Represents basic profile information about market instrument. More...

#include <InstrumentProfile.hpp>

Inheritance diagram for dxfcpp::InstrumentProfile:

Public Types
using	Ptr = std::shared_ptr<InstrumentProfile>
	The alias to a type of shared pointer to the InstrumentProfile object.

using	Unique = std::unique_ptr<InstrumentProfile>
	The alias to a type of unique pointer to the InstrumentProfile object.

Public Types inherited from dxfcpp::SharedEntity
using	Ptr = std::shared_ptr<SharedEntity>
	The alias to a type of shared pointer to the SharedEntity object.

Public Member Functions
void *	toGraal () const noexcept
	Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

	InstrumentProfile () noexcept=default
	Creates new instrument profile with default values.

const std::string &	getType () const &noexcept
	Returns type of instrument.

void	setType (const std::string &type) noexcept
	Changes type of instrument.

InstrumentProfile &	withType (const std::string &type) noexcept
	Changes type of instrument and returns the current instrument profile.

InstrumentProfile::Ptr	withTypeShared (const std::string &type) noexcept
	Changes type of instrument and returns a shared pointer to the current instrument profile.

const std::string &	getSymbol () const &noexcept
	Returns identifier of instrument, preferable an international one in Latin alphabet.

void	setSymbol (const std::string &symbol) noexcept
	Changes identifier of instrument, preferable an international one in Latin alphabet.

InstrumentProfile &	withSymbol (const std::string &symbol) noexcept
	Changes identifier of instrument, preferable an international one in Latin alphabet.

InstrumentProfile::Ptr	withSymbolShared (const std::string &symbol) noexcept
	Changes identifier of instrument, preferable an international one in Latin alphabet.

const std::string &	getDescription () const &noexcept
	Returns the description of instrument, preferable an international one in Latin alphabet.

void	setDescription (const std::string &description) noexcept
	Changes description of instrument, preferable an international one in Latin alphabet.

InstrumentProfile &	withDescription (const std::string &description) noexcept
	Changes description of instrument, preferable an international one in Latin alphabet.

InstrumentProfile::Ptr	withDescriptionShared (const std::string &description) noexcept
	Changes description of instrument, preferable an international one in Latin alphabet.

const std::string &	getLocalSymbol () const &noexcept
	Returns identifier of instrument in national language.

void	setLocalSymbol (const std::string &localSymbol) noexcept
	Changes identifier of instrument in national language.

InstrumentProfile &	withLocalSymbol (const std::string &localSymbol) noexcept
	Changes identifier of instrument in national language.

InstrumentProfile::Ptr	withLocalSymbolShared (const std::string &localSymbol) noexcept
	Changes identifier of instrument in national language.

const std::string &	getLocalDescription () const &noexcept
	Returns description of instrument in national language.

void	setLocalDescription (const std::string &localDescription) noexcept
	Changes description of instrument in national language.

InstrumentProfile &	withLocalDescription (const std::string &localDescription) noexcept
	Changes description of instrument in national language.

InstrumentProfile::Ptr	withLocalDescriptionShared (const std::string &localDescription) noexcept
	Changes description of instrument in national language.

const std::string &	getCountry () const &noexcept
	Returns country of origin (incorporation) of corresponding company or parent entity.

void	setCountry (const std::string &country) noexcept
	Changes country of origin (incorporation) of corresponding company or parent entity.

InstrumentProfile &	withCountry (const std::string &country) noexcept
	Changes country of origin (incorporation) of corresponding company or parent entity.

InstrumentProfile::Ptr	withCountryShared (const std::string &country) noexcept
	Changes country of origin (incorporation) of corresponding company or parent entity.

const std::string &	getOPOL () const &noexcept
	Returns official Place Of Listing, the organization that have listed this instrument.

void	setOPOL (const std::string &opol) noexcept
	Changes official Place Of Listing, the organization that have listed this instrument.

InstrumentProfile &	withOPOL (const std::string &opol) noexcept
	Changes official Place Of Listing, the organization that have listed this instrument.

InstrumentProfile::Ptr	withOPOLShared (const std::string &opol) noexcept
	Changes official Place Of Listing, the organization that have listed this instrument.

const std::string &	getExchangeData () const &noexcept
	Returns exchange-specific data required to properly identify instrument when communicating with exchange.

void	setExchangeData (const std::string &exchangeData) noexcept
	Changes exchange-specific data required to properly identify instrument when communicating with exchange.

InstrumentProfile &	withExchangeData (const std::string &exchangeData) noexcept
	Changes exchange-specific data required to properly identify instrument when communicating with exchange.

InstrumentProfile::Ptr	withExchangeDataShared (const std::string &exchangeData) noexcept
	Changes exchange-specific data required to properly identify instrument when communicating with exchange.

const std::string &	getExchanges () const &noexcept
	Returns list of exchanges where instrument is quoted or traded.

void	setExchanges (const std::string &exchanges) noexcept
	Changes list of exchanges where instrument is quoted or traded.

InstrumentProfile &	withExchanges (const std::string &exchanges) noexcept
	Changes list of exchanges where instrument is quoted or traded.

InstrumentProfile::Ptr	withExchangesShared (const std::string &exchanges) noexcept
	Changes list of exchanges where instrument is quoted or traded.

const std::string &	getCurrency () const &noexcept
	Returns currency of quotation, pricing and trading.

void	setCurrency (const std::string &currency) noexcept
	Changes currency of quotation, pricing and trading.

InstrumentProfile &	withCurrency (const std::string &currency) noexcept
	Changes currency of quotation, pricing and trading.

InstrumentProfile::Ptr	withCurrencyShared (const std::string &currency) noexcept
	Changes currency of quotation, pricing and trading.

const std::string &	getBaseCurrency () const &noexcept
	Returns base currency of currency pair (FOREX instruments).

void	setBaseCurrency (const std::string &baseCurrency) noexcept
	Changes base currency of currency pair (FOREX instruments).

InstrumentProfile &	withBaseCurrency (const std::string &baseCurrency) noexcept
	Changes base currency of currency pair (FOREX instruments).

InstrumentProfile::Ptr	withBaseCurrencyShared (const std::string &baseCurrency) noexcept
	Changes base currency of currency pair (FOREX instruments).

const std::string &	getCFI () const &noexcept
	Returns Classification of Financial Instruments code.

void	setCFI (const std::string &cfi) noexcept
	Changes Classification of Financial Instruments code.

InstrumentProfile &	withCFI (const std::string &cfi) noexcept
	Changes Classification of Financial Instruments code.

InstrumentProfile::Ptr	withCFIShared (const std::string &cfi) noexcept
	Changes Classification of Financial Instruments code.

const std::string &	getISIN () const &noexcept
	Returns International Securities Identifying Number.

void	setISIN (const std::string &isin) noexcept
	Changes International Securities Identifying Number.

InstrumentProfile &	withISIN (const std::string &isin) noexcept
	Changes International Securities Identifying Number.

InstrumentProfile::Ptr	withISINShared (const std::string &isin) noexcept
	Changes International Securities Identifying Number.

const std::string &	getSEDOL () const &noexcept
	Returns Stock Exchange Daily Official List.

void	setSEDOL (const std::string &sedol) noexcept
	Changes Stock Exchange Daily Official List.

InstrumentProfile &	withSEDOL (const std::string &sedol) noexcept
	Changes Stock Exchange Daily Official List.

InstrumentProfile::Ptr	withSEDOLShared (const std::string &sedol) noexcept
	Changes Stock Exchange Daily Official List.

const std::string &	getCUSIP () const &noexcept
	Returns Committee on Uniform Security Identification Procedures code.

void	setCUSIP (const std::string &cusip) noexcept
	Changes Committee on Uniform Security Identification Procedures code.

InstrumentProfile &	withCUSIP (const std::string &cusip) noexcept
	Changes Committee on Uniform Security Identification Procedures code.

