OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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MassQuoteResponse.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 QuoteEntryAckGrpElem
37{
38public:
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58 std::string toString() const;
59
60private:
61 friend class Serializer;
62 QuoteEntryAckGrpElem(const void* data);
63};
64
65ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const QuoteEntryAckGrpElem&);
66
68class ONIXS_EUREX_ETI_EXPORT MassQuoteResponse : public Message
69{
70public:
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94 std::vector<QuoteEntryAckGrpElem> quoteEntryAckGrp;
95
98
100 std::string toString() const;
101
102private:
103 friend class Serializer;
104 MassQuoteResponse(const void* data, size_t dataSize, MessageInfo& msgInfo);
105 void nativeSerializeTo(void* nativeMessage);
106};
107
108ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const MassQuoteResponse&);
109
110}}} // namespace OnixS::Eurex::Trading
MassQuoteResponse()
Initialize default instance.
std::string toString() const
Returns string representation.
TemplateId::Enum templateId() const
Returns template ID.
UInt64 quoteId
Customer defined mass quote identifier.
std::vector< QuoteEntryAckGrpElem > quoteEntryAckGrp
Quote Entry Ack Group.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
UInt64 trdRegTSTimeIn
Matching engine in timestamp.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
UInt64 quoteResponseId
Mass quote response identifier generated by the exchange.
Message base class.
Definition Message.h:33
std::string toString() const
Returns string representation.
QuoteEntryAckGrpElem()
Initialize default instance.
QuoteEntryStatus::Enum quoteEntryStatus
Identifies the status of an individual quote.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
QuoteEntryRejectReason::Enum quoteEntryRejectReason
Reason code indicating why the quote entry has been rejected.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
signed int SInt32
Definition Defines.h:41
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
Enum
Reason code indicating why the quote entry has been rejected.
Enum
Identifies the status of an individual quote.