UnderlyingInstrumentKeys Class Reference

Underlying instrument keys message Please note that: * The 'Underlying Instrument Keys' message will be the first messages sent during the day * There is no 'Underlying Summary' message attached to the 'Instrument keys' messages * They should be used to create strategies involving cash/equity legs. More...

List of all members.

Public Member Functions
	UnderlyingInstrumentKeys (const UnderlyingInstrumentKeys &)
	Copy constructor.
const UnderlyingInstrumentKeys &	operator= (const UnderlyingInstrumentKeys &rhs)
	Assignment operator.
	~UnderlyingInstrumentKeys ()
	Destructor.
const HighResolutionTime &	receivingTime () const
	Returns high-resolution time when message was received.
MessageType::Enum	type () const
	Message type in therm of MessageType enumeration (see Enums.h).
const MessageHeader &	header () const
	Access to the message header.
std::string	toString () const
	String representation.
ExchangeID::Enum	exchangeID () const
	Exchange on which the trade occurred.
const char *	groupInstrument () const
	Group of the instrument.
const char *	instrument () const
	Instrument.
const char *	instrumentExternalCode () const
	External identifier used by traders when entering an order.
Protected Attributes
Implementation *	impl

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Detailed Description

Underlying instrument keys message Please note that: * The 'Underlying Instrument Keys' message will be the first messages sent during the day * There is no 'Underlying Summary' message attached to the 'Instrument keys' messages * They should be used to create strategies involving cash/equity legs.

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Member Function Documentation

const HighResolutionTime& receivingTime

(

)

const [virtual]

Returns high-resolution time when message was received.

If the Handler is executed in live mode, returned value represents time when message was obtained from the network.

Implements Message.

std::string toString

(

)

const [virtual]

String representation.

Return value exposes parsing errors as long as those present in source message data.

Implements Message.

MessageType::Enum type

(

)

const [virtual]

Message type in therm of MessageType enumeration (see Enums.h).

Always has the same value: MessageType::UnderlyingInstrumentKeys. The same value is accessible through header().type() call.

Implements Message.