OnixS Eurex ETI Handler C++ library  9.22.0
API documentation
ModifyTESTradeRequest.h
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20 
21 #pragma once
22 
25 #include "OnixS/Eurex/Trading/Export.h"
29 
30 #include <iosfwd>
31 #include <string>
32 #include <vector>
33 
34 namespace OnixS { namespace Eurex { namespace Trading {
35 
36 /// Modify TES Trade Request Message.
37 class ONIXS_EUREX_ETI_EXPORT ModifyTESTradeRequest : public Message
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// User ID.
45 
46  /// Price of this leg fill.
48 
49  /// Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.
51 
52  /// User defined index price.
54 
55  /// Price of the related instrument.
57 
58  /// The product identifier uniquely identifies a Eurex product.
60 
61  /// Identifier for a Trade Entry Service trade, i.e TES trade ID.
63 
64  /// System transaction identifier for a Trade Entry Service transaction.
66 
67  /// Identifies a related product.
69 
70  /// Indicates if a trade should be reported via the market reporting service.
72 
73  /// Identifies the type of trade notification.
75 
76  /// Indicates if a trade should be reported via the market reporting service.
78 
79  /// Swap clearer for EFS Trades only.
81 
82  /// User defined text field.
83  std::string tradeReportText;
84 
85  /// User defined transaction ID. Part of the TES response and TES broadcast.
86  std::string tradeReportId;
87 
88  /// Side Alloc Group.
89  std::vector<SideAllocGrpElem> sideAllocGrp;
90 
91  /// Trd Instrmnt Leg Group.
92  std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp;
93 
94  /// Returns template ID.
95  TemplateId::Enum templateId() const;
96 
97  /// Returns string representation.
98  std::string toString() const;
99 
100 private:
101  friend class Serializer;
102  ModifyTESTradeRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
103  void nativeSerializeTo(void* nativeMessage);
104 };
105 
106 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const ModifyTESTradeRequest&);
107 
108 }}}
std::vector< SideAllocGrpElem > sideAllocGrp
Side Alloc Group.
unsigned long long UInt64
Definition: Defines.h:46
Enum
Indicates if a trade should be reported via the market reporting service.
std::string tradeReportId
User defined transaction ID. Part of the TES response and TES broadcast.
signed int SInt32
Definition: Defines.h:41
Enum
Swap clearer for EFS Trades only.
Enum
Indicates if a trade should be reported via the market reporting service.
SInt64 relatedPx
Price of the related instrument.
UInt32 packageId
Identifier for a Trade Entry Service trade, i.e TES trade ID.
Message base class.
Definition: Message.h:32
SwapClearer::Enum swapClearer
Swap clearer for EFS Trades only.
unsigned int UInt32
Definition: Defines.h:45
signed long long SInt64
Definition: Defines.h:42
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
std::ostream & operator<<(std::ostream &, ConnectionState::Enum)
Make it printable using C++ I/O streams.
TradeReportType::Enum tradeReportType
Identifies the type of trade notification.
std::string tradeReportText
User defined text field.
SInt64 relatedClosePrice
User defined index price.
UInt32 tesExecId
System transaction identifier for a Trade Entry Service transaction.
UInt64 transBkdTime
Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System...
Enum
Identifies the type of trade notification.
TrdType::Enum trdType
Indicates if a trade should be reported via the market reporting service.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
SInt32 relatedMarketSegmentId
Identifies a related product.
std::vector< TrdInstrmntLegGrpElem > trdInstrmntLegGrp
Trd Instrmnt Leg Group.