InstrumentDirectoryMsg 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
BitField	allowedBookTypes () const ONIXS_LSE_GTP_NOTHROW
SourceVenue::Enum	sourceVenue () const ONIXS_LSE_GTP_NOTHROW
Alpha	venueInstrumentID () const ONIXS_LSE_GTP_NOTHROW
Alpha	tickID () const ONIXS_LSE_GTP_NOTHROW
Price	dynamicCircuitBreakerTolerances () const ONIXS_LSE_GTP_NOTHROW
Price	staticCircuitBreakerTolerances () const ONIXS_LSE_GTP_NOTHROW
Alpha	segment () const ONIXS_LSE_GTP_NOTHROW
Alpha	securityExchange () const ONIXS_LSE_GTP_NOTHROW
Alpha	currency () const ONIXS_LSE_GTP_NOTHROW
Byte	partitionId () const ONIXS_LSE_GTP_NOTHROW
Price4	averageDailyTurnover () const ONIXS_LSE_GTP_NOTHROW
	InstrumentDirectoryMsg (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_ = 141

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 InstrumentDirectory.h.

Constructor & Destructor Documentation

InstrumentDirectoryMsg()

InstrumentDirectoryMsg ( const void * data, MessageSize size )

inline

Initializes instance over given memory block.

Definition at line 148 of file InstrumentDirectory.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 61 of file InstrumentDirectory.h.

averageDailyTurnover()

Price4 averageDailyTurnover ( ) const

inline

Average Daily Turnover as reported by the Source Venue. Applicable to TRADEcho only.

Definition at line 131 of file InstrumentDirectory.h.

currency()

Alpha currency ( ) const

inline

Currency code as per ISO 4217.

Definition at line 117 of file InstrumentDirectory.h.

dynamicCircuitBreakerTolerances()

Price dynamicCircuitBreakerTolerances ( ) const

inline

Dynamic Circuit Breaker Tolerance (%) of the instrument.

Definition at line 89 of file InstrumentDirectory.h.

instrument()

UInt64 instrument ( ) const

inline

GTP Instrument identifier.

Definition at line 46 of file InstrumentDirectory.h.

isin()

Alpha isin ( ) const

inline

ISIN code of the instrument.

Definition at line 53 of file InstrumentDirectory.h.

partitionId()

Byte partitionId ( ) const

inline

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

Definition at line 124 of file InstrumentDirectory.h.

securityExchange()

Alpha securityExchange ( ) const

inline

Not Applicable to LSE.

Definition at line 110 of file InstrumentDirectory.h.

segment()

Alpha segment ( ) const

inline

Segment the instrument is assigned to.

Definition at line 103 of file InstrumentDirectory.h.

sourceVenue()

SourceVenue::Enum sourceVenue ( ) const

inline

Venue from which market data is received for the instrument.

Definition at line 68 of file InstrumentDirectory.h.

staticCircuitBreakerTolerances()

Price staticCircuitBreakerTolerances ( ) const

inline

Static Circuit Breaker Tolerance (%) of the instrument.

Definition at line 96 of file InstrumentDirectory.h.

tickID()

Alpha tickID ( ) const

inline

The tick structure applicable for the instrument.

Definition at line 82 of file InstrumentDirectory.h.

timestamp()

UDT timestamp ( ) const

inline

Time the message was generated.

Definition at line 39 of file InstrumentDirectory.h.

validateSize()

void validateSize ( MessageSize size )

inlinestatic

Check the given size.

Definition at line 141 of file InstrumentDirectory.h.

venueInstrumentID()

Alpha venueInstrumentID ( ) const

inline

Instrument identifier used by the source venue.

Definition at line 75 of file InstrumentDirectory.h.

Member Data Documentation

messageSize_

ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 141

static

Total message size.

Definition at line 138 of file InstrumentDirectory.h.