InstrumentDirectoryEquitiesMsg Struct Reference

Public Member Functions
UDT	timestamp () const ONIXS_LSE_GTP_NOTHROW
UInt64	instrument () const ONIXS_LSE_GTP_NOTHROW
Alpha	isin () const ONIXS_LSE_GTP_NOTHROW
Alpha	sedol () const ONIXS_LSE_GTP_NOTHROW
BitField	allowedBookTypes () const ONIXS_LSE_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_LSE_GTP_NOTHROW
Alpha	venueInstrumentID () const ONIXS_LSE_GTP_NOTHROW
Alpha	segment () const ONIXS_LSE_GTP_NOTHROW
Alpha	currency () const ONIXS_LSE_GTP_NOTHROW
Alpha	tickID () const ONIXS_LSE_GTP_NOTHROW
Price	previousDaysClosingPrice () const ONIXS_LSE_GTP_NOTHROW
Price	dynamicCircuitBreakerTolerances () const ONIXS_LSE_GTP_NOTHROW
Price	staticCircuitBreakerTolerances () const ONIXS_LSE_GTP_NOTHROW
Date	listingStartDate () const ONIXS_LSE_GTP_NOTHROW
Date	listingEndDate () const ONIXS_LSE_GTP_NOTHROW
Size	minimumLotMinimumExecutionSize () const ONIXS_LSE_GTP_NOTHROW
Price	lastPriceInPrecedingSession () const ONIXS_LSE_GTP_NOTHROW
Date	lastPriceInPrecedingSessionDate () const ONIXS_LSE_GTP_NOTHROW
Alpha	exMarkerCode () const ONIXS_LSE_GTP_NOTHROW
UInt8	securityType () const ONIXS_LSE_GTP_NOTHROW
Alpha	countryOfRegister () const ONIXS_LSE_GTP_NOTHROW
Size	exchangeMarketSize () const ONIXS_LSE_GTP_NOTHROW
Size	minimumPeakSizeMultiplier () const ONIXS_LSE_GTP_NOTHROW
Price	securityMaximumSpread () const ONIXS_LSE_GTP_NOTHROW
ClearingType::Enum	clearingType () const ONIXS_LSE_GTP_NOTHROW
Price	strikePrice () const ONIXS_LSE_GTP_NOTHROW
Alpha	securityExchange () const ONIXS_LSE_GTP_NOTHROW
Byte	partitionId () const ONIXS_LSE_GTP_NOTHROW
Alpha	symbol () const ONIXS_LSE_GTP_NOTHROW
Alpha	description () const ONIXS_LSE_GTP_NOTHROW
	InstrumentDirectoryEquitiesMsg (const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
Public Member Functions inherited from BinaryMessage
	BinaryMessage () ONIXS_LSE_GTP_NOTHROW
	BinaryMessage (const void *data, MessageSize size) ONIXS_LSE_GTP_NOTHROW
	BinaryMessage (const BinaryMessage &other) ONIXS_LSE_GTP_NOTHROW
ONIXS_LSE_GTP_EXPLICIT	operator bool () const ONIXS_LSE_GTP_NOTHROW
const void *	binary () const ONIXS_LSE_GTP_NOTHROW
MessageSize	binarySize () const ONIXS_LSE_GTP_NOTHROW
BinaryMessage &	operator= (const BinaryMessage &other) ONIXS_LSE_GTP_NOTHROW

Static Public Member Functions
static void	validateSize (MessageSize size)

Static Public Attributes
static ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize	messageSize_ = 313

Additional Inherited Members
Public Types inherited from BinaryMessage
typedef MessageSize	BinarySize
Protected Member Functions inherited from BinaryFields< BinaryMessage, MessageSize >
FieldValue	ordinary (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
const FieldValue &	ordinaryRef (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
Enumeration::Enum	enumeration (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW
StrRef	fixedStr (MessageSize offset) const ONIXS_LSE_GTP_NOTHROW

Detailed Description

Definition at line 36 of file InstrumentDirectoryEquities.h.

Constructor & Destructor Documentation

InstrumentDirectoryEquitiesMsg()

InstrumentDirectoryEquitiesMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 262 of file InstrumentDirectoryEquities.h.

Member Function Documentation

allowedBookTypes()

BitField allowedBookTypes ( ) const

inline

Defines the order-book types that are allowed for the instrument. Each designated bit represents a book type.

Definition at line 68 of file InstrumentDirectoryEquities.h.

clearingType()

ClearingType::Enum clearingType ( ) const

inline

Indicates the settlement mode of the security.

Definition at line 210 of file InstrumentDirectoryEquities.h.

countryOfRegister()

Alpha countryOfRegister ( ) const

inline

Country of Register.

Definition at line 180 of file InstrumentDirectoryEquities.h.

currency()

Alpha currency ( ) const

inline

Currency code as per ISO 4217.