InstrumentProfile::Ptr	withCUSIPShared (const std::string &cusip) noexcept
	Changes Committee on Uniform Security Identification Procedures code.

std::int32_t	getICB () const noexcept
	Returns Industry Classification Benchmark.

void	setICB (std::int32_t icb) noexcept
	Changes Industry Classification Benchmark.

InstrumentProfile &	withICB (std::int32_t icb) noexcept
	Changes Industry Classification Benchmark.

InstrumentProfile::Ptr	withICBShared (std::int32_t icb) noexcept
	Changes Industry Classification Benchmark.

std::int32_t	getSIC () const noexcept
	Returns Standard Industrial Classification.

void	setSIC (std::int32_t sic) noexcept
	Changes Standard Industrial Classification.

InstrumentProfile &	withSIC (std::int32_t sic) noexcept
	Changes Standard Industrial Classification.

InstrumentProfile::Ptr	withSICShared (std::int32_t sic) noexcept
	Changes Standard Industrial Classification.

double	getMultiplier () const noexcept
	Returns market value multiplier.

void	setMultiplier (double multiplier) noexcept
	Changes market value multiplier.

InstrumentProfile &	withMultiplier (double multiplier) noexcept
	Changes market value multiplier.

InstrumentProfile::Ptr	withMultiplierShared (double multiplier) noexcept
	Changes market value multiplier.

const std::string &	getProduct () const &noexcept
	Returns product for futures and options on futures (underlying asset name).

void	setProduct (const std::string &product) noexcept
	Changes product for futures and options on futures (underlying asset name).

InstrumentProfile &	withProduct (const std::string &product) noexcept
	Changes product for futures and options on futures (underlying asset name).

InstrumentProfile::Ptr	withProductShared (const std::string &product) noexcept
	Changes product for futures and options on futures (underlying asset name).

const std::string &	getUnderlying () const &noexcept
	Returns primary underlying symbol for options.

void	setUnderlying (const std::string &underlying) noexcept
	Changes primary underlying symbol for options.

InstrumentProfile &	withUnderlying (const std::string &underlying) noexcept
	Changes primary underlying symbol for options.

InstrumentProfile::Ptr	withUnderlyingShared (const std::string &underlying) noexcept
	Changes primary underlying symbol for options.

double	getSPC () const noexcept
	Returns shares per contract for options.

void	setSPC (double spc) noexcept
	Changes shares per contract for options.

InstrumentProfile &	withSPC (double spc) noexcept
	Changes shares per contract for options.

InstrumentProfile::Ptr	withSPCShared (double spc) noexcept
	Changes shares per contract for options.

const std::string &	getAdditionalUnderlyings () const &noexcept
	Returns additional underlyings for options, including additional cash.

void	setAdditionalUnderlyings (const std::string &additionalUnderlyings) noexcept
	Changes additional underlyings for options, including additional cash.

InstrumentProfile &	withAdditionalUnderlyings (const std::string &additionalUnderlyings) noexcept
	Changes additional underlyings for options, including additional cash.

InstrumentProfile::Ptr	withAdditionalUnderlyingsShared (const std::string &additionalUnderlyings) noexcept
	Changes additional underlyings for options, including additional cash.

const std::string &	getMMY () const &noexcept
	Returns maturity month-year as provided for corresponding FIX tag (200).

void	setMMY (const std::string &mmy) noexcept
	Changes maturity month-year as provided for corresponding FIX tag (200).

InstrumentProfile &	withMMY (const std::string &mmy) noexcept
	Changes maturity month-year as provided for corresponding FIX tag (200).

InstrumentProfile::Ptr	withMMYShared (const std::string &mmy) noexcept
	Changes maturity month-year as provided for corresponding FIX tag (200).

std::int32_t	getExpiration () const noexcept
	Returns day id of expiration.

void	setExpiration (std::int32_t expiration) noexcept
	Changes day id of expiration.

InstrumentProfile &	withExpiration (std::int32_t expiration) noexcept
	Changes day id of expiration.

InstrumentProfile::Ptr	withExpirationShared (std::int32_t expiration) noexcept
	Changes day id of expiration.

std::int32_t	getLastTrade () const noexcept
	Returns day id of last trading day.

void	setLastTrade (std::int32_t lastTrade) noexcept
	Changes day id of last trading day.

InstrumentProfile &	withLastTrade (std::int32_t lastTrade) noexcept
	Changes day id of last trading day.

InstrumentProfile::Ptr	withLastTradeShared (std::int32_t lastTrade) noexcept
	Changes day id of last trading day.

double	getStrike () const noexcept
	Returns strike price for options.

void	setStrike (double strike) noexcept
	Changes strike price for options.

InstrumentProfile &	withStrike (double strike) noexcept
	Changes strike price for options.

InstrumentProfile::Ptr	withStrikeShared (double strike) noexcept
	Changes strike price for options.

const std::string &	getOptionType () const &noexcept
	Returns type of option.

void	setOptionType (const std::string &optionType) noexcept
	Changes type of option.

InstrumentProfile &	withOptionType (const std::string &optionType) noexcept
	Changes type of option.

InstrumentProfile::Ptr	withOptionTypeShared (const std::string &optionType) noexcept
	Changes type of option.

const std::string &	getExpirationStyle () const &noexcept
	Returns expiration cycle style, such as "Weeklys", "Quarterlys".

void	setExpirationStyle (const std::string &expirationStyle) noexcept
	Changes the expiration cycle style, such as "Weeklys", "Quarterlys".

InstrumentProfile &	withExpirationStyle (const std::string &expirationStyle) noexcept
	Changes the expiration cycle style, such as "Weeklys", "Quarterlys".

InstrumentProfile::Ptr	withExpirationStyleShared (const std::string &expirationStyle) noexcept
	Changes the expiration cycle style, such as "Weeklys", "Quarterlys".

const std::string &	getSettlementStyle () const &noexcept
	Returns settlement price determination style, such as "Open", "Close".

void	setSettlementStyle (const std::string &settlementStyle) noexcept
	Changes settlement price determination style, such as "Open", "Close".

InstrumentProfile &	withSettlementStyle (const std::string &settlementStyle) noexcept
	Changes settlement price determination style, such as "Open", "Close".

InstrumentProfile::Ptr	withSettlementStyleShared (const std::string &settlementStyle) noexcept
	Changes settlement price determination style, such as "Open", "Close".

const std::string &	getPriceIncrements () const &noexcept
	Returns minimum allowed price increments with corresponding price ranges.

void	setPriceIncrements (const std::string &priceIncrements) noexcept
	Changes minimum allowed price increments with corresponding price ranges.

InstrumentProfile &	withPriceIncrements (const std::string &priceIncrements) noexcept
	Changes minimum allowed price increments with corresponding price ranges.

InstrumentProfile::Ptr	withPriceIncrementsShared (const std::string &priceIncrements) noexcept
	Changes minimum allowed price increments with corresponding price ranges.

const std::string &	getTradingHours () const &noexcept
	Returns trading hours specification.

void	setTradingHours (const std::string &tradingHours) noexcept
	Changes trading hours specification.

InstrumentProfile &	withTradingHours (const std::string &tradingHours) noexcept
	Changes trading hours specification.

InstrumentProfile::Ptr	withTradingHoursShared (const std::string &tradingHours) noexcept
	Changes trading hours specification.

Public Member Functions inherited from dxfcpp::SharedEntity
template<typename T >
bool	is () const noexcept
	Checks that pointer to the current type could be converted to type T* In other words: whether type T belongs to the type hierarchy in which the current type resides.

template<typename T >
std::shared_ptr< T >	sharedAs () noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

template<typename T >
std::shared_ptr< T >	sharedAs () const noexcept
	Returns a pointer to the current object wrapped in a smart pointer to type T.

virtual std::string	toString () const noexcept
	Returns a string representation of the current object.

