OnixS C++ FMX UST BIMP Market Data Handler 1.4.1
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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
bool referencePrice (SignedInteger8 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool instrumentFlags (Integer4 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool legs (Integer1 &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool firstTrade (StrRef &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool lastTrade (StrRef &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool firstNotice (StrRef &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool lastNotice (StrRef &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool firstDelivery (StrRef &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool lastDelivery (StrRef &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool unitOfMeasure (StrRef &value) const ONIXS_FMXUST_BIMP_NOTHROW
bool unitOfMeasureQty (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_ = 376
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 493 of file InstrumentDirectory.h.

Member Function Documentation

◆ authenticity()

Authenticity::Enum authenticity ( ) const
inline

Authenticity.

Definition at line 209 of file InstrumentDirectory.h.

◆ blockTierId()

BlockTierId::Enum blockTierId ( ) const
inline

Block tier identifier in increasing order sizes.

Definition at line 251 of file InstrumentDirectory.h.

◆ cFIcode()

StrRef cFIcode ( ) const
inline

CFI code.

Definition at line 272 of file InstrumentDirectory.h.

◆ couponRate()

Integer8 couponRate ( ) const
inline

The coupon rate scaled as per a price field.

Definition at line 258 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 146 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 216 of file InstrumentDirectory.h.

◆ firstDelivery()

bool firstDelivery ( StrRef & value) const
inline

First date of the delivery period for the underlying security of the futures contract (YYYYMMDD). Applicable to UST Futures only.

Definition at line 435 of file InstrumentDirectory.h.

◆ firstNotice()

bool firstNotice ( StrRef & value) const
inline

First notice date of the intention to deliver for the underlying security of the futures contract (YYYYMMDD). Applicable to UST Futures only.

Definition at line 411 of file InstrumentDirectory.h.

◆ firstTrade()

bool firstTrade ( StrRef & value) const
inline

First trading date of the futures contract (YYYYMMDD). Applicable to Futures.

Definition at line 388 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 153 of file InstrumentDirectory.h.

◆ illiquidInstrument()

YesOrNo::Enum illiquidInstrument ( ) const
inline

Illiquid Instrument.

Definition at line 279 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.

◆ instrumentFlags()

bool instrumentFlags ( Integer4 & value) const
inline

Bitmask: 0x01 means Sweep-enabled, i.e. the instrument is included in the sweep and is eligible for Sweep orders. Applicable to UST.

Definition at line 365 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 244 of file InstrumentDirectory.h.

◆ issueDate()

StrRef issueDate ( ) const
inline

Issue Date (YYYYMMDD)

Definition at line 223 of file InstrumentDirectory.h.

◆ lastDelivery()

bool lastDelivery ( StrRef & value) const
inline

Last date of the delivery period for the underlying security of the futures contract (YYYYMMDD). Applicable to UST Futures only.

Definition at line 447 of file InstrumentDirectory.h.

◆ lastNotice()

bool lastNotice ( StrRef & value) const
inline

Last notice date of the intention to deliver for the underlying security of the futures contract (YYYYMMDD). Applicable to UST Futures only.

Definition at line 423 of file InstrumentDirectory.h.

◆ lastTrade()

bool lastTrade ( StrRef & value) const
inline

Last trading date of the futures contract (YYYYMMDD). Applicable to Futures.

Definition at line 399 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 167 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 316 of file InstrumentDirectory.h.

◆ legOneSide()

Side::Enum legOneSide ( ) const
inline

Leg One Side.

Definition at line 174 of file InstrumentDirectory.h.

◆ legs()

bool legs ( Integer1 & value) const
inline

Total number of legs for a multi-leg instrument. If greater than two, the details are in the Instrument Leg message. Applicable to Futures.

Definition at line 377 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 195 of file InstrumentDirectory.h.

◆ legThreeSide()

Side::Enum legThreeSide ( ) const
inline

Leg Three Side.

Definition at line 202 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 181 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 309 of file InstrumentDirectory.h.

◆ legTwoSide()

Side::Enum legTwoSide ( ) const
inline

Leg Two Side.

Definition at line 188 of file InstrumentDirectory.h.

◆ matchAlgorithm()

MatchAlgorithm::Enum matchAlgorithm ( ) const
inline

Match Algorithm.

Definition at line 160 of file InstrumentDirectory.h.

◆ maturityDate()

StrRef maturityDate ( ) const
inline

Maturity Date (YYYYMMDD)

Definition at line 230 of file InstrumentDirectory.h.

◆ maximumDirectedStreamingMultiplier()

Integer8 maximumDirectedStreamingMultiplier ( ) const
inline

Reserved for future use. Clients who are permitted to submit directed orders are limited in the quantity they can direct, scaled by 1000000.

Definition at line 324 of file InstrumentDirectory.h.

◆ maximumOrderSize()

Integer8 maximumOrderSize ( ) const
inline

Reserved for future use. Value is set to zero.

Definition at line 125 of file InstrumentDirectory.h.

◆ mIC()

StrRef mIC ( ) const
inline

Market Identifier Code (MIC) (ISO 10383).

Definition at line 265 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 331 of file InstrumentDirectory.h.

◆ minimumOrderSize()

Integer8 minimumOrderSize ( ) const
inline

The minimum quantity that can be used on an order.

Definition at line 118 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 302 of file InstrumentDirectory.h.

◆ priceType()

PriceType::Enum priceType ( ) const
inline

Price Type.

Definition at line 139 of file InstrumentDirectory.h.

◆ referencePrice()

bool referencePrice ( SignedInteger8 & value) const
inline

For Swap Box instruments, the benchmark reference price. Applicable to UST.

Definition at line 353 of file InstrumentDirectory.h.

◆ roundLotSize()

Integer8 roundLotSize ( ) const
inline

Incremental order size.

Definition at line 132 of file InstrumentDirectory.h.

◆ settlementDate()

StrRef settlementDate ( ) const
inline

Settlement Date (YYYYMMDD)

Definition at line 237 of file InstrumentDirectory.h.

◆ sizeThresholdSSTI()

Integer8 sizeThresholdSSTI ( ) const
inline

Reserved for future use, filled with zeros. MIFID II Size Specific to the Instrument (SSTI) threshold for pre-trade transparency.

Definition at line 295 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

Reserved for future use, filled with zeros. 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). The date this instrument data is valid.

Definition at line 342 of file InstrumentDirectory.h.

◆ unitOfMeasure()

bool unitOfMeasure ( StrRef & value) const
inline

Unit of measure for the futures contract. Applicable to Futures.

Definition at line 458 of file InstrumentDirectory.h.

◆ unitOfMeasureQty()

bool unitOfMeasureQty ( Integer4 & value) const
inline

Underlying security quantity per unit of measure. Applicable to Futures.

Definition at line 469 of file InstrumentDirectory.h.

◆ validateSize()

void validateSize ( MessageSize size)
inlinestatic

Check the given size.

Definition at line 486 of file InstrumentDirectory.h.

Member Data Documentation

◆ messageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 376
static

Total message size.

Definition at line 480 of file InstrumentDirectory.h.

◆ minMessageSize_

ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize minMessageSize_ = 289
static

Min message size.

Definition at line 483 of file InstrumentDirectory.h.