OnixS Eurex ETI Handler C++ library  9.11.0
API documentation
MassQuoteResponse.h
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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 Ack Group Element.
37 class ONIXS_EUREX_ETI_EXPORT QuoteEntryAckGrpElem
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// The instrument identifier uniquely identifies an instrument in the core system.
45 
46  /// Cancelled quantity.
48 
49  /// Reason code indicating why the quote entry has been rejected.
51 
52  /// Identifies the status of an individual quote.
54 
55  /// Side of the order.
57 
58  /// Returns string representation.
59  std::string toString () const;
60 
61 private:
62  friend class Serializer;
63  QuoteEntryAckGrpElem (const void* data);
64 };
65 
66 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const QuoteEntryAckGrpElem&);
67 
68 /// Mass Quote Response Message.
69 class ONIXS_EUREX_ETI_EXPORT MassQuoteResponse : public Message
70 {
71 public:
72  /// Initialize default instance.
74 
75  /// Matching engine in timestamp.
77 
78  /// Matching engine out timestamp.
80 
81  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated transaction.
83 
84  /// Customer defined mass quote identifier.
86 
87  /// Mass quote response identifier generated by the exchange.
89 
90  /// The product identifier uniquely identifies a Eurex product.
92 
93  /// Quote Entry Ack Group.
94  std::vector<QuoteEntryAckGrpElem> quoteEntryAckGrp;
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  MassQuoteResponse (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 MassQuoteResponse&);
109 
110 }
111 }
112 }
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
Enum
Side of the order.
unsigned long long UInt64
Definition: Defines.h:47
QuoteEntryRejectReason::Enum quoteEntryRejectReason
Reason code indicating why the quote entry has been rejected.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
signed int SInt32
Definition: Defines.h:42
Enum
Identifies the status of an individual quote.
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
Message base class.
Definition: Message.h:33
UInt64 quoteId
Customer defined mass quote identifier.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
signed long long SInt64
Definition: Defines.h:43
LastFragment::Enum lastFragment
Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one...
Enum
Reason code indicating why the quote entry has been rejected.
UInt64 quoteResponseId
Mass quote response identifier generated by the exchange.
std::vector< QuoteEntryAckGrpElem > quoteEntryAckGrp
Quote Entry Ack Group.
QuoteEntryStatus::Enum quoteEntryStatus
Identifies the status of an individual quote.
UInt64 trdRegTSTimeIn
Matching engine in timestamp.