Public Member Functions inherited from dxfcpp::Entity
virtual	~Entity () noexcept=default
	The default virtual d-tor.

Static Public Member Functions
static void	freeGraal (void *graalNative) noexcept
	Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).

Detailed Description

Represents basic profile information about market instrument.

Please see Instrument Profile Format documentation for complete description.

Member Function Documentation

◆ freeGraal()

void dxfcpp::InstrumentProfile::freeGraal ( void * graalNative )

staticnoexcept

Releases the memory occupied by the dxFeed Graal SDK structure (recursively if necessary).

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

◆ getAdditionalUnderlyings()

const std::string & dxfcpp::InstrumentProfile::getAdditionalUnderlyings ( ) const &

inlinenoexcept

Returns additional underlyings for options, including additional cash.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <AU> | <AU> <semicolon> <space> <LIST>
    <AU> ::= <UNDERLYING> <space> <SPC>
the list shall be sorted by <UNDERLYING>.

Example: "SE 50", "FIS 53; US$ 45.46".

Returns: The additional underlyings for options, including additional cash.

◆ getBaseCurrency()

const std::string & dxfcpp::InstrumentProfile::getBaseCurrency ( ) const &

inlinenoexcept

Returns base currency of currency pair (FOREX instruments).

It shall use three-letter currency code similarly to currency.

Returns: The base currency of currency pair (FOREX instruments).

◆ getCFI()

const std::string & dxfcpp::InstrumentProfile::getCFI ( ) const &

inlinenoexcept

Returns Classification of Financial Instruments code.

It is a mandatory field for OPTION instruments as it is the only way to distinguish Call/Put type, American/European exercise, Cash/Physical delivery. It shall use six-letter CFI code from ISO 10962 standard. It is allowed to use 'X' extensively and to omit trailing letters (assumed to be 'X'). See ISO 10962 on Wikipedia. Example: "ESNTPB", "ESXXXX", "ES" , "OPASPS".

Returns: CFI code.

◆ getCountry()

const std::string & dxfcpp::InstrumentProfile::getCountry ( ) const &

inlinenoexcept

Returns country of origin (incorporation) of corresponding company or parent entity.

It shall use two-letter country code from ISO 3166-1 standard. See ISO 3166-1 on Wikipedia. Example: "US", "RU".

Returns: The country of origin (incorporation) of corresponding company or parent entity.

◆ getCurrency()

const std::string & dxfcpp::InstrumentProfile::getCurrency ( ) const &

inlinenoexcept

Returns currency of quotation, pricing and trading.

It shall use three-letter currency code from ISO 4217 standard. See ISO 4217 on Wikipedia. Example: "USD", "RUB".

Returns: Currency of quotation, pricing and trading.

◆ getCUSIP()

const std::string & dxfcpp::InstrumentProfile::getCUSIP ( ) const &

inlinenoexcept

Returns Committee on Uniform Security Identification Procedures code.

It shall use nine-letter code assigned by CUSIP Services Bureau. See CUSIP on Wikipedia. Example: "38259P508".

Returns: CUSIP code.

◆ getDescription()

const std::string & dxfcpp::InstrumentProfile::getDescription ( ) const &

inlinenoexcept

Returns the description of instrument, preferable an international one in Latin alphabet.

Example: "Google Inc.", "Mini Gold Futures,Jun-2009,ETH".

Returns: The description of instrument.

◆ getExchangeData()

const std::string & dxfcpp::InstrumentProfile::getExchangeData ( ) const &

inlinenoexcept

Returns exchange-specific data required to properly identify instrument when communicating with exchange.

It uses exchange-specific format.

Returns: The exchange-specific data required to properly identify instrument when communicating with exchange.

◆ getExchanges()

const std::string & dxfcpp::InstrumentProfile::getExchanges ( ) const &

inlinenoexcept

Returns list of exchanges where instrument is quoted or traded.

Its shall use the following format:

<VALUE> ::= <empty> | <LIST>
<LIST> ::= <MIC> | <MIC> <semicolon>
 
<LIST> the list shall be sorted by MIC.

Example: "ARCX;CBSX ;XNAS;XNYS".

Returns: The list of exchanges where instrument is quoted or traded.

◆ getExpiration()

std::int32_t dxfcpp::InstrumentProfile::getExpiration ( ) const

inlinenoexcept

Returns day id of expiration.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090117).

Returns: The day id of expiration.

◆ getExpirationStyle()

const std::string & dxfcpp::InstrumentProfile::getExpirationStyle ( ) const &

inlinenoexcept

Returns expiration cycle style, such as "Weeklys", "Quarterlys".

Returns: The expiration cycle style.

◆ getICB()

std::int32_t dxfcpp::InstrumentProfile::getICB ( ) const

inlinenoexcept

Returns Industry Classification Benchmark.

It shall use four-digit number from ICB catalog. See ICB on Wikipedia or ICB homepage. Example: "9535".

Returns: Industry Classification Benchmark.

◆ getISIN()

const std::string & dxfcpp::InstrumentProfile::getISIN ( ) const &

inlinenoexcept

Returns International Securities Identifying Number.

It shall use twelve-letter code from ISO 6166 standard. See ISO 6166 on Wikipedia or ISIN on Wikipedia. Example: "DE0007100000", "US38259P5089".

Returns: International Securities Identifying Number.

◆ getLastTrade()

std::int32_t dxfcpp::InstrumentProfile::getLastTrade ( ) const

inlinenoexcept

Returns day id of last trading day.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090116).

Returns: The day id of last trading day.

◆ getLocalDescription()

const std::string & dxfcpp::InstrumentProfile::getLocalDescription ( ) const &

inlinenoexcept

Returns description of instrument in national language.

It shall be empty if same as description.

Returns: The description of instrument in national language.

◆ getLocalSymbol()

const std::string & dxfcpp::InstrumentProfile::getLocalSymbol ( ) const &

inlinenoexcept

Returns identifier of instrument in national language.

It shall be empty if same as symbol.

Returns: The identifier of instrument in national language.

◆ getMMY()

const std::string & dxfcpp::InstrumentProfile::getMMY ( ) const &

inlinenoexcept

Returns maturity month-year as provided for corresponding FIX tag (200).

It can use several different formats depending on data source:

YYYYMM – if only year and month are specified
YYYYMMDD – if full date is specified
YYYYMMwN – if week number (within a month) is specified

Returns: The maturity month-year as provided for corresponding FIX tag (200).

◆ getMultiplier()

double dxfcpp::InstrumentProfile::getMultiplier ( ) const

inlinenoexcept

Returns market value multiplier.

Example: 100, 33.2.

Returns: The market value multiplier.

◆ getOPOL()

const std::string & dxfcpp::InstrumentProfile::getOPOL ( ) const &

inlinenoexcept

Returns official Place Of Listing, the organization that have listed this instrument.

Instruments with multiple listings shall use separate profiles for each listing. It shall use Market Identifier Code (MIC) from ISO 10383 standard. See ISO 10383 on Wikipedia or MIC homepage. Example: "XNAS", "RTSX"

Returns: The official Place Of Listing, the organization that have listed this instrument.

◆ getOptionType()

const std::string & dxfcpp::InstrumentProfile::getOptionType ( ) const &

inlinenoexcept

Returns type of option.

It shall use one of following values:

STAN = Standard Options
LEAP = Long-term Equity AnticiPation Securities
SDO = Special Dated Options
BINY = Binary Options
FLEX = FLexible EXchange Options
VSO = Variable Start Options
RNGE = Range

Returns: The type of option.

◆ getPriceIncrements()

const std::string & dxfcpp::InstrumentProfile::getPriceIncrements ( ) const &

inlinenoexcept

Returns minimum allowed price increments with corresponding price ranges.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <INCREMENT> | <RANGE> <semicolon> <space> <LIST>
    <RANGE> ::= <INCREMENT> <space> <UPPER_LIMIT>
the list shall be sorted by <UPPER_LIMIT>.

