OnixS Eurex ETI Handler C++ library  9.10.1
API documentation
AmendBasketTradeRequest.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 /// Basket Root Party Group Element.
37 class ONIXS_EUREX_ETI_EXPORT BasketRootPartyGrpElem
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// RootParty sub-type.
45 
46  /// The identifier of the member counterparty institution.
47  std::string rootPartyContraFirm;
48 
49  /// The identifier of the trader counterparty.
50  std::string rootPartyContraTrader;
51 
52  /// User defined Basket trade ID.
54 
55  /// Returns string representation.
56  std::string toString () const;
57 
58 private:
59  friend class Serializer;
60  BasketRootPartyGrpElem (const void* data);
61 };
62 
63 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const BasketRootPartyGrpElem&);
64 
65 /// Instrument Match Side Group Element.
66 class ONIXS_EUREX_ETI_EXPORT InstrmtMatchSideGrpElem
67 {
68 public:
69  /// Initialize default instance.
71 
72  /// The instrument identifier uniquely identifies an instrument in the core system.
74 
75  /// Price of this leg fill.
77 
78  /// Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.
80 
81  /// User defined index price.
83 
84  /// Identifier for a Trade Entry Service trade, i.e TES trade ID.
86 
87  /// Product ID.
89 
90  /// Sub-type of a trade type.
92 
93  /// This field qualifies an instrument type on Eurex.
95 
96  /// Indicates if a trade should be reported via the market reporting service.
98 
99  /// ID to map element of InstrmtMatchSideGrp and BasketSideAllocGrp.
101 
102  /// Transaction effect on a basket.
104 
105  /// User defined text field.
106  std::string tradeReportText;
107 
108  /// Returns string representation.
109  std::string toString () const;
110 
111 private:
112  friend class Serializer;
113  InstrmtMatchSideGrpElem (const void* data);
114 };
115 
116 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const InstrmtMatchSideGrpElem&);
117 
118 /// Basket Side Alloc Group Element.
119 class ONIXS_EUREX_ETI_EXPORT BasketSideAllocGrpElem
120 {
121 public:
122  /// Initialize default instance.
124 
125  /// Quantity of the particular trade side in the TES trade.
127 
128  /// Unique identifier for a TES trade side.
130 
131  /// Party sub-type.
133 
134  /// Side of the order.
136 
137  /// ID to map element of InstrmtMatchSideGrp and BasketSideAllocGrp.
139 
140  /// Status of an allocation in a Trade Entry Service trade.
142 
143  /// Owning business unit name.
144  std::string partyExecutingFirm;
145 
146  /// Owning user name.
147  std::string partyExecutingTrader;
148 
149  /// Returns string representation.
150  std::string toString () const;
151 
152 private:
153  friend class Serializer;
154  BasketSideAllocGrpElem (const void* data);
155 };
156 
157 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const BasketSideAllocGrpElem&);
158 
159 /// Amend Basket Trade Request Message.
160 class ONIXS_EUREX_ETI_EXPORT AmendBasketTradeRequest : public Message
161 {
162 public:
163  /// Initialize default instance.
165 
166  /// User ID.
168 
169  /// System defined Basket ID.
171 
172  /// System generated transaction ID for a Basket transaction.
174 
175  /// The product identifier uniquely identifies a Eurex product.
177 
178  /// Month year code for expiry YYYYMM.
180 
181  /// ID of the Basket profile.
183 
184  /// Indicates if a trade should be reported via the market reporting service.
186 
187  /// Identifies the type of trade notification.
189 
190  /// Basket operation.
192 
193  /// User defined text message field.
195 
196  /// User defined transaction ID. Part of the TES response and TES broadcast.
197  std::string tradeReportId;
198 
199  /// Basket Root Party Group.
200  std::vector<BasketRootPartyGrpElem> basketRootPartyGrp;
201 
202  /// Instrument Match Side Group.
203  std::vector<InstrmtMatchSideGrpElem> instrmtMatchSideGrp;
204 
205  /// Basket Side Alloc Group.
206  std::vector<BasketSideAllocGrpElem> basketSideAllocGrp;
207 
208  /// Returns template ID.
209  TemplateId::Enum templateId () const;
210 
211  /// Returns string representation.
212  std::string toString () const;
213 
214 private:
215  friend class Serializer;
216  AmendBasketTradeRequest (const void* data, size_t dataSize, MessageInfo& msgInfo);
217  void nativeSerializeTo (void* nativeMessage);
218 };
219 
220 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const AmendBasketTradeRequest&);
221 
222 }
223 }
224 }
RootPartySubIdType::Enum rootPartySubIdType
RootParty sub-type.
std::ostream & operator<<(std::ostream &, const ConnectionRetries &)
SInt64 allocQty
Quantity of the particular trade side in the TES trade.
EffectOnBasket::Enum effectOnBasket
Transaction effect on a basket.
std::string tradeReportId
User defined transaction ID. Part of the TES response and TES broadcast.
UInt32 basketExecId
System generated transaction ID for a Basket transaction.
unsigned char UInt8
Definition: Defines.h:44
Enum
Side of the order.
unsigned long long UInt64
Definition: Defines.h:47
Enum
Indicates if a trade should be reported via the market reporting service.
TradeAllocStatus::Enum tradeAllocStatus
Status of an allocation in a Trade Entry Service trade.
signed int SInt32
Definition: Defines.h:42
std::string basketTradeReportText
User defined text message field.
Enum
This field qualifies an instrument type on Eurex.
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
Enum
Indicates if a trade should be reported via the market reporting service.
SInt64 relatedClosePrice
User defined index price.
BasketTradeReportType::Enum basketTradeReportType
Basket operation.
Enum
Status of an allocation in a Trade Entry Service trade.
Message base class.
Definition: Message.h:33
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
std::vector< BasketRootPartyGrpElem > basketRootPartyGrp
Basket Root Party Group.
UInt8 instrmtMatchSideId
ID to map element of InstrmtMatchSideGrp and BasketSideAllocGrp.
std::vector< InstrmtMatchSideGrpElem > instrmtMatchSideGrp
Instrument Match Side Group.
SideTrdSubTyp::Enum sideTrdSubTyp
Sub-type of a trade type.
UInt64 transBkdTime
Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System...
UInt32 individualAllocId
Unique identifier for a TES trade side.
unsigned int UInt32
Definition: Defines.h:46
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
std::string rootPartyContraTrader
The identifier of the trader counterparty.
signed long long SInt64
Definition: Defines.h:43
std::string partyExecutingFirm
Owning business unit name.
Enum
Transaction effect on a basket.
Definition: Enumerations.h:273
std::string tradeReportText
User defined text field.
std::string rootPartyContraFirm
The identifier of the member counterparty institution.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.
Enum
Sub-type of a trade type.
std::vector< BasketSideAllocGrpElem > basketSideAllocGrp
Basket Side Alloc Group.
UInt32 maturityMonthYear
Month year code for expiry YYYYMM.
Enum
Identifies the type of trade notification.
PartySubIdType::Enum partySubIdType
Party sub-type.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
UInt8 instrmtMatchSideId
ID to map element of InstrmtMatchSideGrp and BasketSideAllocGrp.
UInt32 packageId
Identifier for a Trade Entry Service trade, i.e TES trade ID.
std::string basketSideTradeReportId
User defined Basket trade ID.