InstrumentDirectoryMsg Struct Reference

#include <OnixS/EuroTLX/MarketData/GTP/Messages/InstrumentDirectory.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
BitField	allowedBookTypes () const ONIXS_EUROTLX_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_EUROTLX_GTP_NOTHROW
Alpha	venueInstrumentID () const ONIXS_EUROTLX_GTP_NOTHROW
Alpha	tickID () 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
Alpha	groupID () const ONIXS_EUROTLX_GTP_NOTHROW
Alpha	underlyingISINCode () const ONIXS_EUROTLX_GTP_NOTHROW
Alpha	underlyingInstrumentID () const ONIXS_EUROTLX_GTP_NOTHROW
Alpha	currency () const ONIXS_EUROTLX_GTP_NOTHROW
Byte	reservedField1 () const ONIXS_EUROTLX_GTP_NOTHROW
Alpha	reservedField2 () const ONIXS_EUROTLX_GTP_NOTHROW
Price4	averageDailyTurnover () const ONIXS_EUROTLX_GTP_NOTHROW
Alpha	reservedField3 () const ONIXS_EUROTLX_GTP_NOTHROW
BitField	flags () const ONIXS_EUROTLX_GTP_NOTHROW
Price	reservedField4 () const ONIXS_EUROTLX_GTP_NOTHROW
Price	reservedField5 () const ONIXS_EUROTLX_GTP_NOTHROW
	InstrumentDirectoryMsg (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
BinaryMessage &	operator= (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_ = 141

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 InstrumentDirectory.h.

Constructor & Destructor Documentation

InstrumentDirectoryMsg ( const void *  data, MessageSize  size  )

inline

Initializes instance over given memory block.

Definition at line 197 of file InstrumentDirectory.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 61 of file InstrumentDirectory.h.

Price4 averageDailyTurnover ( ) const

inline

Average Daily Turnover as reported by the Source Venue. Applicable to TRADEcho only.

Definition at line 152 of file InstrumentDirectory.h.

Alpha currency ( ) const

inline

Currency code as per ISO 4217.

Definition at line 131 of file InstrumentDirectory.h.

Price dynamicCircuitBreakerTolerances ( ) const

inline

Dynamic Circuit Breaker Tolerance (%) of the instrument.

Definition at line 96 of file InstrumentDirectory.h.

BitField flags ( ) const

inline

Reserved for future use.

Definition at line 166 of file InstrumentDirectory.h.

Alpha groupID ( ) const

inline

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

Definition at line 110 of file InstrumentDirectory.h.

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 46 of file InstrumentDirectory.h.

Alpha isin ( ) const

inline

ISIN code of the instrument.

Definition at line 53 of file InstrumentDirectory.h.

Price priceBandTolerances ( ) const

inline

Price Band Tolerance (%) of the instrument.

Definition at line 89 of file InstrumentDirectory.h.

Byte reservedField1 ( ) const

inline

Reserved for future use.

Definition at line 138 of file InstrumentDirectory.h.

Alpha reservedField2 ( ) const

inline

Reserved for future use.

Definition at line 145 of file InstrumentDirectory.h.

Alpha reservedField3 ( ) const

inline

Reserved for future use.

Definition at line 159 of file InstrumentDirectory.h.

Price reservedField4 ( ) const

inline

Reserved for future use.

Definition at line 173 of file InstrumentDirectory.h.

Price reservedField5 ( ) const

inline

Reserved for future use.

Definition at line 180 of file InstrumentDirectory.h.

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 68 of file InstrumentDirectory.h.

Price staticCircuitBreakerTolerances ( ) const

inline

Static Circuit Breaker Tolerance (%) of the instrument.

Definition at line 103 of file InstrumentDirectory.h.

Alpha tickID ( ) const

inline

The tick structure applicable for the instrument.

Definition at line 82 of file InstrumentDirectory.h.

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file InstrumentDirectory.h.

Alpha underlyingInstrumentID ( ) const

inline

Venue specified instrument ID of the underlying.

Definition at line 124 of file InstrumentDirectory.h.

Alpha underlyingISINCode ( ) const

inline

Underlying ISIN code.

Definition at line 117 of file InstrumentDirectory.h.

static void validateSize ( MessageSize  size )

inlinestatic

Check the given size.

Definition at line 190 of file InstrumentDirectory.h.

Alpha venueInstrumentID ( ) const

inline

Instrument identifier used by the source venue.

Definition at line 75 of file InstrumentDirectory.h.

Member Data Documentation

ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 141

static

Total message size.

Definition at line 187 of file InstrumentDirectory.h.

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

• include/OnixS/EuroTLX/MarketData/GTP/Messages/InstrumentDirectory.h