Example: "0.25", "0.01 3; 0.05".

Returns: The minimum allowed price increments with corresponding price ranges.

◆ getProduct()

const std::string & dxfcpp::InstrumentProfile::getProduct ( ) const &

inlinenoexcept

Returns product for futures and options on futures (underlying asset name).

Example: "/YG".

Returns: The product for futures and options on futures (underlying asset name).

◆ getSEDOL()

const std::string & dxfcpp::InstrumentProfile::getSEDOL ( ) const &

inlinenoexcept

Returns Stock Exchange Daily Official List.

It shall use seven-letter code assigned by London Stock Exchange. See SEDOL on Wikipedia or SEDOL on LSE. Example: "2310967", "5766857".

Returns: Stock Exchange Daily Official List.

◆ getSettlementStyle()

const std::string & dxfcpp::InstrumentProfile::getSettlementStyle ( ) const &

inlinenoexcept

Returns settlement price determination style, such as "Open", "Close".

Returns: The settlement price determination style.

◆ getSIC()

std::int32_t dxfcpp::InstrumentProfile::getSIC ( ) const

inlinenoexcept

Returns Standard Industrial Classification.

It shall use four-digit number from SIC catalog. See SIC on Wikipedia or SIC structure. Example: "7371".

Returns: Standard Industrial Classification.

◆ getSPC()

double dxfcpp::InstrumentProfile::getSPC ( ) const

inlinenoexcept

Returns shares per contract for options.

Example: 1, 100.

Returns: shares per contract for options.

◆ getStrike()

double dxfcpp::InstrumentProfile::getStrike ( ) const

inlinenoexcept

Returns strike price for options.

Example: 80, 22.5.

Returns: The strike price for options.

◆ getSymbol()

const std::string & dxfcpp::InstrumentProfile::getSymbol ( ) const &

inlinenoexcept

Returns identifier of instrument, preferable an international one in Latin alphabet.

It is a mandatory field. It may not be empty. Example: "GOOG", "/YGM9", ".ZYEAD".

Returns: The identifier of instrument.

◆ getTradingHours()

const std::string & dxfcpp::InstrumentProfile::getTradingHours ( ) const &

inlinenoexcept

Returns trading hours specification.

See Schedule::getInstance().

Returns: The trading hours specification.

◆ getType()

const std::string & dxfcpp::InstrumentProfile::getType ( ) const &

inlinenoexcept

Returns type of instrument.

It takes precedence in conflict cases with other fields. It is a mandatory field. It may not be empty. Example: "STOCK", "FUTURE", "OPTION".

Returns: type of instrument.

◆ getUnderlying()

const std::string & dxfcpp::InstrumentProfile::getUnderlying ( ) const &

inlinenoexcept

Returns primary underlying symbol for options.

Example: "C", "/YGM9"

Returns: The primary underlying symbol for options.

◆ setAdditionalUnderlyings()

void dxfcpp::InstrumentProfile::setAdditionalUnderlyings ( const std::string & additionalUnderlyings )

inlinenoexcept

Changes additional underlyings for options, including additional cash.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <AU> | <AU> <semicolon> <space> <LIST>
    <AU> ::= <UNDERLYING> <space> <SPC>
the list shall be sorted by <UNDERLYING>.

Example: "SE 50", "FIS 53; US$ 45.46".

Parameters

additionalUnderlyings The additional underlyings for options, including additional cash.

◆ setBaseCurrency()

void dxfcpp::InstrumentProfile::setBaseCurrency ( const std::string & baseCurrency )

inlinenoexcept

Changes base currency of currency pair (FOREX instruments).

It shall use three-letter currency code similarly to currency.

Parameters

baseCurrency The base currency of currency pair (FOREX instruments).

◆ setCFI()

void dxfcpp::InstrumentProfile::setCFI ( const std::string & cfi )

inlinenoexcept

Changes Classification of Financial Instruments code.

It is a mandatory field for OPTION instruments as it is the only way to distinguish Call/Put type, American/European exercise, Cash/Physical delivery. It shall use six-letter CFI code from ISO 10962 standard. It is allowed to use 'X' extensively and to omit trailing letters (assumed to be 'X'). See ISO 10962 on Wikipedia. Example: "ESNTPB", "ESXXXX", "ES" , "OPASPS".

Parameters

cfi CFI code.

◆ setCountry()

void dxfcpp::InstrumentProfile::setCountry ( const std::string & country )

inlinenoexcept

Changes country of origin (incorporation) of corresponding company or parent entity.

It shall use two-letter country code from ISO 3166-1 standard. See ISO 3166-1 on Wikipedia. Example: "US", "RU".

Parameters

country The country of origin (incorporation) of corresponding company or parent entity.

◆ setCurrency()

void dxfcpp::InstrumentProfile::setCurrency ( const std::string & currency )

inlinenoexcept

Changes currency of quotation, pricing and trading.

It shall use three-letter currency code from ISO 4217 standard. See ISO 4217 on Wikipedia. Example: "USD", "RUB".

Parameters

currency Currency of quotation, pricing and trading.

◆ setCUSIP()

void dxfcpp::InstrumentProfile::setCUSIP ( const std::string & cusip )

inlinenoexcept

Changes Committee on Uniform Security Identification Procedures code.

It shall use nine-letter code assigned by CUSIP Services Bureau. See CUSIP on Wikipedia. Example: "38259P508".

Parameters

cusip CUSIP code.

◆ setDescription()

void dxfcpp::InstrumentProfile::setDescription ( const std::string & description )

inlinenoexcept

Changes description of instrument, preferable an international one in Latin alphabet.

Example: "Google Inc.", "Mini Gold Futures,Jun-2009,ETH".

Parameters

description The description of instrument.

◆ setExchangeData()

void dxfcpp::InstrumentProfile::setExchangeData ( const std::string & exchangeData )

inlinenoexcept

Changes exchange-specific data required to properly identify instrument when communicating with exchange.

It uses exchange-specific format.

Parameters

exchangeData The exchange-specific data required to properly identify instrument when communicating with exchange.

◆ setExchanges()

void dxfcpp::InstrumentProfile::setExchanges ( const std::string & exchanges )

inlinenoexcept

Changes list of exchanges where instrument is quoted or traded.

It shall use the following format:

<VALUE> ::= <empty> | <LIST>
<LIST> ::= <MIC> | <MIC> <semicolon>
 
<LIST> the list shall be sorted by MIC.

Example: "ARCX;CBSX ;XNAS;XNYS".

Parameters

exchanges The list of exchanges where instrument is quoted or traded.

◆ setExpiration()

void dxfcpp::InstrumentProfile::setExpiration ( std::int32_t expiration )

inlinenoexcept

Changes day id of expiration.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090117).

Parameters

expiration The day id of expiration.

◆ setExpirationStyle()

void dxfcpp::InstrumentProfile::setExpirationStyle ( const std::string & expirationStyle )

inlinenoexcept

Changes the expiration cycle style, such as "Weeklys", "Quarterlys".

Parameters

expirationStyle The expiration cycle style.

◆ setICB()

void dxfcpp::InstrumentProfile::setICB ( std::int32_t icb )

inlinenoexcept

Changes Industry Classification Benchmark.

It shall use four-digit number from ICB catalog. See ICB on Wikipedia or ICB homepage. Example: "9535".

Parameters

icb	Industry Classification Benchmark.

◆ setISIN()

void dxfcpp::InstrumentProfile::setISIN ( const std::string & isin )

inlinenoexcept

Changes International Securities Identifying Number.

It shall use twelve-letter code from ISO 6166 standard. See ISO 6166 on Wikipedia or ISIN on Wikipedia. Example: "DE0007100000", "US38259P5089".

Parameters

isin	International Securities Identifying Number.

◆ setLastTrade()

void dxfcpp::InstrumentProfile::setLastTrade ( std::int32_t lastTrade )

inlinenoexcept

Changes day id of last trading day.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090116).

