OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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AmendBasketTradeRequest.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
13 * part of this source code or associated reference material to any other location for further
14 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
15 * prohibited.
16 *
17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18 * the terms of the Agreement is a violation of copyright law.
19 */
20
21#pragma once
22
25#include "OnixS/Eurex/Trading/Export.h"
28
29#include <iosfwd>
30#include <string>
31#include <vector>
32
33namespace OnixS { namespace Eurex { namespace Trading {
34
36class ONIXS_EUREX_ETI_EXPORT BasketRootPartyGrpElem
37{
38public:
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55 std::string toString() const;
56
57private:
58 friend class Serializer;
59 BasketRootPartyGrpElem(const void* data);
60};
61
62ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const BasketRootPartyGrpElem&);
63
117
118ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const InstrmtMatchSideGrpElem&);
119
121class ONIXS_EUREX_ETI_EXPORT BasketSideAllocGrpElem
122{
123public:
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150
152 std::string toString() const;
153
154private:
155 friend class Serializer;
156 BasketSideAllocGrpElem(const void* data);
157};
158
159ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const BasketSideAllocGrpElem&);
160
162class ONIXS_EUREX_ETI_EXPORT AmendBasketTradeRequest : public Message
163{
164public:
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199 std::string tradeReportId;
200
202 std::vector<BasketRootPartyGrpElem> basketRootPartyGrp;
203
205 std::vector<InstrmtMatchSideGrpElem> instrmtMatchSideGrp;
206
208 std::vector<BasketSideAllocGrpElem> basketSideAllocGrp;
209
212
214 std::string toString() const;
215
216private:
217 friend class Serializer;
218 AmendBasketTradeRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
219 void nativeSerializeTo(void* nativeMessage);
220};
221
222ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const AmendBasketTradeRequest&);
223
224}}} // namespace OnixS::Eurex::Trading
AmendBasketTradeRequest()
Initialize default instance.
std::vector< BasketRootPartyGrpElem > basketRootPartyGrp
Basket Root Party Group.
std::string toString() const
Returns string representation.
std::string tradeReportId
User defined transaction ID. Part of the TES response and TES broadcast.
std::vector< BasketSideAllocGrpElem > basketSideAllocGrp
Basket Side Alloc Group.
TemplateId::Enum templateId() const
Returns template ID.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
BasketTradeReportType::Enum basketTradeReportType
Basket operation.
UInt32 maturityMonthYear
Month year code for expiry YYYYMM.
std::string basketTradeReportText
User defined text message field.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.
std::vector< InstrmtMatchSideGrpElem > instrmtMatchSideGrp
Instrument Match Side Group.
UInt32 basketExecId
System generated transaction ID for a Basket transaction.
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
RootPartySubIdType::Enum rootPartySubIdType
RootParty sub-type.
std::string rootPartyContraTrader
The identifier of the trader counterparty.
std::string toString() const
Returns string representation.
BasketRootPartyGrpElem()
Initialize default instance.
std::string rootPartyContraFirm
The identifier of the member counterparty institution.
std::string basketSideTradeReportId
User defined Basket trade ID.
std::string toString() const
Returns string representation.
SInt64 allocQty
Quantity of the particular trade side in the TES trade.
std::string partyExecutingFirm
Owning business unit name.
UInt32 individualAllocId
Unique identifier for a TES trade side.
UInt8 instrmtMatchSideId
ID to map element of InstrmtMatchSideGrp and BasketSideAllocGrp.
TradeAllocStatus::Enum tradeAllocStatus
Status of an allocation in a Trade Entry Service trade.
PartySubIdType::Enum partySubIdType
Party sub-type.
BasketSideAllocGrpElem()
Initialize default instance.
std::string toString() const
Returns string representation.
SideTrdSubTyp::Enum sideTrdSubTyp
Sub-type of a trade type.
InstrmtMatchSideGrpElem()
Initialize default instance.
UInt64 transBkdTime
Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.
UInt8 instrmtMatchSideId
ID to map element of InstrmtMatchSideGrp and BasketSideAllocGrp.
std::string tradeReportText
User defined text field.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
EffectOnBasket::Enum effectOnBasket
Transaction effect on a basket.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
UInt32 packageId
Identifier for a Trade Entry Service trade, i.e TES trade ID.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
Message base class.
Definition Message.h:33
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
signed int SInt32
Definition Defines.h:41
unsigned int UInt32
Definition Defines.h:45
unsigned char UInt8
Definition Defines.h:43
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
Enum
Transaction effect on a basket.
Enum
This field qualifies an instrument type on Eurex.
Enum
Status of an allocation in a Trade Entry Service trade.
Enum
Indicates if a trade should be reported via the market reporting service.
Enum
Identifies the type of trade notification.
Enum
Indicates if a trade should be reported via the market reporting service.