OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
InquireMMParameterResponse.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 part
13  * of this source code or associated reference material to any other location for further reproduction
14  * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15  *
16  * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17  * the terms of the Agreement is a violation of copyright law.
18  */
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 /// MM Parameter Group Element.
37 class ONIXS_EUREX_ETI_EXPORT MMParameterGrpElem
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// Participant defined time frame the risk protection parameters should be counted.
45 
46  /// Cumulated executed quantity of an order.
48 
49  /// Absolute number of (long calls + short puts) - (short calls + long puts).
51 
52  /// Absolute number of contracts purchased reduced by the number of contracts sold.
54 
55  /// Percentage threshold: the system counts each trade as a percentage of the original volume and sums the percentages.
57 
58  /// Owning Session ID.
60 
61  /// Returns string representation.
62  std::string toString () const;
63 
64 private:
65  friend class Serializer;
66  MMParameterGrpElem (const void* data);
67 };
68 
69 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const MMParameterGrpElem&);
70 
71 /// Inquire MM Parameter Response Message.
72 class ONIXS_EUREX_ETI_EXPORT InquireMMParameterResponse : public Message
73 {
74 public:
75  /// Initialize default instance.
77 
78  /// Matching engine in timestamp.
80 
81  /// Matching engine out timestamp.
83 
84  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
86 
87  /// Transaction timestamp.
89 
90  /// The product identifier uniquely identifies a Eurex product.
92 
93  /// MM Parameter Group.
94  std::vector<MMParameterGrpElem> mmParameterGrp;
95 
96  /// Returns template ID.
97  TemplateId::Enum templateId () const;
98 
99  /// Returns string representation.
100  std::string toString () const;
101 
102 private:
103  friend class Serializer;
104  InquireMMParameterResponse (const void* data, size_t dataSize, MessageInfo& msgInfo);
105  void nativeSerializeTo (void* nativeMessage);
106 };
107 
108 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const InquireMMParameterResponse&);
109 
110 }
111 }
112 }
SInt64 vega
Absolute number of contracts purchased reduced by the number of contracts sold.
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:617
SInt64 exposureDuration
Participant defined time frame the risk protection parameters should be counted.
SInt64 cumQty
Cumulated executed quantity of an order.
unsigned long long UInt64
Definition: Defines.h:47
signed int SInt32
Definition: Defines.h:42
std::vector< MMParameterGrpElem > mmParameterGrp
MM Parameter Group.
Message base class.
Definition: Message.h:33
unsigned int UInt32
Definition: Defines.h:46
SInt32 pctCount
Percentage threshold: the system counts each trade as a percentage of the original volume and sums th...
signed long long SInt64
Definition: Defines.h:43
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
SInt64 delta
Absolute number of (long calls + short puts) - (short calls + long puts).
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...