OnixS EBS BrokerTec Handler for C++ uses limited subset of Genium INET functionality. This subset can be divided into several groups - Security Definitions, Market Data, Trading, etc.
Version 4.1-0475 compatible with Genium 475 release (June 2018).
In the table below listed OMnet transactions which currently supported by OnixS EBS BrokerTec Handler:
OMnet transaction | OMnet broadcast | Public API member that represents response | Description |
DQ7 [Market QUERY] | n/a | OnixS::BrokerTec::InstrumentDefinitionListener::onMarket | The purpose of this transaction is to retrieve markets for all tradable series in the system. |
DQ8 [Instrument Group QUERY] | n/a | OnixS::BrokerTec::InstrumentDefinitionListener::onInstrumentGroup | This transaction gets the valid instrument groups in binary format and their equivalent character representation. |
DQ152 [Series QUERY] | BU152 [Series Update BROADCAST] | OnixS::BrokerTec::InstrumentDefinitionListener::onInstrumentSeries | The purpose of this transaction is to get the tradable series in binary format and their equivalent character representation back. |
DQ153 [Instrument Type QUERY] | n/a | OnixS::BrokerTec::InstrumentDefinitionListener::onInstrumentType | The query will return information about hidden size configuration and other permanent information for each instrument type. |
DQ154 [Underlying QUERY] | BU154 [Underlying Update BROADCAST] | OnixS::BrokerTec::InstrumentDefinitionListener::onUnderlying | The underlying identity character format is received by this query. |
DQ160 [Instrument Class QUERY] | BU160 [Instrument Class Update BROADCAST] | OnixS::BrokerTec::InstrumentDefinitionListener::onInstrumentClass | The purpose of this transaction is to get all existing instrument classes. |
UQ14 [BI81 Broadcasts Sent QUERY] | BI81 [Market Announcement Information VIB] | OnixS::BrokerTec::ExchangeListener::onMarketMessage | The Market Announcement Information broadcast sends information to all users. This information can be either a market message or a company announcement. |
UQ15 [Instrument Status QUERY] | BI41 [Instrument Status Information BROADCAST] | OnixS::BrokerTec::InstrumentDefinitionListener::onMarket OnixS::BrokerTec::InstrumentDefinitionListener::onInstrumentType OnixS::BrokerTec::InstrumentDefinitionListener::onInstrumentClass OnixS::BrokerTec::InstrumentDefinitionListener::onInstrumentSeries OnixS::BrokerTec::InstrumentDefinitionListener::onUnderlying | The query returns the status for a Market, Instrument Type, Instrument Class, Series and Underlying or for all instrument levels. |
In the table below listed OMnet transactions which currently supported by OnixS EBS BrokerTec Handler:
OMnet transaction | Public API member that represents response | Description |
DQ6 [Broker Signatures QUERY] | OnixS::BrokerTec::ExchangeListener::onBrokerSignature | The identity of each single person authorized for trading is registered at the Exchange at the Instrument Type or Instrument Class level. It is then possible for the customer to request this information for his own staff. |
DQ30 [User Type Info QUERY] | this information available in log file only | The Query User Type Info Transaction provides information on user type and legal transactions and broadcasts authorized for the querying user. |
UQ12 [Business Date QUERY] | OnixS::BrokerTec::Handler::businessDate | The purpose of this query is to get the current business date, the UTC date and time. |
In the table below listed OMnet transactions which currently supported by OnixS EBS BrokerTec Handler:
OMnet transaction | Public API member that represents request | Public API member that represents response | Description |
MQ8 [Total Order QUERY] | Sent automatically during snapshot | OnixS::BrokerTec::FirmOrderBookListener::onFirmOrderBookUpdate | This transaction is used for querying own orders in the Order Book or for another user in the same firm or for all orders for a firm. |
MQ9 [Total Inactive Order QUERY] | Sent automatically during snapshot | OnixS::BrokerTec::FirmOrderBookListener::onFirmOrderBookUpdate | This transaction is used for querying own inactive orders in the Order Book. |
MO31 [Order Entry TRANSACTION] | OnixS::BrokerTec::Handler::enterOrder | OnixS::BrokerTec::TradeListener::onEnterOrderAck or OnixS::BrokerTec::TradeListener::onEnterOrderFailed OnixS::BrokerTec::FirmOrderBookListener::onFirmOrderBookUpdate | This transaction is used for placing orders in the Order book. |
MO33 [Alteration TRANSACTION] | OnixS::BrokerTec::Handler::alterOrder | OnixS::BrokerTec::TradeListener::onAlterOrderAck or OnixS::BrokerTec::TradeListener::onAlterOrderFailed OnixS::BrokerTec::FirmOrderBookListener::onFirmOrderBookUpdate | This transaction is used to alter an order in the order book. |
MO30 [Multi order. VITR] | OnixS::BrokerTec::Handler::alterOrders | OnixS::BrokerTec::TradeListener::onAlterOrderAck or OnixS::BrokerTec::TradeListener::onAlterOrderFailed OnixS::BrokerTec::FirmOrderBookListener::onFirmOrderBookUpdate | This transaction is used for sending several orders or quotes in the same transaction. |
MO4 [Order Deletion TRANSACTION] | OnixS::BrokerTec::Handler::cancelOrder OnixS::BrokerTec::Handler::cancelAllCompanyOrders | OnixS::BrokerTec::TradeListener::onCancelOrderAck or OnixS::BrokerTec::TradeListener::onCancelOrderFailed OnixS::BrokerTec::FirmOrderBookListener::onFirmOrderBookUpdate | The delete transaction is used to remove one or more orders from the Order Book. In contrast to the alter transaction, this transaction can affect several orders at once - a group of orders to be deleted can be specified. |
MO40 [Inactive Deletion TRANSACTION] | OnixS::BrokerTec::Handler::cancelOrder OnixS::BrokerTec::Handler::cancelInactiveOrders | OnixS::BrokerTec::TradeListener::onCancelOrderAck or OnixS::BrokerTec::TradeListener::onCancelOrderFailed OnixS::BrokerTec::FirmOrderBookListener::onFirmOrderBookUpdate | The delete inactive transaction is used to remove one or more (by the matching engine) inactivated orders from the Order Book. This transaction can affect several orders at once - a group of orders to be deleted can be specified. This transaction is similar to MO4 but deletes inactive orders instead. |
MO34 [Delete All User Order TRANSACTION] | OnixS::BrokerTec::Handler::cancelAllYourOwnOrders | OnixS::BrokerTec::TradeListener::onCancelOrderAck or OnixS::BrokerTec::TradeListener::onCancelOrderFailed OnixS::BrokerTec::FirmOrderBookListener::onFirmOrderBookUpdate | This transaction is used to remove all orders from a participant trader. |
CQ10 [Query missing trade QUERY] | OnixS::BrokerTec::Handler::restoreOwnDeals | OnixS::BrokerTec::TradeInfoListener::onDealDetails | This query is used to retrieve trades for the trading day (T) = current business day; and the next trading day (T+1) when the next trading day commence on the same business day. For example, if a missing sequence number is detected for the trade broadcast, ' this query is used to get in synch with the broadcast flow again. |
In the table below listed OMnet transactions which currently supported by OnixS EBS BrokerTec Handler: