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Updates for 2024-10-26 release
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jdugan1024 committed Oct 25, 2024
1 parent a5e7c0e commit feaefd4
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Showing 4 changed files with 9 additions and 2 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -2345,6 +2345,7 @@ class CurrencyConversion
Currency strikeCurr;
TickerKey defaultSurfaceRoot;
String<6> ricRoot;
TickerKey regionalCompositeRoot;
DateTime timestamp;
PricingSource_V7 pricingSource_V7;
};
Expand Down Expand Up @@ -2401,6 +2402,7 @@ class CurrencyConversion
inline Currency strikeCurr() const { return layout_.strikeCurr; }
inline const TickerKey& defaultSurfaceRoot() const { return layout_.defaultSurfaceRoot; }
inline const String<6>& ricRoot() const { return layout_.ricRoot; }
inline const TickerKey& regionalCompositeRoot() const { return layout_.regionalCompositeRoot; }
inline DateTime timestamp() const { return layout_.timestamp; }
inline PricingSource_V7 pricingSource_V7() const { return layout_.pricingSource_V7; }

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Expand Up @@ -240,7 +240,7 @@ private static void Initialize()
Type = 4365,
Name = nameof(RootDefinition),
IsCore = true,
SchemaHash = 0x7d5943a78cebfea6
SchemaHash = 0x8623591532bf341
};

attributes[2525] = new()
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3 changes: 3 additions & 0 deletions SpiderStream/_csharp/SpiderRock.SpiderStream/Messages.Auto.cs
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Expand Up @@ -5796,6 +5796,7 @@ internal struct BodyLayout
public Currency strikeCurr;
public TickerKeyLayout defaultSurfaceRoot;
public FixedString6Layout ricRoot;
public TickerKeyLayout regionalCompositeRoot;
public DateTimeLayout timestamp;
public PricingSource_V7 pricingSource_V7;
}
Expand Down Expand Up @@ -5880,6 +5881,8 @@ internal struct BodyLayout
public TickerKey DefaultSurfaceRoot { get => TickerKey.GetCreateTickerKey(body.defaultSurfaceRoot); set => body.defaultSurfaceRoot = value.Layout; }
/// <summary>RIC Root</summary>
public string RicRoot { get => body.ricRoot; set => body.ricRoot = value; }
/// <summary>regional composite ticker - set on European contributor products only</summary>
public TickerKey RegionalCompositeRoot { get => TickerKey.GetCreateTickerKey(body.regionalCompositeRoot); set => body.regionalCompositeRoot = value.Layout; }

public DateTime Timestamp { get => body.timestamp; set => body.timestamp = value; }
/// <summary>only v7: enum values do not match with v8: V7[None=0,Native=1,SyntheticExpiry=2], V8[Does Not Exist]</summary>
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Expand Up @@ -1642,7 +1642,7 @@ public partial class RootDefinition
{
[ThreadStatic] private static StringBuilder recordBuilder;

public const string TabHeader = "root\tticker\tosiRoot\tccode\tuPrcDriverKey\tuPrcDriverType\tuPrcDriverKey2\tuPrcDriverType2\tuPrcBoundCCode\texpirationMap\tunderlierMode\toptionType\tmultihedge\texerciseTime\texerciseType\ttimeMetric\ttradingPeriod\tpricingModel\tmoneynessType\tpriceQuoteType\tvolumeTier\tpositionLimit\texchanges\ttickValue\tpointValue\tpointCurrency\tstrikeScale\tstrikeRatio\tcashOnExercise\tunderliersPerCn\tpremiumMult\tsymbolRatio\tadjConvention\toptPriceInc\tpriceFormat\ttradeCurr\tsettleCurr\tstrikeCurr\tdefaultSurfaceRoot\tricRoot\ttimestamp\tpricingSource_V7\tExchange\tUnderlying";
public const string TabHeader = "root\tticker\tosiRoot\tccode\tuPrcDriverKey\tuPrcDriverType\tuPrcDriverKey2\tuPrcDriverType2\tuPrcBoundCCode\texpirationMap\tunderlierMode\toptionType\tmultihedge\texerciseTime\texerciseType\ttimeMetric\ttradingPeriod\tpricingModel\tmoneynessType\tpriceQuoteType\tvolumeTier\tpositionLimit\texchanges\ttickValue\tpointValue\tpointCurrency\tstrikeScale\tstrikeRatio\tcashOnExercise\tunderliersPerCn\tpremiumMult\tsymbolRatio\tadjConvention\toptPriceInc\tpriceFormat\ttradeCurr\tsettleCurr\tstrikeCurr\tdefaultSurfaceRoot\tricRoot\tregionalCompositeRoot\ttimestamp\tpricingSource_V7\tExchange\tUnderlying";

public string TabRecord
{
Expand Down Expand Up @@ -1733,6 +1733,8 @@ public string TabRecord
recordBuilder.Append('\t');
recordBuilder.Append(RicRoot);
recordBuilder.Append('\t');
recordBuilder.Append(RegionalCompositeRoot);
recordBuilder.Append('\t');
recordBuilder.AppendInTabRecordFormat(Timestamp);
recordBuilder.Append('\t');
recordBuilder.Append(PricingSource_V7);
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