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B2BITS CME MDP Handler API Reference
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Instrument definition.
#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... | |
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inline |
| std::string symbol_ |
| InstrumentID id_ |
| std::string type_ |
| std::string subType_ |
| std::string group_ |
| std::string asset_ |
| u32 underlyingProduct_ |
| std::string cfiCode_ |
| char userDefined_ |
| std::string currency_ |
| Decimal displayFactor_ |
| MonthYear maturityMonthYear_ |
| Decimal strikePrice_ |
| std::string strikeCurrency_ |
| UTCTimestamp activationTimestamp_ |
| UTCTimestamp expirationTimestamp_ |
| u32 minTradeVol_ |
| u32 maxTradeVol_ |
| Decimal lowLimitPrice_ |
| Decimal highLimitPrice_ |
| Decimal minPriceIncrement_ |
| std::string exchange_ |
| u32 marketSegmentId_ |
| ChannelID channelId_ |
| u32 directMarketDepth_ |
| u32 impliedMarketDepth_ |
1.8.6