OnixS Eurex ETI Handler C++ library  9.19.0
API documentation
EnterBasketTradeRequest.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 /// Enter Basket Trade Request Message.
38 class ONIXS_EUREX_ETI_EXPORT EnterBasketTradeRequest : public Message
39 {
40 public:
41  /// Initialize default instance.
43 
44  /// User ID.
46 
47  /// The product identifier uniquely identifies a Eurex product.
49 
50  /// Month year code for expiry YYYYMM.
52 
53  /// ID of the Basket profile.
55 
56  /// Indicates if a trade should be reported via the market reporting service.
58 
59  /// Identifies the type of trade notification.
61 
62  /// Basket operation.
64 
65  /// Used to indicate anonymized trades in baskets.
67 
68  /// User defined text message field.
69  std::string basketTradeReportText;
70 
71  /// User defined transaction ID. Part of the TES response and TES broadcast.
72  std::string tradeReportId;
73 
74  /// Basket Root Party Group.
75  std::vector<BasketRootPartyGrpElem> basketRootPartyGrp;
76 
77  /// Instrument Match Side Group.
78  std::vector<InstrmtMatchSideGrpElem> instrmtMatchSideGrp;
79 
80  /// Basket Side Alloc Group.
81  std::vector<BasketSideAllocGrpElem> basketSideAllocGrp;
82 
83  /// Returns template ID.
84  TemplateId::Enum templateId () const;
85 
86  /// Returns string representation.
87  std::string toString () const;
88 
89 private:
90  friend class Serializer;
91  EnterBasketTradeRequest (const void* data, size_t dataSize, MessageInfo& msgInfo);
92  void nativeSerializeTo (void* nativeMessage);
93 };
94 
95 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const EnterBasketTradeRequest&);
96 
97 }
98 }
99 }
Enum
Used to indicate anonymized trades in baskets.
Definition: Enumerations.h:150
std::vector< BasketSideAllocGrpElem > basketSideAllocGrp
Basket Side Alloc Group.
std::string basketTradeReportText
User defined text message field.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
Enum
Indicates if a trade should be reported via the market reporting service.
signed int SInt32
Definition: Defines.h:42
std::string tradeReportId
User defined transaction ID. Part of the TES response and TES broadcast.
Message base class.
Definition: Message.h:33
std::vector< InstrmtMatchSideGrpElem > instrmtMatchSideGrp
Instrument Match Side Group.
BasketAnonymity::Enum basketAnonymity
Used to indicate anonymized trades in baskets.
unsigned int UInt32
Definition: Defines.h:46
BasketTradeReportType::Enum basketTradeReportType
Basket operation.
UInt32 maturityMonthYear
Month year code for expiry YYYYMM.
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
std::vector< BasketRootPartyGrpElem > basketRootPartyGrp
Basket Root Party Group.
Enum
Identifies the type of trade notification.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.