OnixS Eurex ETI Handler C++ library 9.25.0
API documentation
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SRQSNegotiationNotification.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
32namespace OnixS { namespace Eurex { namespace Trading {
33
35class ONIXS_EUREX_ETI_EXPORT SRQSNegotiationNotification : public Message
36{
37public:
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134 std::string firmNegotiationId;
135
137 std::string freeText5;
138
141
143 std::string chargeId;
144
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149 std::string toString() const;
150
151private:
152 friend class Serializer;
153 SRQSNegotiationNotification(const void* data, size_t dataSize, MessageInfo& msgInfo);
154 void nativeSerializeTo(void* nativeMessage);
155};
156
157ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SRQSNegotiationNotification&);
158
159}}} // namespace OnixS::Eurex::Trading
Message base class.
Definition Message.h:33
ApplResendFlag::Enum applResendFlag
Indicates a retransmission message.
SInt64 quoteRefPrice
Underlying reference price for an option (for option strategies).
std::string toString() const
Returns string representation.
UInt64 effectiveTime
Time an SRQS STP deal is executed.
std::string partyOrderOriginationTrader
Buy-side user information.
QuoteInstruction::Enum quoteInstruction
Quoting instruction.
std::string targetPartyExecutingFirm
Name of the target business unit.
TemplateId::Enum templateId() const
Returns template ID.
UInt64 lastUpdateTime
Timestamp of last update to data item (or creation if no updates made since creation).
UInt16 tradeToQuoteRatioPosition
Ranking position of Ratio of Trades to Quotes.
SRQSNegotiationNotification()
Initialize default instance.
QuoteCondition::Enum quoteCondition
Status of the quote.
std::string chargeId
Charge ID of Third Party Platform.
SInt64 underlyingDeltaPercentage
The underlying delta of a Vola-Strategy.
ApplId::Enum applId
Identifier for subscription and retransmission of an ETI data stream.
std::string targetPartyExecutingTrader
Name of the target trader name.
UInt64 applSeqNum
Message sequence number assigned to a non-order related Eurex ETI data stream.
std::string firmNegotiationId
User defined ID of a SRQS negotiation.
QuoteSubType::Enum quoteSubType
Sub-type or qualifier of QuoteType.
UInt64 transactTime
Timestamp of the match event (trade).
TradeAggregationTransType::Enum tradeAggregationTransType
Trade Aggregation Identifier.
UInt32 numberOfRespondents
Total number of Respondents in a SRQS event.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
unsigned int UInt32
Definition Defines.h:45
signed long long SInt64
Definition Defines.h:42
unsigned long long UInt64
Definition Defines.h:46
unsigned short UInt16
Definition Defines.h:44
Enum
Identifier for subscription and retransmission of an ETI data stream.
Enum
Indicates a retransmission message.
Enum
Sub-type or qualifier of QuoteType.