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

#include <InstrumentProfile.hpp>

Inheritance diagram for 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 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
	Allocates memory for the dxFeed Graal SDK structure.

	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.

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.

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.

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.

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.

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.

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.

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.

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.

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.

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).

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.

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.

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.

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.

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.

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.

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.

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).

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.

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.

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.

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).

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.

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.

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.

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.

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".

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".

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.

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.

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

Static Public Member Functions
static Ptr	fromGraal (void *graalNative)
	Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.

static std::vector< Ptr >	fromGraalList (void *graalList)
	Creates a vector of objects of the current type and fills it with data from the the dxFeed Graal SDK list of structures.

static void	freeGraal (void *graalNative)
	Releases the memory occupied by the dxFeed Graal SDK structure.

Detailed Description

Represents basic profile information about market instrument.

Please see Instrument Profile Format documentation for complete description.

Member Function Documentation

◆ freeGraal()

void InstrumentProfile::freeGraal ( void * graalNative )

static

Releases the memory occupied by the dxFeed Graal SDK structure.

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

Referenced by InstrumentProfileCollector::updateInstrumentProfile().

◆ fromGraal()

std::shared_ptr< InstrumentProfile > InstrumentProfile::fromGraal ( void * graalNative )

static

Creates an object of the current type and fills it with data from the the dxFeed Graal SDK structure.

Parameters

graalNative The pointer to the dxFeed Graal SDK structure.

Returns: The object of current type.

Exceptions

std::invalid_argument

◆ fromGraalList()

std::vector< std::shared_ptr< InstrumentProfile > > InstrumentProfile::fromGraalList ( void * graalList )

static

Creates a vector of objects of the current type and fills it with data from the the dxFeed Graal SDK list of structures.

Parameters

graalList The pointer to the dxFeed Graal SDK list of structures.

Returns: The vector of objects of current type

Exceptions

std::invalid_argument

◆ getAdditionalUnderlyings()

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

inlinenoexcept

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

Returns: The expiration cycle style.

◆ getICB()

std::int32_t 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 & 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 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 & 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 & 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 & 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 InstrumentProfile::getMultiplier ( ) const

inlinenoexcept

Returns market value multiplier.

Example: 100, 33.2.

Returns: The market value multiplier.

◆ getOPOL()

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

inlinenoexcept

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

Returns: The settlement price determination style.

◆ getSIC()

std::int32_t 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 InstrumentProfile::getSPC ( ) const

inlinenoexcept

Returns shares per contract for options.

Example: 1, 100.

Returns: shares per contract for options.

◆ getStrike()

double InstrumentProfile::getStrike ( ) const

inlinenoexcept

Returns strike price for options.

Example: 80, 22.5.

Returns: The strike price for options.

◆ getSymbol()

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

inlinenoexcept

Returns trading hours specification.

See Schedule::getInstance().

Returns: The trading hours specification.

◆ getType()

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

inlinenoexcept

Returns primary underlying symbol for options.

Example: "C", "/YGM9"

Returns: The primary underlying symbol for options.

◆ setAdditionalUnderlyings()

void 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.

Referenced by withAdditionalUnderlyings().

◆ setBaseCurrency()

void 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).

Referenced by withBaseCurrency().

◆ setCFI()

void 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.

Referenced by withCFI().

◆ setCountry()

void 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.

Referenced by withCountry().

◆ setCurrency()

void 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.

Referenced by withCurrency().

◆ setCUSIP()

void 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.

Referenced by withCUSIP().

◆ setDescription()

void 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.

Referenced by withDescription().

◆ setExchangeData()

void 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.

Referenced by withExchangeData().

◆ setExchanges()

void 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.

Referenced by withExchanges().

◆ setExpiration()

void 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.

Referenced by withExpiration().

◆ setExpirationStyle()

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

inlinenoexcept

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

Parameters

expirationStyle The expiration cycle style.

Referenced by withExpirationStyle().

◆ setICB()

void 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.

Referenced by withICB().

◆ setISIN()

void 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.

Referenced by withISIN().

◆ setLastTrade()

void 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.

Referenced by withLastTrade().

◆ setLocalDescription()

void 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.

Referenced by withLocalDescription().

◆ setLocalSymbol()

void 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.

Referenced by withLocalSymbol().

◆ setMMY()

void 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).

Referenced by withMMY().

◆ setMultiplier()

void InstrumentProfile::setMultiplier ( double multiplier )

inlinenoexcept

Changes market value multiplier.

Example: 100, 33.2.

Parameters

multiplier The market value multiplier.

Referenced by withMultiplier().

◆ setOPOL()

void 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.

Referenced by withOPOL().

◆ setOptionType()

void 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.

Referenced by withOptionType().

◆ setPriceIncrements()

void 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.

Referenced by withPriceIncrements().

