OnixS Eurex ETI Handler C++ library  9.19.0
API documentation
DeleteAllQuoteBroadcast.h
Go to the documentation of this file.
1 /*
2  * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3  *
4  * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5  * and international copyright treaties.
6  *
7  * Access to and use of the software is governed by the terms of the applicable ONIXS Software
8  * Services Agreement (the Agreement) and Customer end user license agreements granting
9  * a non-assignable, non-transferable and non-exclusive license to use the software
10  * for it's own data processing purposes under the terms defined in the Agreement.
11  *
12  * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13  * of this source code or associated reference material to any other location for further reproduction
14  * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15  *
16  * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17  * the terms of the Agreement is a violation of copyright law.
18  */
19 
20 #pragma once
21 
22 #include "OnixS/Eurex/Trading/Export.h"
27 
28 #include <iosfwd>
29 #include <string>
30 #include <vector>
31 
32 namespace OnixS {
33 namespace Eurex {
34 namespace Trading {
35 
36 /// Not Affected Securities Group Element.
37 class ONIXS_EUREX_ETI_EXPORT NotAffectedSecuritiesGrpElem
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// Instrument ID whose quote mass cancellation or activation is pending.
45 
46  /// Returns string representation.
47  std::string toString () const;
48 
49 private:
50  friend class Serializer;
51  NotAffectedSecuritiesGrpElem (const void* data);
52 };
53 
54 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const NotAffectedSecuritiesGrpElem&);
55 
56 /// Delete All Quote Broadcast Message.
57 class ONIXS_EUREX_ETI_EXPORT DeleteAllQuoteBroadcast : public Message
58 {
59 public:
60  /// Initialize default instance.
62 
63  /// Matching engine out timestamp.
65 
66  /// Is required to define the scope of a Retransmission Request.
68 
69  /// Message key assigned to a order/quote event related Eurex ETI data stream.
71 
72  /// Identifier for subscription and retransmission of an ETI data stream.
74 
75  /// Indicates a retransmission message.
77 
78  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
80 
81  /// Transaction timestamp.
83 
84  /// The product identifier uniquely identifies a Eurex product.
86 
87  /// Owning Session ID.
89 
90  /// Entering User ID.
92 
93  /// Owning User ID.
95 
96  /// Reason for mass cancellation.
98 
99  /// Entering Business Unit.
101 
102  /// Owning Trader Group.
103  std::string targetPartyIdDeskId;
104 
105  /// Not Affected Securities Group.
106  std::vector<NotAffectedSecuritiesGrpElem> notAffectedSecuritiesGrp;
107 
108  /// Returns template ID.
109  TemplateId::Enum templateId () const;
110 
111  /// Returns string representation.
112  std::string toString () const;
113 
114 private:
115  friend class Serializer;
116  DeleteAllQuoteBroadcast (const void* data, size_t dataSize, MessageInfo& msgInfo);
117  void nativeSerializeTo (void* nativeMessage);
118 };
119 
120 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const DeleteAllQuoteBroadcast&);
121 
122 }
123 }
124 }
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Definition: Enumerations.h:661
Enum
Indicates a retransmission message.
Definition: Enumerations.h:71
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
unsigned long long UInt64
Definition: Defines.h:47
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
UInt64 notAffectedSecurityId
Instrument ID whose quote mass cancellation or activation is pending.
signed int SInt32
Definition: Defines.h:42
Message base class.
Definition: Message.h:33
std::vector< UInt8 > Data
Definition: Defines.h:60
std::vector< NotAffectedSecuritiesGrpElem > notAffectedSecuritiesGrp
Not Affected Securities Group.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
unsigned int UInt32
Definition: Defines.h:46
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Definition: Enumerations.h:34
Enum
Reason for mass cancellation.
Definition: Enumerations.h:860
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
unsigned short UInt16
Definition: Defines.h:45
PartyIdEnteringFirm::Enum partyIdEnteringFirm
Entering Business Unit.
MassActionReason::Enum massActionReason
Reason for mass cancellation.
std::string targetPartyIdDeskId
Owning Trader Group.
Data applMsgId
Message key assigned to a order/quote event related Eurex ETI data stream.