#include <OnixS/FenicsUST/MarketData/Bimp/Messages/InstrumentDirectory.h>

Public Member Functions
Integer4	instrumentLocate () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	timestamp () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	instrumentId () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	legacySymbol () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	symbolSuffix () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	description () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	industryIdentifier () const ONIXS_FENICSUST_BIMP_NOTHROW

IndustryIdentifierType::Enum	industryIdentifierType () const ONIXS_FENICSUST_BIMP_NOTHROW

InstrumentType::Enum	instrumentType () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	instrumentSubType () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	currency () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	minimumOrderSize () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	maximumOrderSize () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	roundLotSize () const ONIXS_FENICSUST_BIMP_NOTHROW

PriceType::Enum	priceType () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	decimalPriceTick () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	fractionalPriceTick () const ONIXS_FENICSUST_BIMP_NOTHROW

MatchAlgorithm::Enum	matchAlgorithm () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer4	legOneInstrumentLocate () const ONIXS_FENICSUST_BIMP_NOTHROW

Side::Enum	legOneSide () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer4	legTwoInstrumentLocate () const ONIXS_FENICSUST_BIMP_NOTHROW

Side::Enum	legTwoSide () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer4	legThreeInstrumentLocate () const ONIXS_FENICSUST_BIMP_NOTHROW

Side::Enum	legThreeSide () const ONIXS_FENICSUST_BIMP_NOTHROW

Authenticity::Enum	authenticity () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	enhancedSymbol () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	issueDate () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	maturityDate () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	settlementDate () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	interestAccrualDate () const ONIXS_FENICSUST_BIMP_NOTHROW

BlockTierId::Enum	blockTierId () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	couponRate () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	mIC () const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	cFIcode () const ONIXS_FENICSUST_BIMP_NOTHROW

YesOrNo::Enum	illiquidInstrument () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	thresholdLIS () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	sizeThresholdSSTI () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	priceMultiplier () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	legTwoRatioQty () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	legOneRatioQty () const ONIXS_FENICSUST_BIMP_NOTHROW

Integer8	maximumDirectedStreamingMultiplier () const ONIXS_FENICSUST_BIMP_NOTHROW

bool	minimumIcebergOrderSize (Integer8 &value) const ONIXS_FENICSUST_BIMP_NOTHROW

bool	tradeDate (Integer4 &value) const ONIXS_FENICSUST_BIMP_NOTHROW

	InstrumentDirectoryMsg (const void *data, MessageSize size) ONIXS_FENICSUST_BIMP_NOTHROW

Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_FENICSUST_BIMP_NOTHROW

	BinaryMessage (const void *data, MessageSize size) ONIXS_FENICSUST_BIMP_NOTHROW

	BinaryMessage (const BinaryMessage &other) ONIXS_FENICSUST_BIMP_NOTHROW

ONIXS_FENICSUST_BIMP_EXPLICIT	operator bool () const ONIXS_FENICSUST_BIMP_NOTHROW

const void *	binary () const ONIXS_FENICSUST_BIMP_NOTHROW

MessageSize	binarySize () const ONIXS_FENICSUST_BIMP_NOTHROW

BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_FENICSUST_BIMP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 301

static ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize	minMessageSize_ = 289

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize

Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
const SubMessage	submessage (MessageSizeoffset, MessageSizesize) const ONIXS_FENICSUST_BIMP_NOTHROW

FieldValue	ordinary (MessageSizeoffset) const ONIXS_FENICSUST_BIMP_NOTHROW

const FieldValue &	ordinaryRef (MessageSizeoffset) const ONIXS_FENICSUST_BIMP_NOTHROW

Enumeration::Enum	enumeration (MessageSizeoffset) const ONIXS_FENICSUST_BIMP_NOTHROW

StrRef	fixedStr (MessageSizeoffset) const ONIXS_FENICSUST_BIMP_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 364 of file InstrumentDirectory.h.

Member Function Documentation

Authenticity::Enum authenticity ( ) const

inline

Authenticity.

Definition at line 210 of file InstrumentDirectory.h.

BlockTierId::Enum blockTierId ( ) const

inline

Block tier identifier in increasing order sizes.

Definition at line 252 of file InstrumentDirectory.h.

StrRef cFIcode ( ) const

inline

CFI code.

Definition at line 273 of file InstrumentDirectory.h.

Integer8 couponRate ( ) const

inline

The coupon rate scaled as per a price field.

Definition at line 259 of file InstrumentDirectory.h.

StrRef currency ( ) const

inline

ISO currency code.

Definition at line 111 of file InstrumentDirectory.h.

Integer8 decimalPriceTick ( ) const

inline

The minimum decimal price increment scaled as per a price field.

Definition at line 147 of file InstrumentDirectory.h.

StrRef description ( ) const

inline

Instrument description.

Definition at line 76 of file InstrumentDirectory.h.

StrRef enhancedSymbol ( ) const

inline

Instrument Symbol (supersedes the Legacy Symbol above)

Definition at line 217 of file InstrumentDirectory.h.

Integer8 fractionalPriceTick ( ) const

inline

The minimum fractional price increment, expressed as a decimal and scaled as per a price field.

Definition at line 154 of file InstrumentDirectory.h.

YesOrNo::Enum illiquidInstrument ( ) const

inline

Illiquid Instrument.

Definition at line 280 of file InstrumentDirectory.h.

StrRef industryIdentifier ( ) const

inline

Instrument CUSIP / ISIN if applicable.

Definition at line 83 of file InstrumentDirectory.h.

