OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
17.0.1
API documentation
Home
Contents
Namespaces
Classes
Files
File List
File Members
include
OnixS
Eurex
MarketData
EOBI
AddFlexibleInstrument.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/MarketData/ABI.h
>
23
#include <
OnixS/Eurex/MarketData/Numeric.h
>
24
#include <
OnixS/Eurex/MarketData/StringRef.h
>
25
#include <
OnixS/Eurex/MarketData/EOBI/MessageBase.h
>
26
#include <
OnixS/Eurex/MarketData/EOBI/DataContainer.h
>
27
28
namespace
OnixS
29
{
30
namespace
Eurex
31
{
32
namespace
MarketData
33
{
34
namespace
EOBI
35
{
36
class
ONIXS_EUREX_EMDI_API
AddFlexibleInstrument
:
public
MessageBase
37
{
38
public
:
39
/// Message type
40
std::string msgType()
const
;
41
42
/// Market data type
43
EOBI::MarketDataType::Enum
marketDataType()
const
;
44
45
/// Security update action
46
EOBI::SecurityUpdateAction::Enum
securityUpdateAction()
const
;
47
48
/// Marketplace assigned identifier.
49
EOBI::SecurityIDSource::Enum
securityIDSource()
const
;
50
51
/// This field qualifies an instrument type on Eurex.
52
EOBI::ProductComplex::Enum
productComplex()
const
;
53
54
/// Number of market segments
55
EOBI::NoMarketSegments::Enum
noMarketSegments()
const
;
56
57
/// Unique instrument identifier.
58
UInt64 securityID()
const
;
59
60
/// Transaction timestamp.
61
UInt64 transactTime()
const
;
62
63
/// Human readable description of instrument.
64
StringRef
securityDesc()
const
;
65
66
/// Strategy Type.
67
EOBI::SecurityType::Enum
securityType()
const
;
68
69
///
70
EOBI::PutOrCall::Enum
putOrCall()
const
;
71
72
///
73
EOBI::ExerciseStyle::Enum
exerciseStyle()
const
;
74
75
///
76
EOBI::SettlMethod::Enum
settlMethod()
const
;
77
78
/// Expiration day of the instrument (YYYYMMDD).
79
UInt32
maturityDate()
const
;
80
81
/// Strike Price
82
bool
strikePrice(
Decimal
& price)
const
;
83
84
///
85
bool
optAttribute(
UInt32
& value)
const
;
86
87
/// Contract day of the instrument (YYYYMMDD).
88
UInt32
contractDate()
const
;
89
90
/// Contract day of the instrument (YYYYMMDD).Same as Contract - Date.
91
UInt32
securityReferenceDataSupplement()
const
;
92
93
/// Appends text presentation.
94
void
toString (std::string&)
const
ONIXS_EUREX_EMDI_OVERRIDE
;
95
96
private
:
97
friend
class
Implementation::MessageFactory;
98
99
AddFlexibleInstrument
(
const
void
* data,
const
DataSource
& dataSource) :
MessageBase
(data, dataSource) {}
100
};
101
}
102
}
103
}
104
}
OnixS::Eurex::MarketData::EOBI::SecurityUpdateAction::Enum
Enum
Definition:
Defines.h:1290
Numeric.h
OnixS::Eurex::MarketData::EOBI::MarketDataType::Enum
Enum
Definition:
Defines.h:1123
MessageBase.h
ONIXS_EUREX_EMDI_OVERRIDE
#define ONIXS_EUREX_EMDI_OVERRIDE
Definition:
Compiler.h:134
ABI.h
OnixS::Eurex::MarketData::UInt32
unsigned int UInt32
Definition:
Numeric.h:41
OnixS::Eurex::MarketData::EOBI::SecurityIDSource::Enum
Enum
Definition:
Defines.h:1214
OnixS
Definition:
Defines.h:30
OnixS::Eurex::MarketData::Decimal
Decimal type for better precision.
Definition:
Numeric.h:63
OnixS::Eurex::MarketData::EOBI::SettlMethod::Enum
Enum
Definition:
Defines.h:1705
OnixS::Eurex::MarketData::EOBI::PutOrCall::Enum
Enum
Definition:
Defines.h:1673
StringRef.h
DataContainer.h
OnixS::Eurex::MarketData::EOBI::NoMarketSegments::Enum
Enum
Definition:
Defines.h:1179
OnixS::Eurex::MarketData::DataSource
Definition:
Defines.h:93
OnixS::Eurex::MarketData::EOBI::SecurityType::Enum
Enum
Definition:
Defines.h:1277
OnixS::Eurex::MarketData::EOBI::ExerciseStyle::Enum
Enum
Definition:
Defines.h:1689
OnixS::Eurex::MarketData::EOBI::ProductComplex::Enum
Enum
Definition:
Defines.h:1190
OnixS::Eurex::MarketData::EOBI::AddFlexibleInstrument
Definition:
AddFlexibleInstrument.h:36
OnixS::Eurex::MarketData::StringRef
Definition:
StringRef.h:51
OnixS::Eurex::MarketData::EOBI::MessageBase
Definition:
MessageBase.h:41