OnixS C++ FMX UST BIMP Market Data Handler 1.2.0
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InstrumentDirectoryMsg Struct Reference

Public Member Functions

Integer4 instrumentLocate () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 timestamp () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 instrumentId () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef legacySymbol () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef symbolSuffix () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef description () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef industryIdentifier () const ONIXS_FMXUST_BIMP_NOTHROW
IndustryIdentifierType::Enum industryIdentifierType () const ONIXS_FMXUST_BIMP_NOTHROW
InstrumentType::Enum instrumentType () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef instrumentSubType () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef currency () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 minimumOrderSize () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 maximumOrderSize () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 roundLotSize () const ONIXS_FMXUST_BIMP_NOTHROW
PriceType::Enum priceType () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 decimalPriceTick () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 fractionalPriceTick () const ONIXS_FMXUST_BIMP_NOTHROW
MatchAlgorithm::Enum matchAlgorithm () const ONIXS_FMXUST_BIMP_NOTHROW
Integer4 legOneInstrumentLocate () const ONIXS_FMXUST_BIMP_NOTHROW
Side::Enum legOneSide () const ONIXS_FMXUST_BIMP_NOTHROW
Integer4 legTwoInstrumentLocate () const ONIXS_FMXUST_BIMP_NOTHROW
Side::Enum legTwoSide () const ONIXS_FMXUST_BIMP_NOTHROW
Integer4 legThreeInstrumentLocate () const ONIXS_FMXUST_BIMP_NOTHROW
Side::Enum legThreeSide () const ONIXS_FMXUST_BIMP_NOTHROW
Authenticity::Enum authenticity () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef enhancedSymbol () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef issueDate () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef maturityDate () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef settlementDate () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef interestAccrualDate () const ONIXS_FMXUST_BIMP_NOTHROW
BlockTierId::Enum blockTierId () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 couponRate () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef mIC () const ONIXS_FMXUST_BIMP_NOTHROW
StrRef cFIcode () const ONIXS_FMXUST_BIMP_NOTHROW
YesOrNo::Enum illiquidInstrument () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 thresholdLIS () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 sizeThresholdSSTI () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 priceMultiplier () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 legTwoRatioQty () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 legOneRatioQty () const ONIXS_FMXUST_BIMP_NOTHROW
Integer8 maximumDirectedStreamingMultiplier () const ONIXS_FMXUST_BIMP_NOTHROW
bool minimumIcebergOrderSize (Integer8 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool tradeDate (Integer4 &value) const ONIXS_FMXUST_BIMP_NOTHROW
 InstrumentDirectoryMsg (const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
Public Member Functions inherited from BinaryMessage
 BinaryMessage () ONIXS_FMXUST_BIMP_NOTHROW
 BinaryMessage (const void *data, MessageSize size) ONIXS_FMXUST_BIMP_NOTHROW
 BinaryMessage (const BinaryMessage &other) ONIXS_FMXUST_BIMP_NOTHROW
ONIXS_FMXUST_BIMP_EXPLICIT operator bool () const ONIXS_FMXUST_BIMP_NOTHROW
const void * binary () const ONIXS_FMXUST_BIMP_NOTHROW
MessageSize binarySize () const ONIXS_FMXUST_BIMP_NOTHROW
BinaryMessage & operator= (const BinaryMessage &other) ONIXS_FMXUST_BIMP_NOTHROW

Static Public Member Functions

static void validateSize (MessageSize size)

Static Public Attributes

static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 301
static ONIXS_FMXUST_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 (MessageSize offset, MessageSize size) const ONIXS_FMXUST_BIMP_NOTHROW
FieldValue ordinary (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
const FieldValue & ordinaryRef (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
Enumeration::Enum enumeration (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW
StrRef fixedStr (MessageSize offset) const ONIXS_FMXUST_BIMP_NOTHROW

Detailed Description

Definition at line 36 of file InstrumentDirectory.h.

Constructor & Destructor Documentation

◆ InstrumentDirectoryMsg()

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()

Authenticity::Enum authenticity ( ) const
inline

Authenticity.

Definition at line 210 of file InstrumentDirectory.h.

◆ blockTierId()

BlockTierId::Enum blockTierId ( ) const
inline

Block tier identifier in increasing order sizes.

Definition at line 252 of file InstrumentDirectory.h.

◆ cFIcode()

StrRef cFIcode ( ) const
inline

CFI code.

Definition at line 273 of file InstrumentDirectory.h.

◆ couponRate()

Integer8 couponRate ( ) const
inline

The coupon rate scaled as per a price field.

Definition at line 259 of file InstrumentDirectory.h.

◆ currency()

StrRef currency ( ) const
inline

ISO currency code.

Definition at line 111 of file InstrumentDirectory.h.

◆ decimalPriceTick()

Integer8 decimalPriceTick ( ) const
inline

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

Definition at line 147 of file InstrumentDirectory.h.

◆ description()

StrRef description ( ) const
inline

Instrument description.

