OnixS C++ EuroTLX GTP Market Data Handler  1.4.0
API documentation
InstrumentDirectoryEquitiesMsg Struct Reference

#include <OnixS/EuroTLX/MarketData/GTP/Messages/InstrumentDirectoryEquities.h>

Public Member Functions

UDT timestamp () const ONIXS_EUROTLX_GTP_NOTHROW
 
UInt64 instrument () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha isin () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha sedol () const ONIXS_EUROTLX_GTP_NOTHROW
 
BitField allowedBookTypes () const ONIXS_EUROTLX_GTP_NOTHROW
 
SourceVenue::Enum sourceVenue () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha venueInstrumentID () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha groupID () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha currency () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha tickID () const ONIXS_EUROTLX_GTP_NOTHROW
 
Price previousDaysClosingPrice () const ONIXS_EUROTLX_GTP_NOTHROW
 
Price priceBandTolerances () const ONIXS_EUROTLX_GTP_NOTHROW
 
Price dynamicCircuitBreakerTolerances () const ONIXS_EUROTLX_GTP_NOTHROW
 
Price staticCircuitBreakerTolerances () const ONIXS_EUROTLX_GTP_NOTHROW
 
BitField flags () const ONIXS_EUROTLX_GTP_NOTHROW
 
UInt8 securitySubtype () const ONIXS_EUROTLX_GTP_NOTHROW
 
Date expirationDate () const ONIXS_EUROTLX_GTP_NOTHROW
 
Date listingStartDate () const ONIXS_EUROTLX_GTP_NOTHROW
 
Date listingEndDate () const ONIXS_EUROTLX_GTP_NOTHROW
 
Size minimumLotMinimumExecutionSize () const ONIXS_EUROTLX_GTP_NOTHROW
 
Price lastPriceInPrecedingSession () const ONIXS_EUROTLX_GTP_NOTHROW
 
Date lastPriceInPrecedingSessionDate () const ONIXS_EUROTLX_GTP_NOTHROW
 
SettlementSystem::Enum settlementSystem () const ONIXS_EUROTLX_GTP_NOTHROW
 
Date lastValidityDate () const ONIXS_EUROTLX_GTP_NOTHROW
 
Date settlementDate () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha exMarkerCode () const ONIXS_EUROTLX_GTP_NOTHROW
 
UInt8 securityType () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha countryOfRegister () const ONIXS_EUROTLX_GTP_NOTHROW
 
Size exchangeMarketSize () const ONIXS_EUROTLX_GTP_NOTHROW
 
Size minimumPeakSizeMultiplier () const ONIXS_EUROTLX_GTP_NOTHROW
 
Price securityMaximumSpread () const ONIXS_EUROTLX_GTP_NOTHROW
 
ClearingType::Enum clearingType () const ONIXS_EUROTLX_GTP_NOTHROW
 
Price strikePrice () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha venueUnderlyingID () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha underlyingISINCode () const ONIXS_EUROTLX_GTP_NOTHROW
 
ClearingType::Enum underlyingType () const ONIXS_EUROTLX_GTP_NOTHROW
 
UInt64 numberOfSharesInCirculation () const ONIXS_EUROTLX_GTP_NOTHROW
 
Size leverageCertificatesBarrier () const ONIXS_EUROTLX_GTP_NOTHROW
 
InstrumentOptionStyle::Enum optionStyle () const ONIXS_EUROTLX_GTP_NOTHROW
 
Size parity () const ONIXS_EUROTLX_GTP_NOTHROW
 
Price reservedField1 () const ONIXS_EUROTLX_GTP_NOTHROW
 
UInt32 reservedField2 () const ONIXS_EUROTLX_GTP_NOTHROW
 
UInt16 reservedField3 () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha symbol () const ONIXS_EUROTLX_GTP_NOTHROW
 
Alpha description () const ONIXS_EUROTLX_GTP_NOTHROW
 
 InstrumentDirectoryEquitiesMsg (const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
 
- Public Member Functions inherited from BinaryMessage
 BinaryMessage () ONIXS_EUROTLX_GTP_NOTHROW
 