Parameters

lastTrade The day id of last trading day.

◆ setLocalDescription()

void dxfcpp::InstrumentProfile::setLocalDescription ( const std::string & localDescription )

inlinenoexcept

Changes description of instrument in national language.

It shall be empty if same as description.

Parameters

localDescription The description of instrument in national language.

◆ setLocalSymbol()

void dxfcpp::InstrumentProfile::setLocalSymbol ( const std::string & localSymbol )

inlinenoexcept

Changes identifier of instrument in national language.

It shall be empty if same as symbol.

Parameters

localSymbol The identifier of instrument in national language.

◆ setMMY()

void dxfcpp::InstrumentProfile::setMMY ( const std::string & mmy )

inlinenoexcept

Changes maturity month-year as provided for corresponding FIX tag (200).

It can use several different formats depending on data source:

YYYYMM – if only year and month are specified
YYYYMMDD – if full date is specified
YYYYMMwN – if week number (within a month) is specified

Parameters

mmy	The maturity month-year as provided for corresponding FIX tag (200).

◆ setMultiplier()

void dxfcpp::InstrumentProfile::setMultiplier ( double multiplier )

inlinenoexcept

Changes market value multiplier.

Example: 100, 33.2.

Parameters

multiplier The market value multiplier.

◆ setOPOL()

void dxfcpp::InstrumentProfile::setOPOL ( const std::string & opol )

inlinenoexcept

Changes official Place Of Listing, the organization that have listed this instrument.

Instruments with multiple listings shall use separate profiles for each listing. It shall use Market Identifier Code (MIC) from ISO 10383 standard. See ISO 10383 on Wikipedia or MIC homepage. Example: "XNAS", "RTSX"

Parameters

opol	The official Place Of Listing, the organization that have listed this instrument.

◆ setOptionType()

void dxfcpp::InstrumentProfile::setOptionType ( const std::string & optionType )

inlinenoexcept

Changes type of option.

It shall use one of following values:

STAN = Standard Options
LEAP = Long-term Equity AnticiPation Securities
SDO = Special Dated Options
BINY = Binary Options
FLEX = FLexible EXchange Options
VSO = Variable Start Options
RNGE = Range

Parameters

optionType The type of option.

◆ setPriceIncrements()

void dxfcpp::InstrumentProfile::setPriceIncrements ( const std::string & priceIncrements )

inlinenoexcept

Changes minimum allowed price increments with corresponding price ranges.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <INCREMENT> | <RANGE> <semicolon> <space> <LIST>
    <RANGE> ::= <INCREMENT> <space> <UPPER_LIMIT>
the list shall be sorted by <UPPER_LIMIT>.

Example: "0.25", "0.01 3; 0.05".

Parameters

priceIncrements The minimum allowed price increments with corresponding price ranges.

◆ setProduct()

void dxfcpp::InstrumentProfile::setProduct ( const std::string & product )

inlinenoexcept

Changes product for futures and options on futures (underlying asset name).

Example: "/YG".

Parameters

product The product for futures and options on futures (underlying asset name).

◆ setSEDOL()

void dxfcpp::InstrumentProfile::setSEDOL ( const std::string & sedol )

inlinenoexcept

Changes Stock Exchange Daily Official List.

It shall use seven-letter code assigned by London Stock Exchange. See SEDOL on Wikipedia or SEDOL on LSE. Example: "2310967", "5766857".

Parameters

sedol Stock Exchange Daily Official List.

◆ setSettlementStyle()

void dxfcpp::InstrumentProfile::setSettlementStyle ( const std::string & settlementStyle )

inlinenoexcept

Changes settlement price determination style, such as "Open", "Close".

Parameters

settlementStyle The settlement price determination style.

◆ setSIC()

void dxfcpp::InstrumentProfile::setSIC ( std::int32_t sic )

inlinenoexcept

Changes Standard Industrial Classification.

It shall use four-digit number from SIC catalog. See SIC on Wikipedia or SIC structure. Example: "7371".

Parameters

sic	Standard Industrial Classification.

◆ setSPC()

void dxfcpp::InstrumentProfile::setSPC ( double spc )

inlinenoexcept

Changes shares per contract for options.

Example: 1, 100.

Parameters

spc	The shares per contract for options.

◆ setStrike()

void dxfcpp::InstrumentProfile::setStrike ( double strike )

inlinenoexcept

Changes strike price for options.

Example: 80, 22.5.

Parameters

strike The strike price for options.

◆ setSymbol()

void dxfcpp::InstrumentProfile::setSymbol ( const std::string & symbol )

inlinenoexcept

Changes identifier of instrument, preferable an international one in Latin alphabet.

It is a mandatory field. It may not be empty. Example: "GOOG", "/YGM9", ".ZYEAD".

Parameters

symbol The identifier of instrument.

◆ setTradingHours()

void dxfcpp::InstrumentProfile::setTradingHours ( const std::string & tradingHours )

inlinenoexcept

Changes trading hours specification.

See Schedule::getInstance().

Parameters

tradingHours The trading hours specification.

◆ setType()

void dxfcpp::InstrumentProfile::setType ( const std::string & type )

inlinenoexcept

Changes type of instrument.

It takes precedence in conflict cases with other fields. It is a mandatory field. It may not be empty. Example: "STOCK", "FUTURE", "OPTION".

Parameters

type	The type of instrument.

◆ setUnderlying()

void dxfcpp::InstrumentProfile::setUnderlying ( const std::string & underlying )

inlinenoexcept

Changes primary underlying symbol for options.

Example: "C", "/YGM9"

Parameters

underlying The primary underlying symbol for options.

◆ toGraal()

void * dxfcpp::InstrumentProfile::toGraal ( ) const

noexcept

Allocates memory for the dxFeed Graal SDK structure (recursively if necessary).

Fills the dxFeed Graal SDK structure's fields by the data of the current entity (recursively if necessary). Returns the pointer to the filled structure.

Returns: The pointer to the filled dxFeed Graal SDK structure

◆ withAdditionalUnderlyings()

InstrumentProfile & dxfcpp::InstrumentProfile::withAdditionalUnderlyings ( const std::string & additionalUnderlyings )

inlinenoexcept

Changes additional underlyings for options, including additional cash.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <AU> | <AU> <semicolon> <space> <LIST>
    <AU> ::= <UNDERLYING> <space> <SPC>
the list shall be sorted by <UNDERLYING>.

Example: "SE 50", "FIS 53; US$ 45.46".

Parameters

additionalUnderlyings The additional underlyings for options, including additional cash.

Returns: The current instrument profile.

◆ withAdditionalUnderlyingsShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withAdditionalUnderlyingsShared ( const std::string & additionalUnderlyings )

inlinenoexcept

Changes additional underlyings for options, including additional cash.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <AU> | <AU> <semicolon> <space> <LIST>
    <AU> ::= <UNDERLYING> <space> <SPC>
the list shall be sorted by <UNDERLYING>.

Example: "SE 50", "FIS 53; US$ 45.46".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

additionalUnderlyings The additional underlyings for options, including additional cash.

Returns: A shared pointer to the current instrument profile.

◆ withBaseCurrency()

InstrumentProfile & dxfcpp::InstrumentProfile::withBaseCurrency ( const std::string & baseCurrency )

inlinenoexcept

Changes base currency of currency pair (FOREX instruments).

It shall use three-letter currency code similarly to currency.

Parameters

baseCurrency The base currency of currency pair (FOREX instruments).

Returns: The current instrument profile.

◆ withBaseCurrencyShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withBaseCurrencyShared ( const std::string & baseCurrency )

inlinenoexcept

Changes base currency of currency pair (FOREX instruments).

It shall use three-letter currency code similarly to currency.

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

baseCurrency The base currency of currency pair (FOREX instruments).

Returns: A shared pointer to the current instrument profile.

