OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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CLIPExecutionNotification.h
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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
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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.
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12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
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14 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
15 * prohibited.
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17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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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 FillsGrpElem
37{
38public:
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59 std::string toString() const;
60
61private:
62 friend class Serializer;
63 FillsGrpElem(const void* data);
64};
65
66ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const FillsGrpElem&);
67
69class ONIXS_EUREX_ETI_EXPORT InstrmntLegExecGrpElem
70{
71public:
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95 std::string toString() const;
96
97private:
98 friend class Serializer;
99 InstrmntLegExecGrpElem(const void* data);
100};
101
102ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const InstrmntLegExecGrpElem&);
103
193
194ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const CLIPExecutionNotification&);
195
196}}} // namespace OnixS::Eurex::Trading
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
std::string toString() const
Returns string representation.
SInt64 cxlQty
Total quantity cancelled for this order.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
OrdStatus::Enum ordStatus
Conveys the current status of an order.
UInt64 orderId
Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
TemplateId::Enum templateId() const
Returns template ID.
Data applMsgId
Message key assigned to a order/quote event related Eurex ETI data stream.
ExecRestatementReason::Enum execRestatementReason
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
ExecType::Enum execType
The reason why this message was generated.
CLIPExecutionNotification()
Initialize default instance.
UInt64 clOrdId
Unique participant defined order request identifier.
MatchType::Enum matchType
The point in the matching process at which this trade was matched.
SInt64 cumQty
Cumulated executed quantity of an order.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
std::vector< InstrmntLegExecGrpElem > instrmntLegExecGrp
Instrmnt Leg Exec Group.
ProductComplex::Enum productComplex
This field qualifies an instrument type on Eurex.
std::string toString() const
Returns string representation.
FillsGrpElem()
Initialize default instance.
UInt32 fillMatchId
Unique identifier for each price level of a match event (used for public trade reporting).
FillLiquidityInd::Enum fillLiquidityInd
Indicates whether the order added or removed liquidity.
std::string toString() const
Returns string representation.
SInt64 legLastQty
Quantity executed in this leg fill.
UInt8 fillRefId
Reference to the corresponding FillsGrp repeating group instance.
InstrmntLegExecGrpElem()
Initialize default instance.
SInt64 legSecurityId
Instrument identifiier of the leg security.
LegSide::Enum legSide
The side of the individual leg of a strategy.
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
std::vector< UInt8 > Data
Definition Defines.h:59
unsigned char UInt8
Definition Defines.h:43
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
unsigned short UInt16
Definition Defines.h:44
Enum
Identifier for subscription and retransmission of an ETI data stream.
Enum
Indicates a retransmission message.
Enum
Code to further qualify the field ExecType (150) of the Execution Report (8) message.
Enum
The reason why this message was generated.
Enum
Indicates whether the order added or removed liquidity.
Enum
The side of the individual leg of a strategy.
Enum
The point in the matching process at which this trade was matched.
Enum
Conveys the current status of an order.
Enum
This field qualifies an instrument type on Eurex.