 BinaryMessage (const void *data, MessageSize size) ONIXS_EUROTLX_GTP_NOTHROW
 
 BinaryMessage (const BinaryMessage &other) ONIXS_EUROTLX_GTP_NOTHROW
 
ONIXS_EUROTLX_GTP_EXPLICIT operator bool () const ONIXS_EUROTLX_GTP_NOTHROW
 
const void * binary () const ONIXS_EUROTLX_GTP_NOTHROW
 
MessageSize binarySize () const ONIXS_EUROTLX_GTP_NOTHROW
 
BinaryMessageoperator= (const BinaryMessage &other) ONIXS_EUROTLX_GTP_NOTHROW
 

Static Public Member Functions

static void validateSize (MessageSize size)
 

Static Public Attributes

static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 313
 

Additional Inherited Members

- Public Types inherited from BinaryMessage
typedef MessageSize BinarySize
 
- Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
FieldValue ordinary (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
 
const FieldValue & ordinaryRef (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
 
Enumeration::Enum enumeration (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
 
StrRef fixedStr (MessageSize offset) const ONIXS_EUROTLX_GTP_NOTHROW
 

Detailed Description

Definition at line 36 of file InstrumentDirectoryEquities.h.

Constructor & Destructor Documentation

InstrumentDirectoryEquitiesMsg ( const void *  data,
MessageSize  size 
)
inline

Initializes instance over given memory block.

Definition at line 367 of file InstrumentDirectoryEquities.h.

Member Function Documentation

BitField allowedBookTypes ( ) const
inline

Defines the order-book types that are allowed for the instrument. Each designated bit represents a book type.

Definition at line 68 of file InstrumentDirectoryEquities.h.

ClearingType::Enum clearingType ( ) const
inline

Indicates the settlement mode of the security.

Definition at line 259 of file InstrumentDirectoryEquities.h.

Alpha countryOfRegister ( ) const
inline

Country of Register.

Definition at line 229 of file InstrumentDirectoryEquities.h.

Alpha currency ( ) const
inline

Currency code as per ISO 4217.

Definition at line 96 of file InstrumentDirectoryEquities.h.

Alpha description ( ) const
inline

Description of the instrument.

Definition at line 350 of file InstrumentDirectoryEquities.h.

Price dynamicCircuitBreakerTolerances ( ) const
inline

Dynamic Circuit Breaker Tolerance (%) of the instrument.

Definition at line 124 of file InstrumentDirectoryEquities.h.

Size exchangeMarketSize ( ) const
inline

The Exchange Market Size (EMS) is set to show the minimum size a market maker must quote in an individual security for all executable and non executable quotes.

Definition at line 237 of file InstrumentDirectoryEquities.h.

Alpha exMarkerCode ( ) const
inline

The value of an Ex-Marker pertaining to a tradable instrument.

Definition at line 215 of file InstrumentDirectoryEquities.h.

Date expirationDate ( ) const
inline

Expiration date of the instrument.

Definition at line 152 of file InstrumentDirectoryEquities.h.

BitField flags ( ) const
inline

Reserved for future use.

Definition at line 138 of file InstrumentDirectoryEquities.h.

Alpha groupID ( ) const
inline

Segment or instrument group ID as identified by the trading market.

Definition at line 89 of file InstrumentDirectoryEquities.h.

UInt64 instrument ( ) const
inline

GTP Instrument identifier.

Definition at line 46 of file InstrumentDirectoryEquities.h.

Alpha isin ( ) const
inline

ISIN code of the instrument.

Definition at line 53 of file InstrumentDirectoryEquities.h.

Price lastPriceInPrecedingSession ( ) const
inline

Last execution price in a session prior to the current trading day.

Definition at line 180 of file InstrumentDirectoryEquities.h.

Date lastPriceInPrecedingSessionDate ( ) const
inline

Last execution date in a session prior to current trading day.

Definition at line 187 of file InstrumentDirectoryEquities.h.

Date lastValidityDate ( ) const
inline

Last validity date in the DDMMYYYY format.

Definition at line 201 of file InstrumentDirectoryEquities.h.

Size leverageCertificatesBarrier ( ) const
inline

Leverage Certificates Barrier.

Definition at line 301 of file InstrumentDirectoryEquities.h.

Date listingEndDate ( ) const
inline

Listing end date of the instrument.

Definition at line 166 of file InstrumentDirectoryEquities.h.

Date listingStartDate ( ) const
inline

Listing start date of the instrument.

Definition at line 159 of file InstrumentDirectoryEquities.h.