Definition at line 76 of file InstrumentDirectory.h.

◆ enhancedSymbol()

StrRef enhancedSymbol ( ) const
inline

Instrument Symbol (supersedes the Legacy Symbol above)

Definition at line 217 of file InstrumentDirectory.h.

◆ fractionalPriceTick()

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.

◆ illiquidInstrument()

YesOrNo::Enum illiquidInstrument ( ) const
inline

Illiquid Instrument.

Definition at line 280 of file InstrumentDirectory.h.

◆ industryIdentifier()

StrRef industryIdentifier ( ) const
inline

Instrument CUSIP / ISIN if applicable.

Definition at line 83 of file InstrumentDirectory.h.

◆ industryIdentifierType()

IndustryIdentifierType::Enum industryIdentifierType ( ) const
inline

Type of the content of the Industry Identifier.

Definition at line 90 of file InstrumentDirectory.h.

◆ instrumentId()

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.

◆ instrumentLocate()

Integer4 instrumentLocate ( ) const
inline

Instrument locate code assigned to the security for the day.

Definition at line 39 of file InstrumentDirectory.h.

◆ instrumentSubType()

StrRef instrumentSubType ( ) const
inline

Instrument Sub Type.

Definition at line 104 of file InstrumentDirectory.h.

◆ instrumentType()

InstrumentType::Enum instrumentType ( ) const
inline

Instrument Type.

Definition at line 97 of file InstrumentDirectory.h.

◆ interestAccrualDate()

StrRef interestAccrualDate ( ) const
inline

Accrual Date (YYYYMMDD)

Definition at line 245 of file InstrumentDirectory.h.

◆ issueDate()

StrRef issueDate ( ) const
inline

Issue Date (YYYYMMDD)

Definition at line 224 of file InstrumentDirectory.h.

◆ legacySymbol()

StrRef legacySymbol ( ) const
inline

Legacy Instrument Symbol. Deprecated but provided for backward compatibility.

Definition at line 62 of file InstrumentDirectory.h.

◆ legOneInstrumentLocate()

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.

◆ legOneRatioQty()

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.

◆ legOneSide()

Side::Enum legOneSide ( ) const
inline

Leg One Side.

Definition at line 175 of file InstrumentDirectory.h.

◆ legThreeInstrumentLocate()

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.

◆ legThreeSide()

Side::Enum legThreeSide ( ) const
inline

Leg Three Side.

Definition at line 203 of file InstrumentDirectory.h.

◆ legTwoInstrumentLocate()

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.

◆ legTwoRatioQty()

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.

◆ legTwoSide()

Side::Enum legTwoSide ( ) const
inline

Leg Two Side.

Definition at line 189 of file InstrumentDirectory.h.

◆ matchAlgorithm()

MatchAlgorithm::Enum matchAlgorithm ( ) const
inline

Match Algorithm.

Definition at line 161 of file InstrumentDirectory.h.

◆ maturityDate()

StrRef maturityDate ( ) const
inline

Maturity Date (YYYYMMDD)

Definition at line 231 of file InstrumentDirectory.h.

◆ maximumDirectedStreamingMultiplier()

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.

◆ maximumOrderSize()

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.

◆ mIC()

StrRef mIC ( ) const
inline

Market Identifier Code (MIC) (ISO 10383).

Definition at line 266 of file InstrumentDirectory.h.

◆ minimumIcebergOrderSize()

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.

◆ minimumOrderSize()

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.

◆ priceMultiplier()

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()

PriceType::Enum priceType ( ) const
inline

Price Type.

Definition at line 140 of file InstrumentDirectory.h.

◆ roundLotSize()

Integer8 roundLotSize ( ) const
inline

Incremental order size.

Definition at line 133 of file InstrumentDirectory.h.

◆ settlementDate()

StrRef settlementDate ( ) const
inline

Settlement Date (YYYYMMDD)

Definition at line 238 of file InstrumentDirectory.h.

◆ sizeThresholdSSTI()

Integer8 sizeThresholdSSTI ( ) const
inline

Future use.

Definition at line 294 of file InstrumentDirectory.h.

◆ symbolSuffix()

StrRef symbolSuffix ( ) const
inline

Instrument Symbol Suffix.

Definition at line 69 of file InstrumentDirectory.h.

◆ thresholdLIS()

Integer8 thresholdLIS ( ) const
inline

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

Definition at line 287 of file InstrumentDirectory.h.

◆ timestamp()

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.

◆ tradeDate()

bool tradeDate ( Integer4 & value) const
inline

Trade Date (YYYYMMDD)

Definition at line 340 of file InstrumentDirectory.h.

◆ validateSize()

void validateSize ( MessageSize size)
inlinestatic

Check the given size.

Definition at line 357 of file InstrumentDirectory.h.

Member Data Documentation

◆ messageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 301
static

Total message size.

Definition at line 351 of file InstrumentDirectory.h.

◆ minMessageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize minMessageSize_ = 289
static

Min message size.

Definition at line 354 of file InstrumentDirectory.h.