◆ withCFI()

InstrumentProfile & dxfcpp::InstrumentProfile::withCFI ( const std::string & cfi )

inlinenoexcept

Changes Classification of Financial Instruments code.

It is a mandatory field for OPTION instruments as it is the only way to distinguish Call/Put type, American/European exercise, Cash/Physical delivery. It shall use six-letter CFI code from ISO 10962 standard. It is allowed to use 'X' extensively and to omit trailing letters (assumed to be 'X'). See ISO 10962 on Wikipedia. Example: "ESNTPB", "ESXXXX", "ES" , "OPASPS".

Parameters

cfi CFI code.

Returns: The current instrument profile.

◆ withCFIShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withCFIShared ( const std::string & cfi )

inlinenoexcept

Changes Classification of Financial Instruments code.

It is a mandatory field for OPTION instruments as it is the only way to distinguish Call/Put type, American/European exercise, Cash/Physical delivery. It shall use six-letter CFI code from ISO 10962 standard. It is allowed to use 'X' extensively and to omit trailing letters (assumed to be 'X'). See ISO 10962 on Wikipedia. Example: "ESNTPB", "ESXXXX", "ES" , "OPASPS".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

cfi CFI code.

Returns: A shared pointer to the current instrument profile.

◆ withCountry()

InstrumentProfile & dxfcpp::InstrumentProfile::withCountry ( const std::string & country )

inlinenoexcept

Changes country of origin (incorporation) of corresponding company or parent entity.

It shall use two-letter country code from ISO 3166-1 standard. See ISO 3166-1 on Wikipedia. Example: "US", "RU".

Parameters

country The country of origin (incorporation) of corresponding company or parent entity.

Returns: The current instrument profile.

◆ withCountryShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withCountryShared ( const std::string & country )

inlinenoexcept

Changes country of origin (incorporation) of corresponding company or parent entity.

It shall use two-letter country code from ISO 3166-1 standard. See ISO 3166-1 on Wikipedia. Example: "US", "RU".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

country The country of origin (incorporation) of corresponding company or parent entity.

Returns: A shared pointer to the current instrument profile.

◆ withCurrency()

InstrumentProfile & dxfcpp::InstrumentProfile::withCurrency ( const std::string & currency )

inlinenoexcept

Changes currency of quotation, pricing and trading.

It shall use three-letter currency code from ISO 4217 standard. See ISO 4217 on Wikipedia. Example: "USD", "RUB".

Parameters

currency Currency of quotation, pricing and trading.

Returns: The current instrument profile.

◆ withCurrencyShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withCurrencyShared ( const std::string & currency )

inlinenoexcept

Changes currency of quotation, pricing and trading.

It shall use three-letter currency code from ISO 4217 standard. See ISO 4217 on Wikipedia. Example: "USD", "RUB".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

currency Currency of quotation, pricing and trading.

Returns: A shared pointer to the current instrument profile.

◆ withCUSIP()

InstrumentProfile & dxfcpp::InstrumentProfile::withCUSIP ( const std::string & cusip )

inlinenoexcept

Changes Committee on Uniform Security Identification Procedures code.

It shall use nine-letter code assigned by CUSIP Services Bureau. See CUSIP on Wikipedia. Example: "38259P508".

Parameters

cusip CUSIP code

Returns: The current instrument profile.

◆ withCUSIPShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withCUSIPShared ( const std::string & cusip )

inlinenoexcept

Changes Committee on Uniform Security Identification Procedures code.

It shall use nine-letter code assigned by CUSIP Services Bureau. See CUSIP on Wikipedia. Example: "38259P508".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

cusip CUSIP code

Returns: A shared pointer to the current instrument profile.

◆ withDescription()

InstrumentProfile & dxfcpp::InstrumentProfile::withDescription ( const std::string & description )

inlinenoexcept

Changes description of instrument, preferable an international one in Latin alphabet.

Example: "Google Inc.", "Mini Gold Futures,Jun-2009,ETH".

Parameters

description The description of instrument.

Returns: The current instrument profile.

◆ withDescriptionShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withDescriptionShared ( const std::string & description )

inlinenoexcept

Changes description of instrument, preferable an international one in Latin alphabet.

Example: "Google Inc.", "Mini Gold Futures,Jun-2009,ETH".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

description The description of instrument.

Returns: A shared pointer to the current instrument profile.

◆ withExchangeData()

InstrumentProfile & dxfcpp::InstrumentProfile::withExchangeData ( const std::string & exchangeData )

inlinenoexcept

Changes exchange-specific data required to properly identify instrument when communicating with exchange.

It uses exchange-specific format.

Parameters

exchangeData The exchange-specific data required to properly identify instrument when communicating with exchange.

Returns: The current instrument profile.

◆ withExchangeDataShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withExchangeDataShared ( const std::string & exchangeData )

inlinenoexcept

Changes exchange-specific data required to properly identify instrument when communicating with exchange.

It uses exchange-specific format.

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

exchangeData The exchange-specific data required to properly identify instrument when communicating with exchange.

Returns: A shared pointer to the current instrument profile.

◆ withExchanges()

InstrumentProfile & dxfcpp::InstrumentProfile::withExchanges ( const std::string & exchanges )

inlinenoexcept

Changes list of exchanges where instrument is quoted or traded.

It shall use the following format:

<VALUE> ::= <empty> | <LIST>
<LIST> ::= <MIC> | <MIC> <semicolon>
 
<LIST> the list shall be sorted by MIC.

Example: "ARCX;CBSX ;XNAS;XNYS".

Parameters

exchanges The list of exchanges where instrument is quoted or traded.

Returns: The current instrument profile.

◆ withExchangesShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withExchangesShared ( const std::string & exchanges )

inlinenoexcept

Changes list of exchanges where instrument is quoted or traded.

It shall use the following format:

<VALUE> ::= <empty> | <LIST>
<LIST> ::= <MIC> | <MIC> <semicolon>
 
<LIST> the list shall be sorted by MIC.

Example: "ARCX;CBSX ;XNAS;XNYS".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

exchanges The list of exchanges where instrument is quoted or traded.

Returns: A shared pointer to the current instrument profile.

◆ withExpiration()

InstrumentProfile & dxfcpp::InstrumentProfile::withExpiration ( std::int32_t expiration )

inlinenoexcept

Changes day id of expiration.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090117).

Parameters

expiration The day id of expiration.

Returns: The current instrument profile.

◆ withExpirationShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withExpirationShared ( std::int32_t expiration )

inlinenoexcept

Changes day id of expiration.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090117).

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

expiration The day id of expiration.

Returns: A shared pointer to the current instrument profile.

◆ withExpirationStyle()

InstrumentProfile & dxfcpp::InstrumentProfile::withExpirationStyle ( const std::string & expirationStyle )

inlinenoexcept

Changes the expiration cycle style, such as "Weeklys", "Quarterlys".

Parameters

expirationStyle The expiration cycle style.

Returns: The current instrument profile.

◆ withExpirationStyleShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withExpirationStyleShared ( const std::string & expirationStyle )

inlinenoexcept

Changes the expiration cycle style, such as "Weeklys", "Quarterlys".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

expirationStyle The expiration cycle style.

Returns: A shared pointer to the current instrument profile.

◆ withICB()

InstrumentProfile & dxfcpp::InstrumentProfile::withICB ( std::int32_t icb )

inlinenoexcept

Changes Industry Classification Benchmark.

It shall use four-digit number from ICB catalog. See ICB on Wikipedia or ICB homepage. Example: "9535".

Parameters

icb	Industry Classification Benchmark.

Returns: The current instrument profile.

◆ withICBShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withICBShared ( std::int32_t icb )

inlinenoexcept

Changes Industry Classification Benchmark.

It shall use four-digit number from ICB catalog. See ICB on Wikipedia or ICB homepage. Example: "9535".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

icb	Industry Classification Benchmark.

