OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
AddComplexInstrumentRequest.h
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19 
20 #pragma once
21 
22 #include "OnixS/Eurex/Trading/Export.h"
27 
28 #include <iosfwd>
29 #include <string>
30 #include <vector>
31 
32 namespace OnixS {
33 namespace Eurex {
34 namespace Trading {
35 
36 /// Instrument Leg Group Element.
37 class ONIXS_EUREX_ETI_EXPORT InstrmtLegGrpElem
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// Instrument identifiier of the leg security.
45 
46  /// Strategy leg underlying price (only applicable for futures legs).
48 
49  /// Product identifiier of the leg security.
51 
52  /// The ratio of quantity for this individual leg relative to the entire multileg security.
54 
55  /// The side of the individual leg of a strategy.
57 
58  /// Indicates type of leg.
60 
61  /// Returns string representation.
62  std::string toString () const;
63 
64 private:
65  friend class Serializer;
66  InstrmtLegGrpElem (const void* data);
67 };
68 
69 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const InstrmtLegGrpElem&);
70 
71 /// Add Complex Instrument Request Message.
72 class ONIXS_EUREX_ETI_EXPORT AddComplexInstrumentRequest : public Message
73 {
74 public:
75  /// Initialize default instance.
77 
78  /// User ID.
80 
81  /// The product identifier uniquely identifies a Eurex product.
83 
84  /// This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.
86 
87  /// This field qualifies an instrument type on Eurex.
89 
90  /// This field is used to provide additional regulatory information (according to respective rules and regs, circulars and bilateral coordination between participant and Trading Surveillance Office).
91  std::string complianceText;
92 
93  /// Instrument Leg Group.
94  std::vector<InstrmtLegGrpElem> instrmtLegGrp;
95 
96  /// Returns template ID.
97  TemplateId::Enum templateId () const;
98 
99  /// Returns string representation.
100  std::string toString () const;
101 
102 private:
103  friend class Serializer;
104  AddComplexInstrumentRequest (const void* data, size_t dataSize, MessageInfo& msgInfo);
105  void nativeSerializeTo (void* nativeMessage);
106 };
107 
108 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const AddComplexInstrumentRequest&);
109 
110 }
111 }
112 }
std::ostream & operator<<(std::ostream &, const ConnectionRetries &)
std::vector< InstrmtLegGrpElem > instrmtLegGrp
Instrument Leg Group.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
Enum
The side of the individual leg of a strategy.
Definition: Enumerations.h:738
SInt64 legSecurityId
Instrument identifiier of the leg security.
SInt32 securitySubType
This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy...
signed int SInt32
Definition: Defines.h:42
Enum
This field qualifies an instrument type on Eurex.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
LegSide::Enum legSide
The side of the individual leg of a strategy.
Message base class.
Definition: Message.h:33
UInt32 legRatioQty
The ratio of quantity for this individual leg relative to the entire multileg security.
unsigned int UInt32
Definition: Defines.h:46
signed long long SInt64
Definition: Defines.h:43
SInt64 legPrice
Strategy leg underlying price (only applicable for futures legs).
LegSecurityType::Enum legSecurityType
Indicates type of leg.
SInt32 legSymbol
Product identifiier of the leg security.
std::string complianceText
This field is used to provide additional regulatory information (according to respective rules and re...