Size minimumLotMinimumExecutionSize ( ) const
inline

Indicates the minimum quantity/nominal value tradable on the market for a security.

Definition at line 173 of file InstrumentDirectoryEquities.h.

Size minimumPeakSizeMultiplier ( ) const
inline

Used to specify the minimum size of an iceberg peak for an instrument in conjunction with EMS.

Definition at line 244 of file InstrumentDirectoryEquities.h.

UInt64 numberOfSharesInCirculation ( ) const
inline

Indicates the number of shares which constitute the share capital. A value is set for shares only.

Definition at line 294 of file InstrumentDirectoryEquities.h.

InstrumentOptionStyle::Enum optionStyle ( ) const
inline

Instrument's option style.

Definition at line 308 of file InstrumentDirectoryEquities.h.

Size parity ( ) const
inline

The parity of the instrument.

Definition at line 315 of file InstrumentDirectoryEquities.h.

Price previousDaysClosingPrice ( ) const
inline

Closing price reported for the previous trading day.

Definition at line 110 of file InstrumentDirectoryEquities.h.

Price priceBandTolerances ( ) const
inline

Price Band Tolerance (%) of the instrument.

Definition at line 117 of file InstrumentDirectoryEquities.h.

Price reservedField1 ( ) const
inline

Reserved for future use.

Definition at line 322 of file InstrumentDirectoryEquities.h.

UInt32 reservedField2 ( ) const
inline

Reserved for future use.

Definition at line 329 of file InstrumentDirectoryEquities.h.

UInt16 reservedField3 ( ) const
inline

Reserved for future use.

Definition at line 336 of file InstrumentDirectoryEquities.h.

Price securityMaximumSpread ( ) const
inline

This field informs Participants of the maximum spread allowable for an instrument when submitting quote messages, calculated as a percentage of mid-price.

Definition at line 252 of file InstrumentDirectoryEquities.h.

UInt8 securitySubtype ( ) const
inline

Different instrument security subset types.

Definition at line 145 of file InstrumentDirectoryEquities.h.

UInt8 securityType ( ) const
inline

Type of security.

Definition at line 222 of file InstrumentDirectoryEquities.h.

Alpha sedol ( ) const
inline

SEDOL code of the instrument.

Definition at line 60 of file InstrumentDirectoryEquities.h.

Date settlementDate ( ) const
inline

Settlement date in the DDMMYYYY format.

Definition at line 208 of file InstrumentDirectoryEquities.h.

SettlementSystem::Enum settlementSystem ( ) const
inline

Settlement system type.

Definition at line 194 of file InstrumentDirectoryEquities.h.

SourceVenue::Enum sourceVenue ( ) const
inline

Venue from which market data is received for the instrument.

Definition at line 75 of file InstrumentDirectoryEquities.h.

Price staticCircuitBreakerTolerances ( ) const
inline

Static Circuit Breaker Tolerance (%) of the instrument.

Definition at line 131 of file InstrumentDirectoryEquities.h.

Price strikePrice ( ) const
inline

Strike Price (exercise price for warrants).

Definition at line 266 of file InstrumentDirectoryEquities.h.

Alpha symbol ( ) const
inline

Symbol of the instrument.

Definition at line 343 of file InstrumentDirectoryEquities.h.

Alpha tickID ( ) const
inline

The tick structure applicable for the instrument.

Definition at line 103 of file InstrumentDirectoryEquities.h.

UDT timestamp ( ) const
inline

Time the message was generated.

Definition at line 39 of file InstrumentDirectoryEquities.h.

Alpha underlyingISINCode ( ) const
inline

Underlying ISIN code.

Definition at line 280 of file InstrumentDirectoryEquities.h.

ClearingType::Enum underlyingType ( ) const
inline

Underlying Type.

Definition at line 287 of file InstrumentDirectoryEquities.h.

static void validateSize ( MessageSize  size)
inlinestatic

Check the given size.

Definition at line 360 of file InstrumentDirectoryEquities.h.

Alpha venueInstrumentID ( ) const
inline

Instrument identifier used by the source venue.

Definition at line 82 of file InstrumentDirectoryEquities.h.

Alpha venueUnderlyingID ( ) const
inline

Venue specified instrument ID of the underlying.

Definition at line 273 of file InstrumentDirectoryEquities.h.

Member Data Documentation

Total message size.

Definition at line 357 of file InstrumentDirectoryEquities.h.


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