OnixS Xetra MDI Market Data Handler for C++  1.0.0.0
Public Types | Public Attributes | List of all members
InstrumentDescription Struct Reference

Public Types

typedef std::vector< InstrumentDescriptionCollection
 Collection.
 

Public Attributes

std::string name
 The description of a tradable instrument. This is commonly known as the ‘Long Name’.
 
std::string isin
 The International Security Identification Number (ISIN)
 
SecurityId isix
 Instrument ID, unique identifier across the corresponding back end environment.
 
std::string wkn
 The German national identification for cash market instruments.
 
std::string group
 Description of Instrument Group.
 
std::string maximumSpread
 Spread for Quote Entries.
 
std::string minimumQuoteSize
 Minimum Quote Size.
 
std::string maximumSurplus
 Maximum surplus quantity which can be accepted by a member in the Designated Sponsor order book balancing phase.
 
std::string roundLot
 The quantity, in number of units for an instrument, which applies for a round lot.
 
std::string minTradableUnit
 This field indicates the Minimum Tradable Unit for a given instrument.
 
std::string firstTradingDay
 First Trading Day.
 
std::string maturityDate
 Maturity Date.
 
std::string lastTradingDay
 The last date when an instrument may be traded (e.g. orders may be entered and trades executed).
 
std::string currency
 Abbreviation for the currency the instrument is traded via Xetra (ISO 4217).
 
std::string instrumentType
 Instrument Type: Equity, Bond, Warrant or Basis.
 
std::string tickSize
 A tick size represents a limit price/range step. Twenty different tick sizes are possible for an instrument.
 
std::string upperPriceLimitMax
 Maximum price for that instrument. Upper Price Limit Max represents a limit range for which a tick size applies.
 
std::string interestRate
 Coupon Rate.
 
UInt32 mdiPort
 Xetra Market Data Interface: port number used for inside market stream.
 
UInt32 mdiMarketDepth
 Xetra Market Data Interface: Market Depth.
 
std::string mdiInsideMarketAddressA
 Multicast address of the Market Data stream (service class: A).
 
std::string mdiInsideMarketAddressB
 Multicast address of the Market Data stream (service class: B).