IndustryIdentifierType::Enum industryIdentifierType ( ) const

inline

Type of the content of the Industry Identifier.

Definition at line 90 of file InstrumentDirectory.h.

Integer8 instrumentId ( ) const

inline

The unique numeric instrument identification number, used as the primary identifier for order management via the BOP protocol.

Definition at line 55 of file InstrumentDirectory.h.

Integer4 instrumentLocate ( ) const

inline

Instrument locate code assigned to the security for the day.

Definition at line 39 of file InstrumentDirectory.h.

StrRef instrumentSubType ( ) const

inline

Instrument Sub Type.

Definition at line 104 of file InstrumentDirectory.h.

InstrumentType::Enum instrumentType ( ) const

inline

Instrument Type.

Definition at line 97 of file InstrumentDirectory.h.

StrRef interestAccrualDate ( ) const

inline

Accrual Date (YYYYMMDD)

Definition at line 245 of file InstrumentDirectory.h.

StrRef issueDate ( ) const

inline

Issue Date (YYYYMMDD)

Definition at line 224 of file InstrumentDirectory.h.

StrRef legacySymbol ( ) const

inline

Legacy Instrument Symbol. Deprecated but provided for backward compatibility.

Definition at line 62 of file InstrumentDirectory.h.

Integer4 legOneInstrumentLocate ( ) const

inline

The instrument locate code for the first leg of a multi-leg instrument.

Definition at line 168 of file InstrumentDirectory.h.

Integer8 legOneRatioQty ( ) const

inline

The ratio of quantity for the leg one instrument relative to the entire multileg security.

Definition at line 315 of file InstrumentDirectory.h.

Side::Enum legOneSide ( ) const

inline

Leg One Side.

Definition at line 175 of file InstrumentDirectory.h.

Integer4 legThreeInstrumentLocate ( ) const

inline

The instrument locate code for the third leg of a multi-leg instrument.

Definition at line 196 of file InstrumentDirectory.h.

Side::Enum legThreeSide ( ) const

inline

Leg Three Side.

Definition at line 203 of file InstrumentDirectory.h.

Integer4 legTwoInstrumentLocate ( ) const

inline

The instrument locate code for the first leg of a multi-leg instrument.

Definition at line 182 of file InstrumentDirectory.h.

Integer8 legTwoRatioQty ( ) const

inline

The ratio of quantity for the leg two instrument relative to the entire multileg security.

Definition at line 308 of file InstrumentDirectory.h.

Side::Enum legTwoSide ( ) const

inline

Leg Two Side.

Definition at line 189 of file InstrumentDirectory.h.

MatchAlgorithm::Enum matchAlgorithm ( ) const

inline

Match Algorithm.

Definition at line 161 of file InstrumentDirectory.h.

StrRef maturityDate ( ) const

inline

Maturity Date (YYYYMMDD)

Definition at line 231 of file InstrumentDirectory.h.

Integer8 maximumDirectedStreamingMultiplier ( ) const

inline

Clients who are permitted to submit directed orders are limited in the quantity they can direct.

Definition at line 322 of file InstrumentDirectory.h.

Integer8 maximumOrderSize ( ) const

inline

The maximum quantity that can be used on an order. Applicable to Block Book instruments only.

Definition at line 126 of file InstrumentDirectory.h.

StrRef mIC ( ) const

inline

Market Identifier Code (MIC) (ISO 10383).

Definition at line 266 of file InstrumentDirectory.h.

bool minimumIcebergOrderSize ( Integer8 & value ) const

inline

The minimum quantity that can be used on an Iceberg order.

Definition at line 329 of file InstrumentDirectory.h.

Integer8 minimumOrderSize ( ) const

inline

The minimum quantity than can be used on an order. For Block Book instruments, this is applicable to aggressive orders.

Definition at line 119 of file InstrumentDirectory.h.

Integer8 priceMultiplier ( ) const

inline

The amount that price related fields are scaled to allow them to be expressed as integers.

Definition at line 301 of file InstrumentDirectory.h.

PriceType::Enum priceType ( ) const

inline

Price Type.

Definition at line 140 of file InstrumentDirectory.h.

Integer8 roundLotSize ( ) const

inline

Incremental order size.

Definition at line 133 of file InstrumentDirectory.h.

StrRef settlementDate ( ) const

inline

Settlement Date (YYYYMMDD)

Definition at line 238 of file InstrumentDirectory.h.

Integer8 sizeThresholdSSTI ( ) const

inline

Future use.

Definition at line 294 of file InstrumentDirectory.h.

StrRef symbolSuffix ( ) const

inline

Instrument Symbol Suffix.

Definition at line 69 of file InstrumentDirectory.h.

Integer8 thresholdLIS ( ) const

inline

MIFID II Large-in-Scale (LIS) threshold for pre-trade transparency.

Definition at line 287 of file InstrumentDirectory.h.

Integer8 timestamp ( ) const

inline

Timestamp for this message. Expressed as the number of nanoseconds since Unix Epoch (00:00:00 UTC on 1 January 1970).

Definition at line 47 of file InstrumentDirectory.h.

bool tradeDate ( Integer4 & value ) const

inline

Trade Date (YYYYMMDD)

Definition at line 340 of file InstrumentDirectory.h.

static void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 357 of file InstrumentDirectory.h.

Member Data Documentation

ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 301

static

Total message size.

Definition at line 351 of file InstrumentDirectory.h.

ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize minMessageSize_ = 289

static

Min message size.

Definition at line 354 of file InstrumentDirectory.h.

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

include/OnixS/FenicsUST/MarketData/Bimp/Messages/InstrumentDirectory.h

Public Member Functions

Static Public Member Functions

Static Public Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation