OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  8.1.0
API documentation
QuoteRequest.h
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19 
20 #pragma once
21 
27 
28 namespace OnixS
29 {
30  namespace Eurex
31  {
32  namespace MarketData
33  {
34  /// Quote request
35  class ONIXS_EUREX_EMDI_API QuoteRequest : public Message
36  {
37  public:
38  /// Product identifier.
40  {
41  return getUInt32 (Tags::MarketSegmentID);
42  }
43 
44  /// Instrument ID from Eurex Exchange�s new trading architecture
46  {
47  return getGroup (Tags::NoRelatedSym).at (0).getInt64 (Tags::SecurityID);
48  }
49 
50  /// Side
51  Side::Enum side() const
52  {
53  return getNonZeroIntEnumFieldValue<Side> (getGroup (Tags::NoRelatedSym).at (0), Tags::NoRelatedSym);
54  }
55 
56  /// Indicates if product is in the state Fast Market.
57  bool orderQty (Decimal& quantity) const
58  {
59  return getGroup (Tags::NoRelatedSym).at (0).get (Tags::OrderQty).toNumber (quantity);
60  }
61 
62  /// Time when request was processed by the matcher (nanoseconds).
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 }
UInt64 transactTime() const
Time when request was processed by the matcher (nanoseconds).
Definition: QuoteRequest.h:63
MarketSegmentId marketSegmentId() const
Product identifier.
Definition: QuoteRequest.h:39
Definition: Defines.h:30
Decimal type for better precision.
Definition: Numeric.h:63
Side::Enum side() const
Side.
Definition: QuoteRequest.h:51
Int64 SecurityId
Alias for Security Id type.
Definition: Defines.h:51
SecurityId securityId() const
Instrument ID from Eurex Exchange�s new trading architecture.
Definition: QuoteRequest.h:45
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition: Defines.h:40
bool orderQty(Decimal &quantity) const
Indicates if product is in the state Fast Market.
Definition: QuoteRequest.h:57