OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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MassQuoteRequest.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
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
13 * part of this source code or associated reference material to any other location for further
14 * reproduction or redistribution, and any amendments to this copyright notice, are expressly
15 * prohibited.
16 *
17 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
18 * the terms of the Agreement is a violation of copyright law.
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 QuoteEntryGrpElem
37{
38public:
41
44
47
50
53
56
58 std::string toString() const;
59
60private:
61 friend class Serializer;
62 QuoteEntryGrpElem(const void* data);
63};
64
65ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const QuoteEntryGrpElem&);
66
141
142ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const MassQuoteRequest&);
143
144}}} // namespace OnixS::Eurex::Trading
UInt16 enrichmentRuleId
Identifies an enrichment rule.
std::string toString() const
Returns string representation.
ValueCheckTypeValue::Enum valueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
UInt32 matchInstCrossId
Self Match Prevention ID.
MassQuoteRequest()
Initialize default instance.
TemplateId::Enum templateId() const
Returns template ID.
UInt64 quoteId
Customer defined mass quote identifier.
SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction
std::vector< QuoteEntryGrpElem > quoteEntryGrp
Quote Entry Group.
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
QuoteSizeType::Enum quoteSizeType
Identifies the quoting model.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
CrossMatchInstruction::Enum crossMatchInstruction
Message base class.
Definition Message.h:33
std::string toString() const
Returns string representation.
QuoteEntryGrpElem()
Initialize default instance.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
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
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
unsigned short UInt16
Definition Defines.h:44
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Enum
Party ID investment decision maker qualifier.
Enum
Indicator how price validity check should be performed by the exchange.
Enum
Identifies the quoting model.
Enum
Indicator for checking the maximum order/quote value by the exchange.