OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
Loading...
Searching...
No Matches
QuoteRequest.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
27
28namespace OnixS
29{
30 namespace Eurex
31 {
32 namespace MarketData
33 {
35 class ONIXS_EUREX_EMDI_API QuoteRequest : public Message
36 {
37 public:
43
46 {
47 return getGroup (Tags::NoRelatedSym).at (0).getInt64 (Tags::SecurityID);
48 }
49
55
57 bool orderQty (Decimal& quantity) const
58 {
59 return getGroup (Tags::NoRelatedSym).at (0).get (Tags::OrderQty).toNumber (quantity);
60 }
61
63 UInt64 transactTime() const
64 {
65 return getGroup (Tags::NoRelatedSym).at (0).getUInt64 (Tags::TransactTime);
66 }
67
68 private:
69 friend class QuoteRequestWrapper;
70
71 QuoteRequest (const void* impl)
72 : Message (impl)
73 {
74 }
75 };
76 }
77 }
78}
Decimal type for better precision.
Definition Numeric.h:66
UInt32 getUInt32(Tag tag) const
Group getGroup(Tag numberOfInstancesTag) const
Message(const Message &other)
MarketSegmentId marketSegmentId() const
Product identifier.
bool orderQty(Decimal &quantity) const
Indicates if product is in the state Fast Market.
SecurityId securityId() const
Instrument ID from Eurex Exchange�s new trading architecture.
UInt64 transactTime() const
Time when request was processed by the matcher (nanoseconds).
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition Defines.h:40
Int64 SecurityId
Alias for Security Id type.
Definition Defines.h:51
Enumeration::Enum getNonZeroIntEnumFieldValue(const FieldSet &fieldSet, Tag tag)
Definition FieldSet.h:235