OnixS Eurex ETI Handler C++ library  9.10.1
API documentation
BasketBroadcast.h
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19 
20 #pragma once
21 
22 #include "OnixS/Eurex/Trading/Export.h"
28 
29 #include <iosfwd>
30 #include <string>
31 #include <vector>
32 
33 namespace OnixS {
34 namespace Eurex {
35 namespace Trading {
36 
37 /// Basket Broadcast Message.
38 class ONIXS_EUREX_ETI_EXPORT BasketBroadcast : public Message
39 {
40 public:
41  /// Initialize default instance.
42  BasketBroadcast ();
43 
44  /// Message sequence number assigned to a non-order related Eurex ETI data stream.
46 
47  /// Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related subscription.
49 
50  /// Is required to define the scope of a Retransmission Request.
52 
53  /// Indicates a retransmission message.
55 
56  /// Identifier for subscription and retransmission of an ETI data stream.
58 
59  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
61 
62  /// System defined Basket ID.
64 
65  /// Timestamp of the match event (trade).
67 
68  /// System generated transaction ID for a Basket transaction.
70 
71  /// The product identifier uniquely identifies a Eurex product.
73 
74  /// Month year code for expiry YYYYMM.
76 
77  /// ID of the Basket profile.
79 
80  /// Indicates if a trade should be reported via the market reporting service.
82 
83  /// Identifies the type of trade notification.
85 
86  /// Basket operation.
88 
89  /// Receiver of a message.
91 
92  /// User defined text message field.
93  std::string basketTradeReportText;
94 
95  /// User defined transaction ID. Part of the TES response and TES broadcast.
96  std::string tradeReportId;
97 
98  /// Basket Root Party Group.
99  std::vector<BasketRootPartyGrpElem> basketRootPartyGrp;
100 
101  /// Instrument Match Side Group.
102  std::vector<InstrmtMatchSideGrpElem> instrmtMatchSideGrp;
103 
104  /// Basket Side Alloc Group.
105  std::vector<BasketSideAllocGrpElem> basketSideAllocGrp;
106 
107  /// Returns template ID.
108  TemplateId::Enum templateId () const;
109 
110  /// Returns string representation.
111  std::string toString () const;
112 
113 private:
114  friend class Serializer;
115  BasketBroadcast (const void* data, size_t dataSize, MessageInfo& msgInfo);
116  void nativeSerializeTo (void* nativeMessage);
117 };
118 
119 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const BasketBroadcast&);
120 
121 }
122 }
123 }
std::ostream & operator<<(std::ostream &, const ConnectionRetries &)
Enum
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Definition: Enumerations.h:583
Enum
Indicates a retransmission message.
Definition: Enumerations.h:71
unsigned long long UInt64
Definition: Defines.h:47
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
Enum
Indicates if a trade should be reported via the market reporting service.
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
std::vector< BasketSideAllocGrpElem > basketSideAllocGrp
Basket Side Alloc Group.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
UInt64 basketTrdMatchId
System defined Basket ID.
signed int SInt32
Definition: Defines.h:42
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.
UInt32 basketProfileId
ID of the Basket profile.
Message base class.
Definition: Message.h:33
BasketTradeReportType::Enum basketTradeReportType
Basket operation.
UInt32 maturityMonthYear
Month year code for expiry YYYYMM.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.
unsigned int UInt32
Definition: Defines.h:46
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
std::vector< InstrmtMatchSideGrpElem > instrmtMatchSideGrp
Instrument Match Side Group.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Definition: Enumerations.h:34
std::vector< BasketRootPartyGrpElem > basketRootPartyGrp
Basket Root Party Group.
Enum
Identifies the type of trade notification.
MessageEventSource::Enum messageEventSource
Receiver of a message.
unsigned short UInt16
Definition: Defines.h:45
UInt64 transactTime
Timestamp of the match event (trade).
std::string basketTradeReportText
User defined text message field.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.