Definition at line 96 of file InstrumentDirectoryEquities.h.

description()

Alpha description ( ) const

inline

Description of the instrument.

Definition at line 245 of file InstrumentDirectoryEquities.h.

dynamicCircuitBreakerTolerances()

Price dynamicCircuitBreakerTolerances ( ) const

inline

Dynamic Circuit Breaker Tolerance (%) of the instrument.

Definition at line 117 of file InstrumentDirectoryEquities.h.

exchangeMarketSize()

Size exchangeMarketSize ( ) const

inline

The Exchange Market Size (EMS) is set to show the minimum size a market maker must quote in an individual security for all executable and non executable quotes.

Definition at line 188 of file InstrumentDirectoryEquities.h.

exMarkerCode()

Alpha exMarkerCode ( ) const

inline

The value of an Ex-Marker pertaining to a tradable instrument.

Definition at line 166 of file InstrumentDirectoryEquities.h.

instrument()

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 46 of file InstrumentDirectoryEquities.h.

isin()

Alpha isin ( ) const

inline

ISIN code of the instrument.

Definition at line 53 of file InstrumentDirectoryEquities.h.

lastPriceInPrecedingSession()

Price lastPriceInPrecedingSession ( ) const

inline

Last execution price in a session prior to the current trading day.

Definition at line 152 of file InstrumentDirectoryEquities.h.

lastPriceInPrecedingSessionDate()

Date lastPriceInPrecedingSessionDate ( ) const

inline

Last execution date in a session prior to current trading day.

Definition at line 159 of file InstrumentDirectoryEquities.h.

listingEndDate()

Date listingEndDate ( ) const

inline

Listing end date of the instrument.

Definition at line 138 of file InstrumentDirectoryEquities.h.

listingStartDate()

Date listingStartDate ( ) const

inline

Listing start date of the instrument.

Definition at line 131 of file InstrumentDirectoryEquities.h.

minimumLotMinimumExecutionSize()

Size minimumLotMinimumExecutionSize ( ) const

inline

Indicates the minimum quantity/nominal value tradable on the market for a security.

Definition at line 145 of file InstrumentDirectoryEquities.h.

minimumPeakSizeMultiplier()

Size minimumPeakSizeMultiplier ( ) const

inline

Used to specify the minimum size of an iceberg peak for an instrument in conjunction with EMS.

Definition at line 195 of file InstrumentDirectoryEquities.h.

partitionId()

Byte partitionId ( ) const

inline

Trading System's partition in which the instrument is traded.

Definition at line 231 of file InstrumentDirectoryEquities.h.

previousDaysClosingPrice()

Price previousDaysClosingPrice ( ) const

inline

Closing price reported for the previous trading day.

Definition at line 110 of file InstrumentDirectoryEquities.h.

securityExchange()

Alpha securityExchange ( ) const

inline

Not Applicable to LSE.

Definition at line 224 of file InstrumentDirectoryEquities.h.

securityMaximumSpread()

Price securityMaximumSpread ( ) const

inline

This field informs Participants of the maximum spread allowable for an instrument when submitting quote messages, calculated as a percentage of mid-price.

Definition at line 203 of file InstrumentDirectoryEquities.h.

securityType()

UInt8 securityType ( ) const

inline

Type of security.

Definition at line 173 of file InstrumentDirectoryEquities.h.

sedol()

Alpha sedol ( ) const

inline

SEDOL code of the instrument.

Definition at line 60 of file InstrumentDirectoryEquities.h.

segment()

Alpha segment ( ) const

inline

Segment the instrument is assigned to.

Definition at line 89 of file InstrumentDirectoryEquities.h.

sourceVenue()

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 75 of file InstrumentDirectoryEquities.h.

staticCircuitBreakerTolerances()

Price staticCircuitBreakerTolerances ( ) const

inline

Static Circuit Breaker Tolerance (%) of the instrument.

Definition at line 124 of file InstrumentDirectoryEquities.h.

strikePrice()

Price strikePrice ( ) const

inline

Strike Price (exercise price for warrants).

Definition at line 217 of file InstrumentDirectoryEquities.h.

symbol()

Alpha symbol ( ) const

inline

Symbol of the instrument.

Definition at line 238 of file InstrumentDirectoryEquities.h.

tickID()

Alpha tickID ( ) const

inline

The tick structure applicable for the instrument.

Definition at line 103 of file InstrumentDirectoryEquities.h.

timestamp()

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file InstrumentDirectoryEquities.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 255 of file InstrumentDirectoryEquities.h.

venueInstrumentID()

Alpha venueInstrumentID ( ) const

inline

Instrument identifier used by the source venue.

Definition at line 82 of file InstrumentDirectoryEquities.h.

Member Data Documentation

messageSize_

ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 313

static

Total message size.

Definition at line 252 of file InstrumentDirectoryEquities.h.