◆ setProduct()

void 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).

Referenced by withProduct().

◆ setSEDOL()

void 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.

Referenced by withSEDOL().

◆ setSettlementStyle()

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

inlinenoexcept

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

Parameters

settlementStyle The settlement price determination style.

Referenced by withSettlementStyle().

◆ setSIC()

void 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.

Referenced by withSIC().

◆ setSPC()

void InstrumentProfile::setSPC ( double spc )

inlinenoexcept

Changes shares per contract for options.

Example: 1, 100.

Parameters

spc	The shares per contract for options.

Referenced by withSPC().

◆ setStrike()

void InstrumentProfile::setStrike ( double strike )

inlinenoexcept

Changes strike price for options.

Example: 80, 22.5.

Parameters

strike The strike price for options.

Referenced by withStrike().

◆ setSymbol()

void 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.

Referenced by withSymbol().

◆ setTradingHours()

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

inlinenoexcept

Changes trading hours specification.

See Schedule::getInstance().

Parameters

tradingHours The trading hours specification.

Referenced by withTradingHours().

◆ setType()

void 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.

Referenced by withType().

◆ setUnderlying()

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

inlinenoexcept

Changes primary underlying symbol for options.

Example: "C", "/YGM9"

Parameters

underlying The primary underlying symbol for options.

Referenced by withUnderlying().

◆ toGraal()

void * InstrumentProfile::toGraal ( ) const

Allocates memory for the dxFeed Graal SDK structure.

Fills the dxFeed Graal SDK structure's fields by the data of the current entity. Returns the pointer to the filled structure.

Returns: The pointer to the filled dxFeed Graal SDK structure

Referenced by InstrumentProfileCollector::updateInstrumentProfile().

◆ withAdditionalUnderlyings()

InstrumentProfile & 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.

References setAdditionalUnderlyings().

◆ withBaseCurrency()

InstrumentProfile & 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.

References setBaseCurrency().

◆ withCFI()

InstrumentProfile & 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.

References setCFI().

◆ withCountry()

InstrumentProfile & 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.

References setCountry().

◆ withCurrency()

InstrumentProfile & 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.

References setCurrency().

◆ withCUSIP()

InstrumentProfile & 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.

References setCUSIP().

◆ withDescription()

InstrumentProfile & 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.

References setDescription().

◆ withExchangeData()

InstrumentProfile & 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.

References setExchangeData().

◆ withExchanges()

InstrumentProfile & 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.

References setExchanges().

◆ withExpiration()

InstrumentProfile & 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.

References setExpiration().

◆ withExpirationStyle()

InstrumentProfile & 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.

References setExpirationStyle().

◆ withICB()

InstrumentProfile & 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.

References setICB().

◆ withISIN()

InstrumentProfile & 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.

References setISIN().

◆ withLastTrade()

InstrumentProfile & 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.

References setLastTrade().

◆ withLocalDescription()

InstrumentProfile & 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.

References setLocalDescription().

◆ withLocalSymbol()

InstrumentProfile & 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.

References setLocalSymbol().

◆ withMMY()

InstrumentProfile & 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.

References setMMY().

◆ withMultiplier()

InstrumentProfile & InstrumentProfile::withMultiplier ( double multiplier )

inlinenoexcept

Changes market value multiplier.

Example: 100, 33.2.

Parameters

multiplier The market value multiplier.

Returns: The current instrument profile.

References setMultiplier().

◆ withOPOL()

InstrumentProfile & 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.

References setOPOL().

◆ withOptionType()

InstrumentProfile & 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.

References setOptionType().

◆ withPriceIncrements()

InstrumentProfile & 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.

References setPriceIncrements().

◆ withProduct()

InstrumentProfile & 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.

References setProduct().

◆ withSEDOL()

InstrumentProfile & 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.

References setSEDOL().

◆ withSettlementStyle()

InstrumentProfile & 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.

References setSettlementStyle().

◆ withSIC()

InstrumentProfile & 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.

References setSIC().

◆ withSPC()

InstrumentProfile & 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.

References setSPC().

◆ withStrike()

InstrumentProfile & 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.

References setStrike().

◆ withSymbol()

InstrumentProfile & 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.

References setSymbol().

◆ withTradingHours()

InstrumentProfile & 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.

References setTradingHours().

◆ withType()

InstrumentProfile & 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.

References setType().

◆ withUnderlying()

InstrumentProfile & 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.

References setUnderlying().

Public Types

Public Member Functions

Static Public Member Functions

Detailed Description

Member Function Documentation

◆ freeGraal()

◆ fromGraal()

◆ fromGraalList()

◆ 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()

◆ withBaseCurrency()

◆ withCFI()

◆ withCountry()

◆ withCurrency()

◆ withCUSIP()

◆ withDescription()

◆ withExchangeData()

◆ withExchanges()