OnixS Eurex ETI Handler C++ library  9.10.1
API documentation
DeleteAllOrderBroadcast.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 /// Not Affected Orders Group Element.
37 class ONIXS_EUREX_ETI_EXPORT NotAffectedOrdersGrpElem
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// Exchange Order ID of an order whose cancellation is pending.
45 
46  /// Original Client Order ID of an order whose cancellation is pending.
48 
49  /// Returns string representation.
50  std::string toString () const;
51 
52 private:
53  friend class Serializer;
54  NotAffectedOrdersGrpElem (const void* data);
55 };
56 
57 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const NotAffectedOrdersGrpElem&);
58 
59 /// Affected Order Requests Group Element.
60 class ONIXS_EUREX_ETI_EXPORT AffectedOrderRequestsGrpElem
61 {
62 public:
63  /// Initialize default instance.
65 
66  /// ETI message sequence number affected by the transaction.
68 
69  /// Returns string representation.
70  std::string toString () const;
71 
72 private:
73  friend class Serializer;
74  AffectedOrderRequestsGrpElem (const void* data);
75 };
76 
77 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const AffectedOrderRequestsGrpElem&);
78 
79 /// Delete All Order Broadcast Message.
80 class ONIXS_EUREX_ETI_EXPORT DeleteAllOrderBroadcast : public Message
81 {
82 public:
83  /// Initialize default instance.
85 
86  /// Matching engine out timestamp.
88 
89  /// Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related subscription.
91 
92  /// Is required to define the scope of a Retransmission Request.
94 
95  /// Message key assigned to a order/quote event related Eurex ETI data stream.
97 
98  /// Identifier for subscription and retransmission of an ETI data stream.
100 
101  /// Indicates a retransmission message.
103 
104  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
106 
107  /// Transaction timestamp.
109 
110  /// The instrument identifier uniquely identifies an instrument in the core system.
112 
113  /// Price.
115 
116  /// The product identifier uniquely identifies a Eurex product.
118 
119  /// Owning Session ID.
121 
122  /// Owning User ID.
124 
125  /// Entering User ID.
127 
128  /// Entering Business Unit.
130 
131  /// Reason for mass cancellation.
133 
134  /// Instructions for order handling, represented as a bit map.
136 
137  /// Side of the order.
139 
140  /// Not Affected Orders Group.
141  std::vector<NotAffectedOrdersGrpElem> notAffectedOrdersGrp;
142 
143  /// Affected Order Requests Group.
144  std::vector<AffectedOrderRequestsGrpElem> affectedOrderRequestsGrp;
145 
146  /// Returns template ID.
147  TemplateId::Enum templateId () const;
148 
149  /// Returns string representation.
150  std::string toString () const;
151 
152 private:
153  friend class Serializer;
154  DeleteAllOrderBroadcast (const void* data, size_t dataSize, MessageInfo& msgInfo);
155  void nativeSerializeTo (void* nativeMessage);
156 };
157 
158 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const DeleteAllOrderBroadcast&);
159 
160 }
161 }
162 }
UInt32 affectedOrderRequestId
ETI message sequence number affected by the transaction.
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
std::vector< NotAffectedOrdersGrpElem > notAffectedOrdersGrp
Not Affected Orders Group.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
Enum
Side of the order.
UInt16 partitionId
Is required to define the scope of a Retransmission Request.
unsigned long long UInt64
Definition: Defines.h:47
MassActionReason::Enum massActionReason
Reason for mass cancellation.
ExecInst::Enum execInst
Instructions for order handling, represented as a bit map.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
Data applMsgId
Message key assigned to a order/quote event related Eurex ETI data stream.
UInt64 notAffOrigClOrdId
Original Client Order ID of an order whose cancellation is pending.
signed int SInt32
Definition: Defines.h:42
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
Enum
Instructions for order handling, represented as a bit map.
Definition: Enumerations.h:351
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
Message base class.
Definition: Message.h:33
std::vector< UInt8 > Data
Definition: Defines.h:60
std::vector< AffectedOrderRequestsGrpElem > affectedOrderRequestsGrp
Affected Order Requests Group.
UInt32 applSubId
Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to t...
unsigned int UInt32
Definition: Defines.h:46
signed long long SInt64
Definition: Defines.h:43
PartyIdEnteringFirm::Enum partyIdEnteringFirm
Entering Business Unit.
Enum
Identifier for subscription and retransmission of an ETI data stream.
Definition: Enumerations.h:34
Enum
Reason for mass cancellation.
Definition: Enumerations.h:780
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
UInt64 notAffectedOrderId
Exchange Order ID of an order whose cancellation is pending.
unsigned short UInt16
Definition: Defines.h:45
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.