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EPAM B2BITS CME MDP Handler C++
5.4.2
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Instrument definition. More...
#include <B2BITS_CmeMdpInstrumentDefinition.h>
Public Member Functions | |
| InstrumentDefinition () | |
Public Attributes | |
| std::string | symbol_ |
| Instrument security symbol (e.g. ESZ5). More... | |
| InstrumentID | id_ |
| Instrument security ID. More... | |
| std::string | type_ |
| Instrument security type (e.g. FUT). More... | |
| std::string | subType_ |
| Instrument security subtype (e.g. EQ). More... | |
| std::string | group_ |
| Instrument group code (e.g. ES). More... | |
| std::string | asset_ |
| Instrument product code (e.g. ES). More... | |
| u32 | underlyingProduct_ |
| Instrument underlying product code. More... | |
| std::string | cfiCode_ |
| Instrument CFI code. More... | |
| char | userDefined_ |
| Indicates if user-defined instrument. More... | |
| std::string | currency_ |
| Instrument currency (e.g. USD). More... | |
| Decimal | displayFactor_ |
| Instrument display factor. More... | |
| MonthYear | maturityMonthYear_ |
| Instrument maturity month/year (e.g. 201507). More... | |
| Decimal | strikePrice_ |
| Instrument strike price. More... | |
| std::string | strikeCurrency_ |
| Instrument strike price currency. More... | |
| UTCTimestamp | activationTimestamp_ |
| Instrument activation timestamp. More... | |
| UTCTimestamp | expirationTimestamp_ |
| Instrument expiration timestamp. More... | |
| u32 | minTradeVol_ |
| Instrument minimal trading quantity allowed. More... | |
| u32 | maxTradeVol_ |
| Instrument maximal trading quantity allowed. More... | |
| Decimal | lowLimitPrice_ |
| Instrument lowest price allowed. More... | |
| Decimal | highLimitPrice_ |
| Instrument higest price allowed. More... | |
| Decimal | minPriceIncrement_ |
| Instrument miminal price increment allowed. More... | |
| std::string | exchange_ |
| Instrument exchange code. More... | |
| u32 | marketSegmentId_ |
| Instrument market segment ID. More... | |
| ChannelID | channelId_ |
| Instrument market data channel ID. More... | |
| u32 | directMarketDepth_ |
| Instrument outright market depth. More... | |
| u32 | impliedMarketDepth_ |
| Instrument implied market depth. More... | |
Instrument definition.
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inline |
| UTCTimestamp Cme::Mdp::InstrumentDefinition::activationTimestamp_ |
Instrument activation timestamp.
| std::string Cme::Mdp::InstrumentDefinition::asset_ |
Instrument product code (e.g. ES).
| std::string Cme::Mdp::InstrumentDefinition::cfiCode_ |
Instrument CFI code.
| ChannelID Cme::Mdp::InstrumentDefinition::channelId_ |
Instrument market data channel ID.
| std::string Cme::Mdp::InstrumentDefinition::currency_ |
Instrument currency (e.g. USD).
| u32 Cme::Mdp::InstrumentDefinition::directMarketDepth_ |
Instrument outright market depth.
| Decimal Cme::Mdp::InstrumentDefinition::displayFactor_ |
Instrument display factor.
| std::string Cme::Mdp::InstrumentDefinition::exchange_ |
Instrument exchange code.
| UTCTimestamp Cme::Mdp::InstrumentDefinition::expirationTimestamp_ |
Instrument expiration timestamp.
| std::string Cme::Mdp::InstrumentDefinition::group_ |
Instrument group code (e.g. ES).
| Decimal Cme::Mdp::InstrumentDefinition::highLimitPrice_ |
Instrument higest price allowed.
| InstrumentID Cme::Mdp::InstrumentDefinition::id_ |
Instrument security ID.
| u32 Cme::Mdp::InstrumentDefinition::impliedMarketDepth_ |
Instrument implied market depth.
| Decimal Cme::Mdp::InstrumentDefinition::lowLimitPrice_ |
Instrument lowest price allowed.
| u32 Cme::Mdp::InstrumentDefinition::marketSegmentId_ |
Instrument market segment ID.
| MonthYear Cme::Mdp::InstrumentDefinition::maturityMonthYear_ |
Instrument maturity month/year (e.g. 201507).
| u32 Cme::Mdp::InstrumentDefinition::maxTradeVol_ |
Instrument maximal trading quantity allowed.
| Decimal Cme::Mdp::InstrumentDefinition::minPriceIncrement_ |
Instrument miminal price increment allowed.
| u32 Cme::Mdp::InstrumentDefinition::minTradeVol_ |
Instrument minimal trading quantity allowed.
| std::string Cme::Mdp::InstrumentDefinition::strikeCurrency_ |
Instrument strike price currency.
| Decimal Cme::Mdp::InstrumentDefinition::strikePrice_ |
Instrument strike price.
| std::string Cme::Mdp::InstrumentDefinition::subType_ |
Instrument security subtype (e.g. EQ).
| std::string Cme::Mdp::InstrumentDefinition::symbol_ |
Instrument security symbol (e.g. ESZ5).
| std::string Cme::Mdp::InstrumentDefinition::type_ |
Instrument security type (e.g. FUT).
| u32 Cme::Mdp::InstrumentDefinition::underlyingProduct_ |
Instrument underlying product code.
| char Cme::Mdp::InstrumentDefinition::userDefined_ |
Indicates if user-defined instrument.
1.8.11
