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B2BITS CME MDP Handler API Reference
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#include <B2BITS_CmeMdpMessages.h>
Inheritance diagram for MDInstrumentDefinitionSpread29::Content:Additional Inherited Members | |
Public Types inherited from MessageHeader | |
| typedef uint16_t | BlockLength |
| typedef uint16_t | TemplateId |
| typedef uint16_t | SchemaId |
| typedef uint16_t | Version |
Public Member Functions inherited from MessageHeader | |
| uint16_t | getMessageSize () const |
| BlockLength | getBlockLength () const |
| TemplateId | getTemplateId () const |
| SchemaId | getSchemaId () const |
| Version | getVersion () const |
| MatchEventIndicatorSet MatchEventIndicator_ |
| UInt32NULL TotNumReports_ |
| SecurityUpdateAction SecurityUpdateAction_ |
| UInt64 LastUpdateTime_ |
| SecurityTradingStatus MDSecurityTradingStatus_ |
| Int16 ApplID_ |
| UInt8 MarketSegmentID_ |
| UInt8NULL UnderlyingProduct_ |
| SecurityExchange SecurityExchange_ |
| SecurityGroup SecurityGroup_ |
| Asset Asset_ |
| Symbol Symbol_ |
| Int32 SecurityID_ |
| SecurityType SecurityType_ |
| CFICode CFICode_ |
| MaturityMonthYear MaturityMonthYear_ |
| Currency Currency_ |
| SecuritySubType SecuritySubType_ |
| UserDefinedInstrument UserDefinedInstrument_ |
| CHAR MatchAlgorithm_ |
| UInt32 MinTradeVol_ |
| UInt32 MaxTradeVol_ |
| PRICE MinPriceIncrement_ |
| FLOAT DisplayFactor_ |
| UInt8NULL PriceDisplayFormat_ |
| PRICENULL PriceRatio_ |
| Int8NULL TickRule_ |
| UnitOfMeasure UnitOfMeasure_ |
| PRICENULL TradingReferencePrice_ |
| SettlPriceTypeSet SettlPriceType_ |
| Int32NULL OpenInterestQty_ |
| Int32NULL ClearedVolume_ |
| PRICENULL HighLimitPrice_ |
| PRICENULL LowLimitPrice_ |
| PRICENULL MaxPriceVariation_ |
| UInt8NULL MainFraction_ |
| UInt8NULL SubFraction_ |
| LocalMktDate TradingReferenceDate_ |
1.8.6