OnixS EBS BrokerTec Market Data and Trading Handler for C++  2.14.1.0
Supported OMnet functionality

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.

OMNet API Version

Version 4.1-0475 compatible with Genium 475 release (June 2018).

Supported OMnet functionality for Security Definitions

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.

Supported OMnet functionality for Auxiliary Definitions

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.

Supported OMnet functionality for Trading

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.

Supported OMnet functionality for Market Data

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
n/a BD1 [Deals in the Market BROADCAST] OnixS::BrokerTec::TradeInfoListener::onDeal
OnixS::BrokerTec::TradeInfoListener::onOwnDeal
This subscription returns information on deals closed in the market.
IQ18 [Total Volumes and Prices VIQ] BD2 [Edited Price Information VIB] OnixS::BrokerTec::EditedPriceInformationListener::onTotalVolumesAndPrices
OnixS::BrokerTec::EditedPriceInformationListener::onMarketInfoSeries
OnixS::BrokerTec::EditedPriceInformationListener::onMarketInfoBase
OnixS::BrokerTec::EditedPriceInformationListener::onOrderBookLevelsClosing
The subscription to BD2 provides processed price information from the Central System. The data populated is based on trades executed during the trading day and could be subject to a holdback before distributed. Note: Some products could be marked by the Exchange to have restricted information dissemination. Broadcasts will not be sent out for such products.
MQ8 [Total Order QUERY] BO5 [Firm Order Book VIB] OnixS::BrokerTec::FirmOrderBookListener::onSegmentInstanceNumber
OnixS::BrokerTec::FirmOrderBookListener::onOrderChangeCombined
OnixS::BrokerTec::FirmOrderBookListener::onOrderChangeSeparate
OnixS::BrokerTec::FirmOrderBookListener::onOrderPriceChange
OnixS::BrokerTec::FirmOrderBookListener::onOrderReturnInfo
OnixS::BrokerTec::FirmOrderBookListener::onOrderInfo
OnixS::BrokerTec::FirmOrderBookListener::onMidPriceTradeInfo
OnixS::BrokerTec::FirmOrderBookListener::onWorkupTradeInfo
OnixS::BrokerTec::FirmOrderBookListener::onOrderTradeInfo
OnixS::BrokerTec::FirmOrderBookListener::onExchangeInfo
OnixS::BrokerTec::FirmOrderBookListener::onGiveUpMember
OnixS::BrokerTec::FirmOrderBookListener::onCustomerInfo
OnixS::BrokerTec::FirmOrderBookListener::onDiscretionaryInfo
All order-related activities for a firm are disseminated via this directed broadcast, for example, when a user enters or changes an order or an order being matched by another order. Thereby it is possible for each user to keep an internal order book for the firm.
IQ10 [Total Volumes and Prices QUERY] BO14 [Order Book Levels VIB] OnixS::BrokerTec::MarketListener::onPriceDepthUpdated
OnixS::BrokerTec::MarketListener::onOrderPositionUpdated
OnixS::BrokerTec::PriceLevelChangeListener::onBeginUpdate
OnixS::BrokerTec::PriceLevelChangeListener::onEndUpdate
OnixS::BrokerTec::PriceLevelChangeListener::onPriceLevelAdded
OnixS::BrokerTec::PriceLevelChangeListener::onPriceLevelChanged
OnixS::BrokerTec::PriceLevelChangeListener::onPriceLevelRemoved
The subscriptions for BO14 provides information on changes in the order book, but the data has been further processed by the central system before it is broadcasted.
IQ23 [Query Full Order Depth VIQ] BO23 [Full Order Depth Broadcast VIB] OnixS::BrokerTec::MarketListener::onPriceDepthUpdated
OnixS::BrokerTec::MarketListener::onOrderPositionUpdated
OnixS::BrokerTec::FullOrderDepthUpdateListener::onFullOrderDepthUpdated
OnixS::BrokerTec::FullOrderDepthChangeListener::onFullOrderDepthChanged

This broadcasts will return all changes in the order book and is used to keep an updated order book with the full order depth.