22 #include "OnixS/Eurex/Trading/Export.h" 96 std::string toString ()
const;
99 friend class Serializer;
101 void nativeSerializeTo (
void* nativeMessage);
std::vector< InstrmtLegGrpElem > instrmtLegGrp
Instrument Leg Group.
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
MultilegModel::Enum multilegModel
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available...
unsigned long long UInt64
UInt64 trdRegTSTimeIn
Matching engine in timestamp.
UInt64 securityResponseId
Security response ID.
Enum
Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied...
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
ImpliedMarketIndicator::Enum impliedMarketIndicator
Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied...
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
Enum
This field qualifies an instrument type on Eurex.
UInt64 lastUpdateTime
Timestamp of last update to data item (or creation if no updates made since creation).
SInt64 highLimitPrice
Allowable high limit price for the trading day.
Add Complex Instrument Response Message.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
SInt32 numberOfSecurities
Number of strategies that have been created per session, product and business day.
SInt32 securitySubType
This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy...
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
Enum
Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available...
SInt64 lowLimitPrice
Allowable low limit price for the trading day.
UInt16 quantityScalingFactor
Quantity Scaling Factor for Scaled Instruments.