OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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SRQSHitQuoteRequest.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 SRQSHitQuoteGrpElem
37{
38public:
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52 std::string toString() const;
53
54private:
55 friend class Serializer;
56 SRQSHitQuoteGrpElem(const void* data);
57};
58
59ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SRQSHitQuoteGrpElem&);
60
62class ONIXS_EUREX_ETI_EXPORT SRQSHitQuoteRequest : public Message
63{
64public:
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128 std::string firmTradeId;
129
131 std::string freeText1;
132
134 std::string freeText2;
135
137 std::string freeText3;
138
140 std::string freeText5;
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147 std::string account;
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163 std::string partyIdLocationId;
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167 std::string complianceText;
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176 std::vector<SRQSHitQuoteGrpElem> sRQSHitQuoteGrp;
177
180
182 std::string toString() const;
183
184private:
185 friend class Serializer;
186 SRQSHitQuoteRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
187 void nativeSerializeTo(void* nativeMessage);
188};
189
190ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SRQSHitQuoteRequest&);
191
192}}} // namespace OnixS::Eurex::Trading
Message base class.
Definition Message.h:33
std::string toString() const
Returns string representation.
SRQSHitQuoteGrpElem()
Initialize default instance.
UInt64 quoteId
Customer defined mass quote identifier.
std::string partyIdTakeUpTradingFirm
Indicates the name of a member institution to which a give-up is designated.
UInt32 negotiationId
ID of a SRQS negotiation.
std::string toString() const
Returns string representation.
std::string account
Account to book trades and keep positions on.
std::string partyIdBeneficiary
Mandatory final KRX beneficiary account required for orders in KRX products.
std::string partyExecutingFirm
Owning business unit name.
std::string partyExecutingTrader
Owning user name.
TemplateId::Enum templateId() const
Returns template ID.
std::vector< SRQSHitQuoteGrpElem > sRQSHitQuoteGrp
SRQS Hit Quote Group.
std::string partyIdLocationId
Country code. Valid characters: 0x01-0x7E.
OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision
Order attribute liquidity provision.
OrderOrigination::Enum orderOrigination
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
std::string freeText2
Second free-format text field for trader-specific or customer-related comments.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
ExecutingTraderQualifier::Enum executingTraderQualifier
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
TradePublishIndicator::Enum tradePublishIndicator
Indicates if a trade should be reported via the market reporting service.
std::string firmTradeId
User defined deal ID.
UInt64 validUntilTime
Time until a message is valid.
SInt64 underlyingPriceStipValue
Value of stipulation.
CustOrderHandlingInst::Enum custOrderHandlingInst
PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier
Party ID investment decision maker qualifier.
std::string partyEndClientIdentification
End client identifier.
SRQSHitQuoteRequest()
Initialize default instance.
std::string partyIdPositionAccount
Flex Account information.
std::string partyIdOrderOriginationFirm
Partner identification at the Korea Exchange is required for orders in KRX products.
std::string freeText1
First free-format text field for trader-specific or customer-related comments.
std::string freeText3
Third free-format text field for trader-specific or customer-related comments.
HedgingInstruction::Enum hedgingInstruction
Indication for the hedge transaction.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
signed int SInt32
Definition Defines.h:41
unsigned int UInt32
Definition Defines.h:45
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
Enum
Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
Enum
Indication for the hedge transaction.
Enum
Order origination, MiFID field - to indicate order received from a direct access or sponsored access ...
Enum
Party ID investment decision maker qualifier.
Enum
Indicates if a trade should be reported via the market reporting service.