OnixS Eurex ETI Handler C++ library
9.21.0
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OnixS
Eurex
Trading
Messages
RFQRequest.h
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any
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* part of this source code or associated reference material to any other location for further
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* reproduction or redistribution, and any amendments to this copyright notice, are expressly
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* prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include "
OnixS/Eurex/Trading/Defines.h
"
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#include "
OnixS/Eurex/Trading/Enumerations.h
"
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#include "OnixS/Eurex/Trading/Export.h"
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#include "
OnixS/Eurex/Trading/Message.h
"
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#include "
OnixS/Eurex/Trading/MessageInfo.h
"
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#include <iosfwd>
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#include <string>
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namespace
OnixS
{
namespace
Eurex {
namespace
Trading {
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/// RFQ Request Message.
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class
ONIXS_EUREX_ETI_EXPORT
RFQRequest
:
public
Message
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{
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public
:
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/// Initialize default instance.
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RFQRequest
();
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/// User ID.
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UInt32
senderSubId
;
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/// The instrument identifier uniquely identifies an instrument in the core system.
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SInt64
securityId
;
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/// Total Order Quantity.
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SInt64
orderQty
;
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/// The product identifier uniquely identifies a Eurex product.
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SInt32
marketSegmentId
;
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/// Side of the order.
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Side::Enum
side
;
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/// This field is used to provide additional regulatory information (according to respective rules and regs,
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/// circulars and bilateral coordination between participant and Trading Surveillance Office).
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std::string
complianceText
;
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/// Returns template ID.
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TemplateId::Enum
templateId()
const
;
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/// Returns string representation.
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std::string toString()
const
;
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private
:
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friend
class
Serializer;
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RFQRequest
(
const
void
* data,
size_t
dataSize,
MessageInfo
& msgInfo);
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void
nativeSerializeTo(
void
* nativeMessage);
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};
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ONIXS_EUREX_ETI_EXPORT std::ostream&
operator<<
(std::ostream&,
const
RFQRequest
&);
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}}}
// namespace OnixS::Eurex::Trading
OnixS::Eurex::Trading::RFQRequest::side
Side::Enum side
Side of the order.
Definition:
RFQRequest.h:54
Message.h
OnixS::Eurex::Trading::Side::Enum
Enum
Side of the order.
Definition:
Enumerations.h:2651
MessageInfo.h
OnixS::Eurex::Trading::RFQRequest
RFQ Request Message.
Definition:
RFQRequest.h:35
OnixS::Eurex::Trading::SInt32
signed int SInt32
Definition:
Defines.h:41
Defines.h
Enumerations.h
OnixS::Eurex::Trading::Message
Message base class.
Definition:
Message.h:32
OnixS
Definition:
AdminListener.h:39
OnixS::Eurex::Trading::TemplateId::Enum
Enum
Template IDs.
Definition:
Enumerations.h:3256
OnixS::Eurex::Trading::RFQRequest::orderQty
SInt64 orderQty
Total Order Quantity.
Definition:
RFQRequest.h:48
OnixS::Eurex::Trading::RFQRequest::securityId
SInt64 securityId
The instrument identifier uniquely identifies an instrument in the core system.
Definition:
RFQRequest.h:45
OnixS::Eurex::Trading::RFQRequest::marketSegmentId
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
Definition:
RFQRequest.h:51
OnixS::Eurex::Trading::UInt32
unsigned int UInt32
Definition:
Defines.h:45
OnixS::Eurex::Trading::SInt64
signed long long SInt64
Definition:
Defines.h:42
OnixS::Eurex::Trading::operator<<
std::ostream & operator<<(std::ostream &, ConnectionState::Enum)
Make it printable using C++ I/O streams.
OnixS::Eurex::Trading::MessageInfo
Message info.
Definition:
MessageInfo.h:32
OnixS::Eurex::Trading::RFQRequest::complianceText
std::string complianceText
Definition:
RFQRequest.h:58
OnixS::Eurex::Trading::RFQRequest::senderSubId
UInt32 senderSubId
User ID.
Definition:
RFQRequest.h:42