
Price lastPriceInPrecedingSession() const ONIXS_EUROTLX_GTP_NOTHROW
Last execution price in a session prior to the current trading day.
Size minimumPeakSizeMultiplier() const ONIXS_EUROTLX_GTP_NOTHROW
Used to specify the minimum size of an iceberg peak for an instrument in conjunction with EMS...
Date listingEndDate() const ONIXS_EUROTLX_GTP_NOTHROW
Listing end date of the instrument.
UInt64 UDT
time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,000,000 + (nanoseconds component)
Definition: Defines.h:94
Alpha venueInstrumentID() const ONIXS_EUROTLX_GTP_NOTHROW
Instrument identifier used by the source venue.
InstrumentDirectoryFixedIncomeMsg(const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
Initializes instance over given memory block.
Price dynamicCircuitBreakerTolerances() const ONIXS_EUROTLX_GTP_NOTHROW
Dynamic Circuit Breaker Tolerance (%) of the instrument.
Alpha sedol() const ONIXS_EUROTLX_GTP_NOTHROW
SEDOL code of the instrument.
Price reservedField1() const ONIXS_EUROTLX_GTP_NOTHROW
Reserved for future use.
Price previousDaysClosingPrice() const ONIXS_EUROTLX_GTP_NOTHROW
Closing price reported for the previous trading day.
Alpha isin() const ONIXS_EUROTLX_GTP_NOTHROW
ISIN code of the instrument.
UDT timestamp() const ONIXS_EUROTLX_GTP_NOTHROW
Time the message was generated.
ONIXS_EUROTLX_GTP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
Alpha tickID() const ONIXS_EUROTLX_GTP_NOTHROW
The tick structure applicable for the instrument.