OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
MassQuoteRequest.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 /// Quote Entry Group Element.
37 class ONIXS_EUREX_ETI_EXPORT QuoteEntryGrpElem
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// The instrument identifier uniquely identifies an instrument in the core system.
45 
46  /// Bid price/rate.
48 
49  /// Quantity of bid.
51 
52  /// Offer price/rate.
54 
55  /// Quantity of offer.
57 
58  /// Returns string representation.
59  std::string toString () const;
60 
61 private:
62  friend class Serializer;
63  QuoteEntryGrpElem (const void* data);
64 };
65 
66 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const QuoteEntryGrpElem&);
67 
68 /// Mass Quote Request Message.
69 class ONIXS_EUREX_ETI_EXPORT MassQuoteRequest : public Message
70 {
71 public:
72  /// Initialize default instance.
74 
75  /// User ID.
77 
78  /// Customer defined mass quote identifier.
80 
81  /// Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
83 
84  /// Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order.
86 
87  /// The product identifier uniquely identifies a Eurex product.
89 
90  /// Self Match Prevention ID.
92 
93  /// Identifies an enrichment rule.
95 
96  /// Indicator how price validity check should be performed by the exchange.
98 
99  /// Indicator for checking the maximum order/quote value by the exchange.
101 
102  /// Identifies the quoting model.
104 
105  /// Quote type.
107 
108  /// Order attribute liquidity provision.
110 
111  /// Party ID investment decision maker qualifier.
113 
114  /// Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
116 
117  /// Quote Entry Group.
118  std::vector<QuoteEntryGrpElem> quoteEntryGrp;
119 
120  /// Returns template ID.
121  TemplateId::Enum templateId () const;
122 
123  /// Returns string representation.
124  std::string toString () const;
125 
126 private:
127  friend class Serializer;
128  MassQuoteRequest (const void* data, size_t dataSize, MessageInfo& msgInfo);
129  void nativeSerializeTo (void* nativeMessage);
130 };
131 
132 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const MassQuoteRequest&);
133 
134 }
135 }
136 }
Enum
Party ID investment decision maker qualifier.
std::ostream & operator<<(std::ostream &, const ConnectionRetries &)
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
unsigned long long UInt64
Definition: Defines.h:47
Enum
Indicator how price validity check should be performed by the exchange.
QuoteType::Enum quoteType
Quote type.
UInt16 enrichmentRuleId
Identifies an enrichment rule.
signed int SInt32
Definition: Defines.h:42
Mass Quote Request Message.
UInt64 partyIdInvestmentDecisionMaker
Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or...
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
std::vector< QuoteEntryGrpElem > quoteEntryGrp
Quote Entry Group.
Message base class.
Definition: Message.h:33
UInt64 quoteId
Customer defined mass quote identifier.
ValueCheckTypeValue::Enum valueCheckTypeValue
Indicator for checking the maximum order/quote value by the exchange.
QuoteSizeType::Enum quoteSizeType
Identifies the quoting model.
Enum
Identifies the quoting model.
unsigned int UInt32
Definition: Defines.h:46
signed long long SInt64
Definition: Defines.h:43
PriceValidityCheckType::Enum priceValidityCheckType
Indicator how price validity check should be performed by the exchange.
UInt32 matchInstCrossId
Self Match Prevention ID.
Enum
Indicator for checking the maximum order/quote value by the exchange.
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
UInt64 executingTrader
Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm withi...
unsigned short UInt16
Definition: Defines.h:45
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos...
Definition: Enumerations.h:444