OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
17.0.1
API documentation
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include
OnixS
Eurex
MarketData
EOBI
QuoteRequest.h
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable OnixS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include <
OnixS/Eurex/MarketData/ABI.h
>
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#include <
OnixS/Eurex/MarketData/Numeric.h
>
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#include <
OnixS/Eurex/MarketData/EOBI/MessageBase.h
>
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namespace
OnixS
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{
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namespace
Eurex
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{
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namespace
MarketData
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{
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namespace
EOBI
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{
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class
ONIXS_EUREX_EMDI_API
QuoteRequest
:
public
MessageBase
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{
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public
:
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/// Message type
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std::string msgType()
const
;
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/// Market data type
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EOBI::MarketDataType::Enum
marketDataType()
const
;
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/// Marketplace assigned identifier.
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EOBI::SecurityIDSource::Enum
securityIDSource()
const
;
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/// Unique instrument identifier.
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UInt64 securityID()
const
;
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/// Defines the requested quantity in a Quote Request.
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bool
lastQty(
QuantityType
& value)
const
;
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/// Side of the order. Value Description: 1 Buy, 2 Sell,
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EOBI::Side::Enum
side()
const
;
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/// Transaction timestamp.
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UInt64 transactTime()
const
;
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/// Appends text presentation.
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void
toString (std::string&)
const
ONIXS_EUREX_EMDI_OVERRIDE
;
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private
:
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friend
class
Implementation::MessageFactory;
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QuoteRequest
(
const
void
* data,
const
DataSource
& dataSource) :
MessageBase
(data, dataSource) {}
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};
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}
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}
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}
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}
Numeric.h
OnixS::Eurex::MarketData::EOBI::QuantityType
Int64 QuantityType
Definition:
Defines.h:988
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
OnixS::Eurex::MarketData::EOBI::Side::Enum
Enum
Definition:
Defines.h:1302
ABI.h
OnixS::Eurex::MarketData::EOBI::SecurityIDSource::Enum
Enum
Definition:
Defines.h:1214
OnixS
Definition:
Defines.h:30
OnixS::Eurex::MarketData::DataSource
Definition:
Defines.h:93
OnixS::Eurex::MarketData::EOBI::QuoteRequest
Definition:
QuoteRequest.h:34
OnixS::Eurex::MarketData::EOBI::MessageBase
Definition:
MessageBase.h:41