Returns: A shared pointer to the current instrument profile.

◆ withISIN()

InstrumentProfile & dxfcpp::InstrumentProfile::withISIN ( const std::string & isin )

inlinenoexcept

Changes International Securities Identifying Number.

It shall use twelve-letter code from ISO 6166 standard. See ISO 6166 on Wikipedia or ISIN on Wikipedia. Example: "DE0007100000", "US38259P5089".

Parameters

isin	International Securities Identifying Number.

Returns: The current instrument profile.

◆ withISINShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withISINShared ( const std::string & isin )

inlinenoexcept

Changes International Securities Identifying Number.

It shall use twelve-letter code from ISO 6166 standard. See ISO 6166 on Wikipedia or ISIN on Wikipedia. Example: "DE0007100000", "US38259P5089".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

isin	International Securities Identifying Number.

Returns: A shared pointer to the current instrument profile.

◆ withLastTrade()

InstrumentProfile & dxfcpp::InstrumentProfile::withLastTrade ( std::int32_t lastTrade )

inlinenoexcept

Changes day id of last trading day.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090116).

Parameters

lastTrade The day id of last trading day.

Returns: The current instrument profile.

◆ withLastTradeShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withLastTradeShared ( std::int32_t lastTrade )

inlinenoexcept

Changes day id of last trading day.

Example: day_util::#getDayIdByYearMonthDay() "dxfcpp::day_util::getDayIdByYearMonthDay"(20090116).

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

lastTrade The day id of last trading day.

Returns: A shared pointer to the current instrument profile.

◆ withLocalDescription()

InstrumentProfile & dxfcpp::InstrumentProfile::withLocalDescription ( const std::string & localDescription )

inlinenoexcept

Changes description of instrument in national language.

It shall be empty if same as description.

Parameters

localDescription The description of instrument in national language.

Returns: The current instrument profile.

◆ withLocalDescriptionShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withLocalDescriptionShared ( const std::string & localDescription )

inlinenoexcept

Changes description of instrument in national language.

It shall be empty if same as description.

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

localDescription The description of instrument in national language.

Returns: A shared pointer to the current instrument profile.

◆ withLocalSymbol()

InstrumentProfile & dxfcpp::InstrumentProfile::withLocalSymbol ( const std::string & localSymbol )

inlinenoexcept

Changes identifier of instrument in national language.

It shall be empty if same as symbol.

Parameters

localSymbol The identifier of instrument in national language.

Returns: The current instrument profile.

◆ withLocalSymbolShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withLocalSymbolShared ( const std::string & localSymbol )

inlinenoexcept

Changes identifier of instrument in national language.

It shall be empty if same as symbol.

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

localSymbol The identifier of instrument in national language.

Returns: A shared pointer to the current instrument profile.

◆ withMMY()

InstrumentProfile & dxfcpp::InstrumentProfile::withMMY ( const std::string & mmy )

inlinenoexcept

Changes maturity month-year as provided for corresponding FIX tag (200).

It can use several different formats depending on data source:

YYYYMM – if only year and month are specified
YYYYMMDD – if full date is specified
YYYYMMwN – if week number (within a month) is specified

Parameters

mmy	The maturity month-year as provided for corresponding FIX tag (200).

Returns: The current instrument profile.

◆ withMMYShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withMMYShared ( const std::string & mmy )

inlinenoexcept

Changes maturity month-year as provided for corresponding FIX tag (200).

It can use several different formats depending on data source:

YYYYMM – if only year and month are specified
YYYYMMDD – if full date is specified
YYYYMMwN – if week number (within a month) is specified

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

mmy	The maturity month-year as provided for corresponding FIX tag (200).

Returns: A shared pointer to the current instrument profile.

◆ withMultiplier()

InstrumentProfile & dxfcpp::InstrumentProfile::withMultiplier ( double multiplier )

inlinenoexcept

Changes market value multiplier.

Example: 100, 33.2.

Parameters

multiplier The market value multiplier.

Returns: The current instrument profile.

◆ withMultiplierShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withMultiplierShared ( double multiplier )

inlinenoexcept

Changes market value multiplier.

Example: 100, 33.2.

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

multiplier The market value multiplier.

Returns: A shared pointer to the current instrument profile.

◆ withOPOL()

InstrumentProfile & dxfcpp::InstrumentProfile::withOPOL ( const std::string & opol )

inlinenoexcept

Changes official Place Of Listing, the organization that have listed this instrument.

Instruments with multiple listings shall use separate profiles for each listing. It shall use Market Identifier Code (MIC) from ISO 10383 standard. See ISO 10383 on Wikipedia or MIC homepage. Example: "XNAS", "RTSX"

Parameters

opol	The official Place Of Listing, the organization that have listed this instrument.

Returns: The current instrument profile.

◆ withOPOLShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withOPOLShared ( const std::string & opol )

inlinenoexcept

Changes official Place Of Listing, the organization that have listed this instrument.

Instruments with multiple listings shall use separate profiles for each listing. It shall use Market Identifier Code (MIC) from ISO 10383 standard. See ISO 10383 on Wikipedia or MIC homepage. Example: "XNAS", "RTSX"

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

opol	The official Place Of Listing, the organization that have listed this instrument.

Returns: A shared pointer to the current instrument profile.

◆ withOptionType()

InstrumentProfile & dxfcpp::InstrumentProfile::withOptionType ( const std::string & optionType )

inlinenoexcept

Changes type of option.

It shall use one of following values:

STAN = Standard Options
LEAP = Long-term Equity AnticiPation Securities
SDO = Special Dated Options
BINY = Binary Options
FLEX = FLexible EXchange Options
VSO = Variable Start Options
RNGE = Range

Parameters

optionType The type of option.

Returns: The current instrument profile.

◆ withOptionTypeShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withOptionTypeShared ( const std::string & optionType )

inlinenoexcept

Changes type of option.

It shall use one of following values:

STAN = Standard Options
LEAP = Long-term Equity AnticiPation Securities
SDO = Special Dated Options
BINY = Binary Options
FLEX = FLexible EXchange Options
VSO = Variable Start Options
RNGE = Range

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

optionType The type of option.

Returns: A shared pointer to the current instrument profile.

◆ withPriceIncrements()

InstrumentProfile & dxfcpp::InstrumentProfile::withPriceIncrements ( const std::string & priceIncrements )

inlinenoexcept

Changes minimum allowed price increments with corresponding price ranges.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <INCREMENT> | <RANGE> <semicolon> <space> <LIST>
    <RANGE> ::= <INCREMENT> <space> <UPPER_LIMIT>
the list shall be sorted by <UPPER_LIMIT>.

Example: "0.25", "0.01 3; 0.05".

Parameters

priceIncrements The minimum allowed price increments with corresponding price ranges.

Returns: The current instrument profile.

◆ withPriceIncrementsShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withPriceIncrementsShared ( const std::string & priceIncrements )

inlinenoexcept

Changes minimum allowed price increments with corresponding price ranges.

It shall use following format:

    <VALUE> ::= <empty> | <LIST>
    <LIST> ::= <INCREMENT> | <RANGE> <semicolon> <space> <LIST>
    <RANGE> ::= <INCREMENT> <space> <UPPER_LIMIT>
the list shall be sorted by <UPPER_LIMIT>.

Example: "0.25", "0.01 3; 0.05".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

priceIncrements The minimum allowed price increments with corresponding price ranges.

Returns: A shared pointer to the current instrument profile.

◆ withProduct()

InstrumentProfile & dxfcpp::InstrumentProfile::withProduct ( const std::string & product )

inlinenoexcept

Changes product for futures and options on futures (underlying asset name).

Example: "/YG".

Parameters

product The product for futures and options on futures (underlying asset name).

Returns: The current instrument profile.

◆ withProductShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withProductShared ( const std::string & product )

inlinenoexcept

Changes product for futures and options on futures (underlying asset name).

