Cme::Mdp::InstrumentDefinition Struct Reference

Instrument definition. More...

#include <B2BITS_CmeMdpInstrumentDefinition.h>

Collaboration diagram for Cme::Mdp::InstrumentDefinition:

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...

Detailed Description

Instrument definition.

Constructor & Destructor Documentation

Cme::Mdp::InstrumentDefinition::InstrumentDefinition ( )

inline

Member Data Documentation

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.