Example: "/YG".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

product The product for futures and options on futures (underlying asset name).

Returns: A shared pointer to the current instrument profile.

◆ withSEDOL()

InstrumentProfile & dxfcpp::InstrumentProfile::withSEDOL ( const std::string & sedol )

inlinenoexcept

Changes Stock Exchange Daily Official List.

It shall use seven-letter code assigned by London Stock Exchange. See SEDOL on Wikipedia or SEDOL on LSE. Example: "2310967", "5766857".

Parameters

sedol Stock Exchange Daily Official List.

Returns: The current instrument profile.

◆ withSEDOLShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withSEDOLShared ( const std::string & sedol )

inlinenoexcept

Changes Stock Exchange Daily Official List.

It shall use seven-letter code assigned by London Stock Exchange. See SEDOL on Wikipedia or SEDOL on LSE. Example: "2310967", "5766857".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

sedol Stock Exchange Daily Official List.

Returns: A shared pointer to the current instrument profile.

◆ withSettlementStyle()

InstrumentProfile & dxfcpp::InstrumentProfile::withSettlementStyle ( const std::string & settlementStyle )

inlinenoexcept

Changes settlement price determination style, such as "Open", "Close".

Parameters

settlementStyle The settlement price determination style.

Returns: The current instrument profile.

◆ withSettlementStyleShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withSettlementStyleShared ( const std::string & settlementStyle )

inlinenoexcept

Changes settlement price determination style, such as "Open", "Close".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

settlementStyle The settlement price determination style.

Returns: A shared pointer to the current instrument profile.

◆ withSIC()

InstrumentProfile & dxfcpp::InstrumentProfile::withSIC ( std::int32_t sic )

inlinenoexcept

Changes Standard Industrial Classification.

It shall use four-digit number from SIC catalog. See SIC on Wikipedia or SIC structure. Example: "7371".

Parameters

sic	Standard Industrial Classification.

Returns: The current instrument profile.

◆ withSICShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withSICShared ( std::int32_t sic )

inlinenoexcept

Changes Standard Industrial Classification.

It shall use four-digit number from SIC catalog. See SIC on Wikipedia or SIC structure. Example: "7371".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

sic	Standard Industrial Classification.

Returns: A shared pointer to the current instrument profile.

◆ withSPC()

InstrumentProfile & dxfcpp::InstrumentProfile::withSPC ( double spc )

inlinenoexcept

Changes shares per contract for options.

Example: 1, 100.

Parameters

spc	The shares per contract for options.

Returns: The current instrument profile.

◆ withSPCShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withSPCShared ( double spc )

inlinenoexcept

Changes shares per contract for options.

Example: 1, 100.

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

spc	The shares per contract for options.

Returns: A shared pointer to the current instrument profile.

◆ withStrike()

InstrumentProfile & dxfcpp::InstrumentProfile::withStrike ( double strike )

inlinenoexcept

Changes strike price for options.

Example: 80, 22.5.

Parameters

strike The strike price for options

Returns: The current instrument profile.

◆ withStrikeShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withStrikeShared ( double strike )

inlinenoexcept

Changes strike price for options.

Example: 80, 22.5.

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

strike The strike price for options

Returns: A shared pointer to the current instrument profile.

◆ withSymbol()

InstrumentProfile & dxfcpp::InstrumentProfile::withSymbol ( const std::string & symbol )

inlinenoexcept

Changes identifier of instrument, preferable an international one in Latin alphabet.

It is a mandatory field. It may not be empty. Example: "GOOG", "/YGM9", ".ZYEAD".

Parameters

symbol The identifier of instrument.

Returns: The current instrument profile.

◆ withSymbolShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withSymbolShared ( const std::string & symbol )

inlinenoexcept

Changes identifier of instrument, preferable an international one in Latin alphabet.

It is a mandatory field. It may not be empty. Example: "GOOG", "/YGM9", ".ZYEAD".

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

symbol The identifier of instrument.

Returns: A shared pointer to the current instrument profile.

◆ withTradingHours()

InstrumentProfile & dxfcpp::InstrumentProfile::withTradingHours ( const std::string & tradingHours )

inlinenoexcept

Changes trading hours specification.

See Schedule::getInstance().

Parameters

tradingHours The trading hours specification.

Returns: The current instrument profile.

◆ withTradingHoursShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withTradingHoursShared ( const std::string & tradingHours )

inlinenoexcept

Changes trading hours specification.

See Schedule::getInstance().

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

tradingHours The trading hours specification.

Returns: A shared pointer to the current instrument profile.

◆ withType()

InstrumentProfile & dxfcpp::InstrumentProfile::withType ( const std::string & type )

inlinenoexcept

Changes type of instrument and returns the current instrument profile.

Parameters

type	The type of instrument.

Returns: The current instrument profile.

◆ withTypeShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withTypeShared ( const std::string & type )

inlinenoexcept

Changes type of instrument and returns a shared pointer to the current instrument profile.

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

type	The type of instrument.

Returns: A shared pointer to the current instrument profile.

◆ withUnderlying()

InstrumentProfile & dxfcpp::InstrumentProfile::withUnderlying ( const std::string & underlying )

inlinenoexcept

Changes primary underlying symbol for options.

Example: "C", "/YGM9"

Parameters

underlying The primary underlying symbol for options.

Returns: The current instrument profile.

◆ withUnderlyingShared()

InstrumentProfile::Ptr dxfcpp::InstrumentProfile::withUnderlyingShared ( const std::string & underlying )

inlinenoexcept

Changes primary underlying symbol for options.

Example: "C", "/YGM9"

Warning: Please do not use this method unless the object was created with std::shared_ptr<InstrumentProfile>(new InstrumentProfile(...)) or std::make_shared<InstrumentProfile>(...)

Parameters

underlying The primary underlying symbol for options.

Returns: A shared pointer to the current instrument profile.

Public Types

Public Member Functions

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ freeGraal()

◆ getAdditionalUnderlyings()

◆ getBaseCurrency()

◆ getCFI()

◆ getCountry()

◆ getCurrency()

◆ getCUSIP()

◆ getDescription()

◆ getExchangeData()

◆ getExchanges()

◆ getExpiration()

◆ getExpirationStyle()

◆ getICB()

◆ getISIN()

◆ getLastTrade()

◆ getLocalDescription()

◆ getLocalSymbol()

◆ getMMY()

◆ getMultiplier()

◆ getOPOL()

◆ getOptionType()

◆ getPriceIncrements()

◆ getProduct()

◆ getSEDOL()

◆ getSettlementStyle()

◆ getSIC()

◆ getSPC()

◆ getStrike()

◆ getSymbol()

◆ getTradingHours()

◆ getType()

◆ getUnderlying()

◆ setAdditionalUnderlyings()

◆ setBaseCurrency()

◆ setCFI()

◆ setCountry()

◆ setCurrency()

◆ setCUSIP()

◆ setDescription()

◆ setExchangeData()

◆ setExchanges()

◆ setExpiration()

◆ setExpirationStyle()

◆ setICB()

◆ setISIN()

◆ setLastTrade()

◆ setLocalDescription()

◆ setLocalSymbol()

◆ setMMY()

◆ setMultiplier()

◆ setOPOL()

◆ setOptionType()

◆ setPriceIncrements()

◆ setProduct()

◆ setSEDOL()

◆ setSettlementStyle()

◆ setSIC()

◆ setSPC()

◆ setStrike()

◆ setSymbol()

◆ setTradingHours()

◆ setType()

◆ setUnderlying()

◆ toGraal()

◆ withAdditionalUnderlyings()

◆ withAdditionalUnderlyingsShared()

◆ withBaseCurrency()

◆ withBaseCurrencyShared()

◆ withCFI()

◆ withCFIShared()

◆ withCountry()

◆ withCountryShared()

◆ withCurrency()

◆ withCurrencyShared()

